Real Analysis – Differentiation with Respect to Parameter in Integral

contest-mathdefinite integralsintegrationleibniz-integral-rulereal-analysis

Use differentiation with respect to parameter obtaining a differential equation to solve

$$
\int_0^\infty \frac{\sin^2(x)}{x^2(x^2+1)}dx
$$
No complex variables, only this approach. Interesting integral and it should have a nice ODE. I have not found the right way yet. we have singularities at $x=\pm i$.

Best Answer

Consider for $a>0$ $$ I(a)=\int_0^\infty\frac{\sin^2(ax)}{x^2(x^2+1)}dx $$ Differentiate it twice. Since $$ \int_0^\infty\frac{\cos(kx)}{x^2+1}dx=\frac{\pi}{2e^k} $$ for $k>0$ we get $I''(a)=\pi e^{-2a}$. Note that $I'(0)=I(0)=0$, so after solving respective IVP we get $$ I(a)=\frac{\pi}{4}(-1+2a+e^{-2a}) $$ It is remains to substitute $a=1$.