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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40
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1k 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} \log \Gamma(x) \ \mathrm dx = \frac{z}{2} \log (2 \pi) + ...
18
votes
0answers
812 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 ...
16
votes
0answers
179 views

Definite integral of arcsine over square-root of quadratic

For $a,b\in\mathbb{R}\land0<a\le1\land0\le b$, define $\mathcal{I}{\left(a,b\right)}$ by the integral ...
15
votes
0answers
578 views

About the integral $\int_{0}^{+\infty}\sin(x\,\log x)\,dx$

It is an interesting exercise to show that the function $f(x)=\sin(x\log x)$ is Riemann-integrable over $\mathbb{R}^+$ (as shown by robjohn in this related question, for instance). Even more ...
14
votes
0answers
158 views

Does $\int_{-1}^1\frac{\arctan x}{\text{arctanh}\,x}\,dx$ have a closed form?

Mathematica gives an approximate result of $1.581949621806183890451628...$, but no exact form. I predict it's a function of $e$ and $\pi$, and perhaps even the Golden Ratio $\phi$ (It certainly ...
12
votes
0answers
84 views

Area enclosed by an equipotential curve for an electric dipole on the plane

I am currently teaching Physics in an Italian junior high school. Today, while talking about the electric dipole generated by two equal charges in the plane, I was wondering about the following ...
12
votes
0answers
295 views

Integrate this monster

Can you please help me? I've been trying for some time now to integrate this: $$\int_0^\infty g^{-(a+1)} \; \exp\left\{-\left(\frac{b}{g} + \frac{1}{2} \sum_{i=1}^{n} ...
12
votes
0answers
462 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: ...
11
votes
0answers
215 views

A closed form for $\sum_{k=1}^\infty \psi^{(1)} (k+a)\psi^{(1)} (k+b)$

The following result $$ \sum_{k=1}^\infty\left(\psi^{(1)} (k)\right)^2 = 3\zeta(3) $$ where $\psi^{(1)}$ is the polygamma function makes me think there is a nice sum for the series $$ ...
11
votes
0answers
432 views

Integral $\int_0^\infty \frac{\log^2 x \cos ax}{x^n-1}dx$

Hi I am trying to calculate $$ I:=\int\limits_0^\infty \frac{\log^2 x \cos (ax)}{x^n-1}\mathrm dx,\quad \Re(n)>1, \, a\in \mathbb{R}. $$ Note if we set $a=0$ we get a similar integral given by $$ ...
11
votes
0answers
343 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 + ...
10
votes
0answers
458 views

Analytic form of: $ \int \frac{\bigl[\cos^{-1}(x)\sqrt{1-x^2}\bigr]^{-1}}{\ln\bigl( 1+\sin(2x\sqrt{1-x^2})/\pi\bigr)} dx $

Background: On my quest to solve difficult integrals, I chanced upon this site: http://www.durofy.com/5-most-beautiful-questions-from-integral-calculus/ Good problems for me, (novice), although I ...
10
votes
0answers
75 views

Is there a name for the class of functions which are infinitely integrable in elementary functions?

Is there a name for the class of functions which are infinitely integrable in elementary functions, that is whose consecutive integrals also elementary not depending on how much times we took the ...
10
votes
0answers
264 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 ...
9
votes
0answers
212 views

Interesting Integral with Parameters

I would like to compute the following integral: ...
9
votes
0answers
440 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 ...
9
votes
0answers
689 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 ...
9
votes
0answers
710 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 ...
8
votes
0answers
147 views

Hard sum with harmonics numbers

Prove or disprove that $S=\displaystyle\sum_{n=1}^{\infty}\frac{{H_n^{2}}~{H_n^{(2)}}+3{H_n^{(4)}}}{n~2^n}=\frac{25}{16}\zeta(5)+\frac{7}{8}\zeta(2)\zeta(3)$.
8
votes
0answers
158 views

Closed form of a difficult definite integral

I'm looking for a closed-form expression for the value of this integral: $$I=\int_0^\pi \frac{\sin(x)}{\sqrt{x^3+x+1}} dx$$ The graph of the integrand looks like this: $\hskip 2.4 in$ Numerically, ...
8
votes
0answers
211 views

Is each “elementary + finite functions” function “elementary + finite functions”-integrable?

