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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180 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}\, ...
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303 views

Under which hypotheses is switching between sum and integral signs legit?

Which hypotheses are needed to change the order of sum and integral signs? Concrete example: consider the expression $$ ...
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129 views

Simplifying an integral arising in Physical Chemistry

I am struggling to understand the following transition (encountered in a paper on Physical Chemistry). Let $$D=\frac{\tau_0^{-1}\int_0^\infty G(t)dt}{1-\tau_0^{-1}\int_0^\infty G(t)\int ...
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248 views

Is there a way to Fourier transform Cos[Sin[x]]

In my physics problem, I encountered a solution has the form like Cos[Sin[t]], and I need to do the Fourier transform to this solution. Is there a way to do the Fourier transform analytically to ...
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228 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 ...
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91 views

Integration of sine^2 w.r.t. some norm

Let $||x||$ be any norm over $\mathbb R^n$. Let $B_T$ the open ball with radius $T$ w.r.t. to our norm, i.e. all $x\in\mathbb R^n$ such that $||x||<T$. Let $n\in\mathbb N$. How much ...
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344 views

Riemann integral vs Lebesgue integral

Let $f$ be analytic on a domain $\Omega$ of the complex plane, such that the closed disc $\overline{D(0,R)}$ is contained in $\Omega$. What is the difference between $$ \int_{D(0,R)}|f(w)|dm(w)$$ and ...
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185 views

An inverse mellin transform

Is it possible to compute the inverse transform of $$ \frac{1}{a^{-s}\cos( \frac{\pi s}{2})\Gamma (s)} $$ or similarly is it possible to compute the Inverse Mellin transform ?? $$ \frac{ \zeta ...
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84 views

If $f$ is quasi and left continuous on $[a,b]$ and $\alpha$ is increasing and right continuous then $f$ is Riemann-Stieltjes integrable over $[a,b]$

Question: If $f$ is quasi and left continuous on $[a,b]$ and $\alpha$ is increasing and right continuous then $f$ is Riemann-Stieltjes integrable over $[a,b]$ with integrator $\alpha$. ...
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150 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 ...
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987 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 ...
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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, ...
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516 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 = ...
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516 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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290 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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154 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 ...
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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 ...
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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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259 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 ...
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137 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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339 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 ...
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229 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} ...
3
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227 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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304 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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10 views

Proof that maximal interval of existence exist and bounded

For each $\lambda\in \mathbb{R}$, let $\varphi_{\lambda}$ : $J_{\lambda}\rightarrow \mathbb{R}$ denote the solution to the following initial value problem: $$ ...
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26 views

Triple integral - volume of solid described by inequalities

I have to calculate the volume of solid described by inequalities: $$(x\leqslant y)\vee (y\leqslant z) \vee (x\leqslant z)$$ in region $[0,1]^3$. What is important, here we have conjunction. It is ...
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33 views

Multiple integral involving exponential and trigonometric functions

By using the generating function for Bessel functions I have discovered the following identity: \begin{eqnarray} &&\int\limits_{[0,2 \pi] \times [-\frac{\pi}{2},\frac{\pi}{2} ]^2} e^{\imath x ...
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64 views

Wikipedia proof of “Darboux Integral implies Riemann Integral”

I am trying to follow the proof at the page http://en.wikipedia.org/wiki/Riemann_integral which shows how a Darboux Integrable function is Riemann Integrable also. In general a partition of an ...
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29 views

To find the volume dilation, integrate the determinant of the Jacobian

On the road toward proving the change of variables theorem in several variables, is there a painless way to show that $$\text{Vol}(\phi(U))=\int_{U}|\text{det}(d\phi)|,$$ where $\phi$ is $C^1$, ...
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24 views

Expressing indefinite integrals in terms of a predefined set of functions.

It is well known that some integrals of elementary functions cannot be expressed as elementary functions. I was wondering if it was possible to extend the set of elementary operators by some ...
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43 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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23 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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108 views

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

I need help evaluating this with contour integration $$ \int_{0}^{1}{\ln\left(\,x\,\right)\over \,\sqrt{\vphantom{\large A}\,1 - x^{2}\,}}\,{\rm d}x $$ I am not sure as to how to work with the branch ...
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32 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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67 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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55 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
0answers
45 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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35 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
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99 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 ...
2
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0answers
58 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. ...
2
votes
0answers
56 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 ...