Questions about the evaluation of specific definite integrals.

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2
votes
0answers
33 views

Closed form for $\int_1^\infty\int_0^1\frac{\mathrm dy\,\mathrm dx}{\sqrt{x^2-1}\sqrt{1-y^2}\sqrt{1-y^2+4\,x^2y^2}}$

Consider the following integral: $$\mathcal{I}=\int_1^\infty\int_0^1\frac{\mathrm dy\,\mathrm dx}{\sqrt{x^2-1}\sqrt{1-y^2}\sqrt{1-y^2+4\,x^2y^2}}.$$ It can be represented as ...
0
votes
0answers
24 views

Integral of Bessel function of the first kind and exponential function

I would need to know if there's a closed form for the following integral: $$\int_{0}^{\infty} x^{-1}J_{\frac{1}{2}}(\pi x)J_{\frac{1}{2}}(\pi x)\exp(-b(x-x_0)^2)$$ with $b>0$ and $x_0\in ...
3
votes
1answer
34 views

Using a definite integral, to create a specific recurrence relation.

Hello i have the integral: $$y_n=\int_0^1\frac{x^n}{x+5}dx$$ where $ n=1,2,3,4,....,\infty$ I need to show that the integral can be represented by the recurrence relation below; $$y_n= ...
4
votes
0answers
46 views

Good upper bound for $\int_0^1 (1 + 2x)/\sqrt{x + x^3}$

I am trying to obtain an upper and lower estimate for the integral $$I = \int_0^1 \overbrace{\frac{1}{\sqrt{x^2+1}} \left( \frac{1}{\sqrt{x}} + 2\sqrt{x}\right)}^{\Large f(x)}\,\mathrm{d}x,$$ and an ...
8
votes
1answer
107 views

How do solve this integral $\int_{-1}^1\frac{1}{\sqrt{1-x^2}}\arctan\frac{11-6\,x}{4\,\sqrt{21}}\mathrm dx$?

I need to solve the to following integral: $$\int_{-1}^1\frac{1}{\sqrt{1-x^2}}\arctan\frac{11-6\,x}{4\,\sqrt{21}}\mathrm dx.$$ I tried this integral in Mathematica, but it was not able to solve it. ...
6
votes
2answers
65 views

How to solve $\int_0^\infty J_0(x)\ \text{sinc}(\pi\,x)\ e^{-x}\,\mathrm dx$?

I need some help with solving this integral involving Bessel function: $\hspace{2in}\displaystyle\int_0^\infty$$J_0(x)\ $$\text{sinc}(\pi\,x)\ $$e^{-x}\,\mathrm dx.$
1
vote
0answers
34 views

Integral of gaussian and sine/cosine

I really need the solution of two integrals involving exponentials and sine/cosine. For $n\in \mathbf{N}$ even : $$\int_{-\infty}^{+\infty}\left(\frac{2\,ax\sin(\pi ...
1
vote
1answer
38 views

Inverse Laplace Transform. Computing the integral.

This question is related to this one, but I'm hereby taking a different approach. Problem: Solve $\ddot x+\delta\dot x+\omega_0^2x=\gamma\cos\omega t$. Find the stationary points and examine their ...
13
votes
3answers
131 views

Find the value of $\int_{0}^{\infty}\frac{x^3}{e^x-1}\ln(e^x - 1)\,dx$

I'm trying to figure out how to evaluate the following: $$ J=\int_{0}^{\infty}\frac{x^3}{e^x-1}\ln(e^x - 1)\,dx $$ I'm tried considering $I(s) = \int_{0}^{\infty}\frac{x^3}{(e^x-1)^s}\,dx\implies ...
2
votes
2answers
47 views

Integrate: $\int_0^{\pi} \log ( 1 - 2 r \cos \theta + r^2)d\theta$

If $r \in \Bbb R$ how to integrate $\displaystyle \int_0^{\pi} \log ( 1 - 2 r \cos \theta + r^2)d\theta$? I need some hints. Special case, if $r = 1$ then I know the above integral is zero. Here ...
1
vote
0answers
19 views

