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Could MMA solve analytically this integral by using a Dirac delta function or in another way? $$ f(x)=\int_{-\infty}^{\infty}\left(\frac{1}{3 t^2+1} e^\frac{-t^2+i t}{3 t^2+1}\right)e^{itx}{\rm d}t\tag{1} $$

Integrate[1/(3*t^2+1)*Exp[(-t^2+I*t)/(3*t^2+1)]*Exp[I*t*x],{t,-\[Infinity],\[Infinity]}]

Below is a plot of $f(x)$. What is the expression for $f(x)$ after solving the integral? In case it is helpful, the first moments $\mu_n=\int_{-\infty}^{\infty}x^n f(x){\rm d}x$ are $\mu_0=2\pi,\mu_1=-2\pi,\mu_2=18\pi,\mu_3=-86\pi,\mu_4=986\pi,\mu_5=-9282\pi,\mu_6=133322\pi$.

Solved related problem using DiracDelta

MMA could solve the similar integral in eq.(2) $$ I=\int_{-\infty}^{\infty}\left(\frac{1}{3 t^2+1} e^\frac{-t^2+i t}{3 t^2+1}\right)\color{red}{ \int_{-\infty}^{\infty}x}e^{itx}\color{red}{{\rm d}x}{\rm d}t \tag{2} $$ where deviations to eq.(1) are colored (see also this post). Using the Dirac delta function $\delta(t)$ $$ \delta(t)=\frac{1}{2 \pi}\int_{-\infty}^{\infty} e^{i t x}{\rm d}x \tag{3} $$ $$\delta'(t)=\frac{i}{2\pi}\int_{-\infty}^{\infty} xe^{i t x}{\rm d}x \tag{4} $$ MMA solved instantly:

$$I=-2\pi i\int_{-\infty}^{\infty}\frac{1}{3t^2+1}e^{\frac{-t^2+it}{3t^2+1}}\delta'(t){\rm d}t\\=-2\pi i\left(\left[\frac{1}{3t^2+1}e^{\frac{-t^2+it}{3t^2+1}}\delta(t)\right]_{-\infty}^{\infty}-\frac{{\rm d}}{{\rm d}t}\left(\frac{1}{3t^2+1}e^{\frac{-t^2+it}{3t^2+1}}\right)_{t=0}\right)\\=-2\pi i(0-i)=-2\pi \tag{5}$$

Integrate[-2*Pi*I /(3*t^2+1)*Exp[(-t^2+I*t)/(3*t^2+1)]*D[DiracDelta[t],t],{t,-\[Infinity],\[Infinity]}]
(*-2 Pi*)

MMA 13

Edit note

In a previous version in an exponent was wrongly written $3t^2+t$ instead of $3t^2+1$.

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    $\begingroup$ And the $\delta-\text{function}$ is still infinite at a point regardless how mathematicians classify it and Mathematica will always integrate them as non convergent. Check this interesting site for integral representations and series representations of $\delta-\text{function}s$. dlmf.nist.gov/1.17 $\endgroup$
    – Bill Watts
    Jan 22, 2022 at 7:16
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    $\begingroup$ I don't really believe you are not that ignorant of math, so I think you argue just to cause trouble. I have had enough. $\endgroup$
    – Bill Watts
    Jan 22, 2022 at 7:52
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    $\begingroup$ @user64494 And the next comment after "does not converge" is "Hence comparison with (1.17.5) shows that (1.17.9) can be interpreted as a generalized integral..." Using that sort of generalized integral liberates Fourier analysis from the crippling restrictions you seem to want to place on it. So, the question is, why do you want to cripple Fourier analysis? What harm do you believe it has done to you? $\endgroup$
    – John Doty
    Jan 22, 2022 at 13:58
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    $\begingroup$ @BillWatts Correct, the integral representation of the Dirac delta functional as a Fourier Transform of 1 will diverge. This is not because Dirac delta is infinite at the origin (which is, arguably, not a correct statement since it isn't a function). It's because that integral is in fact not convergent. One can define the FT by a limiting process that involves a sequence of convergent integrals. But the form they converge to is not a convergent integral, even if convergence of the sequence to a functional makes sense (which it does). $\endgroup$ Jan 22, 2022 at 20:57
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    $\begingroup$ @BillWatts Yes, agreed, those formulas are all fine. My claim should have been explicitly restricted to how Mathematica would handle this, and why (on a good day, at least). $\endgroup$ Jan 23, 2022 at 15:34

3 Answers 3

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To summarize the discussion:

Integrate[1/(3*t^2+1)*Exp[(t^2+I*t)/(3*t^2+1)]*Exp[I*t*x]
{t,-\[Infinity],\[Infinity]}]

represents a Fourier integral. The DiracDelta manipulations are also stated in terms of Fourier integrals. Mathematica has special methods that it uses in this domain which can sometimes perform symbolic integrations that are not possible otherwise. However:

FourierTransform[-2*Pi*I/(3*t^2 + 1)*Exp[(-t^2 + I*t)/(3*t^2 + 1)],
 t,x]

returns unevaluated in this case, suggesting that those special methods do not suffice.

