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I need an analytical estimation of the following integral:

$$\int\limits_0^\infty \frac{{\mathrm{d} x}}{\sqrt{1 + x^4}}$$

It has a root in the denomenator -- so I can't make use of complex residues technique.

Edit:

Since CAS can do it symbolically -- there's certainly a solution. However I did this analytically a couple of years ago and obtained

$$ \frac{\pi}{2^{3/4}}$$

estimation. I remember it was easy and fast estimation. I'm trying to recover it.

Adobe
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  • @user127.0.01. Don't you think that x = Sqrt[Sinh[u]] could be better ? It would lead to an elliptic integral, for sure. – Claude Leibovici Jan 23 '14 at 15:33
  • @Adobe. $\frac{\pi}{2^{3/4}}$ is not equal to (4 Gamma[5/4]^2)/Sqrt[Pi] – Claude Leibovici Jan 23 '14 at 15:41
  • Here's a nice answer from Maple using the Beta function: $$\frac{1}{4} B \left(\frac{1}{4},\frac{1}{4}\right)$$ – gammatester Jan 23 '14 at 15:43
  • @ClaudeLeibovici: it is an estimation. It equals 1.86, while CAS answer is 1.85. Not bad, huh? – Adobe Jan 23 '14 at 15:44
  • @Adobe. 1.8680022 instead of 1.8540747 ! Good approximation. Sorry, I missed the fact that you wanted a good approximation. If you want a better approximation, I give you 2^Sqrt[Pi]/4 + 1 which equals 1.8540864. Cheers. – Claude Leibovici Jan 23 '14 at 15:53
  • As an elliptic integral, it can be expressed as $$K(\frac12) = \int_0^{\pi/2} \frac{d\theta}{\sqrt{1-\frac12 \sin^2\theta}}$$ Numerically, WA gives $~ 1.854074677301371918433850347195260046217598823521766905585928$ – achille hui Jan 23 '14 at 15:55
  • @ClaudeLeibovici: You must be kidding: estimation has to be direved. I rememvber I derived the estimation I posted. Can You derive $2^\sqrt{\pi}/4 + 1$ as an estimation of the above integral? – Adobe Jan 23 '14 at 20:35
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    @Adobe. I was serious ! I entered the exact value in RIES and this result was one of the simplest. – Claude Leibovici Jan 24 '14 at 04:23
  • @ClaudeLeibovici: Wow, I didn't know things like RIES and ISC exist. Would use the exact answer for the problem at hand. – Adobe Jan 24 '14 at 06:49

8 Answers8

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$\newcommand{\+}{^{\dagger}}% \newcommand{\angles}[1]{\left\langle #1 \right\rangle}% \newcommand{\braces}[1]{\left\lbrace #1 \right\rbrace}% \newcommand{\bracks}[1]{\left\lbrack #1 \right\rbrack}% \newcommand{\ceil}[1]{\,\left\lceil #1 \right\rceil\,}% \newcommand{\dd}{{\rm d}}% \newcommand{\down}{\downarrow}% \newcommand{\ds}[1]{\displaystyle{#1}}% \newcommand{\equalby}[1]{{#1 \atop {= \atop \vphantom{\huge A}}}}% \newcommand{\expo}[1]{\,{\rm e}^{#1}\,}% \newcommand{\fermi}{\,{\rm f}}% \newcommand{\floor}[1]{\,\left\lfloor #1 \right\rfloor\,}% \newcommand{\half}{{1 \over 2}}% \newcommand{\ic}{{\rm i}}% \newcommand{\iff}{\Longleftrightarrow} \newcommand{\imp}{\Longrightarrow}% \newcommand{\isdiv}{\,\left.\right\vert\,}% \newcommand{\ket}[1]{\left\vert #1\right\rangle}% \newcommand{\ol}[1]{\overline{#1}}% \newcommand{\pars}[1]{\left( #1 \right)}% \newcommand{\partiald}[3][]{\frac{\partial^{#1} #2}{\partial #3^{#1}}} \newcommand{\pp}{{\cal P}}% \newcommand{\root}[2][]{\,\sqrt[#1]{\,#2\,}\,}% \newcommand{\sech}{\,{\rm sech}}% \newcommand{\sgn}{\,{\rm sgn}}% \newcommand{\totald}[3][]{\frac{{\rm d}^{#1} #2}{{\rm d} #3^{#1}}} \newcommand{\ul}[1]{\underline{#1}}% \newcommand{\verts}[1]{\left\vert\, #1 \,\right\vert}$ \begin{align} \int_{0}^{\infty}{\dd x \over \root{1 + x^{4}}}&= {1 \over 4}\int_{0}^{\infty}x^{-3/4}\pars{1 + x}^{-1/2}\,\dd x = {1 \over 4}\int_{1}^{\infty}\pars{x - 1}^{-3/4}x^{-1/2}\,\dd x \\[3mm]&= {1 \over 4}\int_{1}^{0}\pars{{1 \over x} - 1}^{-3/4}x^{1/2}\, \pars{-\,{\dd x \over x^{2}}} = {1 \over 4}\int^{1}_{0}\pars{1 - x}^{-3/4}x^{-3/4}\,\dd x \\[3mm]&= {1 \over 4}\,{\rm B}\pars{{1 \over 4},{1 \over 4}} \quad\mbox{where}\quad{\rm B}\pars{a,b}\quad\mbox{is the}\ {\it Beta\ function}. \end{align} Also $$ {\rm B}\pars{{1 \over 4},{1 \over 4}} = {\Gamma\pars{1/4}\Gamma\pars{1/4} \over \Gamma\pars{1/4 + 1/4}} ={1 \over \root{\pi}}\,\Gamma^{2}\pars{1 \over 4} $$ $$\color{#00f}{\large% \int_{0}^{\infty}{\dd x \over \root{1 + x^{4}}} = {1 \over 4\root{\pi}}\,\Gamma^{2}\pars{1 \over 4}} \approx 1.85 $$

