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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0
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2answers
32 views

Continuous piecewise smooth curve

I cannot understand the definition of $\tilde d(p_1,p_2)$ here? Can anyone please explain it clearly?
11
votes
3answers
154 views

How to prove $\int_0^{2\pi} \ln(1+a^2+2a\cos x)\, dx=0$.

How can I prove $\int_0^{2\pi} \ln(1+a^2+2a\cos x)\, dx=0$, where $a<1$? Thanks.
3
votes
2answers
81 views

difficult complex integral $\int_\gamma \frac{1}{z^2+i}dz$

We are asked to calculate $\int_\gamma \frac{1}{z^2+i}dz$ where $\gamma$ is the straight line from $i$ to $-i$ in that direction. My parametrization is simple, I chose $z(t)=i-2it$. Notice that ...
22
votes
1answer
295 views

Is this integral $\int_0^1\left(\left\{\frac1x\right\}-\frac12\right)\frac{\log(x)}{x}dx$ equal to zero?

My initial question was to find if this integral $$ \int_0^1 \left(\left\{\frac 1x\right\}-\frac12\right)\frac{\log(x)}{x}dx$$ is convergent or divergent. ($\left\{\frac 1x\right\}$ is the fractional ...
23
votes
0answers
682 views
+100

The log gamma integral $\int_{0}^{z} \log \Gamma (x) \ \mathrm dx$

One way to evaluate $ \displaystyle\int_{0}^{z} \log \Gamma(x) \ \mathrm dx $ is in terms of the Barnes G-function. $$ \int_{0}^{z} \log \Gamma(x) \ \mathrm dx = \frac{z}{2} \log (2 \pi) + ...
4
votes
1answer
92 views

Evaluate $\int \ln(1 + e^x)\ \mathrm dx$

Evaluate the following indefinite integral. $$\int\ln(1 + e^x) \mathrm dx$$ My attempt :: Using integration by-parts, \begin{align} \int\ln(1 + e^x)\cdot 1\ \mathrm dx &= x\ln(1 + e^x) - \int ...
1
vote
0answers
26 views

A treatise on Probabilistic arguments and Laplace/Fourier transforms to solve limits/integrals from basic calculus.

I've seen in some answers in Brilliant.org to some very complicated limits and integrals that uses probabilistic arguments (Let $X$ be a random variable from $[0,1]$... some examples are in those ...
10
votes
4answers
133 views

Evaluating $\int_{0}^{\pi/2}\frac{x\sin x\cos x\;dx}{(a^{2}\cos^{2}x+b^{2}\sin^{2}x)^{2}}$

How to evaluate the following integral $$\int_{0}^{\pi/2}\frac{x\sin x\cos x}{(a^{2}\cos^{2}x+b^{2}\sin^{2}x)^{2}}dx$$ For integrating I took $\cos^{2}x$ outside and applied integration by parts. ...
3
votes
2answers
38 views

Convergence of a integral: $\int_{0}^{1} |\ln (x)|^n \ dx$

Let $n \in \mathbb N$ be arbitrary. Does the integral $$\int_{0}^{1} |\ln (x)|^n \, dx$$ converge? I asked myself this question and I have no idea of a proof or counter example. Someone can give me a ...
4
votes
0answers
208 views

Hölder regularity of the simple layer heat potential (question on the proof)

Let $G(t,x)$ be the fundamental solution of the heat equation, with $t\in\mathbb{R},x\in\mathbb{R}^n$. In the book "Linear and Quasilinear Equations of Parabolic Type" by O.Ladyzhenskaya, ...
4
votes
0answers
56 views

Evaluate Integral [duplicate]

Find $\displaystyle\int_0^\infty\frac{\sin^4x}{x^4}$ using the fact that $\displaystyle\int_0^\infty\frac{\sin^2x}{x^2} = \frac{\pi}{2}$. The graph of $\dfrac{\sin^4x}{x^4}$ was also given, I tried to ...
0
votes
0answers
44 views

Find $ \int_{\theta_0}^{\theta} \cos \theta \left( \sin 2\theta \right)^{3/2} \, \mathrm{d}\theta $ [on hold]

Find $$ \displaystyle\int_{\theta_0}^{\theta} \cos \phi \left( \sin 2\phi \right)^{3/2} \, \mathrm{d}\phi $$
2
votes
0answers
14 views

