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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197 views

Integral $ \int_0^\infty \frac{x^n\ln x}{(x^2+\alpha^2)^2(e^x-1)}dx$

Hey I am trying to integrate $$ \int_0^\infty \frac{x^n\ln x}{(x^2+\alpha^2)^2(e^x-1)}dx,\quad \alpha,n \in \mathbb{R}^{0+}. $$ This integral is old. I am also looking for literature on these ...
4
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263 views

Leibniz's Derivative Rule for Integral in Measure Theory

I saw the extension of Leibniz rule for integrals for measure theory on Wiki, although I am not sure if the proposition there is correct. Besides there is no proof for it. Can anybody please introduce ...
4
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272 views

The Monster PolyLog Integral $\int_0^\infty \frac{Li_n(-\sigma x)Li_m(-\omega x^2)}{x^3}dx$

I am trying to solve this integral $$ \int_{0}^{\infty} {{\rm Li}_{n}\left(-\sigma x\right){\rm Li}_m\left(-\omega x^{2}\right) \over x^{3}}\,{\rm d}x $$ which is from some high school training ...
4
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195 views

Integral $=\int_0^\infty x^{\alpha -1}Li_n (-\sigma x) Li_m(-\omega x^r)dx$.

I am trying to calculate an integral that can be expressed in terms of infinite hypergeometric series by using transforms and Residue method, the integral is $$ ...
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79 views

How can I integrate this zeta function expression?

Can you integrate this function: $$f(k)=\exp\left(-\Re\left(\sum\limits_{n=1}^{n=scale} \frac{1}{n} \zeta(1/2+i \cdot k)\sum\limits_{d|n} \frac{\mu(d)}{d^{(1/2+i \cdot k-1)}}\right)\right)$$ with ...
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114 views

Symbolic math engines barf on this ostensibly tractable integral.

$$\frac14 \int_{-M\pi}^{N\pi - s} \cos(tu/M) \cos((t+s)u/M)(1-\cos(t/M))(1-\cos((t+s)/N))\space \mathrm d t$$ with integer $u$. Alpha runs out of time. Maxima gives a tremendous result that can ...
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104 views

Tricky Gaussian; a good method?

Can anyone help evaluate $$ \int_{0}^{r}\int_{0}^{r+\epsilon-\sqrt{r^{2}-x^{2}}}e^{-\beta\left(x^{2}+y^{2}\right)} \, dy \, dx $$ ($r$ and $\epsilon$ are constants)?
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179 views

$\int e^{-x} \log \log x dx$ - another special integral?

I came across this integral in some old notes. After several unsuccessful attempts I ran it in WA and got an interesting result: the antiderivative (closed form) doesn't exist, but the bounded ...
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202 views

The distribution of the inner product of a random complex normal vector.

Good day! I would like to find the distribution of the inner product of a random complex normal vector with: some constant vector; random gaussian vector. Let's assume a vector $\vec{z}$ which has ...
4
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190 views

How to integrate $\left(1+\ln(x)\right)\sqrt{1+(x\ln(x))^2}$ with Risch algorithm?

How would you integrate $\left(1 + \ln\left(x\right)\right)\, \sqrt{1 + \left(x\ln\left(x\right)\right)^{2}\,}$ using the Risch algorithm? I want to know this because Mathematica is using the Risch ...
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106 views

The Leibniz rule in Euler's works

Does anyone know if the Leibniz rule (the method of differentiation under the integral sign), or a variation thereof, has ever appeared in any of Euler's papers? Any references would be appreciated. ...
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109 views

Integrals for children

I was just reviewing a chapter on integration defined through step functions, and was wondering how would you explain the concept of an integral of a step function to a child ?
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82 views

Doubt about computability of integrals over open sets.

In Spivak's Calculus on Manifolds after showing that partitions of unity exists, Spivak defines integrals of functions over open sets as follows. He says: "An open cover $\mathcal{O}$ of an open ...
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87 views

Computing volume of ball in $n$ dimensions

Let $B^n(a)$ denote the closed ball of radius $a$ in $\mathbb{R}^n$, centered at $0$. Show that $v(B^n(a))=\lambda_n a^n$ for some constant $\lambda_n$, where $v(X)$ denotes the volume of $X$. By ...
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161 views

Approximate the integral $\int_0^\pi \sin(x^3)\mathrm{d}x$ with a standard pocket calculator

I came over the following integral $$ \int_0^\pi \sin(x^3) \mathrm{d}x $$ when a friend of mine tried to approximate it. The most obvious way is to use taylors formula, and then turn the integral ...
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170 views

Limiting behavior of an integral involving incomplete Gamma function

I am wondering about the limiting behavior as $k\rightarrow\infty$ of the following integral: $$I(k)=\frac{2^{-k/2}}{\Gamma(k/2)}\int_{f(k)}^\infty ...
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64 views

Can Fredholm integral equation of the first type be represented as a differential equation?

