1
vote
1answer
20 views

Solve $\int\limits_{-\infty}^{\infty}e^{-cx^2}\sin(sx)dx $

How to prove that $$\int\limits_{-\infty}^{\infty}e^{-cx^2}\sin(sx)dx = 0,$$ where $c>0$?
5
votes
3answers
159 views

Integral of greatest integer function divided by an exponential

If $\lfloor x \rfloor$ denotes the greatest integer not exceeding $x$, then find $\displaystyle\int_{0}^{\infty} \displaystyle \frac{\lfloor x \rfloor}{e^{x}} dx$. The correct answer is supposed to be ...
3
votes
4answers
153 views

How to compute $\int_{-\infty}^\infty\exp\left(-\frac{(x^2-13x-1)^2}{611x^2}\right)\ dx$

$$\int_{-\infty}^\infty\exp\left(-\frac{(x^2-13x-1)^2}{611x^2}\right)\ dx$$ WolframAlpha gives a numerical answer of $43.8122$, which appears to be $\sqrt{611\pi}$. And playing with that, it seems ...
2
votes
2answers
85 views

Evaluate $\int_{0}^{\frac {\pi}{3}}x\log(2\sin\frac {x}{2})\,dx$

Prove $$\int_0^{\pi/3}x\log \left(2 \sin\frac {x}{2}\right)\,dx = \frac {2\zeta(3)}{3}-\frac {\pi^2}{9}\log (2\pi)+\frac {2\pi ^2}{3}\log \left|\frac {\Gamma_2 \left(\frac {5}{6}\right)}{\Gamma_2 ...
4
votes
1answer
50 views

Electrostatic Potential Energy integral in spherical coordinates

I'm having trouble with evaluating an integral that arises from attempting to find the total energy of an electrostatic system consisting of two point charges, which involves an integral over all ...
6
votes
7answers
114 views

How to integrate $\int_{-\infty}^\infty e^{- \frac{1}{2} ax^2 } x^{2n}dx$

How can I approach this integral? ($0<a \in \mathbb{R}$ and $n \in \mathbb{N}$) $$\large\int_{-\infty}^\infty e^{- \frac{1}{2} ax^2 } x^{2n}\, dx$$ Integration by parts doesn't seem to make ...
0
votes
1answer
32 views

Proving an integration with a modified Bessel function and an exponential

I am trying to prove the following identity: where $\mu, h, H$, and $\tilde{\gamma}$ are real constants. The only hint that I have is use the relation between the modified bessel function of the ...
0
votes
2answers
36 views

Integrating this improper integral to test for convergence?

I'm trying to integrate this: $$\int^\infty_0 \frac{8}{\sqrt{e^{x}-x}} \,dx$$ And use the Direct Comparison Test to find out whether it diverges or converges. I looked at a similar problem: and I ...
4
votes
2answers
51 views

parametric integral relating to hyperbolic function

Suppose that $a$ is real number such that $0<a<1$, how can we calculate $$ I(a)=\int_0^\infty \big(1-\frac{\tanh ax}{\tanh x}\big)dx .$$ As for some speical cases, I can work out $I(1/2)=1$. ...
0
votes
2answers
113 views

How to find $P(X>x)$ when the density is known but the integral does not seem to converge

I am trying to evaluate $$P(X>x) = \int_x^{\infty } t^{\kappa } \exp{\left(-\rho t^{\alpha\kappa + 1}\right)} \, dt$$ where $\kappa$, $\rho$ and $\alpha$ are all constants. I have tried some ...
6
votes
1answer
165 views

Closed form for $\int_1^\infty\frac{\operatorname dx}{\operatorname \Gamma(x)}$

Is a closed form for $$\int\limits_1^{+\infty}\frac{\operatorname dx}{\operatorname \Gamma(x)}$$known? I tried to find it, but all well-known integrals involving gamma-function (such as of ...
-1
votes
6answers
90 views

For polynomials $f,g$, why is $\int_0^\infty \frac{fg}{e^x}\, dx$ absolutely convergent? [on hold]

Why does the integral $\displaystyle \int_0^\infty \frac{fg}{e^x}\, dx$ have to be convergent for all real polynomials $f$ and $g$? Can anybody give me a proof?
16
votes
1answer
285 views

