It seems there exists an inconsistency in the integration algorithms. For example, if you do Integrate[x/(x^2+1),{x,-Infinity, Infinity}], you get 0, but if you compute Integrate[1/Log[x],{x,0,2}], you get divergence.
General rule: indicate version of software.
In[4]:= Integrate[x/(x^2 + 1), {x, -b, b}]
Out[4]= 0
which is what I expect due to the symmetry of the integrand under sign change.
I guess that integral goes to infinity - infinity as b goes to infinity.
In[5]:= $Version
Out[5]= "10.0 for Microsoft Windows (64-bit) (December 4, 2014)"
Here comes annother gereral rule:
One always should have a rough idea about the function which is integrated.
In the case of 1/Log[x] there is a pole at x=1. So the integral has to be understood as “Cauchy principal value”:
In[10]:= Integrate[1/Log[x], {x, 0, 2}, PrincipalValue -> True]
Out[10]= LogIntegral[2]
In[11]:= % // N
Out[11]= 1.04516
then it works perfect!
Cheers Henrik
In[13]:= $Version
Out[13]= "10.0 for Linux x86 (32-bit) (September 10, 2014)"
