How $$\int_{-\infty}^{\infty}\frac{dx}{1+x^2}$$ exists?
It is difficult question to me. i have tried to evaluate by using fact that $$\int_{-\infty}^{\infty} f(x) \ dx =\int_{-\infty}^{0} f(x)\, dx + \int_{0}^{\infty} f(x)\, dx$$ but i have failed in this one. any hints on this one?
You were on the right track. We have
$$\int_{-\infty}^0 \frac{1}{1 + x^2}\, dx = \lim_{a\to -\infty} \int_a^0 \frac{1}{1 + x^2}\, dx = \lim_{a\to -\infty} \arctan x\bigg|_{x = a}^0 = \lim_{a\to -\infty} (-\arctan a) = \frac{\pi}{2}$$
and
$$\int_0^\infty \frac{1}{1 + x^2}\, dx = \lim_{b \to \infty}\int_0^b \frac{1}{1 + x^2}\, dx = \lim_{b\to \infty} \arctan x\bigg|_{x = 0}^b = \lim_{b\to \infty} \arctan b = \frac{\pi}{2}$$
Therefore $\int_{-\infty}^\infty \frac{1}{1 + x^2}\, dx$ exists and has value $\frac{\pi}{2} + \frac{\pi}{2} = \pi$.