I'm trying to solve an infinite integral using Mathematica. For some reason, Mathematica claims the integral diverges although when solving to a finite limit L and taking L->Infinity results in a finite expression. Also, the finite integration gives a ConditionalExpression, even though the conditions are unnecessary (solving the integral explicitly outside them using Assuming gives the same result).
The integral I'm trying to solve is:
func = p x^3/((x^2 + 1) ((x - p)^2 + 1)) Integrate[func, {x,-Infinity, Infinity}] As an infinite integral, it fails. Instead, I performed the integration to a limit L>0, and then taken L->Infinity:
int = Assuming[L \[Element] Reals && L > 0, Integrate[func, {x, -L, L}]] Limit[int, {L -> Infinity}] This gives a ConditionalExpression:
ConditionalExpression[(p^2 (3 + p^2) \[Pi])/(4 + p^2), ! (Im[p] >= 1 || Im[p] <= -1)]
I thought maybe the infinite case fails because of the condition, so I explicitly separated into cases using even more Assuming statements:
(*Case #1:*) int = Assuming[L \[Element] Reals && L > 0 && Abs[Im[p]] > 1 && L > Abs[Re[p]], Integrate[func, {x, -L, L}]] Limit[int, {L -> Infinity}] (*Case #2:*) int = Assuming[L \[Element] Reals && L > 0 && Abs[Im[p]] < 1 && L > Abs[Re[p]], Integrate[func, {x, -L, L}]] Limit[int, {L -> Infinity}] (*Case #3:*) int = Assuming[L \[Element] Reals && L > 0 && Abs[Im[p]] > 1 && L < Abs[Re[p]], Integrate[func, {x, -L, L}]] Limit[int, {L -> Infinity}] (*Case #4:*) int = Assuming[L \[Element] Reals && L > 0 && Abs[Im[p]] < 1 && L < Abs[Re[p]], Integrate[func, {x, -L, L}]] Limit[int, {L -> Infinity}] In all cases the result is the same, just without the condition which appeared before.
There are many similar examples for such behavior. But as far as I know, there's never been a consistent and general explanation of WHY does this happen or how to perform such computations correctly without checking both ways. So in total, I have three general questions:
- Why did the original integral failed if the finite integral converges at the limit? Is there a general rule for when it happens and how to avoid this behavior?
- Why did Mathematica add the
ConditionalExpressionif the result is independent of it? Is there a simpler way of removing or avoiding it when it is indeed unnecessary? - Does my integral converge or diverge?
Thanks a lot!

