Question Number 64635 by mathmax by abdo last updated on 19/Jul/19
$$\left.\mathrm{1}\right){calculate}\:{f}\left({a}\right)\:=\int_{\mathrm{0}} ^{\infty} \:\frac{{arctan}\left(\alpha{x}\right)}{\mathrm{1}+{x}^{\mathrm{2}} }{dx}\:\:{with}\:\alpha\:{real} \\ $$$$\left.\mathrm{2}\right)\:{find}\:{the}\:{value}\:{of}\:\int_{\mathrm{0}} ^{\infty} \:\:\frac{{arctan}\left(\mathrm{2}{x}\right)}{\mathrm{1}+{x}^{\mathrm{2}} }{dx} \\ $$
Commented by mathmax by abdo last updated on 21/Jul/19
$$\left.\mathrm{1}\right)\:{we}\:{have}\:{f}^{'} \left(\alpha\right)\:=\int_{\mathrm{0}} ^{\infty} \:\frac{{x}}{\left(\mathrm{1}+\alpha^{\mathrm{2}} {x}^{\mathrm{2}} \right)\left(\mathrm{1}+{x}^{\mathrm{2}} \right)}{dx} \\ $$$$=_{\alpha{x}\:={t}} \:\:\:\:\int_{\mathrm{0}} ^{\infty} \:\:\:\:\frac{{t}}{\alpha\left(\mathrm{1}+{t}^{\mathrm{2}} \right)\left(\mathrm{1}+\frac{{t}^{\mathrm{2}} }{\alpha^{\mathrm{2}} }\right)}\frac{{dt}}{\alpha}\:=\:\int_{\mathrm{0}} ^{\infty} \:\:\:\frac{{tdt}}{\alpha^{\mathrm{2}} \left({t}^{\mathrm{2}} \:+\mathrm{1}\right)\left(\mathrm{1}+\frac{{t}^{\mathrm{2}} }{\alpha^{\mathrm{2}} }\right)} \\ $$$$=\int_{\mathrm{0}} ^{\infty} \:\:\frac{{tdt}}{\left({t}^{\mathrm{2}} \:+\mathrm{1}\right)\left({t}^{\mathrm{2}} \:+\alpha^{\mathrm{2}} \right)}\:\:{let}\:{decompose}\:{F}\left({t}\right)\:=\frac{{t}}{\left({t}^{\mathrm{2}} \:+\mathrm{1}\right)\left({t}^{\mathrm{2}} \:+\alpha^{\mathrm{2}} \right)} \\ $$$${F}\left({t}\right)\:=\frac{{at}\:+{b}}{{t}^{\mathrm{2}} \:+\mathrm{1}}\:+\frac{{ct}\:+{d}}{{t}^{\mathrm{2}} \:+\alpha^{\mathrm{2}} } \\ $$$${F}\left(−{t}\right)=−{F}\left({t}\right)\:\Rightarrow\:\frac{−{at}\:+{b}}{{t}^{\mathrm{2}} \:+\mathrm{1}}\:+\frac{−{ct}\:+{d}}{{t}^{\mathrm{2}} \:+\alpha^{\mathrm{2}} }\:=\frac{−{at}−{b}}{{t}^{\mathrm{2}} \:+\mathrm{1}}\:+\frac{−{ct}−{d}}{{t}^{\mathrm{2}} \:+\alpha^{\mathrm{2}} }\:\Rightarrow \\ $$$${b}={d}\:=\mathrm{0}\:\Rightarrow{F}\left({t}\right)\:=\frac{{at}}{{t}^{\mathrm{2}} \:+\mathrm{1}}\:+\frac{{ct}}{{t}^{\mathrm{2}} \:+\alpha^{\mathrm{2}} } \\ $$$${lim}_{{t}\rightarrow+\infty} {tF}\left({t}\right)=\mathrm{0}\:={a}+{c}\:\Rightarrow{c}\:=−{a}\:\Rightarrow{F}\left({t}\right)\:=\frac{{at}}{{t}^{\mathrm{2}} \:+\mathrm{1}}\:−\frac{{at}}{{t}^{\mathrm{2}} \:+\alpha^{\mathrm{2}} } \\ $$$${F}\left(\mathrm{1}\right)\:=\frac{\mathrm{1}}{\mathrm{2}\left(\mathrm{1}+\alpha^{\mathrm{2}} \right)}\:=\frac{{a}}{\mathrm{2}}\:−\frac{{a}}{\mathrm{1}+\alpha^{\mathrm{2}} }\:=\left(\frac{\mathrm{1}+\alpha^{\mathrm{2}} −\mathrm{2}}{\mathrm{2}\left(\mathrm{1}+\alpha^{\mathrm{2}} \right)}\right){a}\:=\frac{\alpha^{\mathrm{2}} −\mathrm{1}}{\mathrm{2}\left(\mathrm{1}+\alpha^{\mathrm{2}} \right)}{a}\:\Rightarrow \\ $$$${a}\:=\frac{\mathrm{1}}{\alpha^{\mathrm{2}} −\mathrm{1}}\:\:\:\:\left({so}\:\:{we}\:{suppose}\:\alpha\neq\overset{−} {+}\mathrm{1}\right)\:\Rightarrow \\ $$$${F}\left({t}\right)\:=\frac{\mathrm{1}}{\alpha^{\mathrm{2}} −\mathrm{1}}\left\{\:\frac{{t}}{{t}^{\mathrm{2}} \:+\mathrm{1}}\:−\frac{{t}}{{t}^{\mathrm{2}} \:+\alpha^{\mathrm{2}} }\right\}\:\Rightarrow{f}^{'} \left(\alpha\right)\:=\frac{\mathrm{1}}{\mathrm{2}\left(\alpha^{\mathrm{2}} −\mathrm{1}\right)}\left\{\int_{\mathrm{0}} ^{\infty} \:\frac{\mathrm{2}{t}}{{t}^{\mathrm{2}} \:+\mathrm{1}}−\frac{\mathrm{2}{t}}{{t}^{\mathrm{2}} \:+\alpha^{\mathrm{2}} }\right\}{dt} \\ $$$$=\frac{\mathrm{1}}{\mathrm{2}\left(\alpha^{\mathrm{2}} −\mathrm{1}\right)}\left[{ln}\left(\frac{{t}^{\mathrm{2}} \:+\mathrm{1}}{{t}^{\mathrm{2}} \:+\alpha^{\mathrm{2}} }\right)\right]_{\mathrm{0}} ^{+\infty} \:=\frac{\mathrm{1}}{\mathrm{2}\left(\alpha^{\mathrm{2}} −\mathrm{1}\right)}\left\{\mathrm{1}−{ln}\left(\frac{\mathrm{1}}{\alpha^{\mathrm{2}} }\right)\right\} \\ $$$${if}\:\alpha>\:\Rightarrow{f}^{'} \left(\alpha\right)\:=\frac{\mathrm{1}}{\mathrm{2}\left(\alpha^{\mathrm{2}} −\mathrm{1}\right)}\left\{\mathrm{1}+\mathrm{2}{ln}\left(\alpha\right)\right\}\:=\frac{\mathrm{1}}{\mathrm{2}\left(\alpha^{\mathrm{2}} −\mathrm{1}\right)}\:+\frac{{ln}\left(\alpha\right)}{\alpha^{\mathrm{2}} −\mathrm{1}}\:\Rightarrow \\ $$$${f}\left(\alpha\right)\:=\int\:\:\frac{{d}\alpha}{\mathrm{2}\left(\alpha^{\mathrm{2}} −\mathrm{1}\right)}\:+\int\:\:\frac{{ln}\left(\alpha\right)}{\alpha^{\mathrm{2}} −\mathrm{1}}{d}\alpha\:+{C} \\ $$$$\int\:\:\:\frac{{d}\alpha}{\mathrm{2}\left(\alpha^{\mathrm{2}} −\mathrm{1}\right)}\:=\frac{\mathrm{1}}{\mathrm{4}}\int\:\left(\frac{\mathrm{1}}{\mathrm{1}+\alpha}\:+\frac{\mathrm{1}}{\mathrm{1}−\alpha}\right){d}\alpha\:\:=\frac{\mathrm{1}}{\mathrm{4}}{ln}\mid\frac{\mathrm{1}+\alpha}{\mathrm{1}−\alpha}\mid\:\Rightarrow \\ $$$${f}\left(\alpha\right)\:=\frac{\mathrm{1}}{\mathrm{4}}{ln}\mid\frac{\mathrm{1}+\alpha}{\mathrm{1}−\alpha}\mid\:+\int\:\:\frac{{ln}\left(\alpha\right)}{\alpha^{\mathrm{2}} −\mathrm{1}}{d}\alpha\:+{C}\:\:\:….{be}\:{continued}… \\ $$