The integration tag has no usage guidance.

**10**

votes

**1**answer

97 views

### Non-negative polynomials on $[0,1]$ with small integral

Let $P_n$ be the set of degree $n$ polynomials that pass through $(0,1)$ and $(1,1)$ and are non-negative on the interval $[0,1]$ (but may be negative elsewhere).
Let $a_n = \min_{p\in P_n} \int_0^1 ...

**2**

votes

**1**answer

53 views

### Post composition of integral

Setup:
If $\langle \Omega, \mathfrak{F},\mu \rangle$ is a measure space, $f:\Omega \rightarrow E$ is a weakly-measurable function to a Banach space $E$, $g: E \rightarrow E'$ is a diffeomorphism and ...

**-5**

votes

**0**answers

27 views

### Problem on Shell Method [on hold]

I've been on this problem for awhile and have no idea how to figure it out. Some help would be greatly appreciated.
Thank you! http://i.stack.imgur.com/I4dP7.png

**-1**

votes

**0**answers

27 views

### Bayesian inference on gamma distribution

The likelihood of an observation $x$ under a gamma distribution is
$$L(x | \alpha, \beta) \propto \beta^\alpha x^{\alpha-1} \frac {\exp(-x\beta)} {\Gamma(\alpha)}$$
Suppose I have some observations ...

**-2**

votes

**0**answers

22 views

### Integration of a simple radical [closed]

How do i integrate simple radicals like this:
∫6√x
I know the answer thanks to this site, but what's the process, and the explanation?

**2**

votes

**0**answers

48 views

### Integral of a parametrized commutator

I am trying to solve the following integral
$$
\int_{-1}^{1}\;db\;||[t_{b}(A),J]||_{F}^{2}
$$
where $t_{b}$ is the entrywise threshold of the matrix A ($0$ if $a_{ij}<b$, $a_{ij}$ if $a_{ij}>b$, ...

**3**

votes

**1**answer

83 views

### Riemannian Measures, Densities and Radon–Nikodym Theorem

If $M$ is a smooth manifold and $\mu$ is a $1$-density thereon then we may define a Borel measure (on Borel sets $A$) on $M$ as:
\begin{equation}
\nu(A) = \int_M I_A \mu.
\end{equation}
My question ...

**2**

votes

**0**answers

73 views

### Closed form for Gaussian-like integral

Let $X$ be a tall $M\times N$ matrix with complex elements, i.e. $M >> N$, and $h$ an $N\times 1$ complex vector. Furthermore, $c$ is an $M\times 1$ vector, $\Sigma_h$ an $N\times N$ diagonal ...

**1**

vote

**0**answers

73 views

### Closed form answer to a naive integral [closed]

Let a and b be positive real numbers. How to find a closed form answer to the integral
$$\int_0^t \left(-a t + \big(1+ \dfrac{2bt}{3}\big)^{-3/2}\right)^{5/3} dt$$
If it is not possible to find a ...

**1**

vote

**0**answers

47 views

### Approximating a divergent integral with modified Bessel functions of the first and second kinds

I am a physicist who needs to evaluate the following (divergent at the origin) integral involving the modified Bessel functions of the first and second kinds
$I = \int_0^{\infty} \frac{\cos(ax)}{x} ...

**4**

votes

**1**answer

189 views

### Improper integral $\int_0^1 \frac{\exp(ctx)}{\sqrt{(\exp(bt)-1)(1-\exp(atx))-(1-\exp(at))(\exp(btx)-1)}} dx$ with $-a$ and $b$ positive

Is the following function real analytic in $t>0$:
$$F(t)=\int_0^1\frac{\exp(ctx)}{\sqrt{(\exp(bt)-1)(1-\exp(atx))-(1-\exp(at))(\exp(btx)-1)}} dx,$$
where $-a$ and $b$ are positive, and $c\not=a$?
...

**3**

votes

**1**answer

175 views

### On the search for an explicit form of a particular integral

Let $f$ be integrable over the interval $(0, 1)$, and
$$I_n = \int_0^{1} x^n f(x) \, \mathrm{d}x.$$
Suppose $f(x) = f(1-x)$; we can then show that
$$I_n = \sum_{k=0}^{n} \binom{n}{k} (-1)^k \, ...

