Undergrad What is the integral of x - sin x over x^3 from 0 to infinity?

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The integral of x - sin x over x^3 from 0 to infinity is evaluated as part of the problem of the week. Participants GJA, Ackbach, and Dhamnekar Winod successfully provided correct solutions. GJA's solution is highlighted for its clarity and correctness. The discussion emphasizes the importance of understanding improper integrals and their convergence. This integral showcases techniques in calculus and the application of limits in evaluating infinite integrals.
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Here is this week's POTW!

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Evaluate the integral

$$\int_0^\infty \frac{x - \sin x}{x^3}\, dx$$
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Congratulations to GJA, Ackbach, and Dhamnekar Winod for their correct solutions. You can read GJA's solution below.
We will show $$\int_{0}^{\infty}\frac{x-\sin(x)}{x^{3}}dx = \frac{\pi}{4}$$ by considering the auxiliary integral $$\int_{-\infty}^{\infty}\frac{x+ie^{ix}}{x^3}dx\qquad (1);$$ the motivation for which comes from noting that $f(x) = \dfrac{x-\sin(x)}{x^{3}}$ is an even function and $\Re(x+ie^{ix}) = -\sin(x)$. We evaluate (1) using the multicolored contour, $C$, shown below, where the inner and outer semicircles have radii $\varepsilon$ and $R$, respectively.

Since the integrand in (1) is analytic/holomorphic on and inside $C$ when extended to $\mathbb{C}$, the residue theorem tells us $$\int_{C}\frac{z+ie^{iz}}{z^3}dz = 0\qquad (2).$$ Next, we observe that $$\left |\int_{\text{Blue}}\frac{z+ie^{iz}}{z^{3}}dz\right |\leq\int_{\text{Blue}}\frac{|z|+1}{|z|^3}dz=\frac{\pi R(R+1)}{R^{3}}\longrightarrow 0\,\,\,\text{as}\,\,\, R\rightarrow \infty.$$ Hence, in the limit as $R\rightarrow\infty$, (2) becomes $$\int_{-\infty}^{-\varepsilon}\frac{x+ie^{ix}}{x^3}dx+\int_{\text{Green}}\frac{z+ie^{iz}}{z^{3}}dz + \int_{\varepsilon}^{\infty}\frac{x+ie^{ix}}{x^3}dx = 0.$$ Using the substitution $x\mapsto -x$ in the first integral immediately above and the identity $\sin(x) = \dfrac{e^{ix}-e^{-ix}}{2i}$, the previous equation yields $$\int_{\varepsilon}^{\infty}\frac{x-\sin(x)}{x^{3}}dx = -\frac{1}{2}\int_{\text{Green}}\frac{z+ie^{iz}}{z^{3}}dz\qquad (3).$$ Along the green contour we have $z = \varepsilon e^{i\theta}$ from $\theta = \pi$ to $\theta = 0$; hence, $$\int_{\text{Green}}\frac{z+ie^{iz}}{z^{3}}dz = \int_{\pi}^{0}\frac{\varepsilon e^{i\theta}+ie^{i\varepsilon e^{i\theta}}}{\varepsilon^{3}e^{3i\theta}}i\varepsilon e^{i\theta}d\theta = -\frac{i}{\varepsilon^{2}}\int_{0}^{\pi}\frac{\varepsilon e^{i\theta}+ie^{i\varepsilon e^{i\theta}}}{e^{2i\theta}}d\theta.$$ Expanding $e^{i\varepsilon e^{i\theta}}$ in a power series the above becomes $$\frac{1}{\varepsilon^{2}}\int_{0}^{\pi}\frac{1-\dfrac{\varepsilon^{2}e^{2i\theta}}{2}+\mathcal{O}(\varepsilon^{3})}{e^{2i\theta}}d\theta = \frac{1}{\varepsilon^{2}}\left[\int_{0}^{\pi}e^{-2i\theta}d\theta-\frac{\varepsilon^{2}}{2}\int_{0}^{\pi}d\theta + \mathcal{O}(\varepsilon^{3})\int_{0}^{\pi}e^{-2i\theta}d\theta\right],$$ where $\mathcal{O}$ is taken to mean for $\varepsilon\rightarrow 0$. Hence, taking $\varepsilon\rightarrow 0$ in (3) we obtain $$\int_{0}^{\infty}\frac{x-\sin(x)}{x^{3}}dx = \left(-\frac{1}{2}\right)\left(-\frac{\pi}{2}\right) = \frac{\pi}{4}.$$

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