Can Fredholm integral equation of the first type be represented as a differential equation? In other words, given a Fredholm integral equation of the second type does there exist a differential ...
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56 views

integration of simple function

So I have this question I saw this week which I do not understand the answer for it. Let $a,b \in \mathbb{R} a <b \ $ and let $f_1:[a,b] \rightarrow \mathbb{R}$ and I know that $\int_a^x ...
4
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523 views

Riemann-Stieltjes Integral computation (step function?)

Im trying to integrate this, using theorem 7.9 of apostol's book: $$\int^{10}_0 f(x)d\alpha(x) $$ $f(x) = x^2$ and $\alpha(x)= 3\chi(7,9](x)$ Where $\chi(x)$ is $0$ everywhere except $1$ in the ...
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137 views

Taking an integral of e^(another integral) with respect to the limit of integration of (another integral)

How would I go around integrating $$\int_0^\infty \left( \exp{\left(-\int_{k_0}^{k_0+t} (k_1 + k_2s)(k_3+k_4s)^{s} ds \right) } \right) dt \text{,}$$ where $k_i$ are constants? Is it solvable ...
4
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96 views

There exists unique $g$ s.t. $g(x) = f(x) + A\int_0^1\sin(x-y)g(y)dy$

I'm doing past papers for a first course on functional analysis. We are not allowed to assume any results from real analysis or topology, so I was surprised to find an exam question, where I couldn't ...
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241 views

Solve a nasty integral

Can anyone help me with this very nasty integral: $$\int \frac{e^{-\frac{x^2}{2}}~x\left(-1+2b^2+2x^2\right)}{\sqrt{1-e^{x^2}} \sqrt{b^2+x^2}} dx,$$ where $b\in\mathbb{R}$. I've tried pretty much ...
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295 views

Stokes' Theorem problem

Let $M \subset \mathbf{R}^n$ be oriented compact smooth $k$-manifold and $\alpha$ be a $C^1$ diferential $(k-1)$-form defined in a neighborhood of M. Use Stokes' theorem to prove that \begin{align*} ...
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94 views

Stokes' Theorem and Measure Zero Sets

This is probably a very naive question but I am trying to connect two pieces of information in my head regarding integration of differential forms and integration with respect to a measure. The first ...
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488 views

Bounds for the exponential integral

In Abramowitz and Stegun: Handbook of Mathematical Functions (on page 229, property 5.1.20) it is found that $$ \frac{1}{2} \log \left(1 + \frac{2}{x} \right) < \exp(x) E_1(x) < \log \left(1 + ...
4
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170 views

How can I Create an integral that can only be evaluated via complex contour integration?

In Richard Feynman's book, Surely You're Joking Mr. Feynman!, he says: One time I boasted, "I can do by other methods any integral anybody else needs contour integration to do." So Paul ...
4
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436 views

An absolutely continuous cumulative distribution function that fails to have a Riemann-integrable pdf.

We know that if a real-valued random variable $ X $ on a probability space has an absolutely continuous cumulative distribution function (cdf) $ F $, then $ X $ possesses a probability density ...
4
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240 views

difficult integral involving arcsin(x)

I have a difficult integral to compute. I know the result by guessing the answer, but need to know the method of calculation. The integral is $$ \int_{a}^{b}{\rm d}p\,{p \over p^{2} - 2\mu}\, ...
4
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136 views

Gaussian Integral with non-polynomial exponent

I am currently trying to evaluate this Integral: $$\int\limits_{u_0}^{u_1} \exp\left[-\angle(H(u),N)^2\right]du$$ Where ...
4
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0answers
81 views

Dominated convergence on $e^{-n^2 t} t^{s/2-1}$

I am trying to apply the Dominated Convergence Theorem to show that $$\sum_{n\ge 1} \int_0^1 e^{-n^2 t} t^{s/2-1}dt= \int_0^1 \sum_{n\ge 1}e^{-n^2 t} t^{s/2-1}dt$$ as soon as $s>1$. I've ...
4
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332 views

Heaviside unit step- and delta function

The following question is right from the book: Show that $$ H(x-x_i) = \int_{-\infty}^x \delta(x_0-x_i)dx_0\, $$ satisfies $$ H(x-x_i) \equiv \begin{cases} 0 & x < x_i \\ 1 ...
4
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662 views

The Lebesgue Criterion for Riemann Integrability — a proof without using the concept of oscillation.

I am trying to prove the Lebesgue Criterion for Riemann Integrability without using the concept of oscillation. The Lebesgue Criterion for Riemann Integrability states that if $ f: [a,b] \to ...
4
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160 views

When are sums and integrals “identical” in form?

