This behaviour seems strange.  The case k=0 is handled correctly when 
integrating cos(k*x), but not cos(k*pi*x).

In [1]: integrate(cos(k*x),(x,0,pi))
Out[1]: 
⎧π  for k = 0
⎨            
⎩0  otherwise

In [2]: integrate(cos(k*pi*x),(x,0,1))
Out[2]: 0

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