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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16
votes
2answers
322 views

A closed form for $\int_0^\infty\frac{\sin(x)\ \operatorname{erfi}\left(\sqrt{x}\right)\ e^{-x\sqrt{2}}}{x}dx$

Let $\operatorname{erfi}(x)$ be the imaginary error function $$\operatorname{erfi}(x)=\frac{2}{\sqrt{\pi}}\int_0^xe^{z^2}dz.$$ Consider the integral $$I=\int_0^\infty\frac{\sin(x)\ ...
16
votes
5answers
522 views

Evaluating $\lim \limits_{n\to \infty}\,\,\, n\!\! \int\limits_{0}^{\pi/2}\!\! \left(1-\sqrt [n]{\sin x} \right)\,\mathrm dx$

Evaluate the following limit: $$\lim \limits_{n\to \infty}\,\,\, n\!\! \int\limits_{0}^{\pi/2}\!\! \left(1-\sqrt [n]{\sin x} \right)\,\mathrm dx $$ I have done the problem . My method: First I ...
16
votes
3answers
503 views

How to evaluate $\int_0^1\frac{\log^2(1+x)}x\mathrm dx$?

The definite integral $$\int_0^1\frac{\log^2(1+x)}x\mathrm dx=\frac{\zeta(3)}4$$ arose in my answer to this question. I couldn't find it treated anywhere online. I eventually found two ways to ...
16
votes
1answer
3k views

Will moving differentiation from inside, to outside an integral, change the result?

I'm interested in the potential of such a technique. I got the idea from Moron's answer to this question, which uses the technique of differentiation under the integral. Now, I'd like to consider ...
16
votes
3answers
721 views

Evaluate $\int_0^1\ln(1-x)\ln x\ln(1+x) \mathrm{dx}$

Evaluate $$\int_0^1\ln(1-x)\ln x\ln(1+x) \mathrm{dx}$$
16
votes
3answers
491 views

Find functions family satisfying $ \lim_{n\to\infty} n \int_0^1 x^n f(x) = f(1)$

I wonder what kind of functions satisfy $$ \lim_{n\to\infty} n \int_0^1 x^n f(x) = f(1)$$ I suppose all functions must be continuous.
16
votes
4answers
786 views

Evaluating $\int_0^1 \frac{\log x \log \left(1-x^4 \right)}{1+x^2}dx$

I am trying to prove that $$\int_0^1 \frac{\log x \log \left(1-x^4 \right)}{1+x^2}dx = \frac{\pi^3}{16}-3G\log 2 \tag{1}$$ where $G$ is Catalan's Constant. I was able to express it in terms of ...
16
votes
1answer
347 views

Integral = $\pi/2$ !!

I am trying to calculate the integral $$ I_n=\int \limits_0^\infty \prod_{k=1}^n \frac{\sin \frac{x}{2k-1}}{\frac{x}{2k-1}}dx. $$ (I have literature on this, if people want). Note, we can write the ...
16
votes
1answer
293 views

Prove the following integral inequality

Suppose $f(x)$ and $g(x)$ are continuous function from $[0,1]\rightarrow [0,1]$, and $f$ is monotone increasing, then how to prove the following inequality: ...
16
votes
2answers
562 views

Showing that $ \int_{0}^{\pi/2}\frac{1}{\sqrt{\sin{x}}}\;{dx}=\int_{0}^{\pi/2}\frac{2}{\sqrt{2-\sin^2{x}}}\;{dx}?$

How can we show that $ \displaystyle \int_{0}^{\pi/2}\frac{1}{\sqrt{\sin{x}}}\;{dx}=\int_{0}^{\pi/2}\frac{2}{\sqrt{2-\sin^2{x}}}\;{dx}? $ It feels like it should be simple, but I've tried many things ...
16
votes
2answers
823 views

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

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 ...
16
votes
5answers
356 views

Integral $\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}\frac{x\sin{x}}{1+\cos^4{x}}dx$

Question: Find the integral $$I=\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}}\dfrac{x\sin{x}}{1+\cos^4{x}}dx$$ my try: since $$I=2\int_{0}^{\frac{\pi}{2}}\dfrac{x\sin{x}}{1+\cos^4{x}}dx$$ then I can't. I ...
16
votes
3answers
472 views

A generalized (MacLaurin's) average for functions

The average value of a function $y=f(x)$, on an interval $[a,b]$, is ${1\over {b-a}}\int_a^b f(t)dt$. This of course relates to the arithmetic average. It is easy to see that a corresponding formula ...
16
votes
1answer
370 views