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    $\begingroup$ I think it is correct to call this the integral representation of a Fourier transform. Except in this case the integral does not exist, even though the FT does. This is different from the situation, often seen in comments to similar MSE threads, where integrals with DiracDelta appear. Those do exist, once one clears the hurdle of defining them (which was done over 70 years ago). $\endgroup$ Jan 22, 2022 at 16:38
  • $\begingroup$ @DanielLichtblau In the corrected version, there is no doubt that the integral exists: the leading term 1/(3*t^2 + 1) dominates for large Abs[t], and it has no troublesome singularities. It's tame as a numerical integral. But neither Integrate nor FourierTransform can find a symbolic form. Most likely, none exists. $\endgroup$
    – John Doty
    Jan 22, 2022 at 20:04
  • $\begingroup$ Right you are. I guess I was thinking more about something like 1/(3*t+1) which would not be integrable in the classical sense but would nonetheless have a FT (whether or not computable in closed form). $\endgroup$ Jan 22, 2022 at 20:07
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An approximate answer to the edited question can be derived as follows, expanding Exp[(-t^2+I*t)/(3*t^2+1)] into a series.

Total[Table[FourierTransform[1/(3*t^2 + 1)*((-t^2 + I*t)/(3*t^2 + 1))^n/n!,t, x], {n, 0, 20}]];
Plot[Sqrt[2*Pi]*%, {x, -8, 8}]

enter image description here

Edit. Plot[Sqrt[2*Pi]*%, {x, -8, 8}] instead of Plot[%, {x, -8, 8}].

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  • $\begingroup$ I'd like to add that the results of ComplexPlot[ InverseFourierTransform[ Total[Table[ FourierTransform[1/(3*t^2 + 1)*((-t^2 + I*t)/(3*t^2 + 1))^n/n!, t, x], {n, 0, 20}]], x, t], {t, -3 - 3*I, 3 + 3*I}] and ComplexPlot[ 1/(3*t^2 + 1)*Exp[(-t^2 + I*t)/(3*t^2 + 1)], {t, -3 - 3*I, 3 + 3*I}] are almost identical. $\endgroup$
    – user64494
    Jan 22, 2022 at 10:29
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As noticed in @John Doty comment, the integral under consideration is a Fourier transform of $\frac{1}{3 t^2+1} e^\frac{-t^2+i t}{3 t^2+t} $ up to a multiplier. The necessary condition of its existence (see e.g. Encyclopedia of Mathematics) is the convergence of the integral $$ \int_{-\infty}^\infty\left|\frac{1}{3 t^2+1} e^\frac{-t^2+i t}{3 t^2+t}\right|\,dt.$$ There is a non-integrable singularity of the integrand at $t=-\frac 1 3$ as the Mathematica commands

as = Normal[Series[Abs[1/(3 t^2 + 1)*Exp[(-t^2 + I*t)/(3 t^2 + t)]], {t,-1/3, 2}]]

E^Re[(I t - t^2)/(t + 3 t^2)]/Abs[1 + 3 t^2]

Plot[as, {t, -0.5, 0}]

enter image description here

NIntegrate[as, {t, -0.5, 0}]

3.632573614239987*10^477NIntegrate::ncvb: NIntegrate failed to converge to prescribed accuracy after 9 recursive bisections in t near {t} = {-0.333016}. NIntegrate obtained 3.63257361423998710^477+0. I and 3.580550483737237`15.954589770191005^477 for the integral and error estimates.

report. Therefore, the integral under consideration does not exist.

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  • $\begingroup$ Can the downvoter motivate the vote? What is wrong in my answer? $\endgroup$
    – user64494
    Jan 21, 2022 at 18:57
  • $\begingroup$ Plot[Abs[-2*Pi*I/(3*t^2 + 1)*Exp[(-t^2 + I*t)/(3*t^2 + 1)]], {t, -1, 1}] shows no such singularity. $\endgroup$
    – John Doty
    Jan 21, 2022 at 19:21
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    $\begingroup$ Well, given that this is a Mathematica site, I trust the code more than LaTeX that challenges septuagenarian eyes. $\endgroup$
    – John Doty
    Jan 21, 2022 at 19:49
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    $\begingroup$ @granularbastard: You wrote "The latex expression and MMA code express the same formula. " No, this is not true: compare Exp[(-t^2+I*t)/(3*t^2+1)] in the code and $e^\frac{-t^2+i t}{3 t^2+t}$ in $\LaTeX$ ($t$ and 1 in the denominator of the exponent) , $\endgroup$
    – user64494
    Jan 21, 2022 at 20:03
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    $\begingroup$ @granularbastard To summarize, we're confused as to what the function in question is, and user64494 is chronically and stubbornly confused about Fourier analysis. $\endgroup$
    – John Doty
    Jan 21, 2022 at 20:21

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