Questions tagged [integration]

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 the integrals being considered. This tag often goes along with the (calculus) tag.

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45
votes
2answers
2k views

Infinite Integration by Parts

A while back, I was explaining to a friend a method to compute the indefinite integral of $\ln(x)$, by taking $\int \ln(x) \, dx$ and setting $u = \ln(x), du = \frac{1}{x} \, dx, dv = 1 \, dx, v = x$, ...
44
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4answers
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A conjectured closed form of $\int\limits_0^\infty\frac{x-1}{\sqrt{2^x-1}\ \ln\left(2^x-1\right)}dx$

Consider the following integral: $$\mathcal{I}=\int\limits_0^\infty\frac{x-1}{\sqrt{2^x-1}\ \ln\left(2^x-1\right)}dx.$$ I tried to evaluate $\mathcal{I}$ in a closed form (both manually and using ...
44
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4answers
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Closed form for ${\large\int}_0^1\frac{\ln^2x}{\sqrt{1-x+x^2}}dx$

I want to find a closed form for this integral: $$I=\int_0^1\frac{\ln^2x}{\sqrt{x^2-x+1}}dx\tag1$$ Mathematica and Maple cannot evaluate it directly, and I was not able to find it in tables. A numeric ...
44
votes
3answers
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A strange integral having to do with the sophomore's dream:

I recently noticed that this really weird equation actually carries a closed form! $$\int_0^1 \left(\frac{x^x}{(1-x)^{1-x}}-\frac{(1-x)^{1-x}}{x^x}\right)\text{d}x=0$$ I honestly do not know how to ...
44
votes
4answers
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How do I integrate the following? $\int{\frac{(1+x^{2})\mathrm dx}{(1-x^{2})\sqrt{1+x^{4}}}}$

$$\int{\frac{1+x^2}{(1-x^2)\sqrt{1+x^4}}}\mathrm dx$$ This was a Calc 2 problem for extra credit (we have done hyperbolic trig functions too, if that helps) and I didn't get it (don't think anyone ...
44
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4answers
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How to evaluate $\int_0^\infty\operatorname{erfc}^n x\ \mathrm dx$?

Let $\operatorname{erfc}x$ be the complementary error function. I successfully evaluated these integrals: $$\int_0^\infty\operatorname{erfc}x\ \mathrm dx=\frac1{\sqrt\pi}\tag1$$ $$\int_0^\infty\...
44
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4answers
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Why is the Daniell integral not so popular?

The Riemann integral is the most common integral in use and is the first integral I was taught to use. After doing some more advanced analysis it becomes clear that the Riemann integral has some ...
43
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3answers
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Is it possible for the derivative of a function to grow arbitrarily faster than the function itself?

We know that there exist some functions $f(x)$ such that their derivative $f'(x)$ is strictly greater than the function itself. for example the function $5^x$ has a derivative $5^x\ln(5)$ which is ...
43
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8answers
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Why do we restrict the definition of Lebesgue Integrability?

The function $f(x) = \sin(x)/x$ is Riemann Integrable from $0$ to $\infty$, but it is not Lebesgue Integrable on that same interval. (Note, it is not absolutely Riemann Integrable.) Why is it we ...
43
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7answers
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Evaluating the integral, $\int_{0}^{\infty} \ln\left(1 - e^{-x}\right) \,\mathrm dx $

I recently got stuck on evaluating the following integral. I do not know an effective substitution to use. Could you please help me evaluate: $$\int_{0}^{\infty} \ln\left(1 - e^{-x}\right) \,\mathrm ...
43
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10answers
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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 ...
43
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5answers
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Computing $\lim\limits_{n\to\infty} \Big(\sum\limits_{i = 1}^n \sum\limits_{j = 1}^n \frac1{i^2+j^2}-\frac{\pi}{2} \log(n)\Big)$.

