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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112 views

Properties and representations of the the rescaled complementary error function $\mathrm{erfcx}{z}$

Consider the rescaled complementary error function: $$ \mathrm{erfcx}(z) = {e^{z^2}} \left( {1-\mathrm{erf}(z)} \right) $$ $z \in \Bbb{C}$ which also has the following integral representation: $$ \...
3
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74 views

Does this integral variable change makes sense to you?

I was Reading a book about calculus when I've found this part about variable substitution in integrals: Consider $f$ defined in na interval $I$. Suppose that $x =\phi(u)$ is inversible, and its ...
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90 views

Strong Integral

Is there a strong(!) notion of integral that can face all of those issues: Singularities Decay Modes Oscillations Measure Spaces Locally Convex Spaces For example combining decay modes with ...
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39 views

Evaluating a triple integral explained step by step

Evaluate: $$ \iiint_{D}\sqrt{(1-9z^2)(1-4y^2-9z^2)}\,dx\,dy\,dz$$ where $D$ is the domain: $$D: x^2 +4y^2+9z^2\le1$$ Can someone tell me if my steps are correct? $$\int_{\frac{-1}{3}}^{\frac{1}{3}} ...
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48 views

How could i find the pdf of exponential distribution from its characteristics function?

I know that the characteristics function of the exponential distribution is as following: $$ \phi_x(t) =\frac{\lambda}{(\lambda -it)}$$ Also, I know that the pdf of the exponential distribution is: $$...
3
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185 views

Integral vs antiderivative

I have a similar question to this one: Integrable or antiderivative. If a function has an antiderivative, does the difference of values of the antiderivative on the endpoints of an interval always ...
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397 views

Hard integration problems book, special functions

I want hard integration problems which level is college competition or harder. I want problems book about hard integration. Would you recommend some problems books? And can you recommend books ...
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217 views

Does the fundamental theorem of calculus hold for BV functions?

I am a bit confused and I hope you can help me in understanding a bit better these things. Let us start by considering one dimensional case. Let $f\colon \mathbb (a,b) \to \mathbb R$ be a function. ...
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44 views

If an integral over the plane vanishes, prove that it vanishes on a square.

Let $f\in L^1(\mathbb{R}^2)$ with respect to the Lebesgue measure $m\times m$ on $\mathbb{R}^2$. Prove that if $$\iint_{\mathbb{R}^2} f(x,y)dxdy=0$$ then there exists a square $S_{a,b}=\{(x,y)\,|\, ...
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36 views

How do I tackle this integral: $\int_{-\infty}^\infty k\cdot |Ae^{-a|k-k_0|}|^2dk$? Is my solution correct?

I want to solve the following integral: $$\int_{-\infty}^\infty k\cdot |Ae^{-a|k-k_0|}|^2dk$$ I did the following: Substitute $\gamma(k) = k-k_0 \Leftrightarrow k = \gamma + k_0;~\gamma(\pm\infty) = ...
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61 views

Integration over time by having derivation

Assume we want to find the following integration: \begin{equation}\int_{t=0}^{\infty} p(t)dt\end{equation} where $p(0)=p$ and also $$\frac{dp(t)}{dt}=-p(t)(1-p(t))\mu$$. Is there any easy way to ...
3
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55 views

Simplifying a Fourier integral

I have what is effectively a Fourier integral resulting from applying Abbe's theorem that I would like to simplify (ideally into a closed form solution): $$ f(\theta_0,\theta_1;\alpha) = \int_{\...
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56 views

Fundamental Theorem of Calculus and inverse..

If $F(x)$ is defined as $$F(x)= \int_{a}^{x} f(t) dt$$ calculate $(F^{-1})'(y)$ in terms of $f$. I have been working on this for a while now, does the aanswer to this incorporate the Inverse ...
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124 views

Saddle point method: a rigorous proof?

I am trying to prove in a fully rigorous way the Saddle Point method for holomorphic functions of 1 complex variable. In books I find only complicated general statements or non-rigorous proofs. Hence ...
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345 views

Is there a generalization of integration by parts?

