A nice one, indeed. Here, Sage seems to use Maxima’s integrator :

sage: table([[u,(f(x)-g(x)).integrate(x,algorithm=u)] for u in ["maxima", 
"sympy", "giac", "fricas", "mathematica_free"]], header_row=["Algorithm", 
"Indefinite integral"])
  Algorithm          Indefinite integral
+------------------+--------------------------------------------------------------------------------------------------------------------------------------+
  maxima             -1/9*(-3*I*x - 1)*cos(3*x) - 1/9*(3*I*x + 1)*e^(-3*I*x) + 
1/9*(3*x - I)*sin(3*x) - 1/12*cos(6*x) + 1/12*e^(-6*I*x) + 1/12*I*sin(6*x)
  sympy              0
  giac               0
  fricas             0
  mathematica_free   0

Note that :

sage: (f(x)-g(x)).integrate(x).simplify()
-1/9*(-3*I*x - 1)*cos(3*x) - 1/9*(3*I*x + 1)*e^(-3*I*x) + 1/9*(3*x - 
I)*sin(3*x) - 1/12*cos(6*x) + 1/12*e^(-6*I*x) + 1/12*I*sin(6*x)

but :

sage: (f(x)-g(x)).integrate(x).simplify_full()
0

and :

sage: (f(x)-g(x)).expand()
0

There are already some reports of incorrect/surprising Maxima definite and 
indefinite integral errors, often related to choice of branchs or branch 
cuts not accounted for. Would you care to check them and file a ticket if 
yours isn’t already known?
​
Le mercredi 15 décembre 2021 à 20:43:07 UTC+1, juanlui...@gmail.com a 
écrit :

> See this example:
>
> f(x)=(x+sin(3*x))*exp(-3*x*I)
> g(x)=f(x).expand()
> integral(f(x)-g(x),(x,0,2*pi))
>
> The answer is I*pi, but it should be 0.
>
> Many other examples (related to Fourier coefficients) give similar errors. 
> For instance:
>
> f(x)=(x+cos(x))*exp(-x*I)
> g(x)=f(x).expand()
> integral(f(x)-g(x),(x,0,2*pi))
>
> The answer is -pi, and it should be 0.
>
> It can be easily with sagemath 9.4 in https://sagecell.sagemath.org
>
> Thanks in advance,
>
> Yours,
>
> Juan Luis Varona
>
>
>
>

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