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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910 views
11
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411 views

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} \ln \Gamma(x) \ \mathrm dx = \frac{z}{2} \log (2 \pi) + ...
11
votes
0answers
313 views

Proof of Cauchy's Beta Integral $\int_{-\infty}^\infty \frac{dt}{(1+it)^x(1-it)^y}$

The Cauchy's Beta Integral is given by $$\int_{-\infty}^\infty \frac{dt}{(1+it)^x(1-it)^y}=\frac{\pi 2^{2-x-y}\Gamma(x+y-1)}{\Gamma(x)\Gamma(y)}$$ I would like to know how it is proved.
10
votes
0answers
259 views

Is this $really$ a categorical approach to $integration$?

Here's an article by Reinhard Börger I found recently whose title and content, prima facie, seem quite exciting to me, given my misadventures lately (like this and this); it's called, "A Categorical ...
10
votes
0answers
347 views

Prove $\int_{0}^{\pi}\frac{x^2}{\sqrt{5}-2\cos{x}}dx=\frac{\pi^3}{15}+2\pi\ln^2{\left(\frac{1+\sqrt{5}}{2}\right)}$ without contour integration

Show that $$\int_{0}^{\pi}\dfrac{x^2}{\sqrt{5}-2\cos{x}}dx=\dfrac{\pi^3}{15}+2\pi\ln^2{\left(\dfrac{1+\sqrt{5}}{2}\right)}$$ This thread demonstrates how contour integration can be used to ...
10
votes
0answers
400 views

Closed form for this integral $\int_{0}^{\infty}\frac{dx}{\sqrt{x}}\, e^{-x^{2}-\frac{b^{2}}{x}}$

How would you evaluate this integral? \begin{equation}\int_{0}^{\infty}\frac{dx}{\sqrt{x}}\, e^{-x^{2}-\frac{b^{2}}{x}}\end{equation} It reminds me of the form of a modified Bessel function of the ...
9
votes
0answers
233 views

A Challenging Logarithmic Integral $\int_0^1 \frac{\log(x)\log(1-x)\log^2(1+x)}{x}dx$

How can we prove that: $$\int_0^1 \frac{\log(x)\log(1-x)\log^2(1+x)}{x}dx=\frac{7\pi^2}{48}\zeta(3)-\frac{25}{16}\zeta(5)$$ where $\zeta(z)$ is the Riemann Zeta Function. The best I could do was ...
9
votes
0answers
215 views

Does this integral have a closed form expression?

I have been working with two related integrals. The first one yields a simple expression, but I can't seem to find a simple expression for the second. Integral 1 $$ \begin{align*} I_x &= ...
9
votes
0answers
499 views

Cauchy-Formula for Repeated Lebesgue-Integration

Recently, I came across the following statements. They were annotated as consequences of Fubini's Theorem but neither proof nor reference were given. Let $f:[a,b]\times [a,b]\to\mathbb{R}$ be ...
9
votes
0answers
305 views

Integral involving Complete Elliptic Integral of the First Kind K(k)

I have run into an integral involving the complete elliptic integral, which can be put into the following form after changing integration variables to the modulus: ...
8
votes
0answers
83 views

Need help with $\int_0^\infty\frac{e^{-x}}{\sqrt[3]2+\cos x}dx$

Please help me to evaluate this integral: $$\int_0^\infty\frac{e^{-x}}{\sqrt[3]2+\cos x}dx$$
8
votes
0answers
103 views

Is there a closed form for this sum?

While generalizing the previous result, I conjectured that the series expansion of \begin{align*} \int_{0}^{\frac{\pi}{2}} \arctan \left( \frac{2x \sin\theta}{1-x^{2}} \right) \arctan \left( \frac{2y ...
8
votes
0answers
122 views

Can a substitution cause a convergent definite integral to diverge?

