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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100
votes
19answers
14k views

Proving $\int_{0}^{\infty} \mathrm{e}^{-x^2} dx = \dfrac{\sqrt \pi}{2}$

How to prove $$\int_{0}^{\infty} \mathrm{e}^{-x^2}\, dx = \frac{\sqrt \pi}{2}$$
158
votes
6answers
13k views

How can you prove that a function has no closed form integral?

I've come across statements in the past along the lines of "function $f(x)$ has no closed form integral", which I assume means that there is no combination of the operations: addition/subtraction ...
49
votes
9answers
3k views

Closed form for $\int_0^\infty {\frac{{{x^n}}}{{1 + {x^m}}}dx }$

I've been looking at $$\int\limits_0^\infty {\frac{{{x^n}}}{{1 + {x^m}}}dx }$$ It seems that it always evaluates in terms of $\sin X$ and $\pi$, where $X$ is to be determined. For example: ...
40
votes
2answers
2k views

Evaluating $\int P(\sin x, \cos x) \text{d}x$

Suppose $\displaystyle P(x,y)$ a polynomial in the variables $x,y$. For example, $\displaystyle x^4$ or $\displaystyle x^3y^2 + 3xy + 1$. Is there a general method which allows us to evaluate the ...
36
votes
2answers
20k views

Discontinuous derivative.

Could someone give an example of a ‘very’ discontinuous derivative? I myself can only come up with examples where the derivative is discontinuous at only one point. I am assuming the function is ...
59
votes
5answers
3k views

Calculating the integral $\int_{0}^{\infty} \frac{\cos x}{1+x^2}\mathrm{d}x$ without using complex analysis

Suppose that we do not know anything about the complex analysis (numbers). In this case, how to calculate the following integral in closed form? $$\int_0^\infty\frac{\cos\;x}{1+x^2}\mathrm{d}x$$
46
votes
9answers
9k views

Proof of $\int_0^\infty \left(\frac{\sin x}{x}\right)^2 \mathrm dx=\frac{\pi}{2}.$

I am looking for a short proof that $$\int_0^\infty \left(\frac{\sin x}{x}\right)^2 \mathrm dx=\frac{\pi}{2}.$$ What do you think? It is kind of amazing that $$\int_0^\infty \frac{\sin x}{x} \mathrm ...
20
votes
7answers
7k views

Computing the integral of $\log(\sin x)$

How to compute the following integral? $$\int\log(\sin x)\,dx$$ Motivation: Since $\log(\sin x)'=\cot x$, the antiderivative $\int\log(\sin x)\,dx$ has the nice property $F''(x)=\cot x$. Can we ...
4
votes
2answers
241 views

What are BesselJ functions?

I solved an integration on mathematica which gives BesselJ functions and some other terms. I explored mathematica help and google but could not understand the difference between different types of ...
54
votes
5answers
9k views

Evaluate the integral: $\int_{0}^{1} \frac{\ln(x+1)}{x^2+1} \mathrm dx$

Compute $$\int_{0}^{1} \frac{\ln(x+1)}{x^2+1} \mathrm dx$$
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 ?
5
votes
1answer
673 views

A few improper integral

$$\displaystyle \begin{align*} & \int_{0}^{+\infty }{\frac{\text{d}x}{1+{{x}^{n}}}} \\ & \int_{-\infty }^{+\infty }{\frac{{{x}^{2m}}}{1+{{x}^{2n}}}\text{d}x} \\ & \int_{0}^{+\infty ...
110
votes
19answers
18k views

Striking applications of integration by parts

What are your favorite applications of integration by parts? (The answers can be as lowbrow or highbrow as you wish. I'd just like to get a bunch of these in one place!) Thanks for your ...
44
votes
5answers
3k views

Proof of Frullani's theorem

How can I prove the Theorem of Frullani? I did not even know all the hypothesis that $f$ must satisfy, but I think that this are Let $\,f:\left[ {0,\infty } \right) \to \mathbb R$ be a a continuously ...
18
votes
3answers
6k views

