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3
votes
1answer
66 views

Monte Carlo integration of Gaussian integrals

I was doing a physical problem, and then it comes to this Gaussian integral. The dimension of the integral is very large (dimension = 300~600), and it is difficult to find the maximum of the ...
2
votes
1answer
46 views

Local rotations to world rotations [on hold]

I am using a digital gyroscope and I am getting very good results with it, only problem is the local angle does not match the world angle (seen by the world). Red = local X-axle Green = local ...
0
votes
0answers
24 views

Integral over conditioning variable of a Gaussian

The marginal of a multivariate Gaussian can be computed in closed form, i.e., $p(x) = \int_y \mathcal{N}((x,y);\mu,\Sigma)\ dy$ is simple. But what I need is $L(x) = \int_y \mathcal{N}((x\mid y); ...
-3
votes
0answers
30 views

Integration of $\int_{-\infty}^{\infty}\frac{\cos x}{a^2+x^2}dx$ [migrated]

I'm trying to find the integral $$\int_{-\infty}^{\infty}\frac{\cos x}{a^2+x^2}dx$$ Wolfram alpha says this is $$\frac{\pi\exp(-a)}{a}$$ But how do you get this result? I tried using partial ...
-3
votes
0answers
41 views

Divergence Theorem/Integration by Parts on Unbounded Domains [migrated]

Are there any formulations of the Divergence Theorem or integration by parts formulae that apply to unbounded domains?
1
vote
0answers
63 views

convolution integral involving modified Bessel functions of the first kind

I'm stuck with this convolution integral ($z \geq 0$)... \begin{equation} f_{Z}(z)=\int^{\infty}_{-\infty}f_{1}(x)f_{2}(z-x)dx = \mbox{ } ??? \end{equation} which represents the pdf of the sum $Z = ...
0
votes
0answers
69 views

Asymptotic Expansion of Double integral

Crosspost from math.stackexchange. Have a look at the great answers there, even though they do not quite answer the question completely. Define $$G(\theta) = \int\limits_0^\infty \int\limits_0^{2\pi} ...
1
vote
0answers
153 views

A integral equation with Discrete to result by inverse problem

Problem I asked a question at Math.SE last year and later offered a bounty for it, but it remains unsolved even in the simplest case. So I finally decided to repost this case here, (I know the ...
1
vote
1answer
34 views

Expectation of logarithmic of a Laplace random varible

Say $Y$ is a random variable with Laplace distribution with zero mean and variance parameter $b$. I am trying to compute the expectation of $\ln(Y+\alpha)$ ($\alpha>0$), that is: ...
4
votes
0answers
245 views

Reference request : Grothendieck's topological space valued integral

As I am learning the different kind of Banach space valued integrals (Pettis, Bochner), I know that Grothendieck made a "mémoire" in his youth about this topic, but I don't know if it is available ...
1
vote
0answers
46 views

Convergence of solutions of the volterra integral equation with convergent kernels

Consider the following Volterra integral equation $$ g(t) = \int_0^t K_n(t,s)w_n(s) ds $$ where g(t) and K_n(t,s) are continuous and $K_n(t,s)\geq K_{n+1}(t,s)$ for all $t,s$. Moreover, $K_n(t,s)$ ...
1
vote
0answers
95 views
+50

Reference : Special case of Banach-valued function integration by parts

Let $u \in L^p (0,T; L^1(\Omega))$ with $\partial_t u \in L^p(0,T; L^1(\Omega))$ and $v \in L^q (0,T; L^\infty(\Omega))$ with $\partial_t u \in L^q(0,T; L^\infty(\Omega))$ (with $1/p+1/q=1$ and $p \in ...
3
votes
0answers
409 views

Question on a proof by Solonnikov,Ladyzhenskaya,Ural'tseva

I have already asked this question on Mathematics SE, because I suppose that it is not research level. But I haven't got an answer, possibly here someone can answer. Let $G(t,x)$ be the fundamental ...
0
votes
0answers
51 views

Integral involving a Meijer-G function

I am having trouble with calculating the following integral: $$ \int_{0}^{\infty} \ln{(1 + \alpha x)\, G^{k,0}_{k,k}\left[e^{-x}\left|^{(a_k)}_{(b_k)} \right. \right]} \, dx, $$ where $\alpha > ...
0
votes
0answers
103 views

Approximate $F(\theta)=\sin(\theta)\int_{-l}^{l} e^{-ikz\cos \theta} h(z)\,dz$

$$F(\theta)=\sin(\theta)\int_{-l}^{l} e^{-ikz\cos \theta} h(z)\,dz$$ We know that $F(\theta)$ is defined on $0\le \theta \le \pi$ and $h(z)$ is defined on $|z|\le l$ and $z$ is real in this case, but ...
0
votes
0answers
84 views

Do they have the same limit?