Bounding $\int_{\infty}^{\infty}|g(s)v^3k(v)|dv$ where $k$ is a second-order kernel

Suppose $k$ is a nonnegative, bounded real-valued function that satisfies $$ \int_{-\infty}^\infty k(v)dv=1,\quad k(v)=k(-v),\quad \int_{-\infty}^\infty ...
1
vote
1answer
40 views

Advanced Integration techniques: Quadratic Expressions and U-Substitution

Find $$\int \frac{2x-1}{x^2-6x+13}dx $$ In the final steps after a u-substitution, one arrives at $$\int \frac{2u}{u^2+4}du + \int\frac{5}{ u^2+4}du$$ The next step is arriving at $$\ln(u^2+4) + ...
0
votes
0answers
27 views

Generalization of N-Body Problem

I know the n-body problem has been solved for gravity, but in a purely mathematical sense, has it been solved? Or could it be generalized to any kind of field? Maybe an example will make my question ...
2
votes
1answer
52 views

How can I solve this integral analytically or numerically

Hi I have an integral to do $$\nu =\int_{0}^{P(r)} \,\frac{dP}{P+\beta\rho(P)}$$ here I calculated $$\rho = 0.003 P^{\frac{2}{4}}+ 0.002P^{\frac{2.5}{4}}+0.0019P^{\frac{3}{4}}$$ My question can ...
0
votes
0answers
13 views

Evaluate the given integral along the given (positively oriented) circle. [on hold]

Ok, so I have the following problems that I am working on. It says to evaluate 1) where C is given by |z+1|=1/2 2) where C is given by |z-2|=1/2 3) where C is given by |z|=2 4) where C ...
1
vote
4answers
68 views

The sequence of improper integrals of the form $\int\frac{dx}{1+x^{2n}}$

Let $n\in\mathbb N$ ($n>0$), and define the $n$th integral in the sequence $I$ to be $$I_n = \int_{-\infty}^{\infty}\frac{1}{1+x^{2n}}dx.$$ Evaluating such integrals, especially for small $n$, is ...
20
votes
1answer
657 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 ...
5
votes
2answers
61 views

Quadratic Expressions: Advanced techniques of Integration

$$\int \frac{x}{\sqrt{5+12x-9x^2}}\,dx$$ After two steps I arrive at $\displaystyle{ \int \frac{x}{\sqrt{9-(3x-2)^2}}}\,dx$ Using trigonometric substitution, we have a triangle with a cosine of ...
5
votes
1answer
159 views

Proof that $\int_{0}^{1}\frac{dx}{1+x^6}=\frac{\pi+\sqrt3\log(2+\sqrt3)}{6}$ without residues.

How do you prove that $$\int_{0}^{1}\dfrac{dx}{1+x^6}=\frac{\pi+\sqrt3\log(2+\sqrt3)}{6}$$ My steps: First sub $\displaystyle u=x^3, \sqrt[3]u=x, dx=\dfrac{u^{-2/3}}{3} ...
2
votes
2answers
427 views

Numerical approximation of the modified Bessel function $I_0$ with radical argument for integration purposes

I have to numerically calculate the following definite integral $$\int_{\alpha}^{\beta}I_0(a\sqrt{1-x^2})dx$$ for different values of $\alpha$ and $\beta$, where $a$ has a value of, say, $30$. I'm ...
7
votes
2answers
100 views

How find this integral $I=\int_{-1}^{1}\frac{dx}{\sqrt{a^2+1-2ax}\sqrt{b^2+1-2bx}}$

show this integral $$I=\int_{-1}^{1}\dfrac{dx}{\sqrt{a^2+1-2ax}\sqrt{b^2+1-2bx}}=\dfrac{1}{\sqrt{ab}}\ln{\dfrac{1+\sqrt{ab}}{1-\sqrt{ab}}}$$ where $0<a,b<1$ my idea: let ...
-2
votes
1answer
39 views

Evaluating a complex integral using the Cauchy integral formula [on hold]

I need to evaluate the following integral counterclockwise: $$\oint_{\left | z \right |=\frac{1}{2}} \frac{dz}{(z-1)\sin z} $$ using the Cauchy integral formula
4
votes
1answer
177 views

