7
votes
0answers
169 views

How to evaluate the integral $e^{-(c\ln(\frac{1}{x}))^s} dx$?

Can anyone help me evaluate $$\int_{\alpha}^1 \exp{\left\{-\left(c\ln\left(\frac{1}{x}\right)\right)^s\right\}} dx$$, Where $0 \leq \alpha \leq 1$ and $s \in \mathbb{R}$. I tried changing ...
3
votes
0answers
38 views

Approximating this definite integral

I ran into the following integral in my research that I believe has no closed-form solution: $$ I = \int_{s_0}^{s_1} \frac{(\alpha_x s + \beta_x)^{\lambda_x}}{(\alpha_y s + \beta_y)^{\lambda_y}} ds ...
0
votes
1answer
36 views

Newton-Cotes Quadrature formula

Im trying to find more information about numerical integration methods. When is a Newton-Cotes Quadrature formula on n nodes exact?
0
votes
4answers
138 views
1
vote
2answers
111 views

Using series find $\int_0^1 \sqrt{1+x^4}\hspace{1mm} dx$ up to $2$ decimal places

I cannot figure out an aesthetic way to do this. Can someone give a beautiful solution to this ugly question? This is what I have tried yet. I used the fact that $$x = ...
0
votes
1answer
76 views

Double Integrals & Expected Value Monte Carlo Method

Tell me if I'm wrong Let $\Omega = [a,b]\times[c,d]\subseteq\mathbb{R}^2$, then $$ \iint_\Omega ...
1
vote
1answer
44 views

integral approximation (law of large numbers)

I am totally at a loss with this question and don't even know where to begin. Let $g:[0, 1]\rightarrow \mathbb{R}$ be a measurable and Lebesgue-integrable function. $U_1, U_2, \dots$ be a series of ...
3
votes
1answer
51 views

Asymptotic approximation to find the Barnes integral

In the following paper and in order to prove the Barnes integral $$\frac{1}{2\pi ...
2
votes
1answer
59 views

Change of variable

I have to approximate the following integral, using Simpson's Composite $1/3$ Rule: $\displaystyle \int\limits_{0}^1 \mathrm{\frac{e^{2x}}{\sqrt[5]{x^2}}}\,\mathrm{d}x$. The only problem is that ...
0
votes
0answers
44 views

Comparison of trapezoidal , Simpson's 1/3 ,Simpson's 3/8 and Boole's rules.

These rules are often used in numerical integration. How do we analyze the given support points or function and select the most suitable one for best approximation?
0
votes
1answer
35 views

How to Split a 2D Gaussian pdf into a Grid of Equally Sized Volumes

Let $f(x,y)$ be a Gaussian pdf for some known mean and covariance. Given $(x_0, y_0)$ and $(x_N, y_M)$ such that $$\int_{x_0}^{x_N} \int_{y_0}^{y_M} f(x,y) dy dx \approx 1$$ I would like to split ...
4
votes
1answer
72 views

Applications of the Exponential Integral?

this is my first time asking a question on here so please forgive me if I have made any formatting mistakes. I have the integral $f(x) = \int_0^\infty \frac{e^{-t}}{x + t} \; dt$ and I have shown the ...
1
vote
0answers
49 views

Approximate an integral

In a physics textbook, I came across the integral $$I(r_1,r_0)=\int_{r_0}^{r_1}\frac{1}{1-2m/r}\left[1-\frac{r_0^2(1-2m/r)}{r^2(1-2m/r_0)}\right]^{-1/2}dr$$ The author said that the integrand can be ...
0
votes
0answers
10 views

Correlation 4-point

I need to calculate $\langle x_{i}x_{j}x_{k}x_{l}\rangle $, where $$ \langle f(x) \rangle = \int e^{-\frac{1}{2}A_{ij}x^{i}x^{j} - \frac{\lambda }{4!}\sum_{i}x_{i}^{4}} f(x)d^{n}\mathbf x , $$ for ...
1
vote
0answers
22 views