Weber-type integral

In connection with this answer, I came across the following integral: $$\int_{0}^{\infty} \frac{du}{u} \: \,e^{-t u^2} \frac{J_0(u) Y_0(r u)-J_0(r u) Y_0(u)}{J_0^2(u)+Y_0^2(u)}$$ where $r \gt 1$. I ...
16
votes
1answer
390 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 + ...
15
votes
8answers
1k views

$\int_{0}^{\infty} \frac{e^{-x} \sin(x)}{x} dx$ Evaluate Integral

Compute the following integral: $$\int_{0}^{\infty} \frac{e^{-x} \sin(x)}{x} dx$$ Any hint, suggestion is welcome. Thanks.
15
votes
6answers
2k views

Please show $\int_0^\infty x^{2n} e^{-x^2}\mathrm dx=\frac{(2n)!}{2^{2n}n!}\frac{\sqrt{\pi}}{2}$ without gamma function?

Prove: $$\int_0^\infty x^{2n} e^{-x^2}\mathrm dx=\frac{(2n)!}{2^{2n}n!}\frac{\sqrt{\pi}}{2}$$ Thanks!
15
votes
7answers
886 views

A simple way to evaluate $\int_{-a}^a \frac{x^2}{x^4+1} \, \mathrm dx$?

I am currently trying to show that $\int_{-\infty}^\infty \cos(x^2) \, \mathrm dx = \sqrt{\frac{\pi}{2}}$ and the last integral I have to evaluate is $$\int_{-a}^a \frac{x^2}{x^4+1} \, \mathrm dx.$$ ...
15
votes
4answers
1k views

$\int^{1}_{0} f^{-1} = 1 - \int^1_0 f$

One more from hard to believe facts, which I'm curious why are true. Let $f : [0,1] \rightarrow [0,1] $ is a continuous, monotonically increasing and surjective function Then $$\int^{1}_{0} f^{-1} ...
15
votes
3answers
630 views

Showing that $ \int_{0}^{1} \frac{x-1}{\ln(x)} \mathrm dt=\ln2 $

I would like to show that $$ \int_{0}^{1} \frac{x-1}{\ln(x)} \mathrm dt=\ln2 $$ What annoys me is that $ x-1 $ is the numerator so the geometric power series is useless. Any idea?
15
votes
8answers
3k views

Why do we require radians in calculus?

I think this is just something I've grown used to but can't remember any proof. When differentiating and integrating with trigonometric functions, we require angles to be taken in radians. Why does ...
15
votes
6answers
816 views

Compute $\lim\limits_{n\to\infty} \int_{0}^{2\pi} \cos x \cos 2x\cdots \cos nx \space{dx}$

Compute the following limit: $$\lim_{n \to \infty}\int_{0}^{2\pi}\cos\left(x\right)\cos\left(2x\right)\ldots \cos\left(nx\right)\,{\rm d}x$$ Today I was working on a W. L. Putnam competition's ...
15
votes
2answers
634 views

Prove $\int_0^\infty \frac{\ln(\tan^2 (ax))}{1+x^2}dx = \pi\ln(\tanh(a))$

How would I prove $$\displaystyle\int_0^\infty \frac{\ln(\tan^2 (ax))}{1+x^2}dx = \pi\ln(\tanh(a))?$$
15
votes
5answers
628 views

Show $ \int_0^\infty\left(1-x\sin\frac 1 x\right)dx = \frac\pi 4 $

$$ \mbox{How to show that }\quad \int_{0}^{\infty}\left[1 - x\sin\left(1 \over x\right)\right]\,{\rm d}x ={\pi \over 4}\quad {\large ?} $$
15
votes
2answers
417 views

Show $\int_0^{\pi/3} \big((\sqrt{3}\cos x-\sin x)\sin x\big)^{1/2}\cos x \,dx =\frac{\pi\sqrt{3}}{8\sqrt{2}}. $

I have run a FORTRAN code and I have obtained strong evidence that $$\int_0^{\pi/3} \!\! \big((\sqrt{3}\cos\vartheta-\sin\vartheta)\sin\vartheta\big)^{\!1/2}\!\cos\vartheta \,d\vartheta ...
15
votes
3answers
517 views

Prove that if $\int f^2$ and $\int( f'')^2$ converge, so does $\int (f')^2$

Question: Let $f: [a,\infty) \to \Bbb R \in C^2$ and the two following integrals converge: $$\int _a^\infty (f''(x))^2\,dx ,~~~~~~~~~ \int _a^\infty (f(x))^2\,dx$$ Prove that $\int ...
15
votes
7answers
2k views