Suppose $a(\cdot)\in L^p$ and is symmetric and $b(\cdot)\in L^q$, where $1/p+2/q=2$, $p,q\ge 1$. Consider the quantity $Q_T=$ $$ ...
0
votes
0answers
81 views

Adelic integral factorization

In order to calculate Tamagawa numbers, I need to justify that for a nice (say Schwartz-Bruhat) function, the following identity holds : $$\int_{\mathbf{A}^2} f(x)dx = \int_{SL_2(\mathbf{A})/SL_2(K)} ...
0
votes
1answer
52 views

Can the conservative form of the advection equation be re-written by replacing the velocity term with an integral over all other points in space?

Suppose I have a 1D advection equation in conservation (divergence) form $\partial_t u(x,t) = -\partial_x [v(x)u(x,t)],$ where $u$ is a conserved quantity in space, and $v$ gives the velocity of the ...
0
votes
0answers
56 views

Integrate Faddeeva function

I came across this integration in my studies. $\int_{-\infty}^{\infty}|F((w_\textbf{_} - \hat{w_\textbf{_}})\tau) |^2 . d\tau$ It uses the Faddeeva function which is $F(z) = e^{-z^2}erfc(-iz)$. I ...
0
votes
0answers
167 views

How to solve definite integral involving exponential function

I am trying to get a closed form for the following definite integral: $$f(\theta)= \int_\frac{\pi}{2}^\pi \frac{1}{\sqrt{1-\alpha^2 \cos^2\theta}}\exp\left(C_2\cos\theta-C_1\sqrt{1-\alpha^2 ...
6
votes
1answer
142 views

Computing certain integrals over high-dimensional polyhedra

Let $\delta>0$ be a small real number and consider the $k$-dimensional region consisting of points for which $$\delta\leq x_1\leq x_2\leq\ldots \leq x_k$$ and $$x_1+\ldots+x_k\leq 1.$$ I am ...
3
votes
0answers
120 views

Computing local volumes : the case of Hecke p-adic subgroups

I am quite interested in knowing how to compute some volumes of groups defined on local fields $K$, mainly in order to evaluate the identity term in trace formulas. It is something well done in the ...
3
votes
0answers
153 views

An upper bound for a average of a function in $L_{p}([0,1))$

Suppose that $ f $ is $ 1 $-periodic and that $ f \in {L^{p}}([0,1) $, where $ p > 1 $. Let $$ (D_{n})_{n \in \mathbb{N}_{0}} = \left( \left\{ I^{n}_{j},~ 1\leq j \leq 2^{n} \} \right\} \right)_{n ...
2
votes
0answers
90 views

Regularity of measures in the theorem of Riesz

There are two concurrent theories of measure/integration on a locally compact topological spaces: either as positive linear forms on the space of continuous functions with compact support, or as Borel ...
1
vote
1answer
73 views

Integrals involving trigonometric functions and polynomes

Let $P(x)$ be a real polynome. Specify all such $P(x)$ that one of the next integrals converge: $$ \int_0^{\infty} sin(P(x))dx, \int_0^{\infty} cos(P(x))dx ? $$ Among special cases are such ...
0
votes
0answers
154 views

Establishing an upper bound for a dyadic average of a function in $ {L^{p}}([0,1)) $

Suppose that $ f $ is $ 1 $-periodic and that $ f \in {L^{p}}([0,1)) $, where $ p > 1 $. Let $$ (D_{n})_{n \in \mathbb{N}_{0}} = \left( \left\{ I^{n}_{j} \stackrel{\text{df}}{=} \left[ ...
2
votes
0answers
85 views

motivic integration and jacobian ideal

When we consider the change of variables in motivic integration, we have a birational map $f:Y\rightarrow X$ with Y smooth and we have to consider two invariants the order of the Jacobian ideal of $X$ ...
0
votes
0answers
110 views

How to evaluate the following integral related to exponential distribution

I would like to evaluate the following integral related to the exponential distribution. Let $\delta>1$, and $0<p<1$ and $0<\epsilon<1/\delta$ be reals. We have that $$ ...
5
votes
1answer
111 views

The Notion of Strong Measurability for Separable Banach Spaces

Let $ (X,\Sigma,\mu) $ be a measure space and $ B $ a Banach space. According to my understanding, a function $ f: X \to B $ is said to be strongly $ \mu $-measurable if and only if it is the ...
0
votes
0answers
86 views

Reference: Bochner Integral`

What would be an easily accessible book dealing with Bochner integration as applied to probability theory (I'm looking to understand random elements and their basic related concepts in a formal yet ...
2
votes
0answers
50 views

Mean and variance of a general multivariate skew normal distribution

I have a problem about a general multivariate skew normal distribution. There is a $p\times 1$ vector, $\mathbf{y}=(\mathbf{y}_1',\mathbf{y}_2',\ldots,\mathbf{y}_n')',p>n$, which has the density as ...
1
vote
0answers
59 views

How naturally can functions defined by parametric integrals be interpolated from $\mathbb N$ to $\mathbb R^+$?

It is well known that several definite integrals $I_n$ containing a parameter $n\in\mathbb N$ can be expressed recursively (e.g. doing integration by parts) in terms of $I_{n-1} $ or $I_{n-2} $, and ...
0
votes
0answers
38 views

A hyperbolic partial differential equation

How solve this equation (numeral or analytical)? $u(t,x)=\int_{t-x}^{t}{a \cdot e^{b \cdot s} \cdot \int_{0}^{s-(t-x)}{u(s,z)dz}ds}+\int_{t-x}^{t}{c \cdot e^{d \cdot s} \cdot ...
6
votes
0answers
78 views

How to take this Grassmann integral?

