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Question Number 35237 by abdo.msup.com last updated on 17/May/18
study the convergence of  ∫_0 ^∞   ((e^(−x)  −e^(−x^2 ) )/x)dx .
$${study}\:{the}\:{convergence}\:{of} \\ $$$$\int_{\mathrm{0}} ^{\infty} \:\:\frac{{e}^{−{x}} \:−{e}^{−{x}^{\mathrm{2}} } }{{x}}{dx}\:. \\ $$
Commented by prof Abdo imad last updated on 20/May/18
we have ∫_0 ^∞ ((e^(−x) −e^(−x^2 ) )/x)dx= ∫_0 ^1 (...)dx+∫_1 ^(+∞) (...)dx and e^(−x)  =1−x +(x^2 /2) +o(x^3 )  e^(−x^2 )  =1−x^2   +(x^4 /2) + o (x^6 ) ⇒  e^(−x)  −e^(−x^2 )    ∼  x^2 −x  +((x^2  −x^4 )/2) (x→0)⇒  ((e^(−x)   −e^(−x^2 ) )/x) ∼ x−1  +((x −x^3 )/2) (x→0)  lim_(x→0)  ((e^(−x)  −e^(−x^2 ) )/x)  =−1 so the ∫_0 ^1   ((e^(−x) −e^(−x^2 ) )/x)dx  converges  also we have lim_(x→+∞) x^2 ((e^(−x)  −e^(−x^2 ) )/x)  =0 so  ∫_1 ^(+∞)    ((e^(−x)  −e^(−x^2 ) )/x) converges.
$${we}\:{have}\:\int_{\mathrm{0}} ^{\infty} \frac{{e}^{−{x}} −{e}^{−{x}^{\mathrm{2}} } }{{x}}{dx}=\:\int_{\mathrm{0}} ^{\mathrm{1}} \left(…\right){dx}+\int_{\mathrm{1}} ^{+\infty} \left(…\right){dx}\:{and}\:{e}^{−{x}} \:=\mathrm{1}−{x}\:+\frac{{x}^{\mathrm{2}} }{\mathrm{2}}\:+{o}\left({x}^{\mathrm{3}} \right) \\ $$$${e}^{−{x}^{\mathrm{2}} } \:=\mathrm{1}−{x}^{\mathrm{2}} \:\:+\frac{{x}^{\mathrm{4}} }{\mathrm{2}}\:+\:{o}\:\left({x}^{\mathrm{6}} \right)\:\Rightarrow \\ $$$${e}^{−{x}} \:−{e}^{−{x}^{\mathrm{2}} } \:\:\:\sim\:\:{x}^{\mathrm{2}} −{x}\:\:+\frac{{x}^{\mathrm{2}} \:−{x}^{\mathrm{4}} }{\mathrm{2}}\:\left({x}\rightarrow\mathrm{0}\right)\Rightarrow \\ $$$$\frac{{e}^{−{x}} \:\:−{e}^{−{x}^{\mathrm{2}} } }{{x}}\:\sim\:{x}−\mathrm{1}\:\:+\frac{{x}\:−{x}^{\mathrm{3}} }{\mathrm{2}}\:\left({x}\rightarrow\mathrm{0}\right) \\ $$$${lim}_{{x}\rightarrow\mathrm{0}} \:\frac{{e}^{−{x}} \:−{e}^{−{x}^{\mathrm{2}} } }{{x}}\:\:=−\mathrm{1}\:{so}\:{the}\:\int_{\mathrm{0}} ^{\mathrm{1}} \:\:\frac{{e}^{−{x}} −{e}^{−{x}^{\mathrm{2}} } }{{x}}{dx} \\ $$$${converges}\:\:{also}\:{we}\:{have}\:{lim}_{{x}\rightarrow+\infty} {x}^{\mathrm{2}} \frac{{e}^{−{x}} \:−{e}^{−{x}^{\mathrm{2}} } }{{x}} \\ $$$$=\mathrm{0}\:{so}\:\:\int_{\mathrm{1}} ^{+\infty} \:\:\:\frac{{e}^{−{x}} \:−{e}^{−{x}^{\mathrm{2}} } }{{x}}\:{converges}. \\ $$

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