**5**

votes

**1**answer

174 views

### Is the space of vectorial functions that are Dunford integrable complete?

Let $X$ a Banach Space and $(\Omega, \Sigma, \mu)$ a measure space. A function $F:\Omega\rightarrow X$ is Dunford integrable if $x^\ast\circ F$ is $\mu$-integrable for every $x^\ast\in X^\ast$. The ...

**0**

votes

**1**answer

84 views

### Criterion for Convolution Operator to be Compact

I don't have any real background in functional analysis, so I was wondering if there is a nice sufficient condition or criterion for a convolution operator (say on $L^2\left([a,b] \times [a,b]\right) ...

**1**

vote

**1**answer

95 views

### Analytic approximation $\int_0^1 \frac{P_3(t)}{\sqrt{1-k^2 P_3^2(t)}}dt$

I have the following integral:
$$\int_0^1 \frac{P_3(t)}{\sqrt{1-k^2 P_3^2(t)}}dt$$
where $P_3(t)$ is a third-degree polynomial with all coefficients different from zero and $k$ a generic constant. ...

**1**

vote

**0**answers

48 views

### A slight generalization of Mehta's integral.

I am trying to find the value of following integral
$$\int_{-\infty}^{\infty}\dots\int_{-\infty}^{\infty}\prod_{i=1}^ne^{-\frac{t_i^2}{2}+\alpha_i t_i}\prod_{1\le i<j\le ...

**2**

votes

**0**answers

85 views

### Swapping sums and integration for a kernel in Fourier space (the non absolutely convergent case)

Under what conditions on $c_{r}^{m}$
does
$$\int_0^{2\pi} k(p,q)\exp(-inq)dq=\sum_{r=0}^{\infty}c_{r}^{m}\exp\left(-imp\right) \text{ in } L^2_{per}$$
hold for
...

**8**

votes

**1**answer

348 views

### Integral formula for $\int_{0}^{\infty}e^{-3\pi x^{2}}((\sinh \pi x)/(\sinh 3\pi x))\,dx$ by Ramanujan

The following is a re-post from MSE because I did not get any answer even after offering a bounty.
Towards the end of G. N. Watson's (one of the joint authors of famous book "A Course of Modern ...

**2**

votes

**0**answers

94 views

### What am I missing in this highly oscillatory integral? [closed]

I want to numerically integrate this equation (in python):
$\int_{0}^{\infty}{\rm d}k f(k) J_v(r k)J_v(s k) $,
where f(k) is a non-smooth function, and $J_v$ are the Bessel function of the fist ...

**0**

votes

**2**answers

78 views

### Class of analytically-integrable divergence-free vector fields?

Is there an "interesting" class of analytically-integrable, divergence-free vector fields over $\mathbb{R}^2$ and/or $\mathbb{R}^3$?
That is, I'm looking for a large class of vector fields given by ...

**2**

votes

**1**answer

89 views

### Asymptotic expansion of a sequence given by an integral with reciprocal Gamma function

I would like to know the asymptotic expansion of the sequence of positive numbers given by
$$I_{n}:=-\int_{0}^{1}\frac{n^{x-1}}{\Gamma(x-1)}dx,$$
for $n\rightarrow\infty$.
One can easily derive an ...

**9**

votes

**0**answers

63 views

### Assymptotics of a Selberg type integral

Does any one know some references/ ideas on how to study the assymptotics as $N$ goes to $\infty$ of the following Selberg type integral
$$\int _{\mathbb R^N} e^{-|x|^2}\ \prod_{1\le i<j\le N} ...

**0**

votes

**1**answer

127 views

### Unimodality of a certain parametric integral

Suppose $f: [0,1] \to [0,\infty)$ is a smooth, concave and strictly increasing function satisfying $f(0)=0$.
Is it true that the map
$$
F(y) = \int_0^1 \frac{y^{3/2}}{(y+f(x))^2} dx
$$
has exactly one ...

**5**

votes

**1**answer

119 views

### Why is it possible to normalize the Haar measure on the quotient?

I just asked a question which is related to the one I'm about to ask, but I realized my question can be reduced to the following: let $G$ be a locally compact abelian group with Haar measure $\mu$, ...

