Questions related to various forms of integration including the Riemann integral, Lebesgue integral, Riemann–Stieltjes integral, double integrals, line integrals, contour integrals, surface integrals, integrals of differential forms, ...

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10
votes
1answer
167 views

Calculation of the integral related to the gravitational shock wave

The following integral $$\int\limits_0^\infty \frac{\cos{\left(\frac{1}{2}\sqrt{3}s\right)}}{\sqrt{\cosh{s}-\cos{\theta}}}\,ds$$ can be found in the paper Tevian Dray and Gerard 't Hooft, The ...
-6
votes
0answers
44 views

Need a help solving a rational integral [on hold]

Today I have spent all my day solving this integral, but no result yet. So I need your help. Will be very thankful.
-4
votes
0answers
24 views

Integral of cos(x) wrt t when integral of sin(x) wrt t is known [on hold]

If $\int_0^T sin(\theta) dt = A$, where $\theta$ is a variable, A is constant. Then can we find out $\int_0^T cos(\theta) dt$ = ?
0
votes
0answers
37 views

How do I evaluate this integral [closed]

Does the following function can be simplified or solved? $$R(i) = \int_{y\in S} {\frac{{w(y) g(y,i)_{}^\sigma }}{{\int_{x\in S} {h(x)g(x,y)_{}^\sigma f(x,y)_{}^\sigma dx} }}dy} $$ where S is a ...
-4
votes
0answers
41 views

calculus integral with logs [closed]

Why the solution of this integral $\displaystyle \int \frac{dx}{15-3x}$ is... $-\frac{1}{3} \ln \mid15-3x\mid$. I can't understand where $-\frac{1}{3}$ comes from, if the integral has not been ...
4
votes
0answers
150 views

An inequality with a sum of integrals

Please help me to prove $$ \sum\limits_{j=2}^n \frac{1}{j^\alpha (j-1)^\alpha} \int\limits_{j-1}^j \frac{dx}{x^{1-\alpha}(n-x)^\alpha} \leq \int\limits_0^1 \frac{dx}{x^{1-\alpha}(n-x)^\alpha},\quad ...
0
votes
1answer
58 views

A Gaussian integral over complex variables by a defined Green's function for a Gaussian ensemble of random matrix

We construct an $N\times N$ matrix $J$ whose elements are drawn from Gaussian distribution with zero mean and variance $\frac{1}{N}$. Since we want to have different variances for different columns, ...
0
votes
0answers
46 views

Expansion of integral with Gaussian kernel

This question may be simple for you, so you are invited to address me to where I can read about it. I have an integral of the form $$ \int f(\bf x, \bf x') g(\bf x') $$ where $$ f(\bf x , \bf x') = ...
2
votes
0answers
152 views

How to analytically evaluate this n-dimensional iterated integral?

I would very much appreciate any suggestions and/or pointers to references relevant for the analytic evaluation of the following n-dimensional iterated integral ...
3
votes
1answer
202 views

Integral involving the gamma function

If we define $$f(x) = 1 + \frac{\cos\big(\pi\frac{\Gamma(x) + 1}{x}\big)}{2 - \cos(2\pi{x})}$$ how would one go about evaluating $$ \int_1^R \frac{1}{x} \log{f(xe^{i\alpha})} dx$$ for some parameter ...
-1
votes
0answers
26 views

state-of-art numerical contour (complex) integration method when contour is square and available values are evenly spaced

What is current state-of-art for numerical contour integration method (for $f(z)$ with $z$ being complex number and $f$ complex-valued) when contour is square on complex plane, and one only has ...
-2
votes
1answer
89 views

Is this intergral inequality valid? [closed]

Does the inequality $\int_2^{\infty} \dfrac{\sqrt x(\log x)^3 + (1+ \log x^2) x}{x(\log x)^2(x^2 - 1)} \,\mathrm {d}x > \ln \dfrac{17}{10}$ hold ?
3
votes
1answer
80 views

The volume of a region arising from planar linkages

Let $x_0,\dots,x_n$ be a collection of variable points in $\mathbb{R}^2$ and let $c>0$ be a fixed constant. Is there any way I could compute an upper bound of the volume of the region in ...
1
vote
1answer
136 views

