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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24
votes
3answers
27k views

How can a probability density be greater than one and integrate to one

Wikipedia says: The probability density function is nonnegative everywhere, and its integral over the entire space is equal to one. and it also says. Unlike a probability, a probability ...
24
votes
1answer
428 views

Closed form for $\int_0^\infty\frac{\sqrt{x+\sqrt{x^2+1}}}{\sqrt{x\phantom{|}}\sqrt{x^2+1}}e^{-x}dx$

Is it possible to evaluate this integral in a closed form? $$\int_0^\infty\frac{\sqrt{x+\sqrt{x^2+1}}}{\sqrt{x\phantom{|}}\sqrt{x^2+1}}e^{-x}dx$$
23
votes
8answers
1k views

A proof of $\int_{0}^{1}\left( \frac{\ln t}{1-t}\right)^2\,\mathrm{d}t=\frac{\pi^2}{3}$

What is the proof of the following: $$\int_{0}^{1} \left(\frac{\ln t}{1-t}\right)^2 \,\mathrm{d}t=\frac{\pi^2}{3} \>?$$
23
votes
6answers
2k views

Simpler way to compute a definite integral without resorting to partial fractions?

I found the method of partial fractions very laborious to solve this definite integral : $$\int_0^\infty \frac{\sqrt[3]{x}}{1 + x^2}\,dx$$ Is there a simpler way to do this ?
23
votes
4answers
734 views

Polygamma function series: $\displaystyle\sum_{k=1}^{\infty }\left(\Psi^{(1)}(k)\right)^2$

Applying the Copson's inequality, I found: $$S=\displaystyle\sum_{k=1}^{\infty }\left(\Psi^{(1)}(k)\right)^2\lt\dfrac{2}{3}\pi^2$$ where $\Psi^{(1)}(k)$ is the polygamma function. Is it known any ...
23
votes
4answers
1k views

Prove $\int_0^{\infty}\! \frac{\mathbb{d}x}{1+x^n}=\frac{\pi}{n \sin\frac{\pi}{n}}$ using real analysis techniques only

I have found a proof using complex analysis techniques (contour integral, residue theorem, etc.) that shows $$\int_0^{\infty}\! \frac{\mathbb{d}x}{1+x^n}=\frac{\pi}{n \sin\frac{\pi}{n}}$$ for $n\in ...
23
votes
4answers
1k views

Evaluating $\int_0^1 \log \log \left(\frac{1}{x}\right) \frac{dx}{1+x^2}$

Show that $\displaystyle{\int_0^1 \log \log \left(\frac{1}{x}\right) \frac{dx}{1+x^2} = \frac{\pi}{2}\log \left(\sqrt{2\pi} \Gamma\left(\frac{3}{4}\right) / \Gamma\left(\frac{1}{4}\right)\right)}$ ...
23
votes
4answers
534 views

Prove that $\int_0^1 \frac{{\rm{Li}}_2(x)\ln(1-x)\ln^2(x)}{x} \,dx=-\frac{\zeta(6)}{3}$

I have spent my holiday on Sunday to crack several integral & series problems and I am having trouble to prove the following integral \begin{equation} \int_0^1 ...
23
votes
4answers
1k views

Maybe a rather famous integral

How to evaluate : $$\int_0^{\frac{\pi}{2}}\left(\frac{x}{\sin x}\right)^2\text{d}x$$ Thx guys! I was wondering how would use a series expansion?
23
votes
3answers
861 views

Evaluating $\int_0^\pi\arctan\bigl(\frac{\ln\sin x}{x}\bigr)\mathrm{d}x$

I found the following integral as a by product of another one. It has a nice closed form. $$ \int_{0}^{\pi} \arctan\left(\ln\left(\sin x \right) \over x\right)\,{\rm d}x $$ Mathematica and ...
23
votes
4answers
1k views

Evaluation of $\sum\limits_{n=0}^\infty \left(\operatorname{Si}(n)-\frac{\pi}{2}\right)$?