**1**

vote

**0**answers

111 views

### Is the implication ($f$ is Riemann integrable over $D_1$ and $D_2$) $\Rightarrow $ ($f$ is Riemann integrable over $D=D_1\cup D_2$) true?

Let $D_1,D_2$ be a bounded subset of $\mathbb{R}^n$ and $\partial D_1,\partial D_2$ are both of Lebesgue measure zero (that is to say: $D_1,D_2$ are Jordan measurable).
Also, let $f:D_1\cup ...

**0**

votes

**0**answers

48 views

### Interchange limit with integral for subsequence in subsequence of general distribution functions

I asked this question on math.stackexchange a few days ago but didn't get any response, so I thought I would try here.
I'm trying to find a solution for the following problem:
Let ...

**0**

votes

**2**answers

191 views

### How do I Calculate :$\int_{0}^{1}x^{k}\psi(x)dx$ where $k\geq 3$ is an integer?

How do I Calculate, if possible, in terms of well-known constants the integral :
$\int_{0}^{1}x^{k}\psi(x)dx$ , where $k\geq 3$ is an integer ?
note: $\psi(x)$ is digamma function.
Any help would ...

**2**

votes

**0**answers

43 views

### Dual cone of 'positive' Bochner integrable functions

If we consider the space of integrable functions $L^1([0,1];\mathbb{R})$, it can be ordered by the convex cone of positive integrable functions $L^1([0,1];\mathbb{R}_+)$. It is known that the ...

**3**

votes

**1**answer

82 views

### Hyperelliptic generalization of Euler's formula

Are there any hyperelliptic generalizations of the following formula, first proved by Euler in 1782,
...

**0**

votes

**0**answers

55 views

### differentiating under the integral sign Henstock integral

Does anyone know, where I can find the necessary and sufficient conditions for differentiating under the integral sign in case of Henstock integral? Here is the title that says so, bud i think there ...

**6**

votes

**1**answer

190 views

### Henstock, Differentiation under the integral sign

Does anyone know, where I can find the proof of necessary and sufficient conditions for differentiating under the integral sign in case of Henstock integral? Here are the theorems but not all the ...

**0**

votes

**0**answers

97 views

### Closed form for convolution of two-dimensional Gaussian with characteristic function of a disk

Is there a closed form expression for the convolution of a two-dimensional (elliptical) Gaussian function with the characteristic function of the interior of an ellipse?
The motivation is that I have ...

**12**

votes

**1**answer

760 views

### Calculate in closed form $\int_0^1 \int_0^1 \frac{dx\,dy}{1-xy(1-x)(1-y)}$

The following question has a 500 points bounty on MSE that soon comes to an end, and no answer
as expected was given yet. How would a professional solve the problem? Wish you succcess.
...

**2**

votes

**0**answers

48 views

### expectation involving normal pdf and Rayleigh distribution

I need to calculate following definite integral
\begin{equation*}
\frac{1}{2\pi }\int_0^\infty \frac{x^2 e^{-x^2/\sigma^2 } }{\sigma} \frac{e^{-\frac{\lambda}{{ax^2+b}}}}{\sqrt{ax^2+b}} ~~dx.
...

**0**

votes

**0**answers

27 views

### Rate of convergence of Riemann sum of quasi-regular functions

The following result is well-known (I consider the 3-dimensional case only):
Theorem: if $f \in H^s(\mathbb{R}^3)$ with $ s > 3/2$ is compactly supported, then
$$
\left| \int_{\mathbb{R}^3} f - ...

**9**

votes

**2**answers

246 views

### Computing Gauss Legendre Quadrature for Large N

I've been scanning across the web, and haven't found a good method to compute the Gauss Legendre abscisas and weights $\{ x_j, w^j \} _j$ for large N. My question is how to do it, and why should it ...

**2**

votes

**1**answer

84 views

### Solving complicated equation involving integral of error functions

I've been trying to solve the following equation for $\sigma$
$$\sigma^2 = \int_0^1 \left\{ \frac{1}{2} \operatorname{erfc} \left[ \frac{x + B}{\sqrt{2 (Rp - 1)} \, \sigma} \right] + \frac{1}{2} ...

