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This is at least how I might start such a problem: First define a function that calculates the numerical integral (using your definition) from 0 to some number: res[a_?NumericQ, xmax_?NumericQ] := res[a, xmax] = NIntegrate[ x Tanh[Pi x] Sqrt[x^2 + a^2] - (a^2/2 + x^2) Tanh[\[Pi] x], {x, 0, xmax}, WorkingPrecision -> 50] You might notice ...



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