Concerns all aspects of integration, including the integral definition and computational methods. For questions solely about the properties of integrals, use in conjunction with (indefinite-integral), (definite-integral), (improper-integrals) or another tag(s) that typically describe(s) the types of ...

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0
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2answers
19 views

Probability and integration

Compute $E[e^{tX}]$ where $X ∼ \mathcal{N} (0, 1)$. [Hint: Complete the square in the exponent.] Do we set up the integral from $0$ to $1$? Then how do you solve this integral?
4
votes
2answers
74 views

About the integral $\int_{-1}^1 \frac{1}{\pi^2+(2 \operatorname{arctanh}(x))^2} \, dx=\frac{1}{6} $

Here is a question that naturally arose in the study of some specific integrals. I'm curious if for such integrals are known nice real analysis tools for calculating them. At some point I'll add my ...
2
votes
3answers
68 views

$\int_{-\infty}^{\infty}e^{-\pi x^2}\cdot e^{-2\pi ix\xi}dx = e^{\pi\xi^2}$

Prove that for all $\xi \in \mathbb{C}$, $$\int_{-\infty}^{\infty}e^{-\pi x^2}\cdot e^{-2\pi ix\xi}dx = e^{\pi\xi^2}$$ I don't really know how to compute this integral. Can you please help me?
0
votes
1answer
33 views

Findng the area under the curve $y=3-3\cos(t),x=3t-3\sin(t)$

I need to find the area under the curve $\color{blue}{y=3-3\cos(t),x=3t-3\sin(t)}$ and between $\color{blue}{x=2\pi,x=0\text{, above axis}}$ using $\color{blue}{\text{Green's theorem}}$. My attempt ...
3
votes
1answer
72 views

Integrating $\frac{x^3}{\exp(x)-1}$ from $0$ to $\infty$

While doing Physics and trying to prove the law of Stefan-Boltzmann from Plancks-law one comes to the integral \[ \int_0^\infty \frac{x^3}{\exp(x)-1} \mathrm{d}x=\frac{\pi^4}{15} \] and I would like ...
1
vote
2answers
24 views

Finding the flux of $\iint \vec F\hat n\;ds$

I need to find the flux $\displaystyle\iint \vec F\hat n\;ds$ of the vector feild $\vec F=4x \hat i-2y^2\hat j+z^2 \hat k$ throughe the surface $S=\{(x,y,z):x^2+y^2=4,z=0,z=3\}$ My attempt: (I'm ...
2
votes
1answer
33 views

How to prove that $f(x)x - \int_{0}^{x}{f(t) \,dt} = \int_{f(0)}^{f(x)}{f^{-1}(t) \,dt},$ for all invertible functions.

A while ago, I found that: $$f(x)x - \int_{0}^{x}{f(t) \,dt} = \int_{f(0)}^{f(x)}{f^{-1}(t) \,dt}.$$ I managed to prove it for a few functions, and I believe that it may be the case for all ...
1
vote
0answers
25 views

Help solving integration: $I=\int_{-\infty}^{\infty}\phi\left(x\right)\Phi\left(a/\sqrt{b+c\mathrm{e}^{\frac{x-\mu}{\sigma}}}\right)dx$

My work has arrived at needing to solve the integral below for $a,b,c,\sigma>0$ $$I=\int_{-\infty}^{\infty}\phi\left(x\right)\Phi\left(\frac{a}{\sqrt{b+c\mathrm{e}^{(x-\mu)/\sigma}}}\right)dx$$ I ...
1
vote
4answers
71 views

limit of an integral question

Let $f : [0, \infty) \to \Bbb R$ be bounded and continuous. Prove that $\lim \limits _{h \to \infty} h \int \limits _0 ^\infty e ^{-hx} f(x) \, d x = f(0)$. Our intuition was to use l'Hospital's rule ...
1
vote
2answers
46 views

If the area bounded by $y=x^2+2x-3$ and the line $y=kx+1$ is the least, find $k$ and the least area.

What concept to use in the Application of Integral question? Please help me
-1
votes
0answers
51 views

Integral calculation question [duplicate]

Calculate the following integral: $\int \limits _0 ^\frac \pi 2 \ln (\sin x) \Bbb d x$. We used the substitution $x=2t$ and then used the identity $\sin 2t = 2 \sin t \cos t$ but now we're stuck. ...
23
votes
2answers
2k views

Why does $ \int_0^1 \lceil { x\sin({1 \over x})} \rceil = 1 - \frac{\log(4)}{2\pi} $?

