All aspects of integration, including the definition of the integral and computing different types of integrals. For questions solely about the properties of integrals, don't use this tag alone! Use in conjunction with (indefinite-integral), (definite-integral), (improper-integrals) or another ...

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2
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0answers
20 views

Closed form of $\int_0^1\int_0^1\int_0^1\frac{\left(1-x^y\right)\left(1-x^z\right)\ln x}{(1-x)^3}\,\mathrm dx\;\mathrm dy\;\mathrm dz$

While trying to find several references to answer Pranav's problem, I encounter the following multiple integrals $$I=\int_0^1\int_0^1\int_0^1\frac{\left(1-x^y\right)\left(1-x^z\right)\ln ...
0
votes
0answers
33 views

Changing integral limits [on hold]

I am going through some algebra for my dissertation and in the algebra the limits of integration are changed. For example they went from x to infinity but they changed them to y going to infinity. ...
4
votes
1answer
35 views

How find this integral $I=\int_{-1}^{1}\frac{dx}{\sqrt{a^2+1-2ax}\sqrt{b^2+1-2bx}}$

show this integral $$I=\int_{-1}^{1}\dfrac{dx}{\sqrt{a^2+1-2ax}\sqrt{b^2+1-2bx}}=\dfrac{1}{\sqrt{ab}}\ln{\dfrac{1+\sqrt{ab}}{1-\sqrt{ab}}}$$ where $0<a,b<1$ my idea: let ...
1
vote
1answer
12 views

Check my answer - simple laplace transform of piecewise continuous function.

I'd just like to check that I got the idea right, first exercise im doing in laplace transforms and am a bit clueless. We are given $f(t)=0$ if $0<t<2$ and $f(t)=t$ if $t>2$. We are asked to ...
-2
votes
0answers
33 views

Please help me with two old analysis prelim problems

The first: Suppose $g$ is increasing and differentiable on $[0,1]$. For every $f\in L^2(0,1)$ define $f^*(x)$, for $x\in [0,1]$, by: $$f^*(x)=g'(x)\int_0^x f(t)\,dt .$$ If $f_n\to f$ in $L^2(0,1)$, ...
2
votes
1answer
30 views

Why $ \int_0^{\infty} du \, \frac{e^{-3 u} - e^{-4 u}}{u} = \int_0^{\infty} du \, \int_3^4 dt \, e^{-u t} \\ $?

from this answer I could not see what is happening here: $$ \int_0^{\infty} du \, \frac{e^{-3 u} - e^{-4 u}}{u} = \int_0^{\infty} du \, \int_3^4 dt \, e^{-u t} \\ $$ What technique of integration ...
2
votes
1answer
32 views

How find this sum closed form $I=\sum_{k=1}^{n}\int_{0}^{+\infty}\cos{(2kx)}x^{m-1}e^{-ax}dx$

Find this closed form? $$I=\sum_{k=1}^{n}\int_{0}^{+\infty}\cos{(2kx)}x^{m-1}e^{-ax}dx,m\ge 1,a>0$$ use ...
4
votes
0answers
40 views

Seperating single integral into an double integral.

Please refer to : How to prove that $\int_{0}^{\infty}\sin{x}\arctan{\frac{1}{x}}\,\mathrm dx=\frac{\pi }{2} \big(\frac{e-1}e\big)$ The answer by @Venus. What is the procedure in converting that ...
4
votes
1answer
42 views

Multiple integrals involving product of gamma functions

The following integral was posted a few days back on Integrals and Series forum: $$\int_0^{2\pi} \int_0^{2\pi} \int_0^{2\pi} \frac{dk_1\,dk_2\,dk_3}{1-\frac{1}{3}\left(\cos k_1+\cos k_2+ \cos ...
1
vote
3answers
56 views

Seemingly Simple Integration: $x/(x-1)$

I am currently working on some advanced engineering math but this seemingly simple integral has me stuck. Someone please show me how to derive it. It is part of a far bigger more complex problem in ...
2
votes
2answers
25 views

Find the continuous function such that the Riemann integrable is the same

Find all functions $f$ such that $f$ is continuous on $[0,1]$ and $\int_0^x f(t) dt = \int_x^1 f(t) dt$ for every x $\in (0,1)$ I can't think of any function that would satisfy this property! ...
1
vote
1answer
39 views

What is the 'largest' space of integrable functions which is also a Hilbert space?

