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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147 views

Hazard Rate Probability HW Question

I am working on a homework problem below from Pitman's Probability book: Suppose the failure rate is $\lambda$($t$) = $at$ $+$ $b$ for $t$ $\geq 0$. The problem asks to find the formula for the ...
3
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939 views

Finding the harmonic conjugate

I have shown that the following function is harmonic and am attempting to find it's harmonic conjugate: $u=e^{-2xy}\sin(x^2-y^2)$ I know that to find the harmonic conjugate I need to use the ...
3
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59 views

Can I solve for a unique integral kernel?

Consider, for $\mathbf{v},\mathbf{w} \in \mathbb{R^3}$, $$ f(\mathbf{w}) := \int K(\mathbf{w,\mathbf{v}}) g(\mathbf{v}) \, d\mathbf{v} \, .$$ Is it possible to solve for the integral kernel, ...
3
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509 views

Solve $\int \cos^{2n}\theta d\theta$

I am trying to solve the integral $\int_0^{2\pi} \cos^{2n}\theta d\theta$ using residues. I get the wrong answer so could you please say what I am doing wrong? We start with the substitution $z = ...
3
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506 views

Integration of nontrivial trigonometric functions

First an example which I know how to solve. If we have the following integral $$\int_{-\pi}^{\pi}\frac{1}{1+3~\cos^2(t)}dt$$ there is a very practical way to evaluate it by interpreting it as some ...
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284 views

Lebesgue Integration fundamental questions

My question involves the definition of the Lebesgue integral. Most colloquial definitions I've read follow (2), in that f*(t) is the "length" of one of the horizontal rectangles and dt is the ...
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126 views

Equivalence of integrals

Let $x_1, \ldots, x_n$ be vectors in the normed space $(X, \|\cdot\|)$. Let $\mu$ be the Lebesgue measure on the cube $[-1,1]^n$. Denote vectors in $[-1,1]^n$ by $y=(y_1, \ldots, y_n)$. Are the ...
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153 views

Evaluating $\int \limits_{a}^{\infty} \frac{\exp\left(-ax\right)}{\log(x)\left(c+x\right)^2}dx$

I have the following integral $$\int \limits_{a}^{\infty} \frac{\exp\left(-ax\right)}{\log(x)\left(c+x\right)^2} dx$$ that I do not know how to evaluate. Could you please give me a hint? Thanks in ...
3
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102 views

integral equation solution for two functions $ f(x) $ and $ g(x) $ and see if they are related

given two functios $ f(x) $ and $ g(x) $ related by $$\frac{ \Gamma(s-1/2)}{\Gamma(s) \sqrt{ \pi}}\int_{0}^{\infty}dx \frac{g(x)dx}{(x+y)^{s-1/2}}=\int_{0}^{\infty}dx \frac{f(x)dx}{(x+y)^{s}}$$ what ...
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193 views

Integral of a product

Given the following integral: $$I(N)=\int_{0}^{t}\prod_{k=1}^{N}\sin(k\omega \tau)d\tau$$ does someone know if is it possible to find the solution of $I(N)$ in a closed form? I'm able to find the ...
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59 views

How to approach an integral over $g(\cos(t))$ from $0$ to $2\pi$, where $g(x)$ is nasty?

For notational convenience, let $f(t) = a^2 + 2 a b \cdot \cos(t) + b^2$, where $a,b$ are both positive real constants and $t$ will be the integrand of the integral, which is supposed to be carried ...
3
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175 views

Pontryagin's maximum principle problem, minimising an integral

I am really stuck on the following: Use Pontryagin's maximum principle to show that $\pi$ is the minimum value of the integral $\frac{1}{2} \int _{0} ^{1} u^{2} + v^{2} \,dt$ subject to constraints ...
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255 views

Taking derivative below an integral

I am trying to solve the following question: If $t>0$, then \begin{align*} \int_{0}^{+\infty} e^{-tx} \; dx = \frac{1}{t} \end{align*} Moreover, if $t \geq a > 0$, then $e^{-tx} \leq ...
3
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136 views

What is the Dunford Integral and why is it useful?