One time I was bored and played around a bit with integrals and wolfram alpha and tested the following integral: http://www.wolframalpha.com/input/?i=integral_0%5E1+ceil%28x*sin%281%2Fx%29%29 Note: ...
5
votes
2answers
55 views

geometrical interpretation of a line integral issue

I was wondering : if the geometrical interpretation of a line integral is that the line integral gives the area under the function along a path, then why the line integral is equal to zero when the ...
3
votes
3answers
77 views

Evaluate $\iint_{R}(x^2+y^2)dxdy$

$$\iint_{R}(x^2+y^2)dxdy$$ $$0\leq r\leq 2 \,\, ,\frac{\pi}{4}\leq \theta\leq\frac{3\pi}{4}$$ My attempt : Jacobian=r $$=\iint_{R}(x^2+y^2)dxdy$$ $$x:=r\cos \theta \,\,\,,y:=r\cos \theta$$ ...
1
vote
1answer
22 views

Integrating function f(x,y,z) over a rectangular prism

I have a problem that I feel should be fairly straight-forwards, but I do not understand what I'm not doing correctly. $$ f(x, y, z) = x^2 + y^2 + z^2\\ \text{With region: }0\le x\le2\text{ and ...
2
votes
1answer
56 views

How to derive the analytic formula of this integral?

If $F(t) = \int_0^\infty {{{(1 + x)}^t}{e^{ - x}}dx} $, is it possible to get an analytical formula for $F(t)$? Thanks!
1
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2answers
26 views

Improper integral convergence question

Prove that the following integral converges: We divided the integral to 2 integrals (one from 0 to 1/2 and the other from 1/2 to 1). We managed to prove that the integral from 1/2 to 1 converges ...
0
votes
1answer
32 views

Is there any way to combine the product of two univariate integrals into a single integral?

Can two separate integrals but multiplied together in the end by integrated as a product once instead? In other words, does $$ \left(\int_{-\infty}^{+\infty}f(x)\mathrm{d}x ...
-1
votes
2answers
73 views

Improper rational/trig integral comes out to $\pi/e$

During my studying to integration I find this integration. So I tried to prove but I got stuk. So I need help in this integration. $$\displaystyle\int_{-\infty}^{\infty} \frac{x \sin (x)}{1+x^2} ...
2
votes
3answers
84 views

Compute the integral

Compute the integral: $$\frac{1}{2\pi i}\int_{|z| = 1}\frac{(z-b)^m}{(z-a)^n}dz$$ where $|a| < 1 < |b|$; $m, n \in \mathbb{Z}$ My approach is using Cauchy integral formula, we have ...
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votes
2answers
42 views

How we can prove this??? [on hold]

I study integration and find this... need to know this integration How come? $\displaystyle\int_{0}^{\infty} \frac{e^{-x} - e^{ -2x}}{x} dx = ln (2) $
3
votes
2answers
38 views

compute the integral $\int_{|z|=1}\left[\frac{z-2}{2z-1}\right]^3dz$

Compute this integral: $$\int_{|z|=1}\left[\frac{z-2}{2z-1}\right]^3dz$$ my solution is I used derivative of Cauchy integral formula, which is $$f^{(n)}(z_0) = \frac{n!}{2\pi i}\int ...
3
votes
3answers
153 views

Definite integral with limits from zero to infinity

Let $ I=\int\limits_{0}^{\infty}e^{-(x^2+\frac{1}{x^2})}dx$ and $J=\int\limits_{0}^{\infty}x^2e^{-(x^2+\frac{1}{x^2})}dx$. If $J=\dfrac{pI}{q}$, then find the value of $p+q$ where $p$ and $q$ are ...
5
votes
2answers
54 views

A problem related to integration in $L^1$

If $f\in L^1[0, 1]$ and $\int_{0}^1 x^nf(x)=0$ for all $n = 0,1,2,...$then prove that $f$ is identically zero almost everywhere. This would be very easier to prove if $f$ were continuous on $[0, 1]$ ...
4
votes
3answers
191 views