Finding $\int x^xdx$

I'm trying to find $\int x^x \, dx$, but the only thing I know how to do is this: Let $u=x^x$. $$\begin{align} \int x^x \, dx&=\int u \, du\\[6pt] &=\frac{u^2}{2}\\[6pt] ...
46
votes
3answers
2k views

Show that $\int_{0}^{\pi/2}\frac {\log^2\sin x\log^2\cos x}{\cos x\sin x}\mathrm{d}x=\frac14\left( 2\zeta (5)-\zeta(2)\zeta (3)\right)$

Show that : $$ \int_{0}^{\Large\frac\pi2} {\ln^{2}\left(\vphantom{\large A}\cos\left(x\right)\right) \ln^{2}\left(\vphantom{\large A}\sin\left(x\right)\right) \over ...
18
votes
5answers
3k views

Nonzero $f \in C([0, 1])$ for which $\int_0^1 f(x)x^n dx = 0$ for all $n$

As the title says, I'm wondering if there is a continuous function such that $f$ is nonzero on $[0, 1]$, and for which $\int_0^1 f(x)x^n dx = 0$ for all $n \geq 1$. I am trying to solve a problem ...
13
votes
8answers
956 views

Indefinite integral of secant cubed

I need to calculate the following indefinite integral: $$I=\int \frac{1}{\cos^3(x)}dx$$ I know what the result is (from Mathematica): $$I=\tanh^{-1}(\tan(x/2))+(1/2)\sec(x)\tan(x)$$ but I don't ...
21
votes
3answers
3k views

$f$ uniformly continuous and $\int_a^\infty f(x)\,dx$ converges imply $\lim_{x \to \infty} f(x) = 0$ [closed]

Trying to solve $f(x)$ is uniformly continuous in the range of $[0, +\infty)$ and $\int_a^\infty f(x)dx $ converges. I need to prove that: $$\lim \limits_{x \to \infty} f(x) = 0$$ Would ...
20
votes
2answers
6k 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 ...
33
votes
6answers
11k views

Does $ \int_0^{\infty}\frac{\sin x}{x}dx $ have an improper Riemann integral or a Lebesgue integral?

In this wikipedia article for improper integral, $$ \int_0^{\infty}\frac{\sin x}{x}dx $$ is given as an example for the integrals that have an improper Riemann integral but do not have a (proper) ...
28
votes
3answers
1k views

Integrate $\int_0^{\pi/2} \frac{1}{1+\tan^\alpha{x}}\,\mathrm{d}x$

Evaluate the integral $$\int_0^{\pi/2} \frac{1}{1+\tan^\alpha{x}}\,\mathrm{d}x$$
16
votes
6answers
1k views

How can I compute the integral $\int_{0}^{\infty} \frac{dt}{1+t^4}$?

I have to compute this integral $$\int_{0}^{\infty} \frac{dt}{1+t^4}$$ to solve a problem in a homework. I have tried in many ways, but I'm stuck. A search in the web reveals me that it can be do it ...
76
votes
4answers
9k views

$\int_{-\infty}^{+\infty} e^{-x^2} dx$ with complex analysis

Inspired by this recently closed question, I'm curious whether there's a way to do the Gaussian integral using techniques in complex analysis such as contour integrals. I am aware of the calculation ...
38
votes
5answers
2k views

Evaluating $\int_0^\infty \sin x^2\, dx$ with real methods?