Dense subspaces of $L^p(0,T;X)$

Given a Banach space $X$ and $1\leq p<\infty$, let's define the space $L^p(0,T;X)$ as the set of all strongly measurable functions $f:(0,T)\mapsto X$ such that $$\int_0^T\Vert ...
1
vote
0answers
65 views

Example of progressively measurable process that is not predictable

Is there an example of progressively measurable process that is not predictable? This question is motivated by Revuz-Yor, Continuous Martingales and Brownian Motion ...
5
votes
0answers
113 views

Integral-like concepts

I am looking for interesting concepts (I guess you could say functionals from the function space $[a;b]\to\mathbb R$) that are like integrals in some respect. The background is that I have proven a ...
3
votes
1answer
175 views

An interesting integral to determine the sign

I would like to know Whether the integration $\int_0^\infty\frac{s^{N_1+N_2}(2s^{N_1+1}-1)}{(1+s^{N_1+1})^4(1+s^{N_2+1})^2}ds$ is positive or negative? where $N_1,N_2$ are positive integers. I ...
1
vote
0answers
52 views

Interchange of integral and infimum

Can anyone please suggest how to justify widely used formula for interchange of integral and infimum: $ \inf_{u(t)\in U}\int_{t_0}^{t_1}g(t,u(t))dt=\int_{t_0}^{t_1}\inf_{u\in U}g(t,u)dt, $ where $ ...
3
votes
1answer
82 views

Characterization of $L^1(\text{SL}(3,\mathbb{R}))$ [closed]

Is there a characterisation of the integrable functions on SL($3,\mathbb{R}$) or an explicit expression for the Haar measure?
4
votes
1answer
113 views

Mean value of a function associated with continued fractions

Suppose that an irrational $x$ in $(0,1)$ has convergents $c(k,x)$, and let $$d(x) = \sum_{k=0}^{\infty} \mid x - c(k,x)\mid.$$ What is the mean value of $d$?
0
votes
1answer
163 views

$\int_{R^2}\varphi(x)d\mu(x)=0$ $\Leftrightarrow$ $\sum_{n\in \mathbb Z^2} d\mu(x-2\pi n)=0$

Let $\mu$ be a finite measure supported by $\Gamma $ (a smoth finite curve) and absolutely continuous with respect to the length measure on $\Gamma$ such that $\Gamma \cap (\Gamma+x)$ is a finite ...
6
votes
1answer
265 views

Law of unconsious statistician: application in characteristic function

Let $g(x)=(x-a)\mathbf 1_{x\ge a}$ for some $a>0$ and let $X$ be a non-negative random variable with cdf $F$ and $E[X]<+\infty$. I want to calculate $$\frac{d}{da}E[g(X)]$$ To do that I thought ...
18
votes
1answer
368 views

Evaluating an integral using real methods

This is a bit of recreational integration. The following, rather attractive integral is quite straightforward via residues: $$\int_0^1 x^{-x}(1-x)^{x-1}\sin \pi x\,\mathrm{d}x=\frac{\pi}{e}$$ ...
1
vote
0answers
32 views

Integration involving modified bessel function, exponential and power

I need to find the following integration. $$ \int_0^a e^{-(N-1)x}(\sqrt{4x}K_{1}(\sqrt{4x}))^N $$ where $$ a>0, \quad N \geq 1 $$ Any help will be much appreciated. BR Frank
0
votes
0answers
55 views

Integral involving modified bessel function of second kind, exponential and power

I need to compute the following integral. $$ \int_0^a e^{-bx}\sqrt{4(a-x)}K_1(\sqrt{4(a-x))}dx\,. $$ where $$ a>0$$ and $b$ can be greater than zero or less than zero but it is not a complex ...
0
votes
0answers
51 views

Optimal growth of an oscillating integral

Let $f\in H^1(\mathbb{R}^3)$, with $f\equiv0$ inside a ball around the origin. For $t>0$, consider the following integral $$I(t):=\int_{\mathbb{R}^3}e^{i|x|^2/t}\frac{f(x)}{|x|}dx$$ It`s easy to ...
6
votes
1answer
289 views

Is $L_q(X^*)$ complemented in $(L_p(X))^*$?