Copying the Curvature of One Function onto Another: Approximation

I have a polar function $$ r(\theta)=\left(r+\epsilon\right)\cos(\theta)-\sqrt{r^{2}-\left(r+\epsilon\right)^{2}\sin^{2}(\theta)} $$ Is it possible to methodically conjure another polar function ...
2
votes
0answers
30 views

Using Polars to Approximate a Cartesian line: Approximating an Integral

I have the equation of the lower semicircle of radius $r$ centred at a distance $a+r$ above the x-axis $$ f(x)=r+a-\sqrt{r^{2}-x^{2}} $$ which I can approximate (for small $x$) as $$ f(x)\approx ...
3
votes
1answer
68 views

Why is Simpson's rule exact for cubics?

I can't understand: Why is Simpson's rule exact for cubic polynomials?
0
votes
1answer
32 views

Show $\int_{M}^{\infty}\left|\frac{e^{-x^a}\cos(Cx)}{x^{b+1}}\right|dx<\frac{1}{aM^{a+b}e^{M^a}}$?

is there a way to show the inequality \begin{equation}\int_{M}^{\infty}\left|\frac{e^{-x^a}\cos(Cx)}{x^{b+1}}\right|dx<\frac{1}{aM^{a+b}e^{M^a}}\end{equation} for positive constants $M$ and $C$ ...
3
votes
0answers
310 views

Taylor Series of Integral

I'm trying to come up with the Taylor expansion of an integral expression. For simplicity, consider the toy integral $$ ...
0
votes
0answers
41 views

Efficient approximation of derivatives of an integral

Suppose $ \phi(z) $ is the probit function (http://en.wikipedia.org/wiki/Probit). And $$ Z = \int \phi(\mathbf{w}^\top \mathbf{x}) \mathcal{N}(\mathbf{w}; \mathbf{\mu}, \mathbf{\Sigma}) d\mathbf{w} ...
1
vote
0answers
73 views

Numerically integrating in to Chebyshev polynomial

I'm trying to find the Chebyshev interpolate for an ODE in a given interval. That is, given an ODE that looks something like: $$y'' = g(y) \ y'$$ I want to numerically integrate it inside the ...
1
vote
1answer
819 views

Midpoint approximation over/under estimation

So left handed approximation underestimates the area under a increasing curve and over estimates for decreasing curves. And right handed approximation overestimates for increasing curves and ...
2
votes
1answer
62 views

Approximating a Gaussian Integral: Can you do better?

I have attempted to approximate this Gaussian: $$ I =\int_{0}^{\lambda}dx\left(r+x\right)\exp\left(-\rho\left(ax^{1/2}+bx^{3/2}\right)\right)\ $$ using $$ I ...
0
votes
2answers
39 views

Help evaluating or approximating this integral

For a thermodynamics project I'm working on, I need to evaluate this integral: $\int \frac{(a-bx)(x-c)^d}{x^3}dx$, where $a,b,c,$ and $d$ are all positive constants. I tried evaluating it on ...
0
votes
0answers
44 views

Bounding a convolution with a maximal function

Consider a family of kernels $\{K_{\epsilon}\}_{\epsilon>0}$ such that: $\int_{\mathbb{R}^d}K_{\epsilon}\ dx=1$ $|K_{\epsilon}(x)|\leq A\delta^{-d}$ for all $\delta>0$ $|K_{\epsilon}(x)|\leq ...
4
votes
2answers
92 views

How to approximate $n \int_{0}^{1} [1 - x^m ]^n x^m dx $ near infinity?