It is known that there exists elementary functions which are not elementary integrable, i. e. there exists no elementary anti derivative. Example: $f(x) = e^{-x^2}$. Let $A$ be the set of elementary ...
8
votes
0answers
189 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 ...
8
votes
0answers
186 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 ...
7
votes
0answers
49 views

Decay of amplitude integral

Consider the function $$ f(\vec{x}) = \int_{\Bbb R^3} {\frac{ e^{-i\,\vec{x}\cdot\vec{k}}}{\sqrt{\vec{k}^2 + m^2}}} d^3 k $$ from Zee's Quantum Field Theory in a Nutshell. He argues like this: ...
7
votes
0answers
160 views

Problem with differentiation under integral sign

Original problem: I have a problem in which i need to evaluate the integral: $$ \int_1^\infty \dfrac{\sqrt{r^2-1}e^{-\alpha r}}{r} dr\, $$ I have tried to evaluate it taking the $\alpha$ derivative, ...
7
votes
0answers
71 views

Largest rectangle bounded under a function

Let $f$ be a positive monotonically increasing real function in $[0,1]$. Let $F$ be the area under the curve of $f$ ($F=\int_0^1{f(x)dx}$) For every $x\in[0,1]$, let $G(x)=f(x)*(1-x)$ = the area of a ...
7
votes
0answers
95 views

closed form for $I=\int_{0}^{\infty}\frac{x^n}{x^2+u^2}\tanh(x) dx$

solve $$I=\int_{0}^{\infty}\frac{x^n}{x^2+u^2}\tanh(x) dx:0<n<2$$ I tried for $n=1$ : $$I(v)=\int_{0}^{\infty}\frac{x}{x^2+u^2}\tanh(vx) dx$$ ...
7
votes
0answers
372 views

Integration of product of functions(Special form)

Sir, I have been doing a proof related to one research topic. But after a long effort, I got ended up in a messy integration equation. Could you give me some suggestions to solve this equations? (Any ...
7
votes
0answers
209 views

How to evaluate the integral $e^{-(c\ln(\frac{1}{x}))^s} dx$?

Can anyone help me evaluate $$\int_{\alpha}^1 \exp{\left\{-\left(c\ln\left(\frac{1}{x}\right)\right)^s\right\}} dx$$, Where $0 \leq \alpha \leq 1$ and $s \in \mathbb{R}$. I tried changing ...
7
votes
0answers
174 views

Second derivative of Hypergeometric function

I'm looking for the following second derivative $$ \kappa_2 := \left . \frac{d^2}{d\lambda^2} \ln \left({_2F_1}\!\left(\tfrac{1}{2},\,- \lambda;\,1;\,\alpha\right)\right) \right \vert_{\lambda = ...
7
votes
0answers
256 views

Open problems in Federer's Geometric Measure Theory

I wanted to know if the problems mentionned in this book are solved. More specifically, at some places, the author says that he doesn't know the answer, for example :"I do not know whether this ...
7
votes
0answers
310 views

${\mathfrak{I}} \int_{0}^{\pi/2} \frac{x^2}{x^2+\log ^2(-2\cos x)} \:\mathrm{d}x$ and $\int_{0}^{\pi/2} \frac{\log \cos x}{x^2}\:\mathrm{d}x$

I have found the following new result connecting two rational log-cosine integrals. Proposition. \begin{align} \displaystyle & {\mathfrak{I}} \int_{0}^{\pi/2} \frac{x^2}{x^2+\log ^2(-2\cos ...
7
votes
0answers
99 views

Relations between definite integrals not having a known closed form

Are there any known cases, when there are two (or more) definite integrals, none of them having any known closed-form expression on its own, but there is still a non-trivial$^\dagger$ elementary ...
7
votes
0answers
311 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 ...
7
votes
0answers
332 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
323 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 ...
7
votes
0answers
323 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 $$ ...
7
votes
0answers
95 views

Compute $\int_{0}^{+\infty} e^{-y}y^a\mathrm{d} y$

Does the following integral have a finite value? How to compute it? $$\int_{0}^{+\infty} e^{-x^k}\mathrm{d} x$$ where $k$ is given and $0<k<1$. By substituting $x^k=y$ we may obtain an ...
7
votes
0answers
150 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
34 views