I would like to evaluate the sum $$ \sum\limits_{n=0}^\infty \left(\operatorname{Si}(n)-\frac{\pi}{2}\right) $$ Where $\operatorname{Si}$ is the sine integral, defined as: $$\operatorname{Si}(x) := ...
23
votes
2answers
312 views

A closed form for $\int_0^1\frac{\ln(-\ln x)\ \operatorname{li}^2x}{x}dx$

Let $\operatorname{li}x$ denote the logarithmic integral $^{[1]}$$^{[2]}$$^{[3]}$: $$\operatorname{li}x=\int_0^x\frac{dt}{\ln t}$$ and $$I=\int_0^1\frac{\ln(-\ln x)\ ...
23
votes
3answers
1k views

Who realized $\int \frac 1x dx =\ln(x)+c$?

Who discovered the non-obvious $\int \frac 1x dx=\ln(x)+c$ ? Were power series involved? The series look similar on opposite sides of 1: $$ \frac 1x =\sum_{n=0}^\infty (-1+x)^n \text{ for } ...
23
votes
4answers
602 views

Closed form for $\int_{-\infty}^\infty\operatorname{sech}(x)\operatorname{sech}(a\, x)\ dx$

Let $$f(a)=\int_{-\infty}^\infty\operatorname{sech}(x)\operatorname{sech}(a\, x)\ dx,$$ where $\operatorname{sech}(z)=\frac2{e^z+e^{-z}}$ is the hyperbolic secant. Here are values of $f(a)$ at some ...
23
votes
2answers
451 views

Integral $\int_0^1\frac{\ln x}{x^2+1}\cdot\ln\left(\frac{3\,x^2+1}{x^2+3}\right)dx$

I need to evaluate the following integral: $$\int_0^1\frac{\ln x}{x^2+1}\cdot\ln\left(\frac{3\,x^2+1}{x^2+3}\right)dx.$$ Could you suggest how to find a closed form for it? I am not sure if there is ...
23
votes
2answers
1k views

Integral $\int_1^\infty\frac{dx}{1+2^x+3^x}$

Can the integral $$\int_1^\infty\dfrac{dx}{1+2^x+3^x}$$ be given in closed form? This question arises naturally when I considered doing integrals. What makes an integral hard? Well, the integrand, of ...
23
votes
2answers
566 views

Conjecture: $\int_0^1\frac{3x^3-2x}{(1+x)\sqrt{1-x}}K\big(\!\frac{2x}{1+x}\!\big)\,dx\stackrel ?=\frac\pi{5\sqrt2}$

$$\int_0^1\frac{3x^3-2x}{(1+x)\sqrt{1-x}}K\left(\frac{2x}{1+x}\right)\,dx\stackrel ?=\frac\pi{5\sqrt2}$$ The integral above comes from the evaluation of the integral ...
23
votes
2answers
815 views

Seeking proof for the formula relating Pi with its convergents

Could anyone try to prove that the below conjectured formula is valid for relating $\pi$ with ALL of its convergents - those, which are described in OEIS via $\mathrm{A002485}(n)/\mathrm{A002486}(n)$ ...
22
votes
7answers
1k views

Evaluate $\int_0^\infty\frac{\ln x}{1+x^2}dx$

Evaluate $$\int_0^\infty\frac{\ln x}{1+x^2}\ dx$$ I don't know where to start with this so either the full evaluation or any hints or pushes in the right direction would be appreciated. Thanks.
22
votes
8answers
2k views

Which is the easiest way to evaluate $\int \limits_{0}^{\pi/2} (\sqrt{\tan x} +\sqrt{\cot x})$?

Which is the easiest way to evaluate $\int \limits_{0}^{\pi/2} (\sqrt{\tan x} +\sqrt{\cot x})$? I have reduced this problem to $$ 2\int_0^{\pi/2} \sqrt{\tan x} \ dx$$ but now, evaluating this ...
22
votes
5answers
2k views

Can all real polynomials be factored into quadratic and linear factors?