I have a hypothesis that if: $$ I_{n,m} := n \int_{0}^{1} [1 - x^m ]^n x^m dx $$ where $m,n \in \mathbb{N}$ then $$ \lim_{n \rightarrow \infty} \frac{I_{n,m}}{n^{-\frac{1}{m} } } = c_m $$ But I ...
2
votes
0answers
56 views

Approximating a function using its integral

Question: Let $f:\Bbb R \to \Bbb R \in C^{1}, \forall \delta>0:$ $$F_\delta = \frac 1{2\delta}\int^{x+\delta}_{x-\delta} f(t) \, d(t)$$ in $[a,b]$ prove that $\forall \varepsilon>0 \exists ...
0
votes
2answers
269 views

How to find upper bound on absolute error with composite trapezoid rule

Obtain an upper bound on the absolute error when we compute $\int_0^6 \sin x^2 \,\mathrm dx$ by means of the composite trapezoid rule using 101 equally spaced points. The formula I'm trying to use ...
4
votes
0answers
122 views

Approximate the integral $\int_0^\pi \sin(x^3)\mathrm{d}x$ with a standard pocket calculator

I came over the following integral $$ \int_0^\pi \sin(x^3) \mathrm{d}x $$ when a friend of mine tried to approximate it. The most obvious way is to use taylors formula, and then turn the integral ...
1
vote
1answer
45 views

Approximate an Integration by a linear formula

I just wonder are there any methods to approximate the following integration by a linear formula ? $$ \int_{x_1}^{x_2} \int_{y_1}^{y_2} f( x,y,w_1,\dots,w_n ) \, dx \, dy \approx \sum\limits_{i = ...
4
votes
1answer
73 views

Taylor series of an integral

I have the following integral $$ 2\int_r^\infty \frac{x g(x)}{\sqrt{x^2-r^2}}\text{d}x $$ where $g$ is a probability distribution (normalized and symmetrical around its only maximum in 0). I'm ...
0
votes
1answer
40 views

Function with $|f(x)-\int^{\delta}_{-\delta}f(x+u)du|<\epsilon$

I am looking for a function $f:\mathbb{R}\to \mathbb{R}$ and $\epsilon>0$ such that there is no $\delta>0$, for him any $x\in\mathbb{R}$: $|f(x)-\int^{\delta}_{-\delta}f(x+u)du|<\epsilon$ ...
2
votes
4answers
217 views

Analytical approximation of an integral

I think there is no analytical solution for $$ \int_{K}^{\infty} \frac{exp(-x)}{x} dx $$ where $K > 0$. Instead, is there an analytical approximation?
1
vote
2answers
91 views

Asymptotic expansion for $\frac{1}{2\zeta(3)}\int_x^\infty \frac{u^2}{e^u - 1} du$?

Is there an asymptotic expansion for the function: \begin{equation} g(x)=\frac{1}{2\zeta(3)}\int_x^\infty \frac{u^2}{e^u - 1} du, \end{equation} over the domain $x\in [0,\infty)$ in terms of ...
1
vote
0answers
235 views

Approximations of the incomplete elliptic integral of the second kind

For a calculation I am working on I need to determine the arc length $l$ of a part of an ellipse in terms of the major axis $2a$, the minor axis $2b$ and the angle $\phi$. I know that this is a ...
5
votes
0answers
299 views

Show that the function is constant

Let $S^n$ be an $n$-dimentional unit sphere. Consider $f: S^n \longrightarrow R_+$ even continuous function. Denote $$ ...
1
vote
0answers
55 views

alternating series estimation with integral?

We know that there are some approximation like Abel's identity. If $\lambda_n$ is increasing and $$ C(x)=\sum_{\lambda_n\le x}c_n,\qquad(c_n\in\mathbb{C}) $$ Then if $X\ge\lambda_1$ and $\phi(x)$ has ...
2
votes
2answers
382 views

Numerical approximation of the modified Bessel function $I_0$ with radical argument for integration purposes

I have to numerically calculate the following definite integral $$\int_{\alpha}^{\beta}I_0(a\sqrt{1-x^2})dx$$ for different values of $\alpha$ and $\beta$, where $a$ has a value of, say, $30$. I'm ...
0
votes
1answer
110 views

Integral approximation.

