I have the following problem: Show by direct substitution ($t=x/\sqrt{1+x^2}$) that $\int_0^{\infty}1/(1+x^2)dx = \int_0^{1}1/\sqrt{1-t^2}dt$.
This is a dumb question but I have not done this in a while and it has take me quite some time to do it. I feel there is a clean way to do it but every approach I take just gets messy. I can rearrange the substitution to obtain $x^2=\frac{t^2}{1-t^2}$, and then $1+x^2=\frac{1}{1-t^2}$. But any attempt at substituting this in just gives me $1-t^2$ in the numerator. The limits I am able to get by just looking at $t=x/\sqrt{1+x^2}$ going to the limits. When calculating $dt = \frac{\frac{1-x^2}{\sqrt{1+x^2}}}{1+x^2}$. But this just gets nasty.
Please enlighten me.
Thanks in advance!
Your approach is correct, but when calculating $\mathrm{d}t$ you made a mistake. Since $$t=\frac{x}{\sqrt{1+x^2}} $$ You have that $$\mathrm{d}t=\frac{\sqrt{1+x^2}-\frac{x^2}{\sqrt{1+x^2}}}{1+x^2}\mathrm{d}x=\frac{\mathrm{d}x}{(1+x^2)\sqrt{1+x^2}} $$ Since $$x^2=\frac{t^2}{1-t^2}$$ $$\sqrt{1+x^2}=\frac{1}{\sqrt{1-t^2}}$$ Finally $$\int_0^{+\infty}\frac{1}{1+x^2}\mathrm{d}x=\int_0^1\frac{\mathrm{d}t}{\sqrt{1-t^2}}$$