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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111 views

Convection-diffusion-reaction problem

I seek to solve to the system $$ \frac{\partial \phi_{a}}{\partial t} = D_{a} \frac{\partial^{2} \phi_{a}}{\partial x^{2}} - v_{a} \frac{\partial \phi_{a}}{\partial x} + \mathfrak{K}_{b}\phi_{b} ...
4
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83 views

Evaluation of the double integral $\iint_{[0,1] \times [0,1]}{\left(\frac{xy(1-x)(1-y)}{2-xy}\right)^n \frac{dxdy}{2-xy}}$

How to prove that $$\large \lim_{n \to \infty} \left(\iint_{[0,1] \times [0,1]}{\left(\frac{xy(1-x)(1-y)}{2-xy}\right)^n \cdot\frac{1}{2-xy}\; \text{d}x\text{d}y}\right)^{\LARGE\frac{1}{n}}=\max_{(x,...
4
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186 views

Integral of product spherical harmonics

I'm trying to calculate this integral: $$\int_0 ^\pi\int_0^{2\pi} [\sin\theta(\cos\theta \sin \phi + \sin\theta \cos(2\phi))]^2 \sin\theta d\phi d\theta $$ We could compute this integral directly....
4
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222 views

Rising Sun Inequality (Dunford-Schwartz maximal inequality)

Let $f:\mathbb{R} \rightarrow \mathbb{R}$ be an absolutely integrable function, and let $f^*:\mathbb{R} \rightarrow \mathbb{R}$ be the one-sided signed Hardy-Littlewood maximal function $$f^*(x) := \...
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206 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 ...
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278 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 ...
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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 $$ I_{n,m}(\alpha,\sigma,\omega,r)=\int_0^...
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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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106 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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188 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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208 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 ...
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192 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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107 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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110 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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89 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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88 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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162 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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176 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 t^{k/2-1}e^{-t/2}\left(\frac{\gamma\left(\frac{k}{2}...
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65 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 \mathrm{...
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535 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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101 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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252 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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315 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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95 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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511 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 + ...
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171 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 [Olum]...
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444 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 ...
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244 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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178 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 w(R)\exp[-tw(...
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137 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 $H(u)=:\overrightarrow{a}+(\overrightarrow{b}-\overrightarrow{a})*u-\...
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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 noted ...
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335 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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704 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 \mathbb{...
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163 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} \frac{1}{n}$...
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259 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 ...
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495 views

Integral of two error functions (erf)

In my research I came across the following integral: \begin{equation} \int_{-\infty}^{+\infty}\frac{\partial{p(t)}}{\partial{t}}\frac{1}{4}\Big(1-\operatorname{erf}\Big(\frac{t-a}{\sigma\sqrt{2}}\Big)\...
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927 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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223 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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484 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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174 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 ...
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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 $f:\mathbb{R}^...
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294 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 \int_{-\...
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66 views

Integrating an inverse sum of roots

I recently thought about this question, and I attempted to solve it $$I_n = \int_0^1 \frac{1}{1+x+\sqrt{x} + \cdots + \sqrt[n]{x}} \mathop{ dx}$$ for $n\ge 2$. I've made next to no progress, although ...
3
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0answers
61 views

Integral over Julia Set (Is my math correct?)

So I was answering this question about whether or not the Julia Set was self-similar in a known way. Of course it is, and that got me thinking. Even though the self similarity is nonlinear, what if ...
3
votes
0answers
59 views

integral of sine cubed times cosine cubed

For the $\int \sin^3 x\cos^3 x \,dx$ I got $\frac 16(cos x)^6 - \frac14cos^4 x + C$. This seemed to work but my book had $\frac 14\sin^4 x - \frac 16 sin^6 x + C$. This is similar to what I got but ...
3
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46 views

How to define integration along surfaces in $\Bbb R^4$?

In $\Bbb R^4$ we have curves, bi-dimensional surfaces and hypersurfaces. We integrate vector fields along curves and in hypersurfaces using a normal direction. I know that the adequate object to ...