Not the toughest integral, not the easiest one

Perhaps it's not amongst the toughest integrals, but it's interesting to try to find an elegant approach for the integral $$I_1=\int_0^1 \frac{\log (x)}{\sqrt{x (x+1)}} \, dx$$ $$=4 ...
1
vote
4answers
78 views

Evaluate $\iint dy\,dx;\frac{\pi}{4}\leq\theta \leq\frac{3\pi}{4};0\leq r\leq2$

I need to evaluate $\displaystyle\iint \color{red}{dydx}\;\;\;,\frac{\pi}{4}\leq\theta \leq\frac{3\pi}{4}\;\;\;\;,0\leq r\leq2$ $\color{blue}{\text{without using polar coordinates}}$. My attempt: ...
2
votes
0answers
53 views

Can $\int_{0}^{1}\frac{x^{p}\ln^{q}(x+a)}{(x+a)^{b}}dx$ be expressed in a simple form?

I was browsing the book Irresistible Integrals and found this gem, at page 97, $$ \int_{0}^{1}x^{n}\ln^{k}(x)dx=\frac{(-1)^{k}k!}{(n+1)^{k+1}} $$ that resembles a previous question of mine here. So, ...
1
vote
0answers
36 views

Integral with Bessel Functions

Any suggestions how to solve this: \begin{equation} \int_0^a\int_0^\infty J_0 (\lambda r)J_1(\lambda a)\frac{1}{\sqrt{n+\lambda^2 }}d\lambda dr \end{equation} (J0,J1 Bessel function of first kind, ...
2
votes
4answers
41 views

Use comparison test to determine convergence

$$\int_{1}^{\infty}\frac{\ln x}{\sinh x}dx$$ I tried several functions and failed to get integrable convergent bigger function. Thanks for help.
0
votes
1answer
32 views

Evaluate $\int_{-2}^{2}\int_{y^2-3}^{5-y^2}dxdy$ [duplicate]

In the black I evaluated the integral and I got 64/3, now I need to evaluate the same integral with $\color{red}{dydx}$ .in the $\color{blue}{\text{blue}}$ color is my attempt, I don't think that my ...
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votes
0answers
25 views

integrate very long expression using orthogonality in maple [on hold]

I have very long expression and i must integrate it. i try to apply "orthogonality" on my equations to eliminate "X" and "Y" variables. Image Shows examples of Orthogonal Functions my integral code ...
2
votes
2answers
51 views

A question on use of square integrable functions

I'm approaching this from a physicist's perspective, so apologies for any inaccuracies (and lack of rigour). As far as I understand it, a square-integrable function $f(x)$ satisfies the condition ...
2
votes
1answer
16 views

Properties of unimodal functions

A probability density function $f$ is said to be unimodal if the value at which the maximum value of the function is attained is unique. I am reading some papers on econometrics that appear to use ...
1
vote
0answers
22 views

Continuity of improper integrals

There is a theorem saying that if $f:[a,b]\to \mathbb R$ is integrable on $[a,b]$, then $F(x):=\int_{a}^{x}f(t)dt$ is continuous on $[a,b], x \in [a,b]$. Is there an analogous theorem of the kind: ...
0
votes
2answers
44 views

How to prove that $R[a,b]$ is dense in $L^1[a,b]$ ?

How to prove that $R[a,b]$ is dense in $L^1[a,b]$ ? ( where $R[a,b]$ is the set of all riemann integrable functions on $[a,b]$ )
3
votes
5answers
153 views

How to integrate $\int \frac{4}{x\sqrt{x^2-1}}dx$

In order to solve the following integral: $$\int \frac{4}{x\sqrt{x^2-1}}dx$$ I tried different things such as getting $u = x^2 + 1$, $u=x^2$ but it seems that it does not work. I also tried moving ...
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votes
1answer
44 views

How to find the antiderivative of f(x). [on hold]

While studying, I learned that the antiderivative of $1/f(x)$ is simply ln$\lvert f(x)\rvert$. Why is this so?
2
votes
1answer
46 views

Help on finding the closed form of the integral

Can anyone help me to find closed solution of the integral $$\int_0^{1-e^{-\lambda x}}\frac{u^{b-1}\,(1-u)^{a+c-1}}{[1-(1-e^{-\lambda_1 t_1})u]^{a+b+c}}\,{\rm d}u,$$ where ...
1
vote
1answer
41 views