Closed form for $k$-th moment

I would like to calculate this $k$-th moment: $$\int_{-\infty}^{+\infty} \quad x^k\quad \left(i^n\frac{\sin(\pi a x+\frac{n\pi}{2})}{\pi ax+\frac{n\pi}{2}}+(-i)^n\frac{\sin(\pi a ...
0
votes
1answer
14 views

expectation of logarithm under generalised inverse gaussian

I want to follow the following integral: $$\frac{1}{C}\int_0^\infty \log(z)\,z^{p-1}\exp\left(-\frac{az+b/z}{2}\right)\,dz$$ where C is the normalising constant. The following might be useful ...
11
votes
1answer
81 views

Closed form for $\int_0^\infty\frac{\log\left(1+\frac{\pi^2}{4\,x}\right)}{e^{\sqrt{x}}-1}\mathrm dx$

I encountered this integral in my calculations: $$\int_0^\infty\frac{\log\left(1+\frac{\pi^2}{4\,x}\right)}{e^{\sqrt{x}}-1}\mathrm ...
5
votes
3answers
115 views

integration by substitution, using $\;t = \tan \left(\frac 12 x\right)$

$\displaystyle\int_0^\frac{\pi}{2}\frac{1}{2-\cos x} \, dx$ using the substitution $t=\tan\frac{1}{2}x$ $x=2\tan^{-1}t$ $\dfrac{dx}{dt}=\dfrac{2}{1+t^2}$ $dx=\dfrac{2}{1+t^2}\,dt$ ...
2
votes
0answers
17 views

Area of $ M=\{[x,y] \in R^2; x (x^2+y^2) < x^2-y^2; x>0 \} $

I started out with expressing $y$ in terms of $x$: $$ \begin{equation} \sqrt{\frac{x^2-x^3}{x+1}} <y \end{equation} $$ Now I integrate over $x \in (0,1)$ since I've graphed the above expression. ...
23
votes
0answers
177 views
+500

Closed form for $\int_0^\infty\log\frac{J_\mu(x)^2+Y_\mu(x)^2}{J_\nu(x)^2+Y_\nu(x)^2}\mathrm dx$

Consider the following integral: $$\mathcal{I}(\mu,\nu)=\int_0^\infty\log\frac{J_\mu(x)^2+Y_\mu(x)^2}{J_\nu(x)^2+Y_\nu(x)^2}\mathrm dx,$$ where $J_\mu(x)$ is the Bessel function of the first kind: ...
1
vote
1answer
34 views

$0$-th moment of product of gaussian and sinc function

I would like to calculate the following integrals: $$\int_{-\infty}^{+\infty} \quad \left(\frac{\sin(\pi a x)}{\pi ax}\right)^2\quad \exp(-bx^2)\,dx$$ $$\int_{-\infty}^{+\infty} \quad ...
6
votes
2answers
80 views

Computation of $\int_0^{\pi} \frac{\sin^n \theta}{(1+x^2-2x \cdot \cos \theta)^{\frac{n}{2}}} \, d\theta$

Show that $$\begin{align*} \forall x \in [-1,1]: \int_0^{\pi} \frac{\sin^n \theta}{(1+x^2-2x \cdot \cos \theta)^{\frac{n}{2}}} \, d\theta &= c_n \tag{1} \\ \int_0^{\pi} \frac{\sin^{n+2} ...
-7
votes
0answers
68 views

Why Riemann integration is needed? [closed]

What is the necessity of the notion of "Riemann Integration" ? Why is normal definite integral is not good enough ?
9
votes
1answer
92 views

Closed form for $\int_0^\infty\left(\int_0^1\frac1{\sqrt{1-y^2}\sqrt{1+x^2\,y^2}}\mathrm dy\right)^3\mathrm dx.$