**0**

votes

**1**answer

136 views

### Is the following “section-wise” defined function measurable in the product space?

I asked this question in mathstackexchange a couple of days ago. Almost right after posing it a partial (affirmative) answer came to my mind in the following form
Proposition: Assume that ...

**4**

votes

**0**answers

70 views

### Numerical integration error bounds on the unit sphere

A sequence of points $x_1,x_2,\dots$ on the unit sphere $S^{D-1}$ is said to be uniformly distributed if
\begin{align}
\lim_{N \rightarrow \infty} \frac{1}{N} \sum_{j=1}^N f(x_j) = \int_{x \in ...

**2**

votes

**1**answer

371 views

### Real and imaginary part of an holomorphic function

I guess this could be a very elementary question. Anyway I can not find an answer in literature.
Let $f:U\rightarrow\mathbb{C}$ be an holomorphic function on an upen subset $U\subseteq\mathbb{C}$. ...

**2**

votes

**2**answers

155 views

### Integrating a barycentric monomial over a simplex

Are there standard formulas for the integral over a simplex of a monomial in the barycentric coordinates? Can someone supply a reference? I think I have seen such formulas, but I am unable to find ...

**1**

vote

**0**answers

202 views

### What does the Riemann–Stieltjes integral measure? [closed]

The Riemann–Stieltjes integral is a generalization of the Riemann integral, and has a definition based on a sum analogous to the Riemann sum:
$$ S(P,f,g) =\sum_{k=1}^{n} f(x_k)\Delta g(x_k) $$
where ...

**10**

votes

**0**answers

220 views

### Reference for a proof of the fiberwise Stokes theorem

The fiberwise Stokes theorem says that given a differential form on a smooth fiber bundle whose fibers have boundary,
the difference between the fiberwise integral of the differential and the ...

**4**

votes

**1**answer

127 views

### Asymptotics of Fresnel integrals

It is known that
\begin{equation*}
I(p) = \sqrt { \frac {4 \mathrm{i} p} {\pi}}\int \limits _{-\infty} ^{\infty} \mathrm{e}^{- \mathrm{i} p x^2} \varphi (x) \mathrm{d}x
\end{equation*}
is a bounded ...

**2**

votes

**1**answer

136 views

### acoustic dipole volume integral w/ dirac delta?

I have an acoustic research problem that leads to the following integral formulation:
\begin{align}
\int_{-\infty}^{\infty}\int_{-\infty}^{\infty}p(\mathbf{y},\tau)\frac{\partial}{\partial ...

**6**

votes

**0**answers

91 views

### Integral identity related with cubic analogue of arithmetic-geometric mean

This is re-post from MSE as I did not get an answer there.
Let $a,b$ be positive real numbers and we define two sequences $\{a_{n}\},\{b_{n}\}$ as follows:
...

**1**

vote

**0**answers

95 views

### What is $\int (1-e^{-x})^n dx$? [closed]

For my purposes, $n$ is a non-negative integer, and $x > 0$. I didn't know how to evaluate this integral, so I plugged it into Mathematica. It told me the solution is
$(-1)^n B(e^x; -n, n+1)$
I ...

**6**

votes

**2**answers

365 views

### Interesting triple integral

Some time ago I stumbled on an alleged identity
$$\int\limits_0^\infty \frac{dx}{x} \int\limits_0^x \frac{dy}{y}
\int\limits_0^y \frac{dz}{z} [\sin{x}+\sin{(x-y)}-\sin{(x-z)}-\sin{(x-y+z)}]=
...

**2**

votes

**1**answer

75 views

### Asymptotic expansion of a Laplace-type integral with a “manifold of maxima”

Moved this here from MathSE because I had no luck there and suspect the question may be harder than I first thought.
Consider the integral
$$
I(\alpha)=\int_0^1 dx_1 \int_0^1 ...

**2**

votes

**1**answer

194 views

### A conjecture regarding the integral of the square of an entire function

Can some help me prove or disprove the following assertion which I encountered in research? Thanks!
Let $f:\mathbb R\to\mathbb R$ be an analytic function. If for $\forall c > 0$, we can find some ...