Questions involving improper integrals, defined as the limit of a definite integral as an endpoint of the interval of integration approaches either a specified real number or ∞ or −∞, or as both endpoints approach limits.

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2answers
66 views

Laplace transforms please help

I really need help to find to Laplace transforms of $f(x)=x+e^{-x}$, and $g(x)=xe^x$. I'm having big troubles on the calculations. Thanks.
6
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1answer
113 views

Is this a correct way to calculate $\int_{-\infty}^\infty\frac{x\sin(\pi x)}{x^2+2x+5}dx?$

I have this integral to calculate: $$I=\int_{-\infty}^\infty\frac{x\sin(\pi x)}{x^2+2x+5}dx.$$ I think I have done it, but I would like to make sure my solution is correct. I take the function ...
4
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1answer
77 views

Analysis on Improper Integrals

This question is from Munkres' Analysis on Manifolds, section 15 question 1. Let $f: \mathbb{R} \to \mathbb{R}$ be the function $f(x) = x$. Show that, given $\lambda \in \mathbb{R}$, there exists a ...
4
votes
1answer
133 views

Double integral $\int_{z=u}^{+\infty}\int_{t=u}^{+\infty}\frac{e^{-Az}}{z+B}\frac{te^{-tD}}{t-zC}\,dtdz$

I am doing research, and while calculating a closed form expression, I got a form of integration like the following: ...
2
votes
1answer
53 views

Improper Integral Question

Express $$\int_0^1x^m(1-x^n)^pdx$$ in terms of gama function and hence evaluate the integral. I used the substitution $x^n=y$ and solving got this integral as equal to the beta-function $${1\over ...
2
votes
1answer
58 views

Calculus - improper integrals

I have a few questions from my h.w, I hope someone can help me. the question is: $f:[a,\infty) \rightarrow \mathbb{R}$ is a continuous and periodic function, with period of $T>0$ . ...
1
vote
1answer
30 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 ...
0
votes
1answer
69 views

Improper integral $\int_{0}^{\infty}\frac{x^n}{x^{m+n+1}} \ dx=\frac{n! {(m-1)}!}{(m+n)!}.$

How can I prove that $$\int_{0}^{\infty}\frac{x^n}{x^{m+n+1}} \ dx=\frac{n! {(m-1)}!}{(m+n)!}\quad ?$$ I tried to do induction on $n$ and on $m$, separately, but I could only do the base case ($n=1$ ...
0
votes
1answer
36 views

is f improperly integrable if g is not

$ f,g $ are nonnegative and locally integrable on $ [a,b) $ and $ L := \lim_{x\to b-}\frac{f(x)}{g(x)}\ $ exists as extended real number. If $ 0 < L \le \infty $ and $g$ is not improperly ...
0
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1answer
47 views

Problem on Yukawa Potential

One definition of the Yukawa potential on $R^n$ is the solution $G$ in the sense of distributions to $(-\Delta + \mu^2)G = \delta$. This 'green's function' is given by \begin{align*} G(x) = ...
5
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0answers
115 views

Evaluting $ \int_0^{\infty}\frac{v}{\sqrt{v + c}}e^{-\frac{y^2}{2(v + c)} - \frac{(u-v)^2}{u^2v}}dv$

While working on mixture (variance) of normal distribution and keep running into these two integrals $$ \int_0^{\infty}\dfrac{v}{\sqrt{v + c}}e^{-\dfrac{y^2}{2(v + c)} - \dfrac{(u-v)^2}{u^2v}}dv,$$ ...
4
votes
0answers
193 views

Computing complex principal value integral - sgn-function?

I currently face a less appealing integral which emerged computing the expectation of some random variable. It reads as (omitting all unnecessary constants except $\alpha\in(0,1)$) $$ PV ...
3
votes
0answers
30 views

What is $\int_{-\infty}^{\infty} \frac{e^{-\alpha t} \cos[t + y]}{1+\beta e^{-2\alpha t} } dt$?

I want to compute the following integral: $\int_{-\infty}^{\infty} \frac{e^{-\alpha t} \cos[t + y]}{1+\beta e^{-2\alpha t} } dt$ with $\alpha, \beta, c$ real constants, and $\alpha>0,\beta=0$. ...
3
votes
0answers
115 views

Is there a closed form expression for this integral?