I need to find a closed form for these nested definite integrals: $$I=\int_0^\infty\left(\int_0^1\frac1{\sqrt{1-y^2}\sqrt{1+x^2\,y^2}}\mathrm dy\right)^3\mathrm dx.$$ The inner integral can be ...
4
votes
2answers
60 views

$k$-th moment of product of gaussian and sinc

I would like to calculate the following integrals: $$\int_{-\infty}^{+\infty} \quad x^k\quad \left(\frac{\sin(\pi a x)}{\pi ax}\right)^2\quad \exp(-bx^2)\,dx$$ $$\int_{-\infty}^{+\infty} \quad ...
0
votes
1answer
22 views

Please help finishing the calculation to find the Entropy of Pareto distribution.

Let $X$ follow Pareto distribution with parameters $\alpha, a, h$. That is, $X\sim Pa(\alpha,a,h)$, where $\alpha>0$ is the shape parameter, $-\infty < a < \infty$ is the location parameter, ...
3
votes
4answers
51 views

What is the definite integral of…

$$\int^L_{-L} x \sin(\frac{\pi nx}{L})$$ I've seen something like this in Fourier theory, but I'm still not sure how to approach this integral. Wolfram Alpha gives me the answer, but no method. ...
1
vote
0answers
26 views

Please help finishing the calculation to prove that ” Pareto distribution & Power distribution has inverse relationship”.

Let X follows Pareto distribution with parameters α, a, h. that is X~Pa(α,a,h) Where, α>0 is the shape parameter, -∞< a <∞ is the location parameter, h>0 is the scale parameter. ...
7
votes
3answers
77 views

Integral of a rational function: Proof of $\sqrt{C}\,\int_{0}^{+\infty }{{{y^2}\over{y^2\,C+y^4-2\,y^2+1}}\;\mathrm dy}= {{\pi}\over{2}}$?

I suspect that $$\sqrt{C}\,\int_{0}^{+\infty }{{{y^2}\over{y^2\,C+y^4-2\,y^2+1}}\;\mathrm dy}= {{\pi}\over{2}}$$ for $C>0$. I tried $C=1$, $C=2$, $C=42$, and $C=\frac{1}{1000}$ with Wolfram ...
8
votes
2answers
84 views

$\int_0^\infty(\log x)^2(\mathrm{sech}\,x)^2\mathrm dx$

Is there any closed-form representation for the following integral? $$\int_0^\infty(\log x)^2(\mathrm{sech}\,x)^2\mathrm dx,$$ where $\mathrm{sech}\,x$ is the hyperbolic secant, ...
1
vote
1answer
41 views

A definite multiple integral

$$\int_0^1\int_\sqrt[3]{x}^1 4\cos(y^4)\,\mathrm dy\,\mathrm dx$$ What I got was $\sin(1)x+\cos(x^2) dx$ and now I am stuck. I suddenly froze. Could someone help me? Haven't done calculus for a ...
2
votes
4answers
62 views

Definite integration of a trigonometric function

How to integrate $$\int_0^{\pi/2}\!\dfrac{2a \sin^2 x}{a^2 \sin^2 x +b^2 \cos^2 x}\,dx $$ my first step is $$\frac{2}{a} \int_0^{\pi/2}\!\dfrac{a^2 \sin^2 x}{a^2 +(b^2 - a^2) \cos^2 x}\, dx $$ I ...
4
votes
1answer
60 views

Test of convergence of $\int_{-\infty}^{\infty} \dfrac{x^6+6}{x^8+8}dx$

I am having some trouble with this problem and don't know if I am doing it right: $$\int_{-\infty}^{\infty} \dfrac{x^6+6}{x^8+8}dx$$ so the steps I have taken so far are, I split it into ...
19
votes
2answers
180 views

$\int_0^{\infty}\frac{x^3}{(x^4+1)(e^x-1)}\mathrm dx$

I need to find a closed-form for the following integral. Please give me some ideas how to approach it: $$\int_0^{\infty}\frac{x^3}{(x^4+1)(e^x-1)}\mathrm dx$$
2
votes
1answer
44 views

