Question Number 31083 by abdo imad last updated on 02/Mar/18
$${calculate}\:{by}\:{two}\:{methods}\:\int_{\mathrm{0}} ^{\mathrm{1}} \:\:\int_{\mathrm{0}} ^{\frac{\pi}{\mathrm{2}}} \:\:\:\frac{{dx}\:{dt}}{\mathrm{1}+{x}^{\mathrm{2}} {tan}^{\mathrm{2}} {t}} \\ $$$${then}\:{find}\:{the}\:{value}\:{of}\:\int_{\mathrm{0}} ^{\frac{\pi}{\mathrm{2}}} \:{t}\:{cotant}\:{dt}\:. \\ $$$$ \\ $$
Commented by abdo imad last updated on 11/Mar/18
$${let}\:{put}\:{I}=\:\int_{\mathrm{0}} ^{\frac{\pi}{\mathrm{2}}} \:\left(\int_{\mathrm{0}} ^{\mathrm{1}} \:\frac{{dx}}{\mathrm{1}+{x}^{\mathrm{2}} {tan}^{\mathrm{2}} {t}}\right){dt}\:\:{ch}.\:{xtant}={u}\:{give} \\ $$$$\int_{\mathrm{0}} ^{\mathrm{1}} \:\:\:\:\:\frac{{dx}}{\mathrm{1}+{x}^{\mathrm{2}} {tan}^{\mathrm{2}} {t}}=\:\int_{\mathrm{0}} ^{\mathrm{1}} \:\:\:\:\frac{\mathrm{1}}{\mathrm{1}+{u}^{\mathrm{2}} }\:\frac{{du}}{{tant}} \\ $$$$=\frac{\mathrm{1}}{{tant}}\:\left[{arctanu}\right]_{\mathrm{0}} ^{{tant}} =\:\frac{{t}}{{tant}}\:\Rightarrow\:{I}=\:\int_{\mathrm{0}} ^{\frac{\pi}{\mathrm{2}}} {t}\:{cotant}\:{dt} \\ $$$${from}\:{another}\:{side}\:{by}\:{fubini}\:{theorem}\:{we}\:{have} \\ $$$${I}=\:\int_{\mathrm{0}} ^{\mathrm{1}} \:\:\left(\int_{\mathrm{0}} ^{\frac{\pi}{\mathrm{2}}} \:\:\:\frac{{dt}}{\mathrm{1}+{x}^{\mathrm{2}} {tan}^{\mathrm{2}} {t}}\right){dx}\:\:\:{the}\:{ch}.{tant}\:={u}\:{give} \\ $$$$\int_{\mathrm{0}} ^{\frac{\pi}{\mathrm{2}}} \:\:\:\frac{{dt}}{\mathrm{1}+{x}^{\mathrm{2}} {tan}^{\mathrm{2}} {t}}\:=\:\int_{\mathrm{0}} ^{\infty} \:\:\:\:\:\:\frac{{du}}{\left(\mathrm{1}+{u}^{\mathrm{2}} \right)\left(\mathrm{1}+{x}^{\mathrm{2}} {u}^{\mathrm{2}} \right)}\:{let} \\ $$$${decompose}\:{F}\left({u}\right)=\:\frac{\mathrm{1}}{\left(\mathrm{1}+{u}^{\mathrm{2}} \right)\left(\mathrm{1}+{x}^{\mathrm{2}} {u}^{\mathrm{2}} \right)}\:=\frac{{au}+{b}}{\mathrm{1}+{u}^{\mathrm{2}} }\:+\frac{{cu}\:+{d}}{\mathrm{1}+{x}^{\mathrm{2}} {u}^{\mathrm{2}} } \\ $$$${F}\left(−{u}\right)={F}\left({u}\right)\:\Rightarrow\frac{−{au}\:+{b}}{\mathrm{1}+{u}^{\mathrm{2}} }\:+\frac{−{cu}+{d}}{\mathrm{1}+{x}^{\mathrm{2}} {u}^{\mathrm{2}} }={F}\left({u}\right)\:\Rightarrow{a}={c}=\mathrm{0}\Rightarrow \\ $$$${F}\left({u}\right)\:=\frac{{b}}{\mathrm{1}+{u}^{\mathrm{2}} }\:+\frac{{d}}{\mathrm{1}+{x}^{\mathrm{2}} {u}^{\mathrm{2}} }\:{lim}_{{u}\rightarrow\infty} {u}^{\mathrm{2}} {F}\left({u}\right)=\mathrm{0}={b}\:+\frac{{d}}{{x}^{\mathrm{2}} }\:\Rightarrow \\ $$$${d}=−{bx}^{\mathrm{2}} \:\:\:\Rightarrow{F}\left({u}\right)=\:\frac{{b}}{\mathrm{1}+{u}^{\mathrm{2}} }\:−\frac{{bx}^{\mathrm{2}} }{\mathrm{1}+{x}^{\mathrm{2}} {u}^{\mathrm{2}} }\:{we}\:{look}\:{that}\:{b}=\frac{\mathrm{1}}{\mathrm{1}−{x}^{\mathrm{2}} } \\ $$$${and}\:{F}\left({u}\right)=\frac{\mathrm{1}}{\mathrm{1}−{x}^{\mathrm{2}} }\left(\:\frac{\mathrm{1}}{\mathrm{1}+{u}^{\mathrm{2}} }\:−\frac{{x}^{\mathrm{2}} }{\mathrm{1}+{x}^{\mathrm{2}} {u}^{\mathrm{2}} }\right) \\ $$$$\int_{\mathrm{0}} ^{\infty} \:{F}\left({u}\right){du}=\:\frac{\mathrm{1}}{\mathrm{1}−{x}^{\mathrm{2}} }\int_{\mathrm{0}} ^{\infty} \:\:\frac{{du}}{\mathrm{1}+{u}^{\mathrm{2}} }\:\:−\frac{{x}^{\mathrm{2}} }{\mathrm{1}−{x}^{\mathrm{2}} }\:\int_{\mathrm{0}} ^{+\infty} \:\frac{{du}}{\mathrm{1}+{x}^{\mathrm{2}} \:{u}^{\mathrm{2}} } \\ $$$$=\frac{\pi}{\mathrm{2}\left(\mathrm{1}−{x}^{\mathrm{2}} \right)}\:−\frac{{x}^{\mathrm{2}} }{\mathrm{1}−{x}^{\mathrm{2}} }\:\int_{\mathrm{0}} ^{\infty} \:\:\:\frac{\mathrm{1}}{\mathrm{1}+\alpha^{\mathrm{2}} }\frac{{d}\alpha}{{x}}\:\:\:\:\:\:\:\:\:\:\:\:\:\:\:\:\:\left({ch}.{xu}=\alpha\right) \\ $$$$=\:\frac{\pi}{\mathrm{2}\left(\mathrm{1}−{x}^{\mathrm{2}} \right)}\:−\frac{\pi{x}}{\mathrm{2}\left(\mathrm{1}−{x}^{\mathrm{2}} \right)}=\frac{\pi\left(\mathrm{1}−{x}\right)}{\mathrm{2}\left(\mathrm{1}−{x}\right)\left(\mathrm{1}+{x}\right)}\:=\:\frac{\pi}{\mathrm{2}\left(\mathrm{1}+{x}\right)} \\ $$$${I}\:=\int_{\mathrm{0}} ^{\mathrm{1}} \:\:\frac{\pi{dx}}{\mathrm{2}\left(\mathrm{1}+{x}\right)}\:=\frac{\pi}{\mathrm{2}}\:\int_{\mathrm{0}} ^{\mathrm{1}} \:\frac{{dx}}{\mathrm{1}+{x}}\:=\frac{\pi}{\mathrm{2}}\:{ln}\left(\mathrm{2}\right)\:\Rightarrow \\ $$$$\int_{\mathrm{0}} ^{\frac{\pi}{\mathrm{2}}} \:{t}\:{cotant}\:{dt}\:=\frac{\pi}{\mathrm{2}}{ln}\left(\mathrm{2}\right). \\ $$