So I understand how to do integration on rational functions with a linear and a quadratic denominator, and I understand how to do a partial fraction decomposition, but I was wondering what happens if ...
22
votes
3answers
1k views

Efficiently evaluating $\int x^{4}e^{-x}dx$ [duplicate]

The integral I am trying to compute is this: $$\int x^{4}e^{-x}dx$$ I got the right answer but I had to integrate by parts multiple times. Only thing is it took a long time to do the computations. I ...
22
votes
5answers
1k views

Prove: $\int_0^1 \frac{\ln x }{x-1} d x=\sum_1^\infty \frac{1}{n^2}$

I'd like your help with proving that $$\int_0^1 \frac{\ln x }{x-1}d x=\sum_{n=1}^\infty \frac{1}{n^2}.$$ I tried to use Fourier series, or to use a power series and integrate it twice but it didn't ...
22
votes
4answers
2k views

Evaluating $\int_0^{\frac\pi2}\frac{\ln{(\sin x)}\ \ln{(\cos x})}{\tan x}\ dx$

I need to solve $$ \int_0^{\Large\frac\pi2}\frac{\ln{(\sin x)}\ \ln{(\cos x})}{\tan x}\ dx $$ I tried to use symmetric properties of the trigonometric functions as is commonly used to compute $$ ...
22
votes
5answers
1k views

Evaluating $\int\limits_0^\infty \! \frac{x^{1/n}}{1+x^2} \ \mathrm{d}x$

I've been trying to evaluate the following integral from the 2011 Harvard PhD Qualifying Exam. For all $n\in\mathbb{N}^+$ in general: $$\int\limits_0^\infty \! \frac{x^{1/n}}{1+x^2} \ \mathrm{d}x$$ ...
22
votes
6answers
1k views

What's the nth integral of $\frac1{x}$?

It can be shown by simple induction that $\dfrac{\mathrm d^n}{\mathrm dx^n}\left(\dfrac1{x}\right) = \dfrac{(-1)^n n!}{x^{n+1}}$. But what about the nth integral of $\dfrac1{x}$? Finding the first ...
22
votes
4answers
888 views

About the integral $\int_{-1}^1 \frac{1}{\pi^2+(2 \operatorname{arctanh}(x))^2} \, dx=\frac{1}{6} $

Here is a question that naturally arose in the study of some specific integrals. I'm curious if for such integrals are known nice real analysis tools for calculating them (including here all possible ...
22
votes
4answers
1k views

Evaluate $\int_0^\infty \frac{\log(1+x^3)}{(1+x^2)^2}dx$ and $\int_0^\infty \frac{\log(1+x^4)}{(1+x^2)^2}dx$

Background: Evaluation of $\int_0^\infty \frac{\log(1+x^2)}{(1+x^2)^2}dx$ We can prove using the Beta-Function identity that $$\int_0^\infty \frac{1}{(1+x^2)^\lambda}dx=\sqrt{\pi}\frac{\Gamma ...
22
votes
3answers
528 views

If $\alpha$ is an acute angle, show that $\displaystyle \int_0^1 \frac{dx}{x^2+2x\cos{\alpha}+1} = \frac{\alpha}{2\sin{\alpha}}.$

If $\alpha$ is an acute angle, show that $\displaystyle \int_0^1 \frac{dx}{x^2+2x\cos{\alpha}+1} = \frac{\alpha}{2\sin{\alpha}}.$ My attempt: Write $x^2+2x\cos{\alpha}+1 = ...
22
votes
3answers
859 views

Integral $\int_0^\infty x^2\,e^{-x^2}\operatorname{erf}(x)\,\log(x)\,dx$

I need to evaluate this integral: $$I=\int_0^\infty x^2\,e^{-x^2}\operatorname{erf}(x)\,\log(x)\,dx\tag1$$ I tried to do this in Mathematica and it returned a result of the form ...
22
votes
2answers
512 views