Approximating an integral with another integral with finite limits

I came across the following integral in my work $$\int_{-\infty}^{\infty} \frac{\frac{1}{(1- \ \ 2 \pi j s \theta)^{m}}-1}{2\pi j s }\ e^{-2\pi j s\sigma^2}\ ds $$ Assuming $\theta,m,\sigma^2$ are ...
3
votes
2answers
26 views

Laplace transform of $f(t)=te^{-t}\sin(2t)$

I was asked to find the laplace transform of the function $f(t)=te^{-t}\sin(2t)$ using only the properties of laplace transform, meaning, use clever tricks and the table shown at ...
18
votes
2answers
444 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 + ...
6
votes
3answers
622 views

Is there a change of variables formula for a measure theoretic integral that does not use the Lebesgue measure

Is there a generic change of variables formula for a measure theoretic integral that does not use the Lebesgue measure? Specifically, most references that I can find give a change of variables ...
9
votes
3answers
261 views

Evaluating a sum involving binomial coefficient in denominator

I came across the following sum: $$\sum_{k=0}^{\infty} \frac{(-1)^k}{(2k+1)^2}\frac{4^k}{{2k \choose k}}$$ I thought that this can be evaluated using the expansion of ...
5
votes
1answer
124 views

How evaluate the following hard integrals?

Prove: $$\displaystyle\int_0^{\frac{\pi}{4}}{\,x}{\,\arctan\sqrt{\frac{\cos2x}{2\sin^2x}}}dx=\frac{\pi}{96}[{\pi^2}-6\ln^22]$$ And ...
1
vote
0answers
33 views

Joint and marginal distributions and expectations (Is my proof right?)

1. Please look this following proof first: 2. I want to proof the conditional case, and the proof process is following. 3. I want somebody to help to check whether my proof is right? Thanks
1
vote
2answers
51 views

Solutions to the integral $\int \frac {dx}{2\sqrt x (x+1)}$

I am given a question to solve the integral $\int \frac {dx}{2\sqrt x (x+1)}$. When I substitute $x+1 = t^2$, I get the solution as $\space \ln(\sqrt{x+1} + \sqrt x) +C$; while when I substitute ...
1
vote
1answer
24 views

Finding pathline

I've been trying to find the pathline of a particle dropped in a steady flow defined by the following vector components: $$ u= \frac{-2x}{(x^2+y^2+1)^2} \hat i + \frac{-2y}{(x^2+y^2+1)^2}\hat j $$ in ...
19
votes
0answers
472 views
+100

Evaluate $ \int_{0}^{\pi/2}\frac{1+\tanh x}{1+\tan x}dx $

I need the method which can find this integral (the closed-form if possible). $$ \int_{0}^{\pi/2}\frac{1+\tanh x}{1+\tan x}\,dx $$ I used the relationship between $\tan x$ and $\tanh x$ but it didn't ...
5
votes
2answers
2k views

Recognizing that a function has no elementary antiderivative [duplicate]

Is there a method to check whether a function is integrable? Of-course trying to solve it is one but some questions in integration may be so tricky that I don't get the correct method to start off ...
-3
votes
1answer
70 views

I do not understand the last step of this proof. [on hold]

1. PLEASE LOOK THE FOLLOWING PROOF FIRST. 2. Suzu explained the fist several steps to me in this page :Explanation of an integral formula for the expectation of $(X_1-X_2)(Y_1-Y_2)$ . But I still ...
1
vote
1answer
27 views

An integral with density function of $N(\hat{a}, \frac{1}{s})$

I am stucked on this integral, which is from a research paper in Finance, for a while, so can anyone please help walk me through how we can get the answer on the RHS of this integral? Prove: ...
4
votes
0answers
62 views

An infinite series of integrals $\int_{0}^{\eta}\cos nt\log\left(\frac{\cos(t/2)+\sqrt{\cos^2(t/2) -\cos^2(\eta/2)}}{\cos(\eta/2)}\right) dt$

I am reading a paper (sorry, no e-copy) with a number of infinite series, in which each term of the series is an integral of a complicated transcendental function like the one in the title. There ...
0
votes
2answers
257 views

Integration region: Over a Circle Segment

I need to integrate over a region of a circle the looks like a pac-man: Think of a point a slight distance (say distance $r_2$) to the right of the centre of a circle (the back of the pacman's mouth) ...
0
votes
2answers
29 views

