Seeking Methods to solve $\int_{0}^{\infty} \frac{e^{-x^n}}{x^n + 1}\:dx $

Question

As an extension of a question I posed earlier, I thought it would be best to try and final the result for a more general form:

\begin{equation}
I_n = \int_{0}^{\infty} \frac{e^{-x^n}}{x^n + 1}\:dx
\end{equation}
with $n \in \mathbb{R}, n > 1$

As with the previous question, I'm interested in finding alternative ways of solving this that does not rely on complex analysis.

My Method: I employ the exact same method as with my earlier question. Here first let

\begin{equation}
J_n(t) = \int_{0}^{\infty} \frac{e^{-tx^n}}{x^n + 1}\:dx
\end{equation}

We see that $I_n = J_n(1)$ and that $J_n(0) = \frac{1}{n}\Gamma\left(1 – \frac{1}{n}\right)\Gamma\left(\frac{1}{n}\right)$ (This is shown here)

Now, take the derivative with respect to '$t$' to achieve
\begin{align}
J_n'(t) &= \int_{0}^{\infty} \frac{-x^ne^{-tx^n}}{x^n + 1}\:dx = -\int_{0}^{\infty} \frac{\left(x^n + 1 – 1\right)e^{-tx^n}}{x^n + 1}\:dx \\
&= -\left[\int_{0}^{\infty}e^{-tx^n}\:dx – \int_{0}^{\infty}\frac{e^{-tx^n}}{x^n + 1}\:dx \right] \\
&= -\left[ \frac{t^{-\frac{1}{n}}}{n}\Gamma\left(\frac{1}{n}\right) -J_n(t)\right]
\end{align}

Which yields the differential equation:

\begin{equation}
J_n'(t) – J_n(t) = -\frac{t^{-\frac{1}{n}}}{n}\Gamma\left(\frac{1}{n}\right)
\end{equation}

Which yields the solution:

\begin{equation}
J_n(t) = \frac{1}{n}\Gamma\left(1 – \frac{1}{n}, t\right)\Gamma\left(\frac{1}{n}\right)e^t
\end{equation}

And finally:

\begin{equation}
I_n = J_n(1) = \int_{0}^{\infty} \frac{e^{-x^n}}{x^n + 1}\:dx = \frac{e}{n}\Gamma\left(1 – \frac{1}{n}, 1\right)\Gamma\left(\frac{1}{n}\right)
\end{equation}

Which for me, is a nice result. Fascinated to see other methods!

Edit – Thanks to spaceisdarkgreen for the pickup on my mistyping of the Incomplete Gamma Function.

Answer 1

I can offer a shorter way to obtain the final result in terms of the Incomplete Gamma Function. Therby consider the following representation of the Incomplete Gamma Function which can be found here on MSE

$$ \Gamma(a,x)=\frac{e^{-x}x^{a}}{\Gamma(1-a)} \int_0^\infty \frac{e^{-t} t^{-a}}{x+t} dt\tag1$$

Getting back to your original integral and applying the substitution $x^n=t$ yields to the following

$$\begin{align} I_n=\int_{0}^{\infty} \frac{e^{-x^n}}{x^n + 1}dx&=\int_{0}^{\infty} \frac{e^{-t}}{1+t}\frac1nt^{1/n-1}dt\\ &=\frac1n\int_0^{\infty}\frac{e^{-t}t^{-(1-1/n)}}{1+t}dt \end{align}$$

The latter integral is in the form of $(1)$ with $a=1-1/n$ and $x=1$ from where we can conclude that

$$\begin{align} I_n=\frac1n\int_0^{\infty}\frac{e^{-t}t^{-(1-1/n)}}{1+t}dt=\frac1n\frac{\Gamma\left(1-\frac1n,1\right)\Gamma\left(\frac1n\right)}{e^{-1}} \end{align}$$

$$I_n=\int_{0}^{\infty} \frac{e^{-x^n}}{x^n + 1}dx=\frac en\Gamma\left(1-\frac1n,1\right)\Gamma\left(\frac1n\right)$$

Of course this way of solving requires the knowledge of formula $(1)$ $($an impressive proof done by the user Felix Marin can be found within the linked post$)$ but nevertheless this evaluation method is quite compact.