Is it possible for an integral, $$\int_a^b f(x)\text{d}x,$$ to converge, but for some substitution $x=g(y)$ to cause the integral, $$ \int_{g^{-1}(a)}^{g^{-1}(b)} f(g(y)) g'(y) \text{d}{y},$$ to ...
8
votes
0answers
223 views

Help in calculating the following integral $\int_0^{2\pi}\! \frac{(1+2\cos x)^n \cos (nx)}{3+2\cos x} \, \mathrm{d}x. $

I was asked to calculate this: $$\int_0^{2\pi}\! \frac{(1+2\cos x)^n \cos (nx)}{3+2\cos x} \, \mathrm{d}x. $$ My idea was to change the integration limits to $|z|=1$ in the complex plane and to ...
8
votes
0answers
128 views

adding a second parameter to an integral

I came across an evaluation of $\displaystyle \int_{-\infty}^{\infty} \frac{\cos (ax^{2}) \cosh (ax)}{\cosh (\pi x)} \ \mathrm{d}x = \cos \left(\frac{a}{4} \right) \ \ (|a| \le \pi$) in a textbook. ...
8
votes
0answers
390 views

Finding a proper solution of a given functional

It's my first post here, but I worked very hard to find solution and I failed. Hereinafter, I skip physical background and directly proceed to my mathematical problem. No matter how, you know the ...
7
votes
0answers
173 views
+400

$\int_0^1 [ \frac{1}{x(x-1)} (2\mathrm{Li}_2(\frac{1-\sqrt{1-x}}{2})-\log(\frac{1+\sqrt{1-x}}{2})^2 ) -\frac{\zeta(2)-2\log^2 2}{x-1} ]dx$

Hi I am trying to evaluate $$ I:=\int \limits_{0}^{1} \left[ \frac{1}{x(x-1)} \bigg(2\mathrm{Li}_2\bigg(\frac{1-\sqrt{1-x}}{2}\bigg)-\log\bigg(\frac{1+\sqrt{1-x}}{2}\bigg)^2 \bigg) ...
7
votes
0answers
243 views

Egorov's theorem for this Lebesgue integral

I want to prove Egorov's theorem using this Lebesgue integral defined by the upper integral $$\int^*f:=\left\{\int h ; h \ge f \text{ and h upper-continuous }\right\}$$ $$\int_*f:=\left\{\int h ; h ...
7
votes
0answers
95 views

A closed form for $\int_0^\infty\left(\frac{2^{-x}-3^{-x}}x\right)^adx,\ a\notin\mathbb{Z}^+$

Let $$I(a)=\int_0^\infty\left(\frac{2^{-x}-3^{-x}}x\right)^adx.$$ $I(a)$ has closed form representations for all $a\in\mathbb{Z}^+$. Is there any algebraic (or at least period) ...
7
votes
0answers
111 views

Closed-form expression for an iterated integral

Does the following iterated integral have a simple closed-form expression in terms of $z$? $$ I = \int_0^\infty \int_0^\infty \sqrt{\frac{1 + x^2 y^2 + x^2 z^2 + y^2 z^2}{(x^2 + y^2 + z^2 + x^2 y^2 ...
7
votes
0answers
165 views

Evaluating $\int_0^\infty \frac{1}{x+1-u}\cdot \frac{\mathrm{d}x}{\log^2 x+\pi^2}$ using real methods.

By reading a german wikipedia (see here) about integrals, i stumpled upon this entry 27 1.5 $$ \color{black}{ \int_0^\infty \frac{1}{x+1-u}\cdot \frac{\mathrm{d}x}{\log^2 x+\pi^2} ...
7
votes
0answers
210 views

Computing the volume of a region on the unit $n$-sphere

I would like to compute the surface volume of a region on the unit $n-1$-sphere: $$x_1^2 + \dots + x_i^2 + \dots + x_n^2 = 1,$$ bounded by an ellipsoid $$a_1x_1^2 + \dots + a_ix_i^2 + \dots + ...
7
votes
0answers
509 views

How to compute this integral of Bessel functions?

I have $\alpha_\max$ a real number between $0$ and $\frac\pi2$. Furthermore $\zeta$ and $\xi$ are positive real numbers. Now I would like compute the integral $$\int_0^{\alpha_\max} \mathrm{e}^{i ...
6
votes
0answers
60 views

Asymptotic property of integral involving Bessel function.