I've been trying to find a closed form expression/series expansion for the following integral without success: $$F(a,b)=\int_{\epsilon-i\infty}^{\epsilon+i\infty} ...
3
votes
0answers
163 views

2 dimensional Fourier transform integral

I'm trying to calculate the two dimensional Fourier integral $$\iint \mathrm d\vec{R} \; (x^2 + y^2) \; e^{-2 \sqrt{ x^2 + y^2 + z^2}} \; e^{i\vec{K}\vec{R}} \;,$$ with $\vec{R}=(x,y)$. Switching to ...
2
votes
0answers
36 views

computing a difficult integral using software

I'd like to compute the following integral. I've tried SAGE but it just runs for 15 minutes then stops.. not sure what that means. If anyone wants to take a crack with mathematica or anything, please ...
2
votes
0answers
83 views

Integral form of $2\sum_{k=1}^{\infty}\frac{(2k-1)^2-1}{(2k-1)^4+(2k-1)^2+1}$

Being inspired by this post, I've wondered if the infinite series below may be expressed as an intregral. I'm very curious about that. $$2\sum_{k=1}^{\infty}\frac{(2k-1)^2-1}{(2k-1)^4+(2k-1)^2+1}$$ ...
2
votes
0answers
117 views

Closed form of the series ,$\sum_{k=0}^{\infty}\frac{(-1)^k k!}{(k+1)^{(k+1)}}x^k$

$x,y>0$ $$f(x,y)=\int_{0}^{\infty} \frac{1}{xt+e^{y t}} dt$$ if $x=0$ then $f(0,y)=1/y$ $$f(x,y)=\int_{0}^{\infty} \frac{1}{e^{y t}(1+xte^{-y t})} dt=\int_{0}^{\infty} \frac{e^{-y ...
2
votes
0answers
95 views

Convergence of Riemann-like sums

I am trying to find suitable conditions (integrability, growth...) on a function $f:\mathbb{R}\to \mathbb{R}$ such that: \begin{equation} \sum_{k\in\mathbb{Z}}f(kh)h= \mathcal{O}(1),\qquad h\to 0^+. ...
1
vote
0answers
29 views

Is $f$ integrable, in the Darboux sense, on $[0,1]$?

Is $$ f(x)= \begin{cases} 0,\quad &x=0,\\ x\sin x,&x>0, \end{cases} $$ integrable, in the Darboux sense, on $[0,1]$? I know the Darboux integral has to do with the upper sum and lower sum ...
1
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0answers
67 views

Improper integral equal to -pi with square root and Cauchy principal value

I'd like to know if the following proof for the value of $I$ is correct, and if there is a simpler solution to it. Also, I will probably encounter more improper integrals like this in the future, and ...
1
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0answers
164 views

Prove this integral (about gamma function)

Prove that : $$I\left( a\ ,\ b \right)=\int_{0}^{\infty }{\frac{{{x}^{a-\frac{3}{2}}}}{{{\left( {{x}^{2}}+\left( {{b}^{2}}-2 \right)x+1 \right)}^{a}}}\text{d}x}={{b}^{1-2a}}\frac{\Gamma \left( ...
1
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0answers
59 views

Analyzing the convergence of an improper integral

I have to analyze the convergence of $$\int _{0}^{+\infty} \frac{\cos \left( x\right) -1} {x^{5 / 2}+5x^{3}}\,dx$$ I've rewritten the integral as $$ \int _{0}^{+\infty} \frac{\cos \left( x\right) ...
1
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0answers
100 views

comparison test for improper integrals

Let $f$ and $g$ be continuous functions on $(a,b)$ such that $0 \le f\left( x \right) \le g(x)$ for all $x \in \left( {a,b} \right)$; $a$ can be $ - \infty $ and $b$ can be $ + \infty $. Prove: ...
1
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0answers
48 views

how to calculate $\int_{[0,1]}x^{-\alpha}dx$

$0 <\alpha <1$,prove $x^{-\alpha}\in L([0,1])$,and calculate $$\int_{[0,1]}x^{-\alpha}dx$$ Here is my method. We only need to show that $\int_{[0,1]}x^{-\alpha}dx \leq \infty$. ...
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0answers
190 views

Improper integral $\int^{\frac{\pi}{2}}_0 (\operatorname{csc} x - \frac{1}{x})\, dx$

$\def\cosec{\operatorname{csc}}$ Calculate the value of the improper integral $$\int^{\dfrac{\pi}{2}}_0\left (\cosec x - \dfrac{1}{x}\right)\, dx.$$ You may use the standard integral $\int \cosec x \, ...
1
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0answers
72 views

