Recently I've been playing around with Feynman's Trick to evaluate integrals. Obviously, one of it's many great features is that it allows derivatives to make expressions simpler. I was wondering whether Laplace Transforms could equally be applied.
I'm not qualified to say the following is proper or rigorous, it was just an experiment.
Consider
$$I = \int_{0}^{\infty}\frac{\sin^2(x)}{x^2(x^2 + 1)}\, \mathrm dx.$$
Let
$$I(t) = \int_{0}^{\infty}\frac{\sin^2(tx)}{x^2(x^2 + 1)} \,\mathrm dx$$
Take the Laplace Transform to yield \begin{align*} \mathscr L[I(t)] &= \int_{0}^{\infty}\frac{\mathscr L[\sin^2(tx)]}{x^2(x^2 + 1)}\,\mathrm dx\\ &= \int_{0}^{\infty}\frac{\mathscr 1}{x^2(x^2 + 1)}\frac{2x^2}{s(s^2 + 4x^2)}\,\mathrm dx\\ &= \frac{2}{s}\int_{0}^{\infty}\frac{1}{(x^2 + 1)(4x^2 + s^2)}\,\mathrm dx. \end{align*} Splitting via Partial Fraction Decomposition we arrive at \begin{align*} \mathscr L[I(t)] &= \frac{2}{s(s^2 - 4)}\int_{0}^{\infty}\left[ \frac{1}{x^{2} + 1} - \frac{4}{4x^{2} + s^2}\right] \,\mathrm dx\\ &= \frac{2}{s(s^2 - 4)}\left[\arctan(x) - \frac{2}{s}\arctan\left(\frac{2x}{s}\right)\right]_{0}^{\infty}\\ &= \frac{2}{s(s^2 - 4)}\left[\frac{\pi}{2} - \frac{2}{s}\frac{\pi}{2} \right]\\ &= \frac{\pi}{s^2(s + 2)} \end{align*} And so $$I(t) = \mathscr L^{-1}\left[\frac{\pi}{s^2(s + 2)}\right] = \pi\left[\frac{t}{2} + \frac{e^{-2t}}{4} - \frac{1}{4}\right]$$ Hence, $$I(1) = \pi\left[\frac{1}{2} + \frac{e^{-2}}{4} - \frac{1}{4} \right] = \frac{\pi}{4}\left[1 + e^{-2}\right]$$ which is correct. I'm unsure if this is mere luck or whether this is a viable method.
Has anyone used this method before?
Again, thank you for your answer. I've been having a lot of fun solving integrals of this nature with both Fourier and Laplace transforms since going over Fubini's Theorem as you prescribed.
– Oct 27 '18 at 14:32