I have seen the Fresnel integral $$\int_0^\infty \sin x^2\, dx = \sqrt{\frac{\pi}{8}}$$ evaluated by contour integration and other complex analysis methods, and I have found these methods to be the ...
14
votes
6answers
2k views

Evaluate $\int_0^{\pi/2}\log\cos(x)dx$

How to evaluate $$\int_0^{\pi/2}\log\cos(x)dx$$ I'm absolutely clueless!! Please help me.
71
votes
8answers
6k views

Ways to evaluate $\int \sec \theta \, \mathrm d \theta$

The standard approach for showing $\int \sec \theta \, \mathrm d \theta = \ln |\sec \theta + \tan \theta| + C$ is to multiply by $\frac{\sec \theta + \tan \theta}{\sec \theta + \tan \theta}$ and then ...
16
votes
1answer
2k views

Fourier series of Log sine and Log cos

I saw the two identities $$ -\log(\sin(x))=\sum_{k=1}^\infty\frac{\cos(2kx)}{k}+\log(2) $$ and $$ -\log(\cos(x))=\sum_{k=1}^\infty(-1)^k\frac{\cos(2kx)}{k}+\log(2) $$ here: twist on classic log of ...
20
votes
5answers
3k views

Evaluating $\int_0^{\infty}\frac{\ln(x^2+1)}{x^2+1}dx$

How would I go about evaluating this integral? $$\int_0^{\infty}\frac{\ln(x^2+1)}{x^2+1}dx.$$ What I've tried so far: I tried a semicircular integral in the positive imaginary part of the complex ...
15
votes
3answers
1k views

Series as an integral (sophomore's dream) [closed]

I need help with this exercise. I need to prove $$\int_{0}^{1}x^{-x}=\sum_{n=1}^{\infty}n^{-n}$$ I think I should use some convergence theorem, but I'm stuck. Thanks a lot!
5
votes
6answers
3k views

Integrate $e^{ax}\sin(bx)?$

Is there a general formula for finding the primitive of $$e^{ax}\sin(bx)?$$ I've done this manually with $a=9$ and $b=4$ using Euler's formulas. But it takes a bit of time. Is there a pattern here?
84
votes
8answers
18k views

Lesser-known integration tricks

I am currently studying for the GRE math subject test, which heavily tests calculus. I've reviewed most of the basic calculus techniques (integration by parts, trig substitutions, etc.) I am now ...
38
votes
5answers
1k views

How to prove $\int_{-\infty}^{+\infty} f(x)dx = \int_{-\infty}^{+\infty} f\left(x - \frac{1}{x}\right)dx?$

If $f(x)$ is a continuous function on $(-\infty, +\infty)$ and $\int_{-\infty}^{+\infty} f(x) \, dx$ exists. How can I prove that $$\int_{-\infty}^{+\infty} f(x) \, dx = \int_{-\infty}^{+\infty} ...
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 ...
9
votes
3answers
3k views

How to solve an definite integral of floor valute function?

The question is, how to prove that this integral: (the integral is definite from 0 to n^2) $$\int_0^{n^2}\lfloor\sqrt{t}\rfloor dt = \frac{1}{6}n(n-1)(4n+1)$$ I'd very much appreciate your help on ...
35
votes
4answers
1k views

What is $\int_0^1\frac{x^7-1}{\log(x)}\mathrm dx$?

/A problem from the 2012 MIT Integration Bee is $$ \int_0^1\frac{x^7-1}{\log(x)}\mathrm dx $$ The answer is $\log(8)$. Worlfram alpha gives an indefinite form in terms of the logarithmic integral ...
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 ...
15
votes
2answers
3k views

If $f$ is measurable and $fg$ is in $L^1$ for all $g \in L^q$, must $f \in L^p$?

Let $f$ be a measurable function on a measure space $X$ and suppose that $fg \in L^1$ for all $g\in L^q$. Must $f$ be in $L^p$, for $p$ the conjugate of $q$? If we assume that $\|fg\|_1 \leq C\|g\|_q$ ...
37
votes
4answers
5k views

Explain $\iint \mathrm dx\,\mathrm dy = \iint r \,\mathrm \,d\alpha\,\mathrm dr$

It is changing the coordinate from one coordinate to another. There is an angle and radius on the right side. What is it? And why? I got: $2\,\mathrm dy\,\mathrm dx = ...
33
votes
2answers
2k views

Areas versus volumes of revolution: why does the area require approximation by a cone?