Integral involving gaussian function

I would like to calculate the following integral: $$\int_{-\infty}^{+\infty}\int_{-\infty}^{+\infty}\quad (x^2+y^2)^k\exp\left(-\dfrac{(x-x_0)^2+(y-y_0)^2}{a^2}\right)\,\mathrm dx\,\mathrm dy$$ Any ...
1
vote
1answer
23 views

Using Triple Integrals to Compute Total Mass

The question I have is as follows: A rectangular swimming pool with vertical sides that measures 50ft by 150ft has a depth that increases in linearly from the short end (3 feet deep) to the deep end ...
1
vote
2answers
46 views

Complex integral help involving $\sin^{2n}(x)$

Show that $$\int_0^\pi \sin^{2n} \theta d\theta=\dfrac{\pi(2n)!}{(2^n n!)^2} $$ So far I have came up with: $$\sin^{2n} \theta = \left(\dfrac {z-z^{-1}}{2i} \right)^{2n}$$ and I know I should be ...
2
votes
1answer
50 views

Integral identity with square of Jacobi polynomial

This has stumped me for a while: I have a function $\zeta_k^S(x)$ that can be expressed using Jacobi polynomials $P_k^{(\alpha,\beta)}(x)$: ...
1
vote
3answers
51 views

How to evaluate $\int_1^\infty \frac{1}{x}-\frac{1}{x+1}~dx$

It's a very simple question but it confuses me. How do I evaluate $$ \int_1^\infty \frac{1}{x}-\frac{1}{x+1}~dx $$ without splitting? And why can't I split it?
7
votes
1answer
139 views

Prove that $f(1)-f(1/e)\le \int_0^1 \sqrt{x} f'(x) dx$

Let $f:[0,1]\rightarrow \mathbb{R}$ be a differentiable function such that $$f(x^2)+f(y^2)\le2 f(\sqrt{x y}), \space x,y\ge0 $$ Prove that $$f(1)-f(1/e)\le \int_0^1 \sqrt{x} f'(x) dx$$ Where should ...
0
votes
1answer
21 views

Show that $\int_0^t\!\!\left(t^2-x^2\right)^n\mathbb{d}x=\frac{\sqrt{\pi}}{2}t^{2n+1}\frac{\Gamma(n+1)}{\Gamma(n+\frac{3}{2})}$

The question asks to prove the identity: $$\int_0^t\!\!\left(t^2-x^2\right)^n\mathbb{d}x=\frac{\sqrt{\pi}}{2}t^{2n+1}\frac{\Gamma(n+1)}{\Gamma(n+\frac{3}{2})}$$ where $n\in\mathbb{Z}$ I have no idea ...
3
votes
1answer
44 views

$\int_0^1 \Bigl(\mathrm{Li}_2\bigl(\frac{x-1}{x}\bigr)\Bigr)^2 \mathrm{d}x$

This question has some relationship to this integral: Let $\mathrm{Li}_2$ be the dilogarithm. Then, numerically, $$ \int_0^1 \Bigl(\mathrm{Li}_2\bigl(\frac{x-1}{x}\bigr)\Bigr)^2 \mathrm{d}x = ...
2
votes
2answers
45 views

How to calculate $\lim_{x\to 1}\int_{0}^{1}\frac{dy}{\sqrt{1-y^{2}}}\frac{y^{3/2}}{\sqrt{x - y}}$ when $x>1$?