Wikipedia defines the Pettis Integral for Banach space valued functions on a measure space by duality. Apparently there is a Dunford integral which specializes to the Pettis integral. What is its ...
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334 views

Lebesgue Line Integrals - Parametric Change of Variables

Consider the following Lebesgue integral in $\mathbb{R}^n$ $$ \int_C f(x) dx $$ Where $f : \mathbb{R}^n \rightarrow \mathbb{R}$ is measurable and $C$ is a measurable subset of $\mathbb{R}^n$ that ...
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85 views

Asymptotics of Riemann-Lebesgue type integral

How to show that for $u \in L_{\mathbb{C}}^2$ and $a>0$, $$\int_0^a u(t) \sin{\sqrt{\lambda}t} \,dt = o(e^{|Im\sqrt{\lambda}|a}),\text{ as } |\lambda| \rightarrow \infty$$ Note that $\lambda$ ...
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50 views

understanding of the rank-2 tensor as an integral kernel

Let $G\subset{\mathbb R}^m$ be a nonempty compact and Jordan measurable set that coincides with the closure of its interior. Let $K:G\times G\to{\mathbb C} $ be a continuous function. Then we can ...
3
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227 views

Are Specific Facts about the Riemann Integral Logically Required?

This question is somewhat in the spirit of this one in that I am trying to understand the most efficient path to the major integral theorems (Fubini, change of variables, etc). My question is this: ...
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101 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 ...
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56 views

Integrability of $\frac{k-1}{2(1+|x|^k)}$

Is the following function known to be integrable? It is supposed to be a probability density function, i.e., integrates to one. However, it leaves the online Mathematica integrator stumped: ...
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176 views

Change of variables in line integral with abs. value

Let $\gamma : I \rightarrow \mathbb C$ be a path. Let $g: \mathbb C \rightarrow \mathbb C$ be a biholomorphic map. Let $f$ be a holomorphic function. Consider the integral $$ \int_{g\circ \gamma} ...
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224 views

Series of nested double integrals

This is kind of a follow-up of my previous question. I'm investigating the following infinite series of nested two-dimensional integrals $$\sigma(t,t^\prime) = 1 - \int_{t^\prime}^t\mathrm dt_1 ...
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300 views

What is the expected value of modified Dirichlet distribution? (integration problem)

It is easy to produce a random variable with Dirichlet distribution using Gamma variables with the same scale parameter. If: $ X_i \sim \text{Gamma}(\alpha_i, \beta) $ Then: $ ...
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votes
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9 views

Calculating $\text{D}g$ of $g(x,y) = \int_\frac1x^1\frac1t\exp(t^3x^2y)\text{d}t$

Let $g:(1,\infty)^2\to\mathbb{R}$ be given by $$g(x,y) = \int_\frac1x^1\frac1t\exp(t^3x^2y)\text{d}t.$$ How can I calculate $\text{D}g$ using parameter-dependent integrals?
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27 views

What is an example of a function that is measurable but not strongly measurable?

Let $(\Omega, \Sigma)$ be a measurable space and $X$ a Banach space. Let $f: \Omega \rightarrow X$. $f$ is called measurable if every the preimage of every Borel set in $X$ is an element of ...
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41 views

Simple Integral Involving the Square of the Elliptic Integral

I have, $$ \int uE^{2}\left(u\right)du $$ where $E$ is the complete elliptic integral of the second kind: $$ E\left(k\right)=\int_{0}^{\frac{\pi}{2}}d\theta\sqrt{1-k^{2}\sin^{2}\left(\theta\right)} ...
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22 views