It is well known that $L^2(X,\mu)$, the set of functions $f:X \rightarrow \mathbb{C}$ such that $\int_X |f|^2 \text{d} \mu < \infty$, is a Hilbert space. Is there a Hilbert space $H$ such that ...
6
votes
0answers
73 views

How evaluate the following hard integrals?

Prove: $$\displaystyle\int_0^{\frac{\pi}{4}}{\,x}{\,\arctan\sqrt{\frac{\cos2x}{2\sin^2x}}}dx=\frac{\pi}{96}[{\pi^2}-6\ln^22]$$ And ...
3
votes
2answers
73 views

Surface area of a solid of revolution: Why does not $ \int_{b}^{a} 2\pi \,f(x) \,dx $ work?

Why does not $ \int_{b}^{a} 2\pi \,f(x) \,dx $ yield the correct answer when calculating the surface area of a solid of revolution?
1
vote
0answers
33 views

Clarifying a step in an integration solution

In the accepted answer here, the first two steps in computing the integral are \begin{align} \mathcal{I} =&\frac{1}{2}\int^\infty_0\ln(1-e^{-2x})\ln\left(\frac{x^2}{\pi^2+x^2}\right)\ {\rm d}x\\ ...
0
votes
0answers
34 views

Integration problem that may use DCT

I am trying to solve the following problem. Let $f \in L^2(0,1)$ and define $$f_n(x)= n \int\limits_{k/n}^{(k+1)/n} f(y) dy $$ for $x \in [k/n, (k+1)/n)$, $k=0,1, \dots, n-1.$ Show that $f_n ...
1
vote
2answers
25 views

If $f_n$ converges to $f $ in $p$-norm, then $f_n$ converges to $f$ in measure.

I want to prove that if $f_n$ converges to $f $ in $p$-norm, then $f_n$ converges to $f$ in measure. This is the proof: Suppose not. Then there exist $\epsilon>0,\delta> 0$ such that $μ \{x: ...
1
vote
3answers
49 views

Fundamental Theorem of Calculus 1 - definite integral

I have two problems, they're not from a book so I can't check the answer for one of them and the other I'm not sure on what to do. $$ {d\over dx}{\int^{1}_{x^{2}}} {\sqrt{t^{2}+1}} {dt} $$ $$=-{d\over ...
0
votes
4answers
54 views

Expectation of non-negative random variable

Let $X$ be a non-negative random variable. In a proof for $E[X]=\int_0^\infty P(X>t)dt$ from the answer of this question, we use Fubini for the middle quality. Why do we need $X$ to be ...
0
votes
2answers
31 views

Bound on and integral

If $\alpha \in \Bbb R$, how can I show $$\int_{-M}^M \frac{1}{\sqrt{|x-\alpha|}} \, dx \le 4 \sqrt{M}$$ For $M>0$, Rewriting the integral gives $$\int_{-M+\alpha}^{M + \alpha} ...
1
vote
0answers
21 views

product of barycentric coordinates over a simplex

Show that: $$\int_K \eta_0^{\alpha_0}(x)\cdots\eta_n(x)^{\alpha_n}dx=\frac{{\alpha_0}!\cdots{\alpha_n}!n!|K|}{(\alpha_0+\cdots+\alpha_n+n)!}$$ where $\eta_i$ barycentric coordinates and $K$ is a ...
2
votes
3answers
25 views

Determine monotone intervals of a function

Let $$ f(x) = \int_1^{x^2} (x^2 - t) e^{-t^2}dt. $$ We need to determine monotone intervals of $f(x)$. I tried to differentiate $f(x)$ as follows. $$ f'(x) = \left(x^2 \int_1^{x^2} e^{-t^2}dt \right)' ...
1
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0answers
19 views

Finite integral involving branch cut. Basic Argument Question

I am reading this Wikipedia article on examples of contour integrals using complex analysis (http://en.wikipedia.org/wiki/Methods_of_contour_integration). In particular, I am looking at Example (VI), ...
2
votes
8answers
114 views

How to show that $f(x) = 0$ if $\int_a^bf(x)\,\text{d}x=0$ for all $a,b\in\mathbb{R}$?