Felix Marin
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  • From my perspective, a perspective of non-mathematician, this is the simplest and clearest solution. – Adobe Jan 23 '14 at 22:21
  • @Adobe I'm not a mathematician too. In Physics, for example Many Body Theory, those functions appear everywhere. Thanks. – Felix Marin Jan 24 '14 at 06:43
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Actually, to educate the OP a little - you can use complex variables techniques here. You just have to avoid the branch points. Consider the following integral:

$$\oint_C \frac{dz}{\sqrt{1+z^4}} $$

where $C$ is the following contour:

a

We can then write out the contour integral explicitly in terms of a parametrization; the various terms are

$$\int_{-R}^R \frac{dx}{\sqrt{1+x^4}} + i R \int_0^{\pi} d\theta \, \frac{e^{i \theta}}{\sqrt{1+R^4 e^{i 4 \theta}}} \\ + e^{i \pi/4} \int_1^{R}dt \frac{e^{i \pi/2}}{\sqrt{t^4-1}}- e^{i \pi/4} \int_1^{R}dt \frac{e^{-i \pi/2}}{\sqrt{t^4-1}}\\ + i \epsilon \int_{2 \pi}^0 d\phi \, \frac{e^{i \phi}}{\sqrt{1+(e^{i \pi/4}+\epsilon e^{i \phi})^4}} \\ + e^{i 3\pi/4} \int_1^{R}dt \frac{e^{i \pi/2}}{\sqrt{t^4-1}}- e^{i 3\pi/4} \int_1^{R}dt \frac{e^{-i \pi/2}}{\sqrt{t^4-1}}\\ + i \epsilon \int_{2 \pi}^0 d\phi \, \frac{e^{i \phi}}{\sqrt{1+(e^{i 3\pi/4}+\epsilon e^{i \phi})^4}} $$

Note that the factors of $e^{i \pi/2}$ and $e^{-i \pi/2}$ are a result of the $2 \pi$ jumps about the branch points.

In the limit as $R \to \infty$ and $\epsilon \to 0$, the second, fifth, and eighth integrals vanish. Simplifying, we are left with

$$\int_{-\infty}^{\infty} \frac{dx}{\sqrt{1+x^4}} + i 2 \left ( e^{i \pi/4} + e^{i 3 \pi/4}\right ) \int_1^{\infty} \frac{dt}{\sqrt{t^4-1}}$$

Noting that the contour integral is zero by Cauchy's theorem, we may finally deduce that

$$\int_0^{\infty} \frac{dx}{\sqrt{1+x^4}} = \sqrt{2} \int_1^{\infty} \frac{dt}{\sqrt{t^4-1}}$$

The integral on the RHS may be simplified by subbing $t=1/y$ to get

$$\sqrt{2} \int_0^1 \frac{dy}{\sqrt{1-y^4}}$$

Then sub $y = u^{1/4}$ to get

$$\frac{\sqrt{2}}{4} \int_0^1 du \, u^{-3/4} (1-u)^{-1/2}$$

which is a Beta function. Thus the integral is

$$\frac{\sqrt{2}}{4} \frac{\Gamma \left ( \frac14\right ) \Gamma \left ( \frac12\right )}{\Gamma \left ( \frac{3}{4}\right )} = \frac{4}{\sqrt{\pi}} \Gamma \left ( \frac{5}{4}\right )^2$$

The RHS may be derived using the reflection formula.

Ron Gordon
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  • Can't learn from this -- already too complex for me. But thanks. – Adobe Jan 23 '14 at 21:26
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    @Adobe: the point was to illustrate that it could be done using complex techniques like applying Cauchy's theorem to a specific integration contour. But really, it is not as hard as it looks: writing out the contour integral is just an exercise in parametrization. The hard part is conceiving of the contour, but that comes with experience. – Ron Gordon Jan 23 '14 at 21:29
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For $x \in [0,\infty]$, let $I(x)$ be the integral $\;\displaystyle\int_0^x \frac{dt}{\sqrt{1+t^4}}$.