Integral $\int_0^1\frac{\log(x)\log^2(1-x)\log^2(1+x)}{x}\mathrm dx$

I decided to follow a recent trend and ask a question about logarithmic integrals :) Is there a closed form for this integral? $$\int_0^1\frac{\log(x)\log^2(1-x)\log^2(1+x)}{x}\mathrm dx$$
11
votes
2answers
141 views

Evaluating $\int_{0}^{\pi/3}\ln^2 \left ( \sin x \right )\,dx$

Good evening! I want to compute the integral $\displaystyle \int_{0}^{\pi/3}\ln^2 \left ( \sin x \right )\,dx$. However I find it extremely difficult. What I've tried is rewritting it as: ...
1
vote
4answers
104 views

How would you integrate $\sqrt{1+\frac{1}{x^2}}$

I need to integrate $\sqrt{1+\frac{1}{x^2}}$ I've tried to let $u=1/x^2$ but end up with, $\int \frac{\sqrt{1+u^2}}{u^{3/2}}du$ . I attempted to then substitute $u=\tan\theta$ and lead me to ...
0
votes
1answer
30 views

An integral of Wolstenholme:$\int_0^{+\infty}\frac{\sum_1^n A_k\cos{a_k x}}{x}\mathrm {d} x$ where $\sum A_k=0$ and $a_k>0$

The book by Whittaker and Watson says it's equal to $-\sum_{k=1}^n A_k \log {a_k}$, and attibutes it to Wolstenholme. I believe this readily reduces to the simpler case of evaluating $\displaystyle ...
0
votes
3answers
37 views

Improper Integrals

Determine whether the following improper integral is convergent or divergent. $$\int_1^{\infty} \text{sech}\, x \ln x \,dx$$ I think that I need to use integration by parts but the sechx is really ...
1
vote
2answers
23 views

convolution problem given $h(x)=1/2$ for $0<x<2$ and $0$ otherwise

I have a convolution problem in the form $$g(x)= \int_{-\infty}^\infty h(y)h(x-y)\,dy$$ where they give me the function $h(x)=1/2$ for $0<x<2$ and $0$ otherwise. I have never done a ...
0
votes
1answer
47 views

When does this integral converge?

So I'd like to find out for which values of $a,b>0$ the following integral is well-defined and how that will change if the absolute value is removed? Thanks! $I = \int_0^\infty ...
1
vote
2answers
29 views

I need to find the formula for h(x) for all x

we're given a function $h(x)=\begin{cases}1/2&\text{for}&0\le x<2\\0 &\text{otherwise}\end{cases}$. Then we are told to define the function $\displaystyle g(x)= ...
1
vote
2answers
34 views

How to find the derivative of improper integral with variable upper limit?

I have the integral from $-\infty$ to $y^2$ of the function $(e^{-|x|})$ and I need to find the derivative of this. That is, $$\frac{d}{dy} \int_{-\infty}^{y^2} e^{-|x|}\,dx$$ Usually derivative ...
1
vote
4answers
85 views

Does the following integral converge: $\int_6^{\infty}\frac{dx}{\sqrt{1+x^2}}$

Does the following integral converge: $$\int_6^{\infty}\frac{dx}{\sqrt{1+x^2}}$$ I suppose we have to solve such problems by comparison test. All the integrals I tried so far do not fit the ...
1
vote
0answers
27 views

Integrating an expression over a vector $\mathbf{w}$

doing my homework for a Machine Learning course, I have to calculate the following expression: $\newcommand{\IDENTITY}{\mathbf{I}} \newcommand{\W}{\mathbf{w}} \newcommand{\WT}{\mathbf{w}^T} ...
20
votes
4answers
602 views

Closed-forms for several tough integrals

These integrals came up in the process of finding solution to Vladimir Reshetnikov's problem. I wonder if there are closed-forms for the following integrals: \begin{array}{1,1} &[\text{1}] ...
3
votes
0answers
15 views

Convergence of multiple integral in $\mathbb R^4$

Denote $(x,y,z,w)$ the euclidean coordinates in $\mathbb R^4$. I am trying to study the convergence of the integral $$\int \frac{1}{(x^2+y^2)^a}\frac{1}{(x^2+y^2+z^2+w^2)^b} dx\,dy\, dz\, dw$$ over a ...
5
votes
2answers
61 views

Integral with rational functions of powers and exponentials

Any ideas how to solve: \begin{equation} \int_0^\infty x^{n+\frac{1}{2}} (e^{a x }-1)^{-\frac{1}{2}} e^{i x t} dx \end{equation} where $a$ and $t$ are real, positive constants; $n$ is a positive ...
16
votes
3answers
265 views