Closed-form of $\sum_{n=1}^\infty\frac{(-1)^{n+1}}{n}\Psi_3(n+1)=-\int_0^1\frac{\ln(1+x)\ln^3 x}{1-x}\,dx$

Does the following series or integral have a closed-form \begin{equation} \sum_{n=1}^\infty\frac{(-1)^{n+1}}{n}\Psi_3(n+1)=-\int_0^1\frac{\ln(1+x)\ln^3 x}{1-x}\,dx \end{equation} where ...
22
votes
3answers
787 views

Compute $\int_0^\pi\frac{\cos nx}{a^2-2ab\cos x+b^2}\, dx$

How to compute the following integral \begin{equation} \int_0^\pi\frac{\cos nx}{a^2-2ab\cos x+b^2}\, dx \end{equation} I have been given two integral questions by my teacher. I cannot answer ...
22
votes
3answers
632 views

Math contest: Find number of roots of $F(x)=\frac{n}{2}$ involving a strange integral.

Edit summary: A good answer appeared. CW full answer added, based on given answers. Removing my ugly-looking attempts, as they still remain in the rev. history. Here's a final-round calculus ...
22
votes
1answer
614 views

How do solve this integral $\int_{-1}^1\frac{1}{\sqrt{1-x^2}}\arctan\frac{11-6\,x}{4\,\sqrt{21}}\mathrm dx$?

I need to solve the to following integral: $$\int_{-1}^1\frac{1}{\sqrt{1-x^2}}\arctan\frac{11-6\,x}{4\,\sqrt{21}}\mathrm dx.$$ I tried this integral in Mathematica, but it was not able to solve it. ...
22
votes
1answer
428 views

How to find $\int_0^\infty \prod_{k=1}^n \frac{\sin \frac{x}{2k-1}}{\frac{x}{2k-1}}\mathrm dx$

I am trying to calculate the integral $$ I_n=\int \limits_0^\infty \prod_{k=1}^n \frac{\sin \frac{x}{2k-1}}{\frac{x}{2k-1}}\mathrm dx. $$ (I have literature on this, if people want). Note, we can ...
22
votes
2answers
993 views

Integral $\int_0^{\pi/2}\frac{x}{\sin x}\log^2\left(\frac{1+\cos x-\sin x}{1+\cos x+\sin x}\right)dx$

Please help me to evaluate this integral: $$\large\int_0^{\pi/2}\frac{x}{\sin x}\log^2\left(\frac{1+\cos x-\sin x}{1+\cos x+\sin x}\right)dx$$
22
votes
2answers
740 views

Integral: $\int_{-\infty}^{\infty} \frac{dx}{(e^x+x+1)^2+\pi^2}$

I am looking for real analytic methods to prove the following: $$\int_{-\infty}^{\infty} \frac{dx}{(e^x+x+1)^2+\pi^2}=\frac{2}{3}$$ I have seen a similar problem on the website but if I remember ...
22
votes
4answers
486 views

Evaluating $\int^1_0 \frac{\log(1+x)\log(1-x) \log(x)}{x}\, \mathrm dx$

In this thread a friend posted the following integral $$I=\int^1_0 \frac{\log(1+x)\log(1-x) \log(x)}{x}\, \mathrm dx$$ The best we could do is expressing it in terms of Euler sums ...
22
votes
1answer
456 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? $$\int_0^1\frac{\log(x)\log^2(1-x)\log^2(1+x)}{x}\mathrm dx$$
22
votes
1answer
859 views

Integral $\int_0^\infty\frac{\ln\left(\sqrt{x+1\vphantom{x^0}}-1\right)\,\ln\left(\sqrt{x^{-1}+1}+1\right)}{(x+1)^{3/2}}dx$

Another integral similar to my previous question: $$\int_0^\infty\frac{\ln\left(\sqrt{x+1\vphantom{x^0}}-1\right)\,\ln\left(\sqrt{x^{-1}+1}+1\right)}{(x+1)^{3/2}}dx$$ Could you suggets how to evaluate ...
22
votes
6answers
1k views

