Substitution to Prove an Integral Identity or Equality
The question asks the student to use a substitution (often specified) to demonstrate that a given integral expression equals another stated form or satisfies a given identity.
Let $f$ be a function such that $\int _ { 6 } ^ { 12 } f ( 2 x ) d x = 10$. Which of the following must be true? (A) $\int _ { 12 } ^ { 24 } f ( t ) d t = 5$ (B) $\int _ { 12 } ^ { 24 } f ( t ) d t = 20$ (C) $\int _ { 6 } ^ { 12 } f ( t ) d t = 5$ (D) $\int _ { 6 } ^ { 12 } f ( t ) d t = 20$ (E) $\int _ { 3 } ^ { 6 } f ( t ) d t = 5$
Let $\varepsilon$ and $r$ be fixed such that $0 < \varepsilon < r$. With the change of variables $q = r\cos\theta$, establish that $$\int_\varepsilon^r \frac{\mathrm{d}q}{q^2\sqrt{r^2-q^2}} = \frac{\sqrt{r^2-\varepsilon^2}}{r^2\varepsilon}$$
For $( x , y )$ in $\left( \mathbb { R } ^ { + * } \right) ^ { 2 }$, we define $\beta ( x , y ) = \int _ { 0 } ^ { 1 } t ^ { x - 1 } ( 1 - t ) ^ { y - 1 } \mathrm {~d} t$. Throughout the rest of this question we assume $x > 1$ and $y > 1$. Show that $\beta ( x , y ) = \int _ { 0 } ^ { + \infty } \frac { u ^ { x - 1 } } { ( 1 + u ) ^ { x + y } } \mathrm {~d} u$. One may use the change of variable $t = \frac { u } { 1 + u }$.
If $a$ and $b$ are two real numbers, we denote $K _ { a , b }$ the function defined for all real $t$ by $K _ { a , b } ( t ) = \begin{cases} \frac { \mathrm { e } ^ { \mathrm { i } t b } - \mathrm { e } ^ { \mathrm { i } t a } } { 2 \mathrm { i } t } & \text { if } t \neq 0 , \\ \frac { b - a } { 2 } & \text { if } t = 0 . \end{cases}$ Show that $\int _ { - N } ^ { N } K _ { a , b } ( t ) \mathrm { d } t = \int _ { N a } ^ { N b } \operatorname { sinc } ( s ) \mathrm { d } s$.
If $n \in \mathbf{N}$, we denote by $D_n$ the improper integral $\int_0^{\pi/2} (\ln(\sin(t)))^n \mathrm{~d}t$. Justify that, if $n \in \mathbf{N}$, the improper integral $D_n$ is convergent, then show that $$D_1 = \int_0^{\pi/2} \ln(\cos(t)) \mathrm{d}t$$
Show that $$\forall u \in \mathbb{R}, \quad \forall a \in \mathbb{R}_+^*, \quad \mathrm{e}^{\frac{au^2}{2}} = \int_{-\infty}^{+\infty} \mathrm{e}^{ut - \frac{t^2}{2a}} \frac{\mathrm{~d}t}{\sqrt{2\pi a}}$$