Integral $\int_{0}^1\frac{\ln\frac{3+x}{3-x}}{\sqrt{x(1-x)}}dx$

I have a problem with the following integral: $$ \int_{0}^{1}\ln\left(\,3 + x \over 3 - x\,\right)\, {{\rm d}x \over \,\sqrt{\,x\left(\,1 - x\,\right)\,}\,} $$ The first idea was to use the ...
21
votes
3answers
422 views

Integral of Combination Log and Inverse Trig Function

Does the following integral have a closed-form ?: \begin{equation} \int_{0}^{1}{\ln\left(\,x\,\right) \over 1 + x}\,\arccos\left(\,x\,\right) \,{\rm d}x \end{equation} This integral has been ...
2
votes
4answers
122 views

Integral $\int_{1}^{\infty} \frac{\log^3 x}{x(x-1)} dx$

How do I arrive at the closed form expression of the integral $$\displaystyle\int_{1}^{\infty} \dfrac{\log^3 x}{x(x-1)}dx$$ Most probably the closed form is $\dfrac{\pi^4}{15}$
0
votes
3answers
47 views

General closed form of an integral

I once asked a question about how to integrate the reciprocal of the square root of cosine. Is there a general closed form for the integral $$\int_{0}^{\theta_o} \dfrac{1}{\sqrt{\cos \theta-\cos ...
6
votes
4answers
129 views

Calculus Question: Improper integral $\int_{0}^{\infty}\frac{\cos(2x+1)}{\sqrt[3]{x}}dx$

How to evaluate integral $$\int_{0}^{\infty}\frac{\cos(2x+1)}{\sqrt[3]{x}}dx?$$ I tried substitution $x=u^3$ and I got $3\displaystyle\int_{0}^{\infty}u \cos(2u^3+1)du$. After that I tried to use ...
3
votes
0answers
44 views

An integral with a decaying exponential with rational exponent

I was working on some mathematical derivations while I faced this integral: $$\Large \int_0^\infty x^{\alpha-1}e^{-\beta x} e^{-\lambda \left[\frac{x^2}{2x+\eta}\right]}\ \mathrm{d}x \quad .$$ Does ...
1
vote
3answers
41 views

Compute variance, using explicit PDF

I'm trying to get $\text{Var}(x)$ of $f(x) = 2(1+x)^{-3},\ x>0$. Please tell me if my working is correct and/or whether there is a better method I can use to get this more easily. $$ ...
0
votes
2answers
34 views

Help finding k. Issue with integration

Let the continuous random variable $X$ have a probability density function $f(x)$ such that $$f(x) = k(1+x)^{-3}, x>0$$ $=0$ elsewhere Find k This is what I tried: $\int_0^\infty k(1+x)^{-3}dx ...
5
votes
4answers
220 views

Wolfram alpha says that $\int_{-\infty}^\infty e^{-ix^2}dx = \sqrt{\frac{\pi}{i}}$

Wolfram alpha says that $$ \int_{-\infty}^\infty e^{-ix^2}dx = \sqrt{\frac{\pi}{i}}$$ holds. But it has two different values ($\sqrt{i}$). How should I understand this?
4
votes
3answers
98 views

Deriving Mean and Variance of Laplace Distribution

It has been a long time since I have used calculus, and I am trying to understand how the mean and variance of the Laplace distribution with pdf $$f(x|\mu,\sigma) = \dfrac{1}{2 ...
0
votes
1answer
24 views

Solving Coulomb Integral in 1D

I am trying to solve the following Coulomb integral of two gaussians: $$ \int_{- \infty}^{ \infty}dx1\int_{- \infty}^{ \infty} \frac{e^{-b1 (x1-c1)^2}e^{-b2 (x2-c2)^2}}{\left | x1-x2 \right |}dx2, $$ ...
3
votes
1answer
53 views

Calculus Question: Improper integral $\displaystyle\int_{-\infty}^{\infty} x^{2}e^{x-e^{2x}}dx$

I am curious about evaluation of the following integral $$\int_{-\infty}^{\infty} x^{2}e^{x-e^{2x}}dx$$ Is it possible to evaluate it? This not my homework but I will share my attempt. I tried ...
2
votes
5answers
116 views

How to prove this integral?