Integration by means of complex analysis

Dear all: this time I have the integral $$\int_0^\infty\frac{1-\cos x}{x^2(x^2+1)}\,dx$$and we must try to solve it using complex integration, residues, Cauchy's Theorem and the whole lot. (BTW, does ...
15
votes
3answers
355 views

Computing $ \int_{0}^{\infty} \frac{1}{(x+1)(x+2)…(x+n)} \mathrm dx $

I would like to compute: $$ \int_{0}^{\infty} \frac{1}{(x+1)(x+2)...(x+n)} \mathrm dx $$ $$ n\geq 2$$ So my question is how can I find the partial fraction expansion of $$ ...
15
votes
2answers
288 views

Integral $\int_0^\infty F(z)\,F\left(z\,\sqrt2\right)\frac{e^{-z^2}}{z^2}dz$ involving Dawson's integrals

I need you help with evaluating this integral: $$I=\int_0^\infty F(z)\,F\left(z\,\sqrt2\right)\frac{e^{-z^2}}{z^2}dz,\tag1$$ where $F(x)$ represents Dawson's integral: $$F(x)=e^{-x^2}\int_0^x ...
15
votes
3answers
410 views

integral with $\log\left(\frac{x+1}{x-1}\right)$

I encountered a tough integral and I am wondering if anyone has any ideas on how to evaluate it. $$\displaystyle ...
15
votes
2answers
2k views

Average IQ of Mensa

I was wondering, what the average IQ at Mensa is. Mensa is a group of people with an IQ of at least 130. And the IQ is normally distribed with $\mu = 100$ and $\sigma = 15$. My idea was this: To ...
15
votes
4answers
1k views

Good book on evaluating difficult definite integrals (without elementary antiderivatives)?

I am very interested in evaluating difficult definite integrals without elementary antiderivatives by manipulating the integral somehow (e.g. contour integration, interchanging order of ...
15
votes
2answers
919 views

Calculating $\int_{\pi/2}^{\pi}\frac{x\sin{x}}{5-4\cos{x}}\,\mathrm dx$

Calculate the following integral:$$\int_{\pi/2}^{\pi}\frac{x\sin{x}}{5-4\cos{x}}\,\mathrm dx$$ I can calculate the integral on $[0,\pi]$,but I want to know how to do it on $[\frac{\pi}{2},\pi]$.
15
votes
4answers
467 views

The function $f(x) = \int_0^\infty \frac{x^t}{\Gamma(t+1)} \, dt$

Does anyone know if this function has a name? I came up with it by looking at the power series for $e^z$, changing the summation to an integral, and substituting the gamma function for the factorial ...
15
votes
4answers
313 views

For which $n$ is $ \int_0^{\pi/2} \frac{\mathrm{d}x}{2+\sin nx}= \int_0^{\pi/2} \frac{\mathrm{d}x}{2+\sin x}=\frac{\pi}{3\sqrt{3\,}\,}$?

I have been trying to figure out for which $n$ is $$ \int_0^{\pi/2} \frac{\mathrm{d}x}{2+\sin nx} = \int_0^{\pi/2} \frac{\mathrm{d}x}{2+\sin x}=\frac{\pi}{3\sqrt{3\,}\,}$$ Using maple I got the ...
15
votes
4answers
257 views

Compute $\int_{0}^{1}\left[\frac{2}{x}\right]-2\left[\frac{1}{x}\right]dx$

The question is to find $$\int_{0}^{1}\left[\dfrac{2}{x}\right]-2\left[\dfrac{1}{x}\right]dx,$$ where $[x]$ is the largest integer no greater than $x$, such as $[2.1]=2, \;[2.7]=2,\; [-0,1]=-1.$ Is ...
15
votes
2answers
433 views

Interesting log sine integrals $\int_0^{\pi/3} \log^2 \left(2\sin \frac{x}{2} \right)dx= \frac{7\pi^3}{108}$

Show that $$\begin{aligned} \int_0^{\pi/3} \log^2 \left(2\sin \frac{x}{2} \right)dx &= \frac{7\pi^3}{108} \\ \int_0^{\pi/3}x\log^2 \left(2\sin\frac{x}{2} \right)dx &= ...
15
votes
3answers
280 views

Finding $f'(0)$ when $f(x)=\int\limits_0^x\sin\left(\frac{1}{t}\right)dt$

I need to show that $f'(0)=0$ for $$ f(x)=\int\limits_0^x\sin\left(\frac{1}{t}\right)dt $$ But fundamental theorem of calculus is unapplicable here. What should I do?
15
votes
1answer
320 views

What is the volume of $\{ (x,y,z) \in \mathbb{R}^3_{\geq 0} |\; \sqrt{x} + \sqrt{y} + \sqrt{z} \leq 1 \}$?