In the answer to this question Eric Näslund showed that logarithms can be written as the following limit of a sum: $$\displaystyle \log(x) = \lim_{k\to \infty } \, \sum\limits_{n=k}^{x k} ...
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245 views

why we cannot integrate on a nonorientable manifold?

I feel it rather weird that there is a notion of integration when you glue a patch of paper to get a surface of cylinder while there is not a suitable notion when you glue it differently to get a ...
4
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883 views

Do kernel functions of integral transforms have any special properties?

From the Wikipedia page on integral transforms, it states that: ...an integral transform is any transform $T$ of the following form: $$ (Tf)(u)=\int^{t_2}_{t_1}K(t,u)f(t)dt $$ ...There are ...
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221 views

Re: Rain droplets falling on a table

This questions is almost exactly similiar to the the following question, with an extra condition : Rain droplets falling on a table Suppose you have a circular table of radius R. This table has ...
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471 views

Generalized Change of Variables Theorem?

Is there a generalized form of the differentiable change of variables theorem for Lebesgue integrals? That is, if we consider the well known change of variables theorem: If $\phi : X \rightarrow X$ is ...
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173 views

a integral of bivariate Gaussian random variables.

I met the following problem when doing estimation and detection homework. The problem asks for a maximum likelihood estimator for (v,$\rho$) of bivariate joint Gaussian, where v is the common ...
4
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220 views

Orthogonal relation between divided functions.

Let $m$ and $n$ are two integers such that , If $m \neq n$ then $$\int _a^b {\dfrac{f_n(x)}{f_m(x)} \ dx}=0$$ If $m=n$ then $$\int _a^b {\dfrac{f_n(x)}{f_n(x)} \ dx}=\int _a^b 1 \ dx=b-a$$ ...
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115 views

Integral when variable of integration is a multivariable function

I recently ran into a kind of integral that I've never encountered before. How should the following integral be expressed as a "normal" double integral? $\iint \mathrm d f(u,v)$ where ...
4
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291 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 ...
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32 views

Example of $f:]-1,1[ \rightarrow \mathbb{R}$ such that $G(x)=\int_0^x f(t)dt$ is not $f$'s primitive?

I cannot figure out the following: Give an example of integrable $f:]-1,1[ \rightarrow \mathbb{R}$ such that $G(x)=\int_0^x f(t)dt$ is not $f$'s primitive?
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52 views

Simplify an integral formula

I stuck on a statement in the book Mixed Boundary Value Problems - Dean G. Duffy. In page 107, he gives $$ h(t) = \dfrac{2}{\pi} \dfrac{d}{dt}\left\lbrace \int_0^t \dfrac{\cos(x/2)}{\sqrt{\cos(x) - ...
3
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45 views

Reference request for Grothendieck's work on “Integration with values in a topological group”

Recently I was reading the available part of the second part of W. Scharlau's book on Alexandre Grothendieck (see here). There I found, An anecdote survives about Grothendieck's arrival in Nancy: ...
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46 views

How to evaluate $\int_{0}^{\infty }\frac{e^{-x^{2}}}{\sqrt{t^{2}+x}}\mathrm{d}x$

How to evaluate the integral below $$\int_{0}^{\infty }\frac{e^{-x^{2}}}{\sqrt{t^{2}+x}}\mathrm{d}x~~~~~~(t>0)$$ The WolframAlpha gave me a horrible answer $$\frac{t}{2}e^{-\frac{t^{4}}{2}}\left \{ ...
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20 views

How to find derivative for $g(x)=\int^{x}_{1}[(f(t))^2-t^2]dt$?

How to find derivative for $g(x)=\int^{x}_{1}[(f(t))^2-t^2]dt$ In my opinion $g'(x)=(f(x))^2-x^2$ and $g'(x)=0$ when $(f(x))^2=x^2$. Is this true?
3
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46 views

Integration by guessing the form of the numerator

I sometimes see integrands in textbooks with a square in the denominator, like this one: $$\int\frac{x^2}{\left(x\sin\left(x\right)+\cos\left(x\right)\right)^2} dx$$ Often, these integrands are ...
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10 views

Exponentially weighted function in $ \mathcal L_1 $?

I have an interesting adaptive control problem. Consider a signal $u(t)$ generated by normalizing another signal, so that $$ 0 \leq u(t) < 1. $$ Consider the function generated from $u(t)$ as ...
3
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52 views

When $Q(\alpha)=\int_B |f(x) - \alpha| \, dx$ is minimal?

I've been asked to prove (or find a counterexample) that the quantity $$Q(\alpha)=\int_B |f(x) - \alpha| \, dx$$ is always minimal when $\alpha=\bar{\alpha} = \frac{1}{|B|} \int_B f(x) \, dx$ ...
3
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68 views

Green's first identity and the calculus of variations

UPDATE: I was able to solve this problem using iterative integration by parts. However, I still cannot find how Green's first identity would apply here. Suppose I had a multiple integral over ...