I found this problem on the web: Let $f(x)$ be a real-valued, continuous function with the property that $$\int_a^bf(x)\,\text{d}x=0$$for all real numbers $a,b$. Prove that $f$ is identically $0$. ...
3
votes
6answers
132 views

Proving that $\int_0 ^1 \frac{\text{d}s}{\sqrt{1-s^2}}$ converges with no trig functions

Let $$\int_0 ^1 \frac{\text{d}s}{\sqrt{1-s^2}}$$ How to show that it converges with no use of trigonometric functions? (trivially, it is the anti-derivative of $\sin ^{-1}$ and therfore can be ...
1
vote
0answers
13 views

How to calculate convolution of function defining a measure

Given the function $F(t)=2-2e^{-t}$ defining a measure on $(\mathbb{R}_+,\mathfrak{B}(\mathbb{R}_+))$ and I want to calculate the convolution of this function with itself. I tried to do that by using ...
1
vote
1answer
48 views

How to compute $\int^{1}_{-1}f(x)dx$?

I need to compute $\displaystyle\int^{1}_{-1}\,{\rm f}\left(\, x\,\right)\,{\rm d}x$, where $$ \,{\rm f}\left(\, x\,\right) =\left\{\begin{array}{lcrcl} x & \mbox{if} & x & \leq & 0 ...
14
votes
0answers
142 views

Evaluate $\int_0^{\pi/2} \frac{\ln\left(e^{2x} + 1\right)}{1 + \sin2x}\mathrm dx$

Here's my Xmas gift to all of you! I just encountered a very tough integral. $$\int_{0}^{\pi/2} \frac{\ln\left(e^{2x} + 1\right)}{1 + \sin2x}\mathrm dx$$ I have tried for a few hours. This task is ...
8
votes
3answers
136 views

How to solve the differential equation $(2x^3y)\:\text{dy}+(1-y^2)(x^2y^2+y^2-1)\:\text{dx}=0$?

Solve $$(2x^3y)\:\text{dy}+(1-y^2)(x^2y^2+y^2-1)\:\text{dx}=0$$ I tried the substitution $y^2=t$ ; $2y\:\text{dy}=\text{dt}$ to get $$(x^3)\:\text{dt}+(1-t)[(x^2+1)t-1]\:\text{dx}=0$$ ...
4
votes
2answers
98 views

How to integrate a fraction of the type $\frac{1}{(ax+b)^c(dx+e)^f}$?

I'm working on obtaining chemical reactions' speed, and this is one of the problems I met with. $$ \int \frac{1}{(ax+b)^c(dx+e)^f}dx $$ Can this equation could be solved? If possible, please show ...
0
votes
1answer
28 views

Is this enough to demonstrate divergence of an improper integral?

The integral in question is $$\int_0^\infty (f(x)-a)^2dx$$ Where f(x) is some continuous function and a is some constant. When we expand the integrand,we end up with an $a^2$ term. We can then ...
0
votes
3answers
97 views

Evaluation of the integral $\int 3x \cos x^2 \, dx$

I want to solve this: $$\int 3x \cos x^2 \, dx$$ I get this answer: $$ \frac{\sin 2x}{2}+\frac{\cos 2x}{4}+C $$ but the answer should be: $$ \frac{3 \sin x^2}{2}+C $$ Am I doing anything wrong ...
0
votes
1answer
66 views

How to approach, substitution - definite integral

So I have this problem $${\int^{\pi/2}_0} {{\cos\theta \sin\theta}\over \sqrt{\cos^{2}\theta +8}}d\theta $$ and I'm not sure if this is the right direction to begin. If I have $u = \cos\theta$ ...
1
vote
1answer
108 views

A question from my final exam

Today I had the final exam of the lesson Mathematics I. There was a question that I want to know if I solved correctly the following limit. $$\lim\limits_{n\to\infty}\left(\frac{n}{0^2+n^2} + ...
-3
votes
0answers
42 views

Show an integral is bounded under a parameter $\alpha \in (0,1)$ [on hold]

Set $f:[0,1] \to \mathbb{R}$ a continuous function that $f(0)>0$. Show that limit given by: $$\lim_{h \to 0+} \int_{h}^1 \frac{f(x)}{x^{\alpha}}dx$$ exist and is finite for all $\alpha \in ...
2
votes
1answer
78 views

Evaluating $\int_0^{2} \frac{dx}{\sqrt[3]{2x^2-x^3}}$

How to calculate this integral? $$\int_0^{2} \frac{dx}{\sqrt[3]{2x^2-x^3}}$$ I suppose that it should be parted like this: $$\int_0^{1} \frac{dx}{\sqrt[3]{2x^2-x^3}} + \int_1^{2} ...
1
vote
2answers
56 views

