[Math] Integrate Airy function from 0 to $\infty$

airy-functionscalculusdefinite integralsspecial functions

From the integral representation of Airy function
$$\mathrm{Ai}(x)=\int_{-\infty}^{\infty} \frac{\mathrm{d} \tau}{2\pi} \exp(-\mathrm{i}\tau x)\exp(-\mathrm{i}\frac{\tau^3}{3}),$$
It is easy to see that $\int_{-\infty}^{\infty} \mathrm{d} x\mathrm{Ai}(x) =1$. However, I am wondering how to find
$$\int_{0}^{\infty} \mathrm{d}x \mathrm{Ai}(x).$$
From this website, the result of the above integral is $\frac{1}{3}.$ I could not follow the method in the reference given by that website. Could anyone give an alternative (more straightforward) derivation of $\int_{0}^{\infty} \mathrm{d}x \mathrm{Ai}(x)=\frac{1}{3}$?

Best Answer

Given the integral representation it follows that $\text{Ai}(x)$ fulfills the differential equation $y''=x y$.
In particular $\text{Ai}(x)$ is an entire function and $$\text{Ai}(x)=\frac{1}{\pi}\int_{0}^{+\infty}\cos\left(\frac{t^3}{3}+xt\right)\,dt \tag{1}$$ $$\begin{eqnarray*}(\mathcal{L}\text{Ai})(s)&=&\frac{1}{\pi}\int_{0}^{+\infty}\int_{0}^{+\infty}\cos\left(\frac{t^3}{3}+xt\right)e^{-sx}\,dt\,dx\\&=&\frac{1}{\pi}\int_{0}^{+\infty}\frac{s\cos\left(\frac{t^3}{3}\right)-t\sin\left(\frac{t^3}{3}\right)}{s^2+t^2}\,dt \tag{2}\end{eqnarray*}$$ It is not difficult to show that $$ \lim_{s\to 0^+}\int_{0}^{+\infty}\cos\left(\frac{t^3}{3}\right)\frac{s\,dt}{s^2+t^2} = \frac{\pi}{2}\tag{3}$$ $$ \lim_{s\to 0^+}\int_{0}^{+\infty}\sin\left(\frac{t^3}{3}\right)\frac{t\,dt}{s^2+t^2} = \frac{\pi}{6}\tag{4}$$ and it follows that $$ \int_{0}^{+\infty}\text{Ai}(x)\,dx = \lim_{s\to 0^+}\left(\mathcal{L}\text{Ai}\right)(s) = \frac{1}{\pi}\left(\frac{\pi}{2}-\frac{\pi}{6}\right)=\color{red}{\frac{1}{3}}\tag{5} $$ as wanted.

Related Question