In the chatroom we discussed about the asymptotic of $\displaystyle \sum_{i = 1}^n \sum_{j = 1}^n \frac1{i^2+j^2}$, and if we think of the inverse tangent integral, it's easy to see that $\...
43
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7answers
2k views

Closed-form of $\int_0^1 \frac{\operatorname{Li}_2\left( x \right)}{\sqrt{1-x^2}} \,dx $

I'm looking for a closed form of this integral. $$I = \int_0^1 \frac{\operatorname{Li}_2\left( x \right)}{\sqrt{1-x^2}} \,dx ,$$ where $\operatorname{Li}_2$ is the dilogarithm function. A numerical ...
43
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2answers
1k views

Prove that $\int_0^1{\left\lfloor{1\over x}\right\rfloor}^{-1}\!dx={1\over2^2}+{1\over3^2}+{1\over4^2}+\cdots.$

Question. Let $$ f(x)=\!\left\{\,\,\, \begin{array}{ccc} \displaystyle{\left\lfloor{1\over x}\right\rfloor}^{-1}_{\hphantom{|_|}}&\text{if} & 0\lt x\le 1, \\ & \\ 0^{\hphantom{|^|}} &\...
42
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9answers
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Why does an integral change signs when flipping the boundaries?

Let us define a very simple integral: $f(x) = \int_{a}^{b}{x}$ for $a,b\ge 0$. Why do we have the identity $\int_{a}^{b}{x} = -\int_{b}^{a}{x}$? I drew the graphs and thought about it but to me ...
42
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5answers
1k views

Triple Euler sum result $\sum_{k\geq 1}\frac{H_k^{(2)}H_k }{k^2}=\zeta(2)\zeta(3)+\zeta(5)$

In the following thread I arrived at the following result $$\sum_{k\geq 1}\frac{H_k^{(2)}H_k }{k^2}=\zeta(2)\zeta(3)+\zeta(5)$$ Defining $$H_k^{(p)}=\sum_{n=1}^k \frac{1}{n^p},\,\,\, H_k^{(1)}\...
42
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3answers
986 views

Conjectural closed-form representations of sums, products or integrals

What are some examples of infinite sums, products or definite integrals that have conjectural closed form representations that were confirmed by numerical calculations up to whatever maximum precision ...
42
votes
1answer
889 views

Is there an integral for $\pi^4-\frac{2143}{22}$?

In Ramanujan's Notebooks, Vol 4, p.48 (and a related one in Quarterly Journal of Mathematics, XLV, 1914) there are various approximations, including the close (by just $10^{-7}$), $$\pi^4 \approx 2^4+...
41
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7answers
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Is there a chain rule for integration?

I know the chain rule for derivatives. The way as I apply it, is to get rid of specific 'bits' of a complex equation in stages, i.e I will derive the $5$th root first in the equation $(2x+3)^5$ and ...
41
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6answers
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Why are integrals called integrals?

What is the historical background for this term? I cannot quite see what is integral about an integral, even if we go back to the viewing it as the area under a curve. It seems to me a strange ...
41
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2answers
51k views

Can a limit of an integral be moved inside the integral?

After coming across this question: How to verify this limit, I have the following question: When taking the limit of an integral, is it valid to move the limit inside the integral, providing the ...
41
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5answers
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How to evaluate $\int_0^1\frac{\log^2(1+x)}x\mathrm dx$?

The definite integral $$\int_0^1\frac{\log^2(1+x)}x\mathrm dx=\frac{\zeta(3)}4$$ arose in my answer to this question. I couldn't find it treated anywhere online. I eventually found two ways to ...
41
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1answer
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Integral $\int_0^1\frac{x^9\left(x^4+x^2-x-1-5\ln x\right)}{\left(x^{10}-1\right)\ln x}\mathrm dx$

A friend of mine sent me an integral that she had not been able to crack, and me neither. It comes with a result, but without a proof (I suppose it originated in some math contest). Could you please ...
41
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3answers
2k views

Prove $\int_{0}^{\pi/2} \ln \left(x^{2} + (\ln\cos x)^2 \right) \, dx=\pi\ln\ln2 $

How to prove $$ \int_{0}^{\pi/2}\ln\left(\,x^{2} + \ln^{2}\left(\,\cos\left(\,x\,\right)\,\right) \,\right)\,{\rm d}x\ =\ \pi\ln\left(\,\ln\left(\, 2\,\right)\,\right) $$ I don't know how to answer ...
41
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2answers
2k views