Numerically, it looks that the limit is $$\lim_{x\to 1}\int_{0}^{1}\frac{dy}{\sqrt{1-y^{2}}}\frac{y^{3/2}}{\sqrt{x - y}} = \frac{1}{\sqrt{2}}\log(1 - x) + cte $$, but I have not been able to ...
0
votes
5answers
85 views

$\int^1_0 \frac{xdx}{x^2+2x+1}$

I need some suggestion how to solve this integral. $$\int^1_0 \frac{xdx}{x^2+2x+1}$$ I think about to do the following step : $$\frac{1}{2}\int^1_0\frac{2x+2-2dx}{x^2+2x+1}$$$$ t=x^2+2x+1 \rightarrow ...
8
votes
1answer
89 views

$\int_0^\infty\text{Ci}(x)^3\mathrm dx$

Is there a closed form for this integral: $$\int_0^\infty\text{Ci}(x)^3\mathrm dx,$$ where $\text{Ci}(x)=-\int_x^\infty\frac{\cos z}{z}\mathrm dz$ is the cosine integral?
15
votes
4answers
187 views

$\int_0^\pi\frac{3\cos x+\sqrt{8+\cos^2 x}}{\sin x}x\ \mathrm dx$

Please help me to solve this integral: $$\int_0^\pi\frac{3\cos x+\sqrt{8+\cos^2 x}}{\sin x}x\ \mathrm dx.$$ I managed to calculate an indefinite integral of the left part: $$\int\frac{\cos x}{\sin ...
15
votes
1answer
152 views

Integrating $\int^{\infty}_0 e^{-x^2}\,dx$ using Feynman's parametrization trick

I stumbled upon this short article on last weekend, it introduces an integral trick that exploits differentiation under the integral sign. On its last page, the author, Mr. Anonymous, left several ...
16
votes
1answer
148 views
+100

An integral involving Fresnel integrals $\int_0^\infty \left(\left(2\ S(x)-1\right)^2+\left(2\ C(x)-1\right)^2\right)^2 x\ \mathrm dx,$

I need to calculate the following integral: $$\int_0^\infty \left(\left(2\ S(x)-1\right)^2+\left(2\ C(x)-1\right)^2\right)^2 x\ \mathrm dx,$$ where $$S(x)=\int_0^x\sin\frac{\pi z^2}{2}\mathrm dz,$$ ...
14
votes
1answer
139 views

Closed form for $\int_0^1\log\log\left(\frac{1}{x}+\sqrt{\frac{1}{x^2}-1}\right)\mathrm dx$

Please help me to find a closed form for the following integral: $$\int_0^1\log\log\left(\frac{1}{x}+\sqrt{\frac{1}{x^2}-1}\right)\mathrm dx.$$ I was told it could be calculated in a closed form.
0
votes
0answers
55 views

Integral involving exponential, power and Bessel function

Is there any formula for calculating the following definite integral, including exponential and Bessel function? $$ \int_0^{a}x^{-1} e^{x}I_2(bx)dx$$ Thanks in advance
0
votes
1answer
22 views

How to solve expectation / first moment of Gaussian Integral?

How can I solve the following integral? $E[I] = \int_{I=0}^\infty I \frac{1}{\sqrt{2\pi}\sigma}\exp(-\frac{(\mu-f-I)^2}{2\sigma^2}) dI$ The result is supposed to be: $\sigma[\frac{\mu - ...
1
vote
0answers
35 views

Definite integration of a high order exponential function mixed with rational function

I would like to solve the integral $$\int_{x>0} x e^{ax^m+bx^n}dx,\qquad m>n>0$$
1
vote
4answers
58 views

How do I evaluate a definite integral involving trigonometric functions?

Evaluate $$\int_0^{8\sqrt{2}} \dfrac{1}{\sqrt{256-s^2}}ds$$ I know that the antiderivative of $\dfrac{1}{\sqrt{1-x^2}}$ is $\sin^{-1}x + C$ but I am a little unsure how I would change the integrand ...
7
votes
3answers
75 views

Arc length of logarithm function

I need to find the length of $y = \ln(x)$ (natural logarithm) from $x=\sqrt3$ to $x=\sqrt8$. So, if I am not mistake, the length should be $$\int^\sqrt8_\sqrt3\sqrt{1+\frac{1}{x^2}}dx$$ I am having ...

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