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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86
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6answers
7k 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 ...
50
votes
14answers
8k views

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

How to prove $$\int_{0}^{\infty} \mathrm{e}^{-x^2}\, dx = \frac{\sqrt \pi}{2}$$
25
votes
9answers
2k views

Closed form of integral.

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: ...
30
votes
9answers
5k views

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

I am looking for a short proof that $$\int_0^\infty \left(\frac{\sin x}{x}\right)^2 dx=\frac{\pi}{2}.$$ What do you think? It is kind of amazing that $$\int_0^\infty \frac{\sin x}{x} dx$$ is also ...
16
votes
5answers
1k 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 ?
2
votes
1answer
476 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 ...
32
votes
6answers
2k 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? $$\int_0^\infty\frac{\cos\;x}{1+x^2}\mathrm{d}x$$
29
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 ...
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 ...
52
votes
3answers
5k 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 ...
15
votes
6answers
3k views

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

How to compute the following integral $$\int\log(\sin x)~dx~?$$
15
votes
5answers
976 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 ...
25
votes
3answers
886 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 ...
26
votes
4answers
3k 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 = r(\cos^2\alpha-\sin^2\alpha)\mathrm ...
9
votes
4answers
950 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 ...
23
votes
6answers
5k 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) ...
12
votes
2answers
1k 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 $\|fg\|_1 \leq C\|g\|_q$ ...
11
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 ...
10
votes
2answers
562 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 : $$\int_{0}^{+\infty }{\left( \frac{x}{{{\text{e}}^{x}}-{{\text{e}}^{-x}}}-\frac{1}{2} \right)\frac{1}{{{x}^{2}}}\text{d}x}$$
8
votes
2answers
487 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 ...
18
votes
5answers
1k 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 ...
5
votes
3answers
597 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 ...
5
votes
7answers
500 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 ...
51
votes
6answers
4k views

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

The standard approach for showing $\int \sec \theta \, d \theta = \ln |\sec \theta + \tan \theta| + C$ is to multiply by $\frac{\sec \theta + \tan \theta}{\sec \theta + \tan \theta}$ and then do a ...
32
votes
5answers
3k views

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

Compute $$\int_{0}^{1} \frac{\ln(x+1)}{x^2+1} dx$$
14
votes
3answers
1k 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 ...
8
votes
5answers
1k 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} ...
22
votes
5answers
1k 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 ...
16
votes
3answers
502 views

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

Evaluate the integral $$\int_0^{\pi/2} \frac{1}{1+\tan^\alpha{x}}\,\mathrm{d}x$$
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 ...
45
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 ...
31
votes
2answers
883 views

How to show that $\int_0^1 \left(\sqrt[3]{1-x^7} - \sqrt[7]{1-x^3}\right)\;dx = 0$

Evaluate the integral: $$ \int_0^1 \left(\sqrt[3]{1-x^7} - \sqrt[7]{1-x^3}\right)\;dx$$ The answer is $0,$ but I am unable to get it. There is some symmetry I can not see.
12
votes
3answers
575 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 ...
7
votes
6answers
722 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 ...
9
votes
5answers
643 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 $$\int_0^{\infty}\frac{\ln x}{x^2+a^2}\mathrm{d}x$$
11
votes
2answers
712 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] ...
1
vote
6answers
1k views

Integral of $\int e^{2x} \sin 3x\, dx$

I am suppose to use integration by parts but I have no idea what to do for this problem $$\int e^{2x} \sin3x dx$$ $u = \sin3x dx$ $du = 3\cos3x$ $dv = e^{2x} $ $ v = \frac{ e^{2x}}{2}$ From this I ...
135
votes
5answers
34k 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 ...
19
votes
3answers
17k 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 ...
8
votes
4answers
601 views

Evaluating $\frac{1}{2\pi}\int_{0}^{2\pi}\frac{1}{1-2t\cos\theta +t^2}d\theta$

I need solve this integral, and I tried various methods of solving and did not get it. The integral is: $$\frac{1}{2\pi}\int_{0}^{2\pi}\frac{1}{1-2t\cos\theta +t^2}d\theta,$$ where $t$ is a ...
6
votes
1answer
539 views

Summing over General Functions of Primes and an Application to Prime $\zeta$ Function

Along the lines of thought given here, is it in general possible to substitute a summation over a function $f$ of primes like the following: $$ \sum_{p\le x}f(p)=\int_2^x f(t) d(\pi(t))\tag{1} $$ and ...
31
votes
8answers
1k views

How to evaluate $I=\displaystyle\int_0^{\pi/2}x^2\ln(\sin x)\ln(\cos x)dx$

Find the value of $I=\displaystyle\int_0^{\pi/2}x^2\ln(\sin x)\ln(\cos x)dx$ We have the information that $J=\displaystyle\int_0^{\pi/2}x\ln(\sin x)\ln(\cos ...
26
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 ...
23
votes
2answers
788 views

$\int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx$ Evaluate Integral

Evaluate $$\int_{0}^{\infty} \frac{\cos x - e^{-x^2}}{x} \ dx$$
11
votes
2answers
344 views

Laplace's method

I'm still having a little trouble applying Laplace's method to find the leading asymptotic behavior of an integral. Could someone help me understand this? How about with an example, like: ...
11
votes
2answers
2k views

$\int_0^{\infty } \frac{\log (x)}{e^x+1} \, dx = -\frac{1}{2} \log ^2(2)$ How to show?

$$ \int_0^{\infty } \frac{\log (x)}{e^x+1} \, dx = -\frac{1}{2} \log ^2(2) $$ Anyone an idea on how to prove this?
6
votes
4answers
371 views

A generalized integral need help

I was thinking this integral : $$I(\lambda)=\int_0^{\infty}\frac{\ln ^2x}{x^2+\lambda x+\lambda ^2}\text{d}x$$ What I do is use a Reciprocal subsitution, easy to show that: ...
3
votes
2answers
358 views

Complex Fourier series

I need to find the complex Fourier series of this function, and I'm having problems calculating these integers: $$|a|<1$$ $$x\in [-\pi,\pi]$$ $$f(x)=\frac{1-a\cos(x)}{1-2a\cos(x)+a^2}$$ ...
137
votes
4answers
8k views

The Integral that Stumped Feynman?

In "Surely You're Joking, Mr. Feynman!," Nobel-prize winning Physicist Richard Feynman said that he challenged his colleagues to give him an integral that they could evaluate with only complex methods ...
49
votes
7answers
7k 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 ...