Generating functions for $\log^3(1-x)$ of $\log^3(x)$

I am trying to find generating functions which will give me a power logarithm. I am trying to find generating sums in the form $$\sum_{n=1}^{\infty} a_n\,x^n = -\frac{\log^2(1-x)}{1-x}$$ or ...
0
votes
2answers
43 views

Taylor expansion of the Error function

The error function $\operatorname{erf}(z)$ is defined by the integral $$ \operatorname{erf}(z)=\frac{2}{\sqrt{\pi}} \int_0^z e^{-t^2}\,dt,\quad t\in\mathbb R$$ Find the Taylor expansion of ...
1
vote
1answer
31 views

Composition of a Dirac delta and a function in higher dimensions

Coming from a physics background, I was taught the formula for the composition of a Dirac delta and a function. Indeed, if we consider a nice function $ f : \mathbb{R} \to \mathbb{R} $, one can write ...
2
votes
1answer
45 views

Integral over a simplex

Let $C_k$ be the $k$-simplex. I know that $$\int_{C_k} \prod_{i=1}^k x_i^{\alpha_i-1} dx_i = \frac{\prod_{i=1}^k \Gamma(\alpha_i)}{\Gamma\left(\sum_{i=1}^k \alpha_i\right)} \equiv ...
4
votes
2answers
51 views

Calculating Triple Integral

I have task : find volume of body limited by surface $(\frac{x}{a})^{2/3} + (\frac{y}{b})^{2/3} + (\frac{z}{c})^{2/3}$ = 1. I know that this task is about triple integral. But i have confused by such ...
0
votes
1answer
24 views

Fourier transform, quadratic function

I'm trying to compute this convolution: $\frac{2 \alpha}{\alpha ^2 + 4 \pi ^2 x^2} * \frac{2 \beta}{\beta ^2 + 4 \pi ^2 x^2}$ I know that the Fourier transform of a convolution of two functions is ...
0
votes
0answers
16 views

Fourier transform of $be^{i k y^b}/y^{1-b}$

I'm trying to compute the Fourier transform of $$ \frac{ be^{i k y^b}}{y^{1-b}}$$, i.e. $$ F(z) = \int_{-\infty}^\infty \frac{ be^{i k y^b}}{y^{1-b}} e^{i z y}dy$$ I tried using Mathematica for ...
11
votes
4answers
174 views

Proving $\int_{0}^{\infty}\frac{x}{(x^2+1)(e^{2\pi x}+1)} dx=1-\frac{\gamma}{2}-\ln2$

Nowadays I encounter an integral which is difficult for me to evaluate it. Please help me to evaluate it. Thank you. $$\int_{0}^{\infty}\frac{x}{(x^2+1)(e^{2\pi x}+1)} ...
1
vote
3answers
54 views

Does there exist a continous function $f(t)$ on $[0,1]$ for which $\int_0^1 t^3 f(t) dt = 0$?

Does there exist a continous function $f(t)$ on $[0,1]$ for which $\int_0^1 t^3 f(t) dt = 0$? Or can you provide a proof otherwise?
0
votes
2answers
48 views

Does alternating test show divergence?

My book states the alternating tests' convergence requirements. However, my book doesnt point out, if $a_n$ fails one of the convergence requirements, is it true that is diverges? Such as the limit ...
0
votes
1answer
28 views

Two different results with contour integration

This is probably going to be a stupid question ( I don't feel great today) but I can't get around this problem. $$I = \int_\mathbb R \frac 1 {(3x-2i)^2} dx $$ I thought that using contour ...
1
vote
1answer
49 views

$ \int_\gamma \frac{1}{z\sin z}dz$ where $\gamma$ is the circle $|z| = 5$

My understanding is that if this integral exists in the real sense, i.e. real Riemann-wise, then I can apply the residue theorem. If not, I may use the Cauchy Principal Value, to obtain a value. To ...
2
votes
2answers
92 views

Integral $\int_{1}^{2011} \frac{\sqrt{x}}{\sqrt{2012 - x} + \sqrt{x}}dx$

Evaluate: $$\int_{1}^{2011} \frac{\sqrt{x}}{\sqrt{2012 - x} + \sqrt{x}}dx$$ Using real methods only. I am not sure what to do. I tried finding a power series, which was too ugly. I just need some ...
3
votes
0answers
37 views

An a.e.-defined derivative which is not Lebesgue integrable on any interval?

If the derivative $f'$ exists everywhere then it is shown here that there exist intervals on which $f'$ is Lebesgue integrable. But perhaps there is a function $f$ such that $f'$ only exists almost ...