what is your favorite first-year calculus improper integral?

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I am writing a take home quiz for a first-year university level calculus course. This quiz deals with improper integrals. I would like to know if you would be kind enough to share your favorite improper integral. I am specially interested in :

  • challenging thought provoking questions
  • questions that can be tackled in various different methods, as found in a typical north america first year university level..., such as by-parts, u-subs, trig subs, trig ids, etc, etc..

I very much appreciate your input.

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Not sure how much this qualifies for first-year, but perhaps clever first-year:

$$\int_0^{\infty} dx \frac{\log{x}}{x^2-1} = \frac{\pi^2}{4}$$

This one has a lot of nifty stuff built in. (Note that the integrand does not blow up at $x=1$.) What I would tell a first-year to do is sub $x=e^t$ and manipulate the integrand a bit to see that you can use a geometric series, which then becomes a well-known sum.

(Perhaps I would tell then to take as given that

$$\sum_{k=1}^{\infty} \frac1{n^2} = \frac{\pi^2}{6}$$ )

ADDENDUM

Another cool thing you can have a student show from this is that

$$\int_0^1 dx \frac{\log{x}}{x^2-1} = \frac{\pi^2}{8}$$

This may be shown by splitting the integral up at $x=1$ and applying the substitution $x=1/y$.

Once the student gets that, then it should be a breeze to prove that

$$\int_0^{\infty} dx \frac{\log{x}}{x^2+1} = 0$$