I have to calculate the volume of the set $$\{ (x,y,z) \in \mathbb{R}^3_{\geq 0} |\; \sqrt{x} + \sqrt{y} + \sqrt{z} \leq 1 \}$$ and I did this by evaluating the integral $$\int_0^1 ...
15
votes
2answers
504 views

Evaluating $\int_{-1}^{1}\frac{\arctan{x}}{1+x}\ln{\left(\frac{1+x^2}{2}\right)}dx$

This is a nice problem. I am trying to use nice methods to solve this integral, But I failed. $$\int_{-1}^{1}\dfrac{\arctan{x}}{1+x}\ln{\left(\dfrac{1+x^2}{2}\right)}dx, $$ where ...
15
votes
1answer
237 views

How find this integral $\int_{0}^{\infty}\frac{dx}{(1+x^2)(1+r^2x^2)(1+r^4x^2)(1+r^6x^2)\cdots}$

prove that this integral $$\int_{0}^{\infty}\dfrac{dx}{(1+x^2)(1+r^2x^2)(1+r^4x^2)(1+r^6x^2)\cdots}= \dfrac{\pi}{2(1+r+r^3+r^6+r^{10}+\cdots}$$ for this integral,I can't find it.and I don't know how ...
15
votes
4answers
580 views

A closed form for $\int_{0}^{\pi/2} x^3 \ln^3(2 \cos x)\:\mathrm{d}x$

We already know that \begin{align} \displaystyle & \int_{0}^{\pi/2} x \ln(2 \cos x)\:\mathrm{d}x = -\frac{7}{16} \zeta(3), \\\\ & \int_{0}^{\pi/2} x^2 \ln^2(2 \cos x)\:\mathrm{d}x = ...
15
votes
2answers
171 views

slick way of transforming an integral?

The function $$ (\alpha,\beta) \mapsto \int_0^\beta \frac{\sin\alpha\,d\zeta}{1+\cos\alpha\cos\zeta} $$ is a symmetric function of $\alpha$ and $\beta$. But I don't know a simpler way to see that ...
15
votes
2answers
613 views

A Challenging Integral $\int_0^{\frac{\pi}{2}}\log \left( x^2+\log^2(\cos x)\right)dx$

I encountered a strange integral with a strange result. $$\int_0^{\frac{\pi}{2}}\log \left( x^2+\log^2(\cos x)\right)dx = \pi \log \left(\log (2) \right)$$ Believe it or not, the result agrees ...
15
votes
2answers
231 views

When does it hold that $\int_{0}^{x} fg=\left(\int_{0}^{x} f\right)\left(\int_0^x g\right)$

I was wondering when it held that $$\int\limits_0^x fg=\left(\int\limits_0^xf\right)\left(\int\limits_0^xg\right)$$ Let $$P:= x \mapsto \int\limits_0^x fg$$ $$F:= x \mapsto \int\limits_0^x f$$ ...
15
votes
2answers
541 views

How to evaluate $\int_{0}^{1}{\frac{{{\ln }^{2}}\left( 1-x \right){{\ln }^{2}}\left( 1+x \right)}{1+x}dx}$

I want to evaluate $$\int_{0}^{1}{\frac{{{\ln }^{2}}\left( 1-x \right){{\ln }^{2}}\left( 1+x \right)}{1+x}dx}$$ I run this integral on Maple, It does converge. How we get a closed form? Is that ...
15
votes
3answers
2k views

Shortcut/trick for integrating a factored polynomial?

If I'm integrating a factored polynomial, say $$\int{x(x+1)(x-2)(x+3)dx},$$ does some shortcut exist that keeps me from having to expand the polynomial? Currently, I'd just do all the multiplication ...
15
votes
1answer
203 views

Evaluation of definite Integral

Evaluate $$ \int_{\ln(0.5)}^{\ln(2)}\left( \frac{\displaystyle\sin x \frac{\sqrt{\sin^2(\cos x)+\pi e^{(x^4)}}}{1+(xe^{\cos x}\sin x)^2}+ 2\sin(x^2+2)\arctan\left(\frac{x^3}{3}\right) } ...
15
votes
1answer
275 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? $$\int_0^\infty\frac{\sqrt{x+\sqrt{x^2+1}}}{\sqrt{x\phantom{|}}\sqrt{x^2+1}}e^{-x}dx$$
14
votes
4answers
3k views

Prove: $\int_{0}^{\infty} \sin (x^2) dx$ converges.

$\sin(x^2)$ is an example for a function which its limit when $x \to \infty$ is not $0$, and still its integral from $0$ to $\infty$ is finite. I'd like your help with understanding why and a ...