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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77
votes
15answers
11k views

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

How to prove $$\int_{0}^{\infty} \mathrm{e}^{-x^2}\, dx = \frac{\sqrt \pi}{2}$$
124
votes
6answers
10k 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 ...
42
votes
9answers
2k 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: ...
51
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? $$\int_0^\infty\frac{\cos\;x}{1+x^2}\mathrm{d}x$$
42
votes
9answers
7k 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 ...
37
votes
2answers
1k 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 ...
5
votes
1answer
616 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 ...
22
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 ?
17
votes
7answers
5k views

Computing the integral of $\log(\sin x)$ [closed]

How to compute the following integral $$\int\log(\sin x)~dx~?$$
37
votes
4answers
2k 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 ...
42
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 ...
20
votes
4answers
12k 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 ...
28
votes
6answers
9k 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) ...
20
votes
2answers
4k 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
5answers
2k 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 ...
8
votes
8answers
713 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 ...
47
votes
5answers
6k views

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

Compute $$\int_{0}^{1} \frac{\ln(x+1)}{x^2+1} \mathrm dx$$
14
votes
6answers
904 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 ...
13
votes
3answers
877 views

Series as an integral (sophomore's dream)

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!
19
votes
3answers
813 views

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

Evaluate the integral $$\int_0^{\pi/2} \frac{1}{1+\tan^\alpha{x}}\,\mathrm{d}x$$
20
votes
3answers
2k views

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

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 ...
67
votes
4answers
7k 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 ...
33
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 ...
63
votes
8answers
5k 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 ...
19
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 ...
18
votes
5answers
2k 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 ...
9
votes
3answers
2k views

how to solve an definite integral of floor valute function?

the question is, how to proof 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 ...
19
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 ...
20
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 ...
13
votes
3answers
3k 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] ...
33
votes
4answers
4k 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 = ...
14
votes
2answers
2k 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 $\|fg\|_1 \leq C\|g\|_q$ ...
189
votes
5answers
43k 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 ...
30
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 ...
27
votes
2answers
1k 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. ...
11
votes
3answers
684 views

Evaluate $\int_{0}^{+\infty }{\left( \frac{x}{{{\text{e}}^{x}}-{{\text{e}}^{-x}}}-\frac{1}{2} \right)\frac{1}{{{x}^{2}}}\text{d}x}$

Evaluate : $$\int_{0}^{+\infty }{\left( \frac{x}{{{\text{e}}^{x}}-{{\text{e}}^{-x}}}-\frac{1}{2} \right)\frac{1}{{{x}^{2}}}\text{d}x}$$
18
votes
3answers
1k 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
2answers
593 views

Methods to evaluate $ \int _{a }^{b }\!{\frac {\ln \left( tx + u \right) }{m{x}^{2}+nx +p}}{dx} $

Today I saw a question with an answer that made me rethink of the following question, since it's not the first time I try to find an answer to it. If you look at the answer of Mhenni Benghorbal here ...
11
votes
5answers
887 views

$\int_0^{\infty}\frac{\ln x}{x^2+a^2}\mathrm{d}x$ Evaluate Integral

Anyone remember the method for this? I think this should been done on the site $$\int_0^{\infty}\frac{\ln x}{x^2+a^2}\mathrm{d}x$$
3
votes
1answer
441 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 ...
24
votes
5answers
29k 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
964 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 ...
11
votes
1answer
1k 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 ...
9
votes
5answers
1k 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.
9
votes
5answers
2k views

Help solving $\int {\frac{8x^4+15x^3+16x^2+22x+4}{x(x+1)^2(x^2+2)}dx}$

$\displaystyle\int {\frac{8x^4+15x^3+16x^2+22x+4}{x(x+1)^2(x^2+2)}\,\mathrm{d}x}$ I used partial fractions, solved $A = 2, C = 3$. $$\frac{A}{x} + \frac{B}{x+1} + \frac{C}{(x+1)^2} ...
8
votes
2answers
4k views

Prove $\int\cos^n x \ dx = \frac{1}n \cos^{n-1}x \sin x + \frac{n-1}{n}\int\cos^{n-2} x \ dx$

I am trying to prove $$\int\cos^n x \ dx = \frac{1}n \cos^{n-1}x \sin x + \frac{n-1}{n}\int\cos^{n-2} x \ dx$$ This problem is a classic, but I seem to be missing one step or the understanding of ...
60
votes
7answers
12k 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 ...
47
votes
4answers
2k views

Showing that $\int\limits_{-a}^a \frac{f(x)}{1+e^{x}} \mathrm dx = \int\limits_0^a f(x) \mathrm dx$, when $f$ is even

I have a question: Suppose $f$ is continuous and even on $[-a,a]$, $a>0$ then prove that $$\int\limits_{-a}^a \frac{f(x)}{1+e^{x}} \mathrm dx = \int\limits_0^a f(x) \mathrm dx$$ How can I ...
16
votes
3answers
703 views

A log improper integral

Evaluate : $$\int_0^{\frac{\pi}{2}}\ln ^2\left(\cos ^2x\right)\text{d}x$$ I found it can be simplified to $$\int_0^{\frac{\pi}{2}}4\ln ^2\left(\cos x\right)\text{d}x$$ I found the exact value in the ...
16
votes
4answers
5k 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 ...