Equivalence class of definite integrals

Let's assume we have a smooth function $f(x):[a,b]\to \mathbb{R}$ so that the integral $$\int_a^b f(x) dx$$ is finite. By performing various changes of variables, we can derive a large (infinite?) ...
6
votes
0answers
58 views

Closed form of an infinite series of integrals $\int_{0}^{\eta} \cos nt \cos t \sqrt{\cos^2 t - \cos^2 \eta}$

Let $$ I(n,\eta) = \int_{0}^{\eta} \cos nt \, \cos t \, \sqrt{\cos^2 t - \cos^2 \eta}\; dt $$ where it is known that $0 < \eta \leq \frac \pi 2$. Is it possible to evaluate $S$, the infinite ...
6
votes
0answers
113 views

How to evaluate the integral $\int_0^\infty \frac{x^{a-1}}{1+bx^a} e^{-x} dx$

How to evaluate this integral? \begin{equation} \int_0^\infty \frac{x^{a-1}}{1+bx^a} e^{-x} dx \end{equation} I think it will use a gamma function or a exponential integral. I really need an ...
6
votes
0answers
94 views

Why are the fundamental theorems of calculus usually associated to the Riemann Integral?

I am writing a "textbook" on Analysis, and I've reached the time I must talk about integrals. I prefer to approach directly the Lebesgue Integral theory. This question is not about the status of this ...
6
votes
0answers
111 views

Find the closed form of $\int_0^{\large \frac{\pi}{2}}\frac{x^{2n}\cdot\log{{\sin{x}}}}{\sin^{2n}{x}}dx, \space n\ge 1$

I was thinking of the generalization of the problem here, that is $$\int_0^{\large \frac{\pi}{2}}\frac{x^{2n}\cdot\log{{\sin{x}}}}{\sin^{2n}{x}}dx, \space n\ge 1$$ Maybe you recommend me some tools? ...
6
votes
0answers
53 views

Discrete analogue of Green's theorem

Following formula concerning finite differences is in a way a discrete analogue of the fundamental theorem of calculus: $$\sum_{n=a}^b \Delta f(n) = f(b+1) - f(a) $$ We can think about the Green's ...
6
votes
0answers
79 views

Can these two indefinite integrals be evaluated in closed form?

I'm wondering whether any of these two indefinite integrals $$\int \frac{1}{\sqrt{1+\alpha \sinh(x)^{-4/3}}}dx$$ $$\int \frac{\sinh(x)^{-4/3}}{\sqrt{1+\alpha\sinh(x)^{-4/3}}}dx$$ can be evaluated in ...
6
votes
0answers
92 views

Closed-form of $\int_{0}^{\infty} \frac{{\text{Li}}_2^3(-x)}{x^3}\,dx$

Is there a possibility to find a closed-form for $$\int_{0}^{\infty} \frac{{\text{Li}}_2^3(-x)}{x^3}\,dx$$ We have $$I=\int_0^1\frac{Li_2^3(-x)+x^4Li_2^3(-\frac{1}{x})}{x^3}\,dx$$ After repeatedly ...
6
votes
0answers
162 views

Closed-form of integrals containing double exponentials

Are there closed forms for the following integrals? $$\begin{align} I_1(w) & = \int_{-\infty}^{\infty} \frac{\exp(-we^y)}{y^2+\pi^2} dy, \\ I_2(w) & = \int_{-\infty}^{\infty} ...
6
votes
0answers
127 views

Evaluating sums and integrals using Taylor's Theorem

Taylor's theorem states that $$f(x)-\sum_{k=0}^n\frac{f^{(k)}(a)}{k!}(x-a)^k = \int_a^x \frac{f^{(n+1)} (t)}{n!} (x - t)^n \, dt $$ We can use this to evaluate integrals. For example, consider ...
6
votes
0answers
135 views

Wicked domain of integration in a triple integral

I am dealing with a domain of integration of the form: $\left(\frac{x-y}{x+y}\right)^2+\left(\frac{y-z}{y+z}\right)^2+\left(\frac{x-z}{x+z}\right)^2\leq k$ The region looks like this (for $k=0.2$): ...