Suppose we rotate the graph of $y = f(x)$ about the $x$-axis from $a$ to $b$. Then (using the disk method) the volume is $$\int_a^b \pi f(x)^2 dx$$ since we approximate a little piece as a cylinder. ...
249
votes
7answers
78k views

Integral $\int_{-1}^1\frac1x\sqrt{\frac{1+x}{1-x}}\ln\left(\frac{2\,x^2+2\,x+1}{2\,x^2-2\,x+1}\right) \ \mathrm dx$

I need help with this integral: $$I=\int_{-1}^1\frac1x\sqrt{\frac{1+x}{1-x}}\ln\left(\frac{2\,x^2+2\,x+1}{2\,x^2-2\,x+1}\right)\ \mathrm dx.$$ The integrand graph looks like this: $\hspace{1in}$ The ...
20
votes
5answers
2k views

Evaluate: $\int_0^{\pi} \ln \left( \sin \theta \right) d\theta$

Evaluate: $ \displaystyle \int_0^{\pi} \ln \left( \sin \theta \right) d\theta$ using Gauss Mean Value theorem. Given hint: consider $f(z) = \ln ( 1 +z)$. EDIT:: I know how to evaluate it, but I am ...
18
votes
3answers
2k views

$-1 = 0$ by integration by parts of $\tan(x)$

I had a calculus final yesterday, and in a question we had to find a primitive of $\tan(x)$ in order to solve a differential equation. A friend of mine forgot that such a primitive could easily be ...
9
votes
3answers
871 views

Evaluate the integral $\int^{\frac{\pi}{2}}_0 \frac{\sin^3x}{\sin^3x+\cos^3x}dx$ [duplicate]

Evaluate the integral $$\int^{\frac{\pi}{2}}_0 \frac{\sin^3x}{\sin^3x+\cos^3x}\, dx$$ How can i evaluate this one? Didn't find any clever substitute and integration by parts doesn't lead anywhere (I ...
11
votes
2answers
574 views

How to compute $\int_0^{\pi/2}\frac{\sin^3 t}{\sin^3 t+\cos^3 t}dt$?

Calculating with Mathematica, one can have $$\int_0^{\pi/2}\frac{\sin^3 t}{\sin^3 t+\cos^3 t}dt=\frac{\pi}{4}.$$ How can I get this formula by hand? Is there any simpler idea than using $u = \sin ...
9
votes
2answers
610 views

Integration by parts: $\int e^{ax}\cos(bx)\,dx$

I need to evaluate the following function and then check my answer by taking the derivative: $$\int e^{ax}\cos(bx)\,dx$$ where $a$ is any real number and $b$ is any positive real number. I know ...
3
votes
1answer
506 views

($n$-dimensional) Inverse Fourier transform of $\frac{1}{\| \mathbf{\omega} \|^{2\alpha}}$

I'd like to find the $n$-dimensional inverse Fourier transform of $\frac{1}{\| \mathbf{\omega} \|^{2\alpha}}$ i.e. $$ \int_{\mathbb{R}^n} \frac{1}{ \| \mathbf{\omega} \|^{2\alpha}} e^{2 \pi i ...
32
votes
6answers
40k views

Why is the area under a curve the integral?

I understand how derivatives work based on the definition, and the fact that my professor explained it step by step until the point where I can derive it myself. However when it comes to the area ...
32
votes
3answers
2k views

Integrate square of the log-sine integral: $\int_0^{\frac{\pi}{2}}\ln^{2}(\sin(x))dx$

$\displaystyle \int_{0}^{\frac{\pi}{2}} \ln(\sin(x))dx=-\frac{\pi}{2}\ln(2)$ is an integral that is common. But, how can we show ...
28
votes
10answers
13k 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 ...