What is suitable contour shape for $\int_0^\infty\dfrac{b^2+2ab+k}{b(b^2+ab+l)}e^{bx}~db$

$\int_0^\infty\dfrac{b^2+2ab+k}{b(b^2+ab+l)}e^{bx}~db$ . What kind of contour is suitable for this integral?
1
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0answers
89 views

Closed-form expression of the following double integral

How can I find closed-form expression of the following double integral $$\int_0^{\frac{\pi}4} \int_0^\infty \frac{dr \, d\phi}{ u_1^2 + u_2^2 r + 2 u_1 u_2 \sqrt{r} \cos \phi}?$$ Please help me as ...
1
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0answers
75 views

Asymptotics of an integral

Consider an integral $$ I(x) = \int\limits_{\mathbb{R}^n} e^{i\xi x } \delta(\xi^2-k^2)\chi( (\xi-k,\gamma)) \, d\xi $$ where $x, k, \gamma \in \mathbb{R}^n$, $|\gamma| = 1$ and $(x,y)\equiv xy = ...
1
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0answers
140 views

Integrating the exponential and the logarithmic function together.

Ok, I want to find $$\int\limits_0^t {{e^u}\log udu} $$ and $$\int\limits_0^t {{e^{ - u}}\log udu} $$ I'm thinking as follows $$d\left( {{e^u}\log u} \right) = {e^u}\log udu + ...
1
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0answers
111 views

Improper integrals over the square and modulus square of an associated Legendre function

I am trying to evaluate integrals of the type $$\int dz\, P^{\,\mu}_\nu(z)^2 \qquad \mathrm{and} \qquad \int dz\, \left|P^{\,\mu}_\nu(z)\right|^2$$ where $P^\mu_\nu$ are associated Legendre functions. ...
0
votes
0answers
33 views

Logarithmic accuracy

Does anyone know how the method of logarithmic accuracy works and what do I have to know about it (as far as applied Mathematics is concerned)? Any references, examples or guidelines would be ...
0
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0answers
98 views

Interesting integral related to floor function

Problem. Evaluate $\displaystyle F(n, k):=\int_{0}^{1} \frac{1-\{1/x\}^n}{1-\{1/x\}^k}dx$ where $n$, $k$ are positive integers. ($\{x\}=x-\lfloor x\rfloor$) Someone proposed this interesting problem ...
0
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0answers
51 views

Improper or Undefined

Let $f(x)=0 $ if $x\neq 1 $ and $f(1)=\infty $ then the Riemann integral $\int_{0} ^1 f(x)$ $ dx $ = $ 0 $ or is it undefined? If we take it as a legitimate function for improper Riemann ...
0
votes
0answers
60 views

a few questions about the convergence of improper integrals

Let $f(x)$ be a continuous function on $[1,\infty)$ that oscillates between positive and negative values and tends to $0$ as $x$ approaches $\infty$. Will $\int_{1}^{\infty} f(x) \ dx $ always ...
0
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0answers
61 views

About Laplace transform

I dont understand the following working, why the integral becomes double integral? $$\begin{align} & \ \ \ \int_{0}^{1}{{{\left( \frac{1}{\ln x}+\frac{1}{1-x} ...
0
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0answers
176 views

how integrate $\int\ln(1+\tan x)\,dx$ or $\int\ln(\sin x)\,dx$

I integrate by part I assume $dx=dv$ and $\ln(\sin x)= u$ or I compute by Maple but its answer wasn't clearly (Maple answer: ...
0
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0answers
132 views

exponential times polynomial, double integration problem

Could any one help me to solve this problem? $$\int_{-\infty}^{+\infty}\int_{-\infty}^{+\infty}x^my^n(x^2+y^2)^l \exp\left[\frac{-(x^2+y^2)}{4\sigma^2}\right]\sin(gx)\sin(gy) \, dx \, dy$$ where ...
0
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0answers
229 views

Conditions for differentiation under integral sign

I can evaluate the following integral $$ ...
0
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0answers
52 views

How to estimate the integral growth rate

Let $D$ be a compact in $\mathbb{R}^n$ and $f(x,y,z)$ be a function from $D \times D \times D$ to $\mathbb{R}$ such that it has singularity if $x = y = z$ and it is continuous otherwise. How to ...