In the original integration by part formula there are two functions $u(x)$ and $v(x)$. What if the integral involves another function $w(x)$ as well? Second of all, I know that there is a several ...
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120 views

Prove the converse of convolution theorem

I am trying to prove the converse of convolution theorem: $$ \mathscr{F}[f(x)g(x)]=\frac{1}{\sqrt{2\pi}}\,\widetilde{f}(\omega)*\widetilde{g}(\omega)$$ I try to apply the definition of convolution ...
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119 views

An integral identity for $\frac{x^{a-1}}{x^b-1}$ via. partial fractions

Can somebody please confirm or correct the following? If $a$ and $b$ are both positive integers such that $a<b$ and $b$ is even then we can write $$\frac{x^{a-1}}{x^{b}-1}=\frac{1}{b\left(x-1\right)...
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171 views

Indefinite Integral

I tried to solve this indefinite integral $$\int\frac{1}{1+\tan^{-1}x}dx$$ I try taking the change of variable $u=\tan^{-1}x$ but I fail to reach a solution. Can anyone help me. Thanks in advance.
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73 views

Definite integral including the Chebyshev polynomial

I would like to know the proof of $$ \int_a^b \frac{T_n(x/a)T_n(x/b)\, dx}{x(b^2-x^2)^{1/2}(x^2-a^2)^{1/2}}=\frac{\pi}{2 ab}, 0<a<b, n \in \Bbb N $$ where $T_n(x)$ is the Chebyshev polynomial of ...
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49 views

Is this integral expressible in terms of generalized hypergeometric functions?

While carrying out a calculation, I encountered this integral: $$\int_0^1 d u~u^{-1-2 x} (1-u)^{-x} \Big({}_2F_1\left(1, 1, 1-x; u\right)\Big)^2\,.$$ I read in Exton's book that it is expressible in ...
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484 views

Taylor Series of Integral

I'm trying to come up with the Taylor expansion of an integral expression. For simplicity, consider the toy integral $$ I(\epsilon)=P\int_{-1}^{\epsilon^2}\frac{\epsilon}{x\sqrt{(\epsilon^2-x)(1-x)}}...
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124 views

An interesting integral

How to integrate: $$ \int \frac{x}{\sqrt{x^4+10x^2-96x-71}}.$$ I read about this problem on the Wikipedia Risch algorithm page, they gave an answer but I am at a loss how they got it....
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136 views

Integrate: $\int\limits_0^\infty{\frac{x^{n-2}}{b\left(1+ ~a x^{\frac{n-1}{n-2}}\right)} \sin{(x b)}~ dx}$

I am trying to solve the integral: $\int\limits_0^\infty{\frac{x^{n-2}}{b\left(1+ ~a x^{\frac{n-1}{n-2}}\right)} \sin{(x b)}~ dx}$ where $x$ is real and $a, b, n$ are positive real constants. I ...
3
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139 views

Attempted proof of the first part of the Fundamental Theorem of Calculus

So I was trying to prove the first part of the Fundamental Theorem of Calculus in a different way using the Riemann sum definition of the definite integral, rather than the way it was presented in my ...
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102 views

Transforming a Riemann-Stieltjes integral related to the factorial

I have been able to show that $$\log n! = \int_{1 + \epsilon}^n \log x \, d\lfloor x \rfloor$$ but I have not been successful trying to transform this Riemann-Stieltjes integral to an ordinary ...
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190 views

integral involving upper incomplete gamma function

I trying to evaluate the following integral $$\int_0^\infty \dfrac { x^{m-1} \Gamma(A,\mathcal B x^q)} {\left[1+(\eta x)^n\right]^p} \,\mathrm dx$$ where the integration is w.r.t. $x$, and the ...
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99 views

Solving exponential integral

Any idea how to solve this integral, I tried the integration by parts, and it made the things even more difficult. The substitution didn't work either. Here is the integral: $\displaystyle \int \frac{...
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38 views

Is this a decomposition of the same function?

