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\rm \int_( \infty )^( - \infty ) \frac{ { {e}^{ { - x}^(2) } }(5 {x}^(2) + 2 {x}^(4) )}{ {x}^(2)( {x}^(2) + 1)} dx \\

1 Answer

5 votes

Consider the integral


\displaystyle \int_(-\infty)^\infty (5 + 2x^2)/(1 + x^2) e^(-x^2) \, dx

which is the negative of yours. Bit strange to integrate over
(\infty,-\infty), but if that's what you actually intended, just multiply the final result by -1. Of course, I've already canceled the superfluous factors of
x^2.

Expand the integrand into partial fractions.


\displaystyle \int_(-\infty)^\infty (5 + 2x^2)/(1 + x^2) e^(-x^2) \, dx = \int_(-\infty)^\infty \left(2 + \frac3{1+x^2}\right) e^(-x^2) \, dx

Recall that for
\alpha>0,


\displaystyle \int_(-\infty)^\infty e^(-\alpha x^2) \, dx = √(\frac\pi\alpha)

Now let


\displaystyle I(a) = \int_(-\infty)^\infty (e^(-ax^2))/(1+x^2) \, dx

Together, these give


\displaystyle \int_(-\infty)^\infty (5 + 2x^2)/(1 + x^2) e^(-x^2) \, dx = 2\sqrt\pi + 3I(1)

Differentiate
I(a) under the integral sign with respect to
a to obtain a simple linear differential equation.


\displaystyle (dI)/(da) = -\int_(-\infty)^\infty (x^2 e^(-ax^2))/(1+x^2) \, dx \\\\ ~~~~~~~~ = - \int_(-\infty)^\infty \left(1 - \frac1{1+x^2}\right) e^(-ax^2) \, dx \\\\ ~~~~~~~~ = -√(\frac\pi a) + I(a)

Solve for
I(a) with the initial value
I(1) = \sqrt\pi. Using an integrating factor,


\displaystyle (dI)/(da) - I(a) = -√(\frac\pi a) \\\\ e^(-a) (dI)/(da) - e^(-a) I(a) = -√(\frac\pi a)\,e^(-a) \\\\ (d)/(da)\left[e^(-a) I(a)\right] = -√(\frac\pi a)\,e^(-a)

By the fundamental theorem of calculus,


\displaystyle e^(-a) I(a) = e^(-a)I(a)\bigg|_(a=0) - \sqrt\pi \int_0^a (e^(-\xi))/(\sqrt\xi) \, d\xi \\\\ I(a) = \pi e^a - \sqrt\pi \, e^a \int_0^a (e^(-\xi))/(\sqrt\xi) \, d\xi

so that


\displaystyle I(1) = \pi e - \sqrt\pi\,e \int_0^1 (e^(-\xi))/(\sqrt\xi) \, d\xi

Substitute
t=\sqrt\xi.


\displaystyle I(1) = \pi e - 2\sqrt\pi\,e \int_0^1 e^(-t^2) \, dt

Recall the error function,


\mathrm{erf}(x) = \displaystyle \frac2{\sqrt\pi} \int_0^x e^(-t^2) \, dt

which we can use to write


I(1) = \pi e - 2\sqrt\pi e \cdot \frac{\sqrt\pi}2\,\mathrm{erf}(1) = \pi e - \pi e \,\mathrm{erf}(1)

Finally, we arrive at


\displaystyle \int_(-\infty)^\infty (5 + 2x^2)/(1 + x^2) e^(-x^2) \, dx = \boxed{2\sqrt\pi + 3\pi e - 3\pi e \, \mathrm{erf}(1)}

User Sarah Vessels
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