The integral we want to calculate is simply $I(\infty)$. Quoting some results from this answer of a related question, we know for $x \in [0,\infty)$,

$$I(x) = F(\sqrt{1+x^2-\sqrt{1+x^4}}; \frac12 )$$ where $$F(y\,; m) = \int_0^y \frac{ds}{\sqrt{(1-s^2)(1-ms^2)}}$$ is the Jacobi's form of incomplete elliptic integral of the first kind.

When $x \to \infty$, $\sqrt{1 + x^2 - \sqrt{1+x^4}} \to 1$. This leads to

$$I(\infty) = K\left(\frac12\right)\quad\text{ where }\quad K(m) = \int_0^1 \frac{ds}{\sqrt{(1-s^2)(1-ms^2)}}$$ is the complete elliptic integral of the first kind. $K(m)$ can be computed efficiently using its relation with the arithmetic geometric mean of $1$ and $\sqrt{1-m}$.

$$K(m) = \frac{\pi}{2\text{AGM}(1,\sqrt{1-m})}$$

Start with $m = \frac12$, the first iteration of computing the AGM gives us

$$ \frac{1}{\sqrt[4]{2}} = \text{GM}(1,\frac{1}{\sqrt{2}} ) \le \text{AGM}(1,\frac{1}{\sqrt{2}} ) \le \text{AM}(1, \frac{1}{\sqrt{2}} ) = \frac12 (1 + \frac{1}{\sqrt{2}})$$ and hence $$ 1.840302369 \sim \frac{\sqrt{2}\pi}{\sqrt{2}+1} \le I(\infty) = K\left(\frac12\right) \le \frac{\pi}{2^{3/4}} \sim 1.868002168 $$

To get more accurate estimate of the integral, one can carry out more iterations in the AGM computation. For example, the second iteration gives us

$$ 1.854048814 \sim \frac{2^{3/2}\pi }{2^{5/4}+2^{1/2}+1} \le K\left(\frac12\right) \le \frac{\pi }{\sqrt{2^{1/4} + 2^{3/4}}} \sim 1.8541005407$$ which is accurate to about $4^{th}$ decimal places.

achille hui
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Mathematica input and output:

In[2]:= Integrate[1/Sqrt[1 + x^4], {x, 0, \[Infinity]}]

Out[2]= (4 Gamma[5/4]^2)/Sqrt[\[Pi]]

In[3]:= % // N

Out[3]= 1.85407
2

$x^2=\tan t$
$2xdx=dt/\cos^2 t$
$\displaystyle\int_0^{\infty}\dfrac{dx}{\sqrt{1+x^4}}=\int_0^{\pi/2}\dfrac{dt}{2x\cdot\cos t}=\dfrac{1}{2}\int_0^{\pi/2} \sin^{-1/2}t\cdot \cos^{-1/2}t=\dfrac{1}{4}B(\dfrac{1}{4},\dfrac{1}{4})$

Fan
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The substitution $t=1/x$ leaves the integral invariant, or better, tells you that the integral from $1$ to $\infty$ equals the one from $0$ to $1$. So one way to express the answer is $$ 2\int_0^1 \frac{dx}{\sqrt{1+x^4}}=2\int_0^1\sum_{n=0}^\infty\binom{-1/2}{n}x^{4n}\,dx =\sum_{n=0}^\infty\binom{-1/2}{n}\frac2{4n+1} $$ (with a little help from Abel's theorem to evaluate the series at the edge of its convergence interval).

The series is alternating, so you get proper error estimates. But this may not be a very useful answer.

Harald Hanche-Olsen
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Solution using SymPy:

In [6]: from sympy import Symbol, integrate, sqrt, oo
In [7]: x = Symbol('x', real=True) 
In [8]: integrate(1/sqrt(1 + x**4), (x, 0, oo))
Out[8]: gamma(1/4)**2/(4*sqrt(pi))

Despite it looks differently it is actually the same answer Mathematica gave to Julián Aguirre here:

In [9]: integrate(1/sqrt(1 + x**4), (x, 0, oo)).evalf()
Out[9]: 1.8540746773013

I just thought there might be an easy technique to estimate the integral analytically. Something like saddle point technique.

Adobe
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  • @user127.0.0.1: have you tried your approach? – Ron Gordon Jan 23 '14 at 15:41
  • @user127.0.0.1: not yet. I'll try it in a couple of hours. Have to run now. Thanks for a suggestion. I think one have to expand x around 1 or something. Because when x large it doesn't contribute to the value of the integral. – Adobe Jan 23 '14 at 15:43
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Let $t=\dfrac1{1+x^4}$ , then recognize the expression of the beta function in the new integral. Generally speaking, all integrals of the form $\displaystyle\int_0^\infty\frac{x^a}{(1+x^b)^c}dx$ can be solved this way, by letting $t=\dfrac1{1+x^b}$

Lucian
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