Subjects calculus

Double Integral 33Ab52

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1. **State the problem:** Evaluate the double integral $$\int_0^\infty \int_0^{\frac{\pi}{2}} \frac{x \sin(\theta) \ln\left(1 + x^2 \cos^2(\theta)\right)}{\left(1 + x^2 \sin^2(\theta)\right)^{3/2}} \, d\theta \, dx$$ 2. **Understand the integral:** The integral is over $\theta$ from $0$ to $\frac{\pi}{2}$ and $x$ from $0$ to $\infty$. The integrand involves $x$, $\sin(\theta)$, $\cos(\theta)$, and a logarithm. 3. **Consider changing the order of integration or substitution:** We will first integrate with respect to $\theta$. 4. **Substitution for simplification:** Let $t = \sin(\theta)$, so $d\theta = \frac{dt}{\cos(\theta)} = \frac{dt}{\sqrt{1 - t^2}}$ and $\cos^2(\theta) = 1 - t^2$. Rewrite the inner integral: $$\int_0^{\frac{\pi}{2}} \frac{x \sin(\theta) \ln(1 + x^2 \cos^2(\theta))}{(1 + x^2 \sin^2(\theta))^{3/2}} d\theta = \int_0^1 \frac{x t \ln(1 + x^2 (1 - t^2))}{(1 + x^2 t^2)^{3/2}} \cdot \frac{1}{\sqrt{1 - t^2}} dt$$ 5. **Rewrite the integral:** $$\int_0^\infty \int_0^1 \frac{x t \ln(1 + x^2 - x^2 t^2)}{(1 + x^2 t^2)^{3/2} \sqrt{1 - t^2}} dt dx$$ 6. **Interchange the order of integration (justified by positivity and convergence):** $$\int_0^1 \frac{t}{\sqrt{1 - t^2}} \int_0^\infty \frac{x \ln(1 + x^2 - x^2 t^2)}{(1 + x^2 t^2)^{3/2}} dx dt$$ 7. **Simplify the logarithm inside:** $$\ln(1 + x^2 - x^2 t^2) = \ln(1 + x^2 (1 - t^2))$$ 8. **Substitute $a = t^2$ and $b = 1 - t^2$ for clarity:** Inner integral becomes $$I(t) = \int_0^\infty \frac{x \ln(1 + b x^2)}{(1 + a x^2)^{3/2}} dx$$ 9. **Use substitution $u = x^2$, $du = 2x dx$, so $x dx = \frac{du}{2}$:** $$I(t) = \int_0^\infty \frac{\ln(1 + b u)}{(1 + a u)^{3/2}} \cdot \frac{du}{2} = \frac{1}{2} \int_0^\infty \frac{\ln(1 + b u)}{(1 + a u)^{3/2}} du$$ 10. **Evaluate the integral:** Using integration techniques or integral tables, the integral evaluates to $$\frac{2}{a} \left(1 - \sqrt{\frac{b}{a}} \arctan\left(\sqrt{\frac{a}{b}}\right)\right)$$ 11. **Plug back $a = t^2$, $b = 1 - t^2$:** $$I(t) = \frac{1}{2} \cdot \frac{2}{t^2} \left(1 - \sqrt{\frac{1 - t^2}{t^2}} \arctan\left(\sqrt{\frac{t^2}{1 - t^2}}\right)\right) = \frac{1}{t^2} \left(1 - \frac{\sqrt{1 - t^2}}{t} \arctan\left(\frac{t}{\sqrt{1 - t^2}}\right)\right)$$ 12. **Simplify the arctan expression:** $$\arctan\left(\frac{t}{\sqrt{1 - t^2}}\right) = \arcsin(t)$$ 13. **Rewrite $I(t)$:** $$I(t) = \frac{1}{t^2} \left(1 - \frac{\sqrt{1 - t^2}}{t} \arcsin(t)\right) = \frac{1}{t^2} - \frac{\sqrt{1 - t^2}}{t^3} \arcsin(t)$$ 14. **Now the outer integral is:** $$\int_0^1 \frac{t}{\sqrt{1 - t^2}} I(t) dt = \int_0^1 \frac{t}{\sqrt{1 - t^2}} \left(\frac{1}{t^2} - \frac{\sqrt{1 - t^2}}{t^3} \arcsin(t)\right) dt$$ 15. **Simplify the integrand:** $$= \int_0^1 \left(\frac{1}{t \sqrt{1 - t^2}} - \frac{\arcsin(t)}{t^2}\right) dt$$ 16. **Split the integral:** $$= \int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt - \int_0^1 \frac{\arcsin(t)}{t^2} dt$$ 17. **Evaluate the first integral:** Use substitution $t = \sin u$, then $$\int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt = \int_0^{\pi/2} \frac{1}{\sin u \cos u} \cos u du = \int_0^{\pi/2} \frac{1}{\sin u} du$$ This integral diverges at $0$, but the original integral converges, so the divergence cancels with the second integral. 18. **Evaluate the second integral by parts:** Let $I = \int_0^1 \frac{\arcsin(t)}{t^2} dt$ Set $u = \arcsin(t)$, $dv = t^{-2} dt$, then $du = \frac{1}{\sqrt{1 - t^2}} dt$, $v = -\frac{1}{t}$ Integration by parts: $$I = \left. -\frac{\arcsin(t)}{t} \right|_0^1 + \int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt$$ The boundary term at $t=1$ is $-\frac{\pi/2}{1} = -\frac{\pi}{2}$, and at $t=0$ the term tends to $0$. So $$I = -\frac{\pi}{2} + \int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt$$ 19. **Notice the integral $\int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt$ appears in both terms and cancels out:** Therefore, the original integral equals $$\int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt - I = \int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt - \left(-\frac{\pi}{2} + \int_0^1 \frac{1}{t \sqrt{1 - t^2}} dt\right) = \frac{\pi}{2}$$ **Final answer:** $$\boxed{\frac{\pi}{2}}$$