Evaluation of an integral of some expressions involving fractions

I am stuck in evaluating the following integral: \begin{equation} \int_{0}^{b-a} \frac{1}{\sqrt{u} (a+u)} \,du, \end{equation} where $0<a<b$. Any ideas?
5
votes
4answers
164 views

Finding $ \int_0^1 \frac {\ln x}{1+x^2}\mathrm dx $

Today I encountered the problem of how to find $$ \displaystyle\int_{0}^{1} \frac {\ln x}{1 + x^2}\mathrm dx $$ but got no start on it. Is this one of those integrals which we have to approach from ...
8
votes
2answers
223 views

What is the closed form of $\sum _{n=1}^{\infty }{\frac { {{\it J}_{0}\left(n\right)} ^2}{{n}^4}}$?

Using Maple I am obtaining the numerical approximation $$0.5902373619$$ Please, let me know what is the closed form. Many thanks.
5
votes
4answers
118 views

Evaluating $\int{\frac{1}{\sqrt{x^2-1}(x^2+1)}dx}$

Evaluating $$\int{\frac{1}{\sqrt{x^2-1}(x^2+1)}dx}$$ using $ux=\sqrt{x^2-1}$ I try to $u^2x^2=x^2-1$ $x^2=\frac{-1}{u^2-1}$ However I cant get rid of $x$ because derivative has $x\;dx$. How can I ...
2
votes
1answer
36 views

Prove that $\int k(w)o(h^2w^2)dw=o(h^2)$ for $\int k(w)dw=1$

Suppose that $k$ is nonnegative real-valued function satisfying $$ \int k(w)dw=1,\quad\int wk(w)dw=0,\quad\int w^2k(w)dw=\kappa_2<\infty.\tag{$\star$} $$ (The limits of the integrals are all ...
0
votes
1answer
43 views

Integration problem that may use DCT

I am trying to solve the following problem. Let $f \in L^2(0,1)$ and define $$f_n(x)= n \int\limits_{k/n}^{(k+1)/n} f(y) dy $$ for $x \in [k/n, (k+1)/n)$, $k=0,1, \dots, n-1.$ Show that $f_n ...
0
votes
1answer
50 views

If a sequence $(f_n)$ converges in $L^2$, then $g'(x)\int_0^x f_n(t)\,dt$ converges in $L^1$

The first: Suppose $g$ is increasing and differentiable on $[0,1]$. For every $f\in L^2(0,1)$ define $f^*(x)$, for $x\in [0,1]$, by: $$f^*(x)=g'(x)\int_0^x f(t)\,dt .$$ If $f_n\to f$ in $L^2(0,1)$, ...
7
votes
3answers
719 views

Integration substitution: How does Wolfram Alpha come up with this step?

I have to integrate $$ \int \frac{1}{(\sin x) (\cos x)} \, dx $$ I looked at the Wolfram Alpha step by step solution to figure out how to do it. First, it rewrites the integral as: $$ \int (\csc ...
9
votes
3answers
97 views

A series involving $\prod_1^n k^k$

Is this series $$\sum_{n\geq 1}\left(\prod_{k=1}^{n}k^k\right)^{\!-\frac{4}{n^2}} $$ convergent or divergent? My attempt was to use the comparison test, but I'm stuck at finding the behaviour of ...
6
votes
1answer
80 views

A fractional part integral giving $\frac{F_{n-1}}{F_n}-\frac{(-1)^n}{F_n^2}\ln\left(\frac{F_{n+2}-F_n\gamma}{F_{n+1}-F_n\gamma}\right)$

I've been asked to elaborate on the following evaluation $$ \begin{align}\\ \displaystyle \int_0^{1} \!\cfrac 1 {1 + \cfrac 1 {1 + \cfrac 1 {\ddots + \cfrac 1 { 1 + \psi ...
5
votes
2answers
93 views

Closed form of $\int_0^1\int_0^1\int_0^1\frac{\left(1-x^y\right)\left(1-x^z\right)\ln x}{(1-x)^3}\,\mathrm dx\;\mathrm dy\;\mathrm dz$

While trying to find several references to answer Pranav's problem, I encounter the following multiple integrals $$I=\int_0^1\int_0^1\int_0^1\frac{\left(1-x^y\right)\left(1-x^z\right)\ln ...