The formalism behind integration by substitution

When you are doing an integration by substitution you do the following working. $$\begin{align*} u&=f(x)\\ \Rightarrow\frac{du}{dx}&=f^{\prime}(x)\\ \Rightarrow ...
22
votes
2answers
473 views

Why this is true $ \sum_{n=-\infty}^\infty\frac{\cos\pi\sqrt{n^2+1}}{3+4n^2}=\int_{-\infty}^\infty\frac{\cos\pi\sqrt{x^2+1}}{3+4x^2}dx $?

How one can prove that the infinite sum of this function equals its integral $$ \sum_{n=-\infty}^\infty\frac{\cos\pi\sqrt{n^2+1}}{3+4n^2}=\int_{-\infty}^\infty\frac{\cos\pi\sqrt{x^2+1}}{3+4x^2}dx\ ? ...
22
votes
2answers
609 views

Ramanujan style nested differential Equation

So I was exploring some math the other day... and I came across the following neat identity: Given $y$ is a function of $x$ ($y(x)$) and $$ y = 1 + \frac{\mathrm{d}}{\mathrm{d}x} \left(1 + ...
22
votes
2answers
1k views

Evaluating $\int_{0}^{\pi/4} \log(\sin(x)) \log(\cos(x)) \log(\cos(2x)) \,dx$

What tools would you recommend me for evaluating this integral? $$\int_{0}^{\pi/4} \log(\sin(x)) \log(\cos(x)) \log(\cos(2x)) \,dx$$ My first thought was to use the beta function, but it's hard to ...
22
votes
1answer
567 views

The closed form of $\int_0^{\pi/4}\frac{\log(1-x) \tan^2(x)}{1-x\tan^2(x)} \ dx$

What tools, ways would you propose for getting the closed form of this integral? $$\int_0^{\pi/4}\frac{\log(1-x) \tan^2(x)}{1-x\tan^2(x)} \ dx$$
22
votes
1answer
774 views

Closed form for this integral $\int_{0}^{\infty}\frac{dx}{\sqrt{x}}\, e^{-x^{2}-\frac{b^{2}}{x}}$

How would you evaluate this integral? \begin{equation}\int_{0}^{\infty}\frac{dx}{\sqrt{x}}\, e^{-x^{2}-\frac{b^{2}}{x}}\end{equation} It reminds me of the form of a modified Bessel function of the ...
21
votes
6answers
908 views

Can $\sum_{x \in [0,1]} e^x$ be represented as an integral?

In $$\sum_{x \in [0,1]} e^x$$, $e^x$ is summed over all values in the interval $[0,1]$. Am I right to say that $$\sum_{x \in [0,1]} e^x = \int^{x=1}_{x=0} e^x \, \mathrm dx$$?
21
votes
3answers
701 views

Integral $\int_0^{\infty} \frac{\log x}{\cosh^2x} \ \mathrm{d}x = \log\frac {\pi}4- \gamma$

Inspired by the user @Integrals, I thought I'd find some nice integrals! Especially interesting are those involving $\log \pi$. From Borwein and Devlin's "The Computer as Crucible", pg. 58 - show that ...
21
votes
6answers
2k views

Proof of $\int_0^\infty \frac{\sin x}{\sqrt{x}}dx=\sqrt{\frac{\pi}{2}}$

Numerically it seems to be true that $$ \int_0^\infty \frac{\sin x}{\sqrt{x}}dx=\sqrt{\frac{\pi}{2}}. $$ Any ideas how to prove this?
21
votes
4answers
1k views

What's the “limit” in the definition of Riemann integrals?

Consider one of the standard methods used for defining the Riemann integrals: Suppose $\sigma$ denotes any subdivision $a=x_0<x_1<x_2\cdots<x_{n-1}<x_n=b$, and let $x_{i-1}\leq ...