Problem 106
Medium Special Techniques

Investigate the convergence of the integral: integral

Investigate the convergence of the integral: $$ \int_0^\infty \frac{x^a \arctan x}{c+x^b} \, dx \quad (b>0, c>0) $$

Explanation of Method

This problem investigates whether an improper integral converges, without evaluating it exactly. The domain is split at each point of impropriety, and near each one the integrand is compared to a simpler benchmark integral (typically a power $x^{-p}$ or an exponential) using a comparison test or limit comparison test; the integral converges precisely when every piece does.

This integral is improper at both $x = 0$ and $x = \infty$. We must analyze convergence at both endpoints separately.

Step 1: Split the integral

$$\int_0^\infty \frac{x^a \arctan x}{c+x^b} \, dx = \int_0^1 \frac{x^a \arctan x}{c+x^b} \, dx + \int_1^\infty \frac{x^a \arctan x}{c+x^b} \, dx$$

For the integral to converge, BOTH parts must converge.

Step 2: Analyze convergence at $x = 0$

For small $x$ (as $x \to 0^+$):

Therefore:

$$\frac{x^a \arctan x}{c+x^b} \approx \frac{x^a \cdot x}{c} = \frac{x^{a+1}}{c}$$

The integral $\int_0^1 x^{a+1} \, dx$ converges if and only if $a+1 > -1$, i.e., **$a > -2$**.

Step 3: Analyze convergence at $x = \infty$

For large $x$ (as $x \to \infty$):

Therefore:

$$\frac{x^a \arctan x}{c+x^b} \approx \frac{x^a \cdot \frac{\pi}{2}}{x^b} = \frac{\pi}{2} \cdot x^{a-b}$$

The integral $\int_1^\infty x^{a-b} \, dx$ converges if and only if $a-b < -1$, i.e., **$a < b-1$**.

Step 4: Combine conditions

For the integral to converge, we need BOTH:

  1. Convergence at $x = 0$: $a > -2$
  2. Convergence at $x = \infty$: $a < b - 1$

These conditions are compatible if and only if:

$$-2 < a < b - 1$$

This requires $b - 1 > -2$, i.e., $b > -1$.

Since we're given $b > 0$, we automatically have $b > -1$. ✓

Final Answer

$$\boxed{\text{The integral converges if and only if } -2 < a < b-1}$$

Given the constraints $b > 0$ and $c > 0$, this is equivalent to:

$$\boxed{a \in (-2, b-1)}$$

Special cases and boundary analysis

Case 1: $a = -2$

At $x = 0$: $\frac{x^{-2} \cdot x}{c} = \frac{x^{-1}}{c} = \frac{1}{cx}$

This gives $\int_0^1 \frac{dx}{x}$, which **diverges**. ✗

Case 2: $a = b-1$

At $x = \infty$: $\frac{x^{b-1}}{x^b} = \frac{1}{x}$

This gives $\int_1^\infty \frac{dx}{x}$, which **diverges**. ✗

Case 3: $a = 0, b = 2$

Condition: $-2 < 0 < 1$? Yes! ✓

The integral $\int_0^\infty \frac{\arctan x}{c+x^2} \, dx$ converges.

Case 4: $a = 1, b = 3$

Condition: $-2 < 1 < 2$? Yes! ✓

The integral $\int_0^\infty \frac{x \arctan x}{c+x^3} \, dx$ converges.

Case 5: $a = 1, b = 2$

Condition: $-2 < 1 < 1$? No! (Need $1 < 1$) ✗

The integral $\int_0^\infty \frac{x \arctan x}{c+x^2} \, dx$ diverges at infinity.

Detailed verification at $x = 0$

The integrand near $x = 0$ is:

$$\frac{x^a \arctan x}{c+x^b}$$

For $x$ near 0:

$$\arctan x = x - \frac{x^3}{3} + O(x^5) \approx x$$

$$c + x^b \approx c$$

So:

$$\frac{x^a \arctan x}{c+x^b} \approx \frac{x^{a+1}}{c}$$

The integral $\int_0^1 x^{a+1} \, dx$ converges if $a+1 > -1$.

Detailed verification at $x = \infty$

The integrand for large $x$ is:

$$\frac{x^a \arctan x}{c+x^b}$$

For large $x$:

$$\arctan x \to \frac{\pi}{2}$$

$$c + x^b = x^b\left(\frac{c}{x^b} + 1\right) \approx x^b$$

So:

$$\frac{x^a \arctan x}{c+x^b} \approx \frac{x^a \cdot \frac{\pi}{2}}{x^b} = \frac{\pi}{2x^{b-a}}$$

The integral $\int_1^\infty \frac{1}{x^{b-a}} \, dx$ converges if $b - a > 1$.

Graphical interpretation

The convergence region is:

$$\{(a,b) : b > 0 \text{ and } -2 < a < b-1\}$$

In the $(a,b)$ plane:

The convergence region is the area between $a = -2$ and $a = b - 1$ for $b > 0$.

Summary

  1. Split the integral at $x = 1$ to analyze both endpoints
  2. At $x = 0$: Integrand $\sim x^{a+1}$, converges if $a > -2$
  3. At $x = \infty$: Integrand $\sim x^{a-b}$, converges if $a < b-1$
  4. Combined condition: $-2 < a < b - 1$
  5. The interval is non-empty since $b > 0 \implies b - 1 > -1 > -2$

Key lessons:


Result

$$\boxed{\text{The integral converges if and only if } -2 < a < b-1}$$

$$\boxed{a \in (-2, b-1)}$$