I'm trying to reconstruct and understand what is explained in a paragraph of this paper. I am trying to check if the method they describe actually gives us the Laughlin state. The integral I'm facing ...
7
votes
3answers
315 views

Multiprecision numerical evaluation of integral: Sage vs. PARI/GP vs. mpmath

I am trying to compute thousands of integrals of the below type, that comes up in a conformal mapping problem, to as many accurate digits as possible (preferably 50+): $$ \int_{-1}^1\textrm{d}t ...
7
votes
4answers
251 views

Numerical integration of legendre polynomials

I hope that numerical questions are also permitted here. I want to expand a smooth functions $f \in C^{\infty}$in terms of Legendre polynomials. Thus I need to calculate integrals of the form ...
0
votes
0answers
117 views

Integration by parts for multidimensional Lebesgue-Stieltjes Integrals

I am concerned with the following problem: I am wondering if there exists any sort of integration by parts formula for a multidimensional Lebesgue-Stieltjes integral. In my case the integral is given ...
0
votes
0answers
218 views

Morphisms associated to measured spaces [duplicate]

In a previous discussion (von neumann algebras and measurable spaces), the connexion between von Neumann algebras and localized measured spaces was clarified. I would like to have a category theory ...
1
vote
0answers
63 views

L2 norm of a M-Whittaker function

Let $M_{\kappa,\mu}(z)$ be the Whittaker function, as defined here http://en.wikipedia.org/wiki/Whittaker_function. Does any one know the evaluation of the following integral? ...
0
votes
1answer
98 views

Behavior of the integral of products of probability densities

Assume $z \in \mathbb{R}^m$ and $x \in \mathbb{R}^n$. Assume we have proper density function $P(z)$ and proper conditional density function $P(x|z)$. We give the definition $$ T(x_1,\ldots,x_n) := ...
0
votes
0answers
31 views

Integrating over the Intersection of Convex Regions

Is there a way to integrate over the intersection of a finite collection of convex regions, using only the definition of the regions (i.e. without actually calculating the intersections)? The ...
0
votes
0answers
32 views

Solution of ODE related to normal density

This question below is from mathse. I reqeustioned here because very limited respond there. Let $\phi:\mathbb{R}\mapsto\mathbb{R}$ be the standard normal density, ...
3
votes
0answers
76 views

Non Borel Spaces: Gauge Integral

Question Is there a generalization of the gauge integral to measure spaces that do not necessarily arise out of some topology? I'm wondering since it seems as the gauge crucially uses ...
1
vote
1answer
165 views

Contour integral around semi-circle

Can one use contour integration to evaluate $\int^{\pi}_{0} \frac{1}{1-\rho*sin(\theta)}d\theta$ for $0<\rho<1$? This would be trivial if the upper limit were $2\pi$ as we could let ...
3
votes
1answer
204 views

An inequality concerning convexity and expectation

Assume $f$ and $g$ are nonnegative with $$\int_0^\infty f(x)dx=1=\int_0^\infty g(x)dx $$ and $$\int_0^\infty xf(x)dx<\infty > \int_0^\infty xg(x)dx $$ Is it true for nonnegative numbers $p$, $q$ ...
0
votes
0answers
95 views

Question about a particular estimate in Riemannian geometry

I have been studying the book Some Nonlinear Problems In Riemannian Geometry - Thierry Aubin. On page $46$ he begins the proof of the Sobolev imbedding theorem to manifolds. The proof is divided in ...
1
vote
2answers
131 views

Evaluate an integral or Fourier coefficients

Consider an integral $$ \int_0^\pi \frac{\cos(kx)}{\cosh(ax)}\ dx $$ there $k\in \mathbb{Z}, a\in \mathbb{R}.$ Of course that is Fourier coefficient for the function $f(x)=\frac{1}{\cosh(ax)}.$ ...
0
votes
0answers
82 views

Integral of Bessel function of 1st kind with complex exponential

Does someone know the solution (simple closed form) of one of theses integrals: $$\int_0^t J_l(s) e^{-iA(t-s)}ds$$ $$\int_0^t \frac{J_l(s)}{s} e^{-iA(t-s)}ds$$ with $l>0$, $t>0$, $\Re(A)>0$, ...
4
votes
0answers
134 views

Is there a coordinate free proof of the Morrey--Kohn--Hormander identity?

The Morrey--Kohn--Hormander identity is the key to proving vanishing/existence results on bounded pseudoconvex domains in $\mathbb{C}^n$, or more generally, Stein domains. See, for instance, the ...
5
votes
1answer
286 views

Laurent expansion of a principal value integral

Let $f(t)$ be a nice Hölder continuous function. Also, suppose that $f$ is even. I'm interested in evaluating integrals of the form: $$\oint (1-z)^{k+1}\int_0^1 \frac{f(t)}{(1-zt)^{n+1}}dtdz,$$ ...