I was confused about an integral showing on my teacher's slide, could anyone tell me how is the following integral derived? $$ \int^\infty_{-\infty} x^{2k} e^{-\frac{x^2}{2\sigma^2}} \; \mathrm{d}x ...
5
votes
2answers
315 views

A logarithmic integral

How can I evaluate following logarithmic integral: $$\int\limits_0^1 \frac{\ln x\ln ( 1 - zx )}{1 - x} dx$$
2
votes
3answers
63 views

How to do this integral $\int_{-\infty}^{\infty}{\rm e}^{-x^{2}}\cos\left(\,kx\,\right)\,{\rm d}x$ [duplicate]

How to do this integral $$\int_{-\infty}^{\infty}{\rm e}^{-x^{2}}\cos\left(\,kx\,\right)\,{\rm d}x$$ for any $k > 0$ ?. I tried to use gamma function, but sometimes the series doesn't converge.
2
votes
2answers
65 views

$\int_0^{\infty}\frac{dx}{(x^2+\sqrt{x})^p}$ convergence

For which values of $p$ does integral $I$ converge? $$I=\int_0^{\infty}\frac{dx}{(x^2+\sqrt{x})^p}$$ My shot in the dark was $p\in(\frac{1}{2},2)$, since $\int_0^{1}\frac{dx}{x^{p/2}}<\infty \iff ...
10
votes
8answers
245 views

Evaluate $ \int_{0}^{1} \ln(x)\ln(1-x)\,dx $

Evaluate the integral, $$ \int_{0}^{1} \ln(x)\ln(1-x)\,dx$$ I solved this problem, by writing power series and then calculating the series and found the answer to be $ 2 -\zeta(2) $, but I don't ...
11
votes
4answers
489 views

Looking for closed-forms of $\int_0^{\pi/4}\ln^2(\sin x)\,dx$ and $\int_0^{\pi/4}\ln^2(\cos x)\,dx$

A few days ago, I posted the following problems Prove that \begin{equation} \int_0^{\pi/2}\ln^2(\cos x)\,dx=\frac{\pi}{2}\ln^2 2+\frac{\pi^3}{24}\\[20pt] -\int_0^{\pi/2}\ln^3(\cos ...
4
votes
2answers
93 views

$\int_{0}^{\infty} \frac{\cos(x)}{1+x^2} dx$ and $\int_{0}^{\infty} \frac {\ln(x)}{x^2+b^2} dx$

Prove that $$\int_{0}^{\infty} \frac{\cos(x)}{1+x^2} dx = \frac {\pi}{2e}$$ My approach would be $$\lim_{n \to \infty} \int_{0}^{n} \frac{\cos(x)}{1+x^2} dx$$ and evaluate the limits of the sine and ...
4
votes
4answers
178 views

Prove that $\int_0^{\pi/2}\ln^2(\cos x)\,dx=\frac{\pi}{2}\ln^2 2+\frac{\pi^3}{24}$

Prove that \begin{equation} \int_0^{\pi/2}\ln^2(\cos x)\,dx=\frac{\pi}{2}\ln^2 2+\frac{\pi^3}{24} \end{equation} I tried to use by parts method and ended with \begin{equation} \int \ln^2(\cos ...
23
votes
3answers
387 views

Prove $\displaystyle \int_{0}^{\pi/2} \ln \left(x^{2} + (\ln\cos x)^2 \right) \, dx=\pi\ln\ln2 $

How to prove\begin{equation} \int_{0}^{\pi/2} \ln \left(x^{2} + (\ln(\cos x))^2 \right) \, dx=\pi\ln\ln2 \end{equation} I don't know how to answer it. When I asked this integral to my brother, ...
5
votes
1answer
54 views

Convergence of Integral near 0

I am trying to determine the convergence of the integral \begin{equation} \int_0^1 \frac{f(x)}{x}\, dx \end{equation} given that $f(x)$ is bounded and continuous on $[0,1]$, and that $f(x)=0$. The ...
6
votes
1answer
110 views

A closed-form of $\frac{1}{2}\int_0^\infty\left[\frac{x^2\cos x}{\cosh 2x-\cos x}-\frac{2x^2}{e^{4x}-2e^{2x}\cos x+1}\right]\,dx$

I am looking for a closed-form of this integral \begin{equation} \frac{1}{2}\int_0^\infty\left[\frac{x^2\cos x}{\cosh 2x-\cos x}-\frac{2x^2}{e^{4x}-2e^{2x}\cos x+1}\right]\,dx \end{equation} I ...