Evaluate $ \int_{0}^{\pi/2}\frac{1+\tanh x}{1+\tan x}dx $

I need the method to evaluate this integral (the closed-form if possible). $$ \int_{0}^{\pi/2}\frac{1+\tanh x}{1+\tan x}\,dx $$ I used the relationship between $\tan x$ and $\tanh x$ but it didn't ...
40
votes
8answers
2k views

Evaluate $\int_0^\infty\frac{\ln x}{1+x^2}dx$

Evaluate $$\int_0^\infty\frac{\ln x}{1+x^2}\ dx$$ I don't know where to start with this so either the full evaluation or any hints or pushes in the right direction would be appreciated. Thanks.
40
votes
4answers
9k views

How to find ${\large\int}_1^\infty\frac{1-x+\ln x}{x \left(1+x^2\right) \ln^2 x} \mathrm dx$? [closed]

Please help me to find a closed form for this integral: $$ I=\int_1^\infty\frac{1-x+\ln x}{x \left(1+x^2\right) \ln^2 x} \mathrm dx $$ Routine textbook methods for this complicated integral fail.
40
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4answers
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Is the integral $\int_0^\infty \frac{\mathrm{d} x}{(1+x^2)(1+x^a)}$ equal for all $a \neq 0$?

Let $a$ be a non-zero real number. Is it true that the value of $$\int\limits_0^\infty \frac{\mathrm{d} x}{(1+x^2)(1+x^a)}$$ is independent on $a$?
40
votes
2answers
993 views

A closed form of $\int_0^\infty\frac{\sqrt[\phi]{x}\ \arctan x}{\left(x^\phi+1\right)^2}dx$

Is it possible to evaluate the following integral in a closed form? $$\int_0^\infty\frac{\sqrt[\phi]{x}\ \arctan x}{\left(x^\phi+1\right)^2}dx,$$ where $\phi$ is the golden ratio: $$\phi=\frac{1+\sqrt{...
40
votes
3answers
3k 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.
40
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6answers
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Computing $ \int_0^\infty \frac{\log x}{\exp x} \ dx $ [duplicate]

I know that $$ \int_0^\infty \frac{\log x}{\exp x} = -\gamma $$ where $ \gamma $ is the Euler-Mascheroni constant, but I have no idea how to prove this. The series definition of $ \gamma $ leads me ...
40
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3answers
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Find the value of $\int_0^{\infty}\frac{x^3}{(x^4+1)(e^x-1)}\mathrm dx$

I need to find a closed-form for the following integral. Please give me some ideas how to approach it: $$\int_0^{\infty}\frac{x^3}{(x^4+1)(e^x-1)}\mathrm dx$$
40
votes
5answers
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What does it mean to integrate with respect to the distribution function?

If $f(x)$ is a density function and $F(x)$ is a distribution function of a random variable $X$ then I understand that the expectation of x is often written as: $$E(X) = \int x f(x) dx$$ where the ...
40
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4answers
2k views

Rain droplets falling on a table

Suppose you have a circular table of radius $R$. This table has been left outside, and it begins to rain at a constant rate of one droplet per second. The drops, which can be considered points as they ...
40
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2answers
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Closed form for ${\large\int}_0^1\frac{\ln(1-x)\,\ln(1+x)\,\ln(1+2x)}{1+2x}dx$

Here is another integral I'm trying to evaluate: $$I=\int_0^1\frac{\ln(1-x)\,\ln(1+x)\,\ln(1+2x)}{1+2x}dx.\tag1$$ A numeric approximation is: $$I\approx-0....
40
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2answers
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Improper Integral $\int_0^1\left(\left\{\frac1x\right\}-\frac12\right)\frac{\log(x)}xdx$