Normal Vector Affecting The Divergence Theorem

$\newcommand{\Div}{\operatorname{Div}}$I'm going to use an example to explain what I'm trying to ask. Let $T =\{(x,y,z): x^2+y^2=z^2, 0\leq z\leq3\}$, I'm asked to calculate $\iint_T ...
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64 views

Contour Integral $ \int_{0}^1 \frac{\ln{x}}{\sqrt{1-x^2}} \mathrm dx$

I need help evaluating this with contour integration$$ \int_{0}^1 \frac{\ln{x}}{\sqrt{1-x^2}} \mathrm dx$$ I am not sure as to how to work with the branch cuts of both $\ln{x}$ and $\sqrt{1-x^2}$ ...
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28 views

McShane vs. Henstock-Kurzweil: Lebesgue integrable

Put in words, is it right to say that the difference of the McShane integral to the Henstock-Kurzweil integral is that the tags are not required to lie within $x_i\leq t_i\leq x_{i+1}$? If so, is ...
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48 views

Fitzpatrick's proof of Darboux sum comparison lemma

I am just reading Fitzpatrick's advanced calculus. He wants to prove $\lim (\max(x_{i-1} - x_i)) =0$ and $\lim(U(f,P)-L(f,P))$ is equivalent to $f$ is integrable. He used darboux sum comparison ...
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62 views

Definite Integral involving matrices

We have a definite integral of the form given below $ f(t) = \int_0^1 e^{\alpha X(t)} \frac{dX(t)}{dt} e^{(1-\alpha) X(t)}\,d\alpha \tag 1$ Given Data in the question $X(t)$ is a ...
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78 views
+50

Verifying an antiderivative found in any integral table

If $a > 0$, and $0 < b < c$. \begin{equation*} \int \frac{1}{b + c\sin(ax)} \, {\mathit dx} = \frac{-1}{a\sqrt{c^{2} - b^{2}}} \, \ln\left\vert\frac{c + b\sin(ax) + \sqrt{c^{2} - ...
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53 views

Can this modified Gaussian integral be calculated analytically?

In my research, I encounter this modified Gaussian integral $$\int_{-\infty}^{\infty}dx\,\frac{x+\sqrt{x^2-bx}}{2\sqrt{x^2-bx}}\exp\left[-a^2(x-x_0)^2+i\left(cx-d\sqrt{x^2-bx}\right)\right],$$ where ...
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votes
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44 views

Homotopy, Stokes Theorem and Orientation

I have a problem in which the theory and the computation disagree about a minus sign. My question requires a little setting up. I have a complex valued 2-form $$ \omega = \alpha(\xi_1,\xi_2)\, ...
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votes
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34 views

Projection measures and integrability

Let $(M, \mathcal{A}, \mu)$ a probability space, $Y$ compact metric space. Consider $\mathcal{M}(\mu)$ be the space of probability measures $\eta$ on $M\times Y$ such that $\pi_{*}\eta=\mu $ where ...
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30 views

Solving $n \int_{\mathbb{R}}{\left|\frac{1}{n}\sum_{j=1}^n{e^{(itY_j)}}-e^{-\frac{1}{2}t^2}\right|^2}\psi(t)dt$

I have to solve $$ n \int_{\mathbb{R}}{\left|\frac{1}{n}\sum_{j=1}^n{e^{(itY_j)}}-e^{-\frac{1}{2}t^2}\right|^2}\psi(t)dt $$ where $\psi(t)=(2\pi)^{-\frac{1}{2}}e^{-\frac{1}{2}t^2}$ is the density ...
2
votes
0answers
94 views

Line integral $\int_{\gamma}e^xcos(y)dx+e^xsin(y)dy$

First of all, I'm having trouble evaluating $$\int_{\gamma}e^xcos(y)dx+e^xsin(y)dy$$ where $\gamma$ is the triangle with vertices $(0,0), (1,0), (1,\frac\pi2)$ This is what I've done so far: 1) With ...
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0answers
56 views