Consider the following integral $$ I(s)=\int_{0}^{\infty}{J_{\frac{n-2}{2}}}(sr)r^{A+1}(e^{-r^{2\alpha}}-1)dr, $$ where $J_{\frac{n-2}{2}}$ is the Bessel function of order ${\frac{n-2}{2}}$, $s, A, ...
6
votes
0answers
154 views

Definite integral $\int_0^{2\pi}\frac{ab}{\sqrt{b^2\cos^2(\theta)+a^2\sin^2(\theta))}}\cos^2(\theta) d\theta$

Could you help me finding the following definite integral, with $a$ and $b$ constants? Thank you! $$\int_0^{2\pi}\frac{ab}{\sqrt{b^2\cos^2(\theta)+a^2\sin^2(\theta))}}\cos^2(\theta) d\theta$$
6
votes
0answers
67 views

Integrals 3.384 from Gradshteyn and Ryzhik

I'm interested in understanding the computation of $$\int_{-\infty}^\infty\frac{e^{-ip x}}{(1 + ix)^{2u}(1-ix)^{2v}}\mathrm{d}x,$$ which is evaluated in 3.384.9 of Gradshteyn and Rhysik for ...
6
votes
0answers
117 views

Question on Riemann sums

Question is : What i have read in riemann sum definition is something like $$\sum_{i=1}^n f(y) .|x_i-x_{i-1}|$$ So, at first sight i am afraid this is not even related to Riemann integration of ...
6
votes
0answers
230 views

Surface integral for a scalar function defined on a discrete surface

Imagine a polyhedral, discrete surface embedded in $\mathbb{R}^3$. Its faces are all triangles. For each vertex, one can compute the discrete mean and Gaussian curvatures and evaluate the sum of ...
6
votes
0answers
119 views

Need help with $\int_0^2\frac{1}{2+\sqrt{3\,e^x+3\,e^{-x}-2}}dx$

Could you please help me to solve this integration problem? $$\int_0^2\frac{1}{2+\sqrt{3\,e^x+3\,e^{-x}-2}}dx$$ Its approximate numeric value is $0.419197813818367...$, but I could not find an exact ...
6
votes
0answers
268 views

Is this question solvable? $2$ non-linear equations and the proof that the solution is unique (with asymmetric bounty option)

As mentioned in the title I want to show the uniqueness of the solution to $2$ non-linear equations. However, it seems that I can not solve this question with my current mathematical knowledge. More ...
6
votes
0answers
187 views

Integral of a gaussian function of trigonometric functions

I need help with the analytical solution of this integral: ...
6
votes
0answers
143 views

An integration to first order

I am having some trouble evaluating an integral -- involving taking an approximation. It would be great if someone could help me. I wish to evaluate $$\int_0^\pi {\cos\theta\cos \left[\omega ...
6
votes
0answers
61 views

Various integration theories

Could anyone briefly explain, or point me towards a resource explaining, the main differences between the main integration theories, namely: Riemann Integration Riemann-Stieltjes Integration ...
6
votes
0answers
261 views

To determine if$f^{-1}(x)$ is periodic function or not? $f(x)=\int_1^{x} \frac{1}{\sqrt[m]{P(t)}}\;dt$

$$f(x)=\int_1^{x} \frac{1}{\sqrt[m]{P(t)}}\;dt$$ $P(x)$ is polynomial with degree $n$. $m$ is an positive integer and $m>1$ What is the algoritm to determine $f^{-1}(x)$ is periodic function ...
6
votes
0answers
140 views

Evaluting $ \int_0^{\infty}\frac{v}{\sqrt{v + c}}e^{-\frac{y^2}{2(v + c)} - \frac{(u-v)^2}{u^2v}}dv$

While working on mixture (variance) of normal distribution and keep running into these two integrals $$ \int_0^{\infty}\dfrac{v}{\sqrt{v + c}}e^{-\dfrac{y^2}{2(v + c)} - \dfrac{(u-v)^2}{u^2v}}dv,$$ ...
6
votes
0answers
567 views

Nasty Integral - Closed form solution?

Any suggestions on how to integrate this beast?: $$\int_0^{\omega_t}\int_{\omega_t}^f\sin^2(\omega_{12}/2)\sin^2(\omega_{23}/2)d\omega_{23}d\omega_{12}$$ where: $f = 2\pi+2\tan^{-1}(y,x)$ $y = ...
5
votes
0answers
88 views
+400

Integral $\int_0^{\pi/3}\log\bigg( \frac{1+2\cos\theta}{2}+\sqrt{\left( \frac{1+2\cos\theta}{2} \right)^2-1}\ \bigg)d\theta.$

Hi I am trying to calculate this integral I given by $$ I=\frac{1}{\pi}\int_0^{\pi/3}\log\left( \frac{1+2\cos\theta}{2}+\sqrt{\bigg( \frac{1+2\cos\theta}{2} \bigg)^2-1} \right)d\theta. $$ ...
5
votes
0answers
125 views