Integrals, intermediate value theorem question

f∈c[a,b] (f is continuous in [a,b]), prove: We tried to use the integral intermediate value theorem to try to prove it but we don't understand why the limit has to be the max and not any other value ...
-1
votes
3answers
69 views

Integral for cos [on hold]

$$\int_{-a}^{+a}A^2\cos^2\left(\frac{n\pi a}{2}x\right)dx$$ where $A, n, \pi,a$ are constants. I was thinking about trigonometric formula for $\cos^2x=\frac{1+\cos2x}{2}$
1
vote
1answer
27 views

Area surrounded by a curve

I would need help to calculate the area surrounded by a curve. The curve is given with the following polar coordinates: I know we need need to integrate with respect to r and theta but am stuck ...
3
votes
1answer
47 views

Methods to Minimize Functions and Integrals over $\mathbb{N}$.

In a paper I'm writing, I have to minimize a messy function $f(\mu,n)$ where $\mu \in \mathbb{R}$ and $n \in \mathbb{N}$. That is, given $\mu \in \mathbb{R}$, I need to minimize the one variable ...
3
votes
4answers
96 views

Show that the standard integral: $\int_{0}^{\infty} x^4\mathrm{e}^{-\alpha x^2}\mathrm dx =\frac{3}{8}{(\frac{\pi}{\alpha^5})}^\frac{1}{2}$ [duplicate]

In my physics course this standard formula is used a lot without proof so it would be interesting to see a neat proof for it. From a previous thread by me I know the proof for $\int ...
0
votes
1answer
23 views

Why is $F'(x) = 2x·\tan(x^2)-\tan x$ if $F(x) = \int_{x}^{x^2}\tan u\, \mathrm du$?

Evaluate $F'(x)$ if $$F(x) = \int_{x}^{x^2}\tan u\, \mathrm du$$ I tried to do this by the change of variables formula and hence, $$F(x) = \int_{x}^{x^2}\tan u\, \mathrm du=\int_{\sqrt x}^{x}\tan ...
1
vote
1answer
77 views

Antiderivative of $\frac{e^x}{\sqrt{1-x^2}}$

Can anyone help me find the following indefinite integral: $$\int{\frac{e^x}{\sqrt{1-x^2}} dx}$$ I cannot think of any transformation...
0
votes
1answer
52 views

Definite integral: $\int^\pi_0 e^{2a \cos x} \left( \frac{\sin^2 x}{1- \cos x} \right) dx$

The goal is to solve this: $$ \int^\pi_0 e^{2a \cos x} \left( \frac{\sin^2 x}{1- \cos x} \right) dx $$ with $a>0$. Really not sure how to attack this one. The integrand seems to be capable of ...
2
votes
5answers
60 views

Show that $\int x\mathrm{e}^{-\alpha x^2}\mathrm dx =\dfrac{-1}{2\alpha} \mathrm e^{-\alpha x^2}$ + Constant

I tried to do this integration by parts and got $\int x\mathrm{e}^{-\alpha x^2}\mathrm dx =\dfrac{-1}{2\alpha} \mathrm e^{-\alpha x^2} +\alpha\int x^3\mathrm{e}^{-\alpha x^2}\mathrm dx$ + constant. ...
3
votes
1answer
25 views

How to prove define integrate from f(sin x)

i need help for prove this problem , i dont have idea for this prove, i very appreciate your sugerences. $$ \int ^{\pi }_{0}xf(\sin x)\,dx = \int ^{\pi }_{0}\frac{\pi }{2} f(\sin x)\,dx $$
0
votes
0answers
26 views

Interpretation of integral as ratio of joint and conditional densities?

A common exercise in Bayesian statistics is specifying a prior $p(\theta)$ on some parameter $\theta$. We then observe a collection of data $D=(X_1,\dots,X_N)$, the distribution of which is ...
5
votes
1answer
59 views

Derivation of Gradshteyn and Ryzhik integral 3.876.1 (in question)

In the Gradshteyn and Ryzhik Table of Integrals, the following integral appears (3.876.1, page 486 in the 8th edition): \begin{equation} \int_0^{\infty} \frac{\sin (p \sqrt{x^2 + a^2})}{\sqrt{x^2 + ...