Indefinite integral $\int \sqrt{(e^{2x}+e^{-2x})(e^{2x}-e^{-2x}+4) }\, dx$

The goal is to integrate $$\int \sqrt{(e^{2x}+e^{-2x})(e^{2x}-e^{-2x}+4) } dx$$ My approach would be to factorize the expression beneath the square root and then take the squareroot of that. ...
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votes
0answers
53 views

Interesting examples of switching limit and integral

We learn many theorems regarding the relationship of limit and integral (Dominated/ Monotone Convergence, Fatou, Semicontinuity of norms, etc...). As I'm working on my research, I find that I often ...
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0answers
101 views

Contour integration with merged pole/branch-cut type behavior?

I have the expression $$f(z)=\frac{-i}{\sqrt{z^2-a^2}},$$ where $a$ is a purely real number and $z$ is a complex variable. Numerical plotting gives the following. This leads me to the following ...
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votes
0answers
41 views

Taking derivative under the integral sign

Reading a textbook and stuck on this one detail... would like to confirm my understanding. The book defines a function $\eta \in C^1(\mathbb{R})$ satisfying $0 \leq \eta \leq 1$, $0 \leq \eta^\prime ...
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0answers
49 views

Proving a set is of measure zero.

Let $C\subset A\times B$ be a set of content zero. Let $A'\subset A$ be the set of all $x\in A$ such that $\{y\in B: (x,y)\in C\}$ is not of content zero. Show that $A'$ is a set of measure zero. ...
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36 views

How do textbooks display the mean by integration

My question may be expressed with an example I'm most familiar with.. In many ocean science text books, the mean density of the water column is expressed as $${\widehat\rho}=\int^0_{-h}\rho(z)dz$$ ...
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56 views

Contour integral: different answers with different contours

Good day to everyone. I have a following contour integral problem. I have to find a solution for the integral $$\underset{\gamma_r }{\oint }\frac{e^{\lambda s} }{(1-s) s^{a-b} \left(s-\theta ...
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votes
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51 views

On integration of a Gaussian-like function over a region $g(\mathbf{x})\leq 1$

Let $X$ be a random variable which follows an $n$-dimensional Gaussian distribution with mean vector $\mu\in\mathbb{R}^n$ and covariance matrix the symmetric positive definite $n\times n$ matrix ...
2
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52 views

Choose appropriate contour for a complex integral

I have a problem to solve integral $$ I = \int^{\infty}_0 \frac{\mathrm{d}x}{(x-z)(1+x^2)^{\kappa+2}} $$ I can solve the same integral with borders $-\infty$ to $\infty$ using residue theorem but ...
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votes
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68 views

Simplifying a Vector Integral

While reading the book - Cercignani, Theory and Applications of Boltzmann Transport Equation (I am not a math student), I found this integral which I am unable to understand. Note that $\xi_i , \xi_l$ ...
2
votes
0answers
53 views

Fourier transform of a sinusoidal function

Let us consider following table which I want to calculate myself $$ x(t)=\frac{\sin(\omega_bt)}{\pi t}\quad\iff\quad X(j\omega)= \begin{cases} 1 & \text{if $|\omega|<\omega_b$}, ...
2
votes
0answers
60 views

Evaluate $\int_0^\infty x^{\lambda-1} \exp\left(-ax-b\sqrt x-\frac{c}{\sqrt x} - \frac{d}{x}\right) \: dx$

Is there a closed form for the integral $$\int_0^\infty x^{\lambda-1} \exp\left(-ax-b\sqrt x-\frac{c}{\sqrt x} - \frac{d}{x}\right) \: dx?$$ where $\lambda>0$, $a>0$, $d>0$ and where $b$, ...
2
votes
0answers
36 views

Conditions for changing the order of integration for contour integral.

I assume an integral $$I=\int_0^\infty f(x)g(x)\mathrm dx \tag{1}$$ where the function $f(x)$ can be represented as a contour integral in complex plane: $$f(x)=\oint_\Delta ...