Showing some complicated integral expression is bounded

In my research, I come across some expression I need to bound. I wish to show that the following integral is bounded in $t$ and $x$, i.e. the following supremum is finite: $$\sup_{t,x\in ...
5
votes
0answers
81 views

Why is Lebesgue-Stieltjes a generalization of Riemann-Stieltjes? Moreover, is there an example where Lebesgue-Stieltjes is useful

I certainly have a question, but i don't know what the best title should be. Please edit the title if there is a better one :) And I believe, to get a better answer, it would be good to explain ...
5
votes
0answers
50 views

Leibniz integral rule implementation

Can someone please explain to me why the following expression is true? I really tried to figure out how Leibniz integral rule works, but everytime I think I managed to figure out how to implement it, ...
5
votes
0answers
601 views

How prove this hypersingular operator $(T\psi)((z(t))$

Let $\Omega\subset R^2$ be a simply connected bounded domain with infinitely differentiable boundary $\partial\Omega$and unit normal vector $v$ directed into the exterior of $\Omega$ ...
5
votes
0answers
45 views

Inhomogeneous Wave Equation in 3 dimensions

From section 7.5 in this source, I see that, for $\vec{x} \in \mathbb{R}^3$, if $$ \frac{\partial^2 u\left(\vec{x},t\right)}{\partial t^2} - \nabla^2u\left(\vec{x},t\right) ...
5
votes
0answers
48 views

Separable non-linear ODE (with radicals)

I am trying to solve the equation $$ \frac{dy}{dt}=\sqrt{(\gamma-1+\frac{2\alpha\beta}{2\alpha-1})e^{-2\alpha y}-\frac{2\alpha\beta}{2\alpha-1}e^{-y}+1} $$ [1] $y(0) = 0$; $t_{0}=0$; $\alpha$, ...
5
votes
0answers
186 views

How to prove following integral equality?

Let's have the equality $$ \int \limits_{-\infty}^{\infty} \left[ [\nabla_{\mathbf r'} \times \mathbf A (\mathbf r' )] \times \frac{\mathbf r' - \mathbf r}{|\mathbf r' - \mathbf r ...
5
votes
0answers
117 views

Equivalence of the Lebesgue integral and the Henstock–Kurzweil integral on nonnegative real functions

Let $f:[a,b]\to[0,\infty)$ ($\mathbb{R}\ni a<b\in\mathbb{R}$), and fix $c\geq0$. I want to establish the equivalence of the concepts of Lebesgue integrability and Henstock–Kurzweil integrability ...
5
votes
0answers
268 views

Prove the equation: $\frac{2}{\pi} \int_0^\infty \frac{\cos kr - ak \sin kr}{k^2a^2 +1} \ldots $

Prove the following equation: \begin{equation} \frac{2}{\pi} \int_0^\infty \frac{\cos kr - ak \sin kr}{k^2a^2 +1} \left (\int_0^\infty \cos kr' \left [u(r')-au'(r') \right] dr' \right ) dk =u(r) . ...
5
votes
0answers
148 views

Evaluate integral $ I_s(x) \leq \frac{C}{(\pi(1-2 \alpha s))^{d/2}}\exp\left(\frac{\alpha}{1-2 \alpha s }|x|^2\right) $

For all $ x \in \mathbb{R}^n ,\hspace{5mm} 0 \leq s<t ,\hspace{5mm} t \in \mathbb{R}^+$ $$ I_s(x)=\int_{\mathbb{R}^n}\left|v\left(y \sqrt{2s}+x\right)\right|\exp(-|y|^2) \, \mathrm dy. $$ How we ...
5
votes
0answers
178 views

A difficult integral $\int_0^\infty \mathrm{d}t\frac{1}{t}\frac{1}{t-s-\mathrm{i}\epsilon}\frac{1}{X}\ln\frac{1-X}{1+X} $

Can anyone give any hints on how to rewrite this in terms of dilogarithms? $$\int_0^\infty ...
5
votes
0answers
135 views

Algorithm to calculate multiple integral.

One of the major difficulties of student in advanced calculus (including myself when student) is to obtain the extremes of repeated integrals to calculate the volume integral in $R^n$ i.e. transform ...
5
votes
0answers
292 views

Show that the function is constant

Let $S^n$ be an $n$-dimentional unit sphere. Consider $f: S^n \longrightarrow R_+$ even continuous function. Denote $$ ...