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  • $\begingroup$ Is this a numerical integration without warning messages or were the warning messages suppressed? Would be nice to give a reference about improper integrals of this type. $\endgroup$ Commented Jan 18, 2022 at 21:19
  • $\begingroup$ @granularbastard I got no messages (V13.0). $\endgroup$ Commented Jan 18, 2022 at 21:20
  • $\begingroup$ The code fails if we double the values for both PrecisionGoal. Why is it so instable? $\endgroup$ Commented Jan 18, 2022 at 21:35
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    $\begingroup$ @granularbastard The integral is oscillatory, which invites numerical instability. The Levin rule tries to handle that in the $t$ integral. However, the maximum magnitude of the integrand (over $t$) is roughly proportional to $x$ as $x \rightarrow \infty$. As $x$ grows, numerical instability seems to return (that's my guess). Theoretically, it should be handled by increasing WorkingPrecision, but the computations take too long for me to verify it. $\endgroup$ Commented Jan 18, 2022 at 21:48
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    $\begingroup$ @user64494 (1) For a given $x$, the $dt$ integral converges, so strictly speaking the approximates the value, not the principal value. Do not let the numerical tricks fool you. They are done for speed and accuracy. (2) I already said the double integral diverges, and I don't understand why it needs repeating. (3) Your last action shows what a jerk you can be. $\endgroup$ Commented Jan 18, 2022 at 22:04