Let's say we have some integral, such that for a particular function $f: \mathbb{R}^n \rightarrow \mathbb{R}$ $$\int_{\mathbb{R}^{n-m}} \int_{\mathbb{R}^m}f^+ - \int_{\mathbb{R}^{n-m}}\int_{\mathbb{R}...
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83 views

Determine the behavior of a function defined by an integral

Suppose we have a function defined by $$\varphi(s)=\int_{-\infty}^\infty f(x,s)\,dx$$ defined for $s\in S\subseteq \mathbb{R}$. Suppose we know that it blows up at $a\in \partial S$, and we want to ...
3
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104 views

Equivalent definitions of Fourier transform of a measure

For me the fourier transform of a measure $\mu\in\mathcal{S}'(\mathbb{R})$ is defined by $\hat{\mu}(\varphi)=\mu(\hat{\varphi})$ where $\varphi\in\mathcal{S}(\mathbb{R})$. My question is: if one has $...
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98 views

Two properties about Bessel function

Let $J_\nu(x)$ be the Bessel function of the first kind. $\int_0^\infty J_\nu(x)dx=1 , (Re(\nu)>-1)$. $\lim_{\nu\to+\infty}J_\nu(x)=0$ for any fixed $x$. I think the above two properties of ...
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122 views

Integral $\int_{0}^\infty\frac {(1-{{e}^{-i (q-p)t}})ln(|p^2-p_0^2|)}{(q-p)({{ p}}^{2}-{{p_1}}^{2})({{p}}^{2}-{{p_2} }^{2})}dp$

I am trying to get a closed form analytic result for the integral $$\int _{0}^{\infty }\!{\frac {\left(1-{{\rm e}^{-i \left( {q}-{p} \right) t}}\right){\rm ln}(|p^2-p_0^2|)}{ ( {q}-{p} ) \left( {{ p}...
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139 views

How to perform this matrix integral?

Edit: some backgrouds added. In quiver matrix model which is reviewed DV or CKR, the path integral reduce to the matrix integral $$Z \sim \int \prod_{i=1}^r d\Phi_i \prod_{<a,b>} dQ_{ab} e^{-\...
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95 views

solve nonlinear second order ODE

I obtained Nonlinear second order differential equation as $y\cdot y''+y'^2-m\cdot y^{-a}y'^2+k=0$, Where $y'= \dfrac{dy}{dx}$, $y''=\dfrac{d^2y}{dx^2}$. I could not obtain the solution so please ...
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1k views

Integral of a random process that follows Gaussian Process

Suppose $X(t)$ follows a strictly-sense stationary(SSS) Gaussian Process with the mean to be $\mu$ and autovariance $\sigma^2$ How to prove that $\int_{0}^{T}{{X(t)}dt}$ is random variable that ...
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215 views

Integration of a function where the integral is equal to 0

Let $f:[a,b]\rightarrow \mathbb{R}$ be a continuous function. Suppose that $\displaystyle\int_a^b x^nf(x) \, dx=0$ for all $n\in\{ 0,1,2, \ldots \}$. Prove that $f=0$. (Hint. Consider $\displaystyle\...
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72 views

infinite sum and integral representation

assuming all the numbers $ k_{n} $ are REAL is then true that $$ \sum_{n=0}^{\infty}\frac{1}{k_{n}^{s}}=\frac{1}{2 \Gamma (s) cos(\pi s)}\int_{0}^{\infty}dtt^{s-1}\sum_{n=0}^{\infty}cos(k_{n}t) $$ ...
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170 views

Integrating the exponential of a complex quadratic matrix

Problem statement I'm trying to do a discretized path integral/functional integral. The integral that I'm stuck with is of the form $$ \int_{-\infty}^{+\infty} \mathrm{d}^3\vec{x}_1\, \mathrm{d}^3\...
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146 views

How to integrate the following formula about normal distribution

How to compute the following formula? $$ \int_{-\infty}^{+\infty} \Phi(x) N(x\mid\mu,\sigma^2) \, dx $$ $$ \int_{-\infty}^{+\infty} \Phi(x) N(x\mid\mu,\sigma^2) \, xdx $$ where $\Phi(x)=\int_{-\...
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58 views

Find the surface integral of $f=|x|-|y|$ over the part of $z=1-\frac{x^2}{M}-\frac{y^2}{N}$ inside a cylinder.