My initial question was to find if this integral $$ \int_0^1 \left(\left\{\frac 1x\right\}-\frac12\right)\frac{\log(x)}{x}dx$$ is convergent or divergent. ($\left\{\frac 1x\right\}$ is the fractional ...
39
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4answers
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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 $\displaystyle\int_{0}^{\frac{\pi}{2}}\ln^{2}(\sin(x))dx=\frac{{\pi}^{...
39
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2answers
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Show $\int_{0}^{\frac{\pi}{2}}\frac{x^{2}}{x^{2}+\ln^{2}(2\cos(x))}dx=\frac{\pi}{8}\left(1-\gamma+\ln(2\pi)\right)$

Here is an interesting, albeit tough, integral I ran across. It has an interesting solution which leads me to think it is doable. But, what would be a good strategy?. $$\int_{0}^{\frac{\pi}{2}}\frac{...
39
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2answers
3k 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. ...
39
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1answer
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Integrating $\int^{\infty}_0 e^{-x^2}\,dx$ using Feynman's parametrization trick

I stumbled upon this short article on last weekend, it introduces an integral trick that exploits differentiation under the integral sign. On its last page, the author, Mr. Anonymous, left several ...
39
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1answer
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$\int_0^1\arctan\,_4F_3\left(\frac{1}{5},\frac{2}{5},\frac{3}{5},\frac{4}{5};\frac{1}{2},\frac{3}{4},\frac{5}{4};\frac{x}{64}\right)\,\mathrm dx$

I need help with calculating this integral: $$\int_0^1\arctan\,_4F_3\left(\frac{1}{5},\frac{2}{5},\frac{3}{5},\frac{4}{5};\frac{1}{2},\frac{3}{4},\frac{5}{4};\frac{x}{64}\right)\,\mathrm dx,$$ Where $...
39
votes
1answer
824 views

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

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 $$ \sum_{k=1}^\...
38
votes
4answers
3k views

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

Evaluate the integral $$\int_0^{\pi/2} \frac{1}{1+\tan^\alpha{x}}\,\mathrm{d}x$$
38
votes
6answers
5k views

Why is this integration method not valid?

Let $$I=\int \frac{\sin x}{\cos x + \sin x}\ dx \tag{1}$$ Now let $$u=\frac{\pi}{2} - x \tag{2}$$ so $$I=\int \frac{\sin (\frac{\pi}{2} - u)}{\cos (\frac{\pi}{2} - u)+\sin (\frac{\pi}{2} - u)}\ du \...
38
votes
3answers
2k views

Closed form for $\int_0^\infty\arctan\Bigl(\frac{2\pi}{x-\ln\,x+\ln(\frac\pi2)}\Bigr)\frac{dx}{x+1}$ [closed]

I'm trying to find a closed form for this integral: $$I=\int_0^\infty\arctan\left(\frac{2\pi}{x-\ln\,x+\ln\left(\frac\pi2\right)}\right)\frac{dx}{x+1}$$ Its approximate numeric value is $$I\approx3....
38
votes
8answers
14k 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 find ...
38
votes
3answers
2k views

Integral ${\large\int}_0^\infty\frac{\ln x}{1+x}\sqrt{\frac{x+\sqrt{1+x^2}}{1+x^2}}\ \mathrm dx$ [closed]

Please help me to evaluate this integral: $$ I={\large\int}_{0}^{\infty}{\ln\left(x\right) \over 1 + x}\, \,\sqrt{\,x + \sqrt{\,1 + x^{2}\,}\, \over 1 + x^{2}\,}\,\,{\rm d}x.\tag1 $$ Mathematica could ...
38
votes
8answers
4k views

How much do we really care about Riemann integration compared to Lebesgue integration?

Let me ask right at the start: what is Riemann integration really used for? As far as I'm aware, we use Lebesgue integration in: probability theory theory of PDE's Fourier transforms and really, ...
38
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2answers
2k views

Are there other cases similar to Herglotz's integral $\int_0^1\frac{\ln\left(1+t^{4+\sqrt{15}}\right)}{1+t}\ \mathrm dt$?

This post of Boris Bukh mentions amazing Gustav Herglotz's integral $$\int_0^1\frac{\ln\left(1+t^{\,4\,+\,\sqrt{\vphantom{\large A}\,15\,}\,}\right)}{1+t}\ \mathrm dt=-\frac{\pi^2}{12}\left(\sqrt{15}-...