Can you help me to show that $$\int^{\pi/2}_{0}{d\theta\over (1-m^2\cos^2\theta)^2} \approx {(2-m^2)\pi\over4(1-m^2)^{3/2}}$$ to first order, such that $0 \lt m \lt 1$
2
votes
1answer
122 views

approximate error between integral an sum

I am new here. My problem: There is an integral $I:=\int_0^1 f(x)\,dx$ for $f\colon [0,1]\to\mathbb{R}$ and I want to compute it by ...
2
votes
0answers
392 views

Approximation of integral using series expansion of the integrand.

I have a smooth function $x \rightarrow f_\epsilon (x)$ on $x\in[-1\ldots 1]$ (dependent on the continuous parameter $\epsilon$) and I want to approximate the integral $$ I=\int_{-1}^1 f_\epsilon ...
3
votes
1answer
196 views

Laplace's method with unknown exponent.

Given the integral: $$I = \int_0^a{e^{-\lambda g(x)}f(x)dx}$$ Where $g(x)$ and $f(x$) are both low order positive polynomials, and $\lambda \gg 1$, Laplace's method is commonly used to approximate ...
7
votes
2answers
563 views

Approximate $\int_a^b \frac{1}{\sqrt{2 \pi \sigma^2}}e^{-(x-\mu)^2/2 \sigma^2}\log(1+e^{-x}) \ \ dx $

I am trying to find an approximation to $$ I = \int_a^b \frac{1}{\sqrt{2 \pi \sigma^2}}e^{-(x-\mu)^2/2 \sigma^2}\log(1+e^{-x}) \ \ dx. $$ My attempt is as follows: $$ \begin{align} I &= \int_a^b ...
1
vote
0answers
85 views

integral with bessel function represented as a series [duplicate]

Possible Duplicate: prove equality with integral and series This integral was my homework question with $p=2$ and $n=1$. I am wondering if one can get the general formula for p, or at least ...
2
votes
1answer
143 views

Need help understanding Chebyshev approximation

I have a function $f(x)$ sampled at 11 $x$ positions: I want to approximate the function by a Chebyshev expansion: $$ \ f(x) \simeq \sum\limits_{i=0}^m c_i T_i(y) - \frac{1}{2}c_0,\qquad ...
3
votes
1answer
209 views

Remainder term for Gauss-Laguerre quadrature

I need to calculate a quadrature rule with maximum degree of accuracy that looks like this: $$ \int_0^\infty e^{-x}f(x)dx = \sum_{i=0}^n A_if(x_i) + R_n(f) $$ where $n=2$. For $R_n(f)$ I have this ...
4
votes
1answer
204 views

Integral with Bessel function

Let $n$ be half an odd integer, say $n=k+1/2, k \in \mathbb{N}$. Let $q\geq 1$. I would like to calculate (or approximate) the following integral: $$ \int_0^{\infty}\left(\sqrt{\frac{\pi}{2}}\cdot ...
1
vote
2answers
126 views

Estimate the area restricted by $f(x) = \log(x+1)/x \, , f(x-1), \, y=0$, and $y=a$.

I need to estimate the area between the functions $f(x) = \log(x+1)/x \, , f(x-1), \, y=0$, and $y=a$. where $a>1$. Now I have tried quite a few ways to do this, but nothing comes to mind. I ...
0
votes
1answer
110 views

asymptotic limit of $\int_0^{\infty}\left(1-\frac{t^2}{2(2k+3)}+\frac{t^4}{2\cdot 4\cdot(2k+3)\cdot(2k+5)}\right)^qdt$

Help me please with the following integral. I've asked this question before Asymptotic limit of the integral with polynomial, but it turns out that it was incorrect question. I should get an ...
1
vote
1answer
106 views

Algorithms for finding closed form approximations for integrals (with no closed form solutions)

It is well known that many integrals have no closed form solutions, normally what you would do is solve them numerically. My question is if there are algorithms that give you good closed form ...