(a) Find the surface integral of $f=|x|-|y|$ over the part of $z=1-\frac{x^2}{M}-\frac{y^2}{N}$ inside the region $\frac{x^2}{M^2}+\frac{y^2}{N^2}=1$ (b) Find the surface integral of $f=|xy|$ over ...
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101 views

$|f(t) - f(s) |\leq \int_s^t g $ then $f(t) - f(s) = \int_s^t h.$

Let $f : [0,1] \rightarrow [0, + \infty)$. If there exists $g \in L^1([0,1]) $ s.t. for every $t,s \in [0,1]$ holds $$ |f(t) - f(s)| \leq \int_s^t g(u) \, du \quad (t>s),$$ then there exists $...
3
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94 views

How to calculate hard integral?

How to calculate the integral $$ \int_D \frac {\prod_{i<j}(a_i-a_j)^2\prod_{i<j}(b_i-b_j)^2} {\prod_{i,j} (a_i+b_j)^2}\,d\lambda_{2n-1},$$ where $$D:=\{ (a_1,\dots a_n,b_1\dots,b_n):a_1\ge\,a_2\...
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162 views

Powers of the Meijer G function

I am trying to find the following integral: $$ I = \int_0^{+\infty} J_{1}(2\beta\sqrt s) \Psi(m,1-m,\beta^2/a)^L d\beta, $$ where $J_{1}(2\beta\sqrt s)$ is the known Bessel function, $\Psi$ is the ...
3
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191 views

Multivariable calculus: optimizing for shortest path along a curvy plane?

I want to write a computer program which can help me spend the least amount of energy and time walking between locations on my university campus. My campus is very hilly, and it is also extremely hot ...
3
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247 views

integral with dirac delta of a periodic argument

Is my solution of the following integral correct: $$I(\varphi,\varphi_0)=\int_{-\infty}^\infty x e^{-jx\cos(\varphi-\varphi_0)}\mathrm dx \qquad ?$$ I know that: $$\displaystyle \int_{-\infty}^{\infty}...
3
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194 views

What is $\int^{\frac{\pi}{2}}_0 (x -[\sin x])dx$ equal to ( where [.] denotes the greatest integer function)

Problem : $\int^{\frac{\pi}{2}}_0(x-[\sin x])~dx$ is equal to (where [.] denotes the greatest integer function) I have solved it the following way by separating two functions: i.e. $x$ and $[\sin x]...
3
votes
0answers
71 views

Difficult Definite Integral with inverse Cosh

How can I solve this integral containing inverse cosh? Does it have any antiderivative? $$ \int_b^r t^2 \operatorname{arccosh}(a/t) \sqrt{r^2 - t^2} d t$$ for $0< b< r< a$.
3
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72 views

Vanishing of integral over hemispheres implies vanishing of function?

Consider a function $F$ on the half space $\{(x,y,z)|z>0\}$. If $F$ is analytic, it is straightforward to show that A) The integral of $F$ over the hemisphere $(x-x_0)^2 + (y-y_0)^2 + z^2 = R^2$ ...
3
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447 views

Integrating a fractional power of a rational function

I am currently working on a project where I stumbled upon the integral $$ \int \frac{\sinh \left(\frac{R}{2}\right)}{(\coth R - 6R \coth\left(\frac{R}{2}\right) + 9)^{1/4}} \,dR $$ where $R$ is a ...
3
votes
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104 views

Double Integration.

I have an integral $$\int_0 ^a\int_0 ^b\int_0 ^a\int_0 ^b \sin(x)\sin(\bar{x})\sin(y)\sin(\bar{y})f(x,\bar{x},y,\bar{y})~dx~dy~d\bar{x}~d\bar{y}$$ where $f= \dfrac{\sin\left(\sqrt{(x-\bar{x})^2+(y-\...