Logarithmic quadratic parameter integral

ID: logarithmic-quadratic-parameter-integral

For every real parameter ,
where . For , differentiation under the integral sign and a partial fraction decomposition give
Solving this first-order linear differential equation yields . To fix the constant, dominated convergence gives ; the last absolutely convergent integral changes sign under . Thus . Oddness in supplies the result for negative parameters. The initial value alone does not determine , since every solution tends to zero as .

New to topics? Read the docs here!