Let $X$ be a Banach space and let $p\in (1,\infty)$. If $q$ denotes the conjugate exponent to $p$, then $L_q(X^*)$ is easily seen to be isometric to a subspace of $(L_p(X))^*$ via the map $$f\mapsto ...
3
votes
0answers
72 views

Numerical inversion involved confluent hypergeometric (1F1) (or Kummer function)

Edit: The question is solved !! The code is actually correct. There is not error in the codes. I miss-used it. Thank you for your attention : ) This problem arises when I tried to compute the valua ...
0
votes
1answer
53 views

Variance of the normal CDF

Several threads (e.g. Integration of the product of pdf & cdf of normal distribution ) have shown that $E[\Phi(x)]=\Phi(\mu/\sqrt{\sigma^2+1})$ when $x\sim N(\mu,\sigma^2)$. I'd like to compute ...
3
votes
1answer
123 views

Definite integral with modified Bessel functions, trigonometric function and a power

I require the following integral involving the modified Bessel functions of the first and second kinds of order one $$I(a, b, c) = \int_0^{\infty} \frac{\sin(ax)}{x} I_1(bx) K_1(cx) \mathrm{d}x, ...
1
vote
1answer
142 views

A boundary of the second fundamental theorem of calculus

Let's say that a set $X\subseteq [0,1]$ has Property Q if the following holds: For every continuous $f:[0,1]\to\mathbb{R}$ with $f(0)=0$ and derivative existing and bounded by 1 on $[0,1]\setminus X$, ...
0
votes
1answer
107 views

Change of variable for integration with respect to Haar measure

I know how to estimate the integral* (see the update) \begin{gather} \int f(Ub)d\mu(U), \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ [2] \end{gather} where ...
0
votes
0answers
63 views

Why is $\mathcal{E}(X)=\mathcal{E}(X,X^*)$?

According to a course about $\sigma$-agebras in infinite dimensional space they said that it is easy to see that : $$\mathcal{E}(X)=\mathcal{E}(X,X^*)$$ where: $X$ is separable real Banach space. ...
7
votes
2answers
257 views

Calculation of integral using Gamma function when the imaginary part is zero

Consider the following expression of Gamma function $$\frac{\Gamma(z)}{p^z}=\int_{0}^{\infty}e^{-pt}t^{z-1}dt \ \ \ \ \ \ \ \ \ (1)$$ where $Re(z)>0$ and $Re(p)>0$. In Lebedevs book "special ...
9
votes
1answer
418 views

$\pi e$ and an unfamiliar polynomial

Ever since my exposure to this integral involving $\pi e$, I've conjectured and set about evaluating the possible nature of the following integral $$\int_0^1 x^m \sin(\pi x) x^x (1-x)^{1-x} \ dx, ...
2
votes
1answer
99 views

Does Gaussian Quadrature actually refer to Gauss-Legendre Quadrature?

When the term Gaussian Quadrature appears in most Literatures, does it actually refer to Gauss-Legendre Quadrature. In other words, do they implicitly admit that they use the Legendre orthogonal ...
8
votes
2answers
332 views

Convergence of an oscillatory integral

Given $f\in H^1(\mathbb{R}^3)$ and $t>0$, consider the following integral: $$I_f(t):=\int_{\mathbb{R}^3}\int_0^{+\infty}e^{-s+i\frac{(s+|x|)^2}{t}}f(x)dsdx$$ I need to show that $I_f(t)$ is finite, ...
2
votes
0answers
54 views

Summation of an integral involving Laguerre polynomial and Bessel function

In an engineering setting, I reduced my problem to calculating the following sum: $$\sum_{n=0}^\infty \frac{n!}{(k+n)!}\left[\int_0^a ...
1
vote
0answers
103 views

Generalized “elliptic integrals”

I am interested in evaluating the following type of integrals. Here we a polynomial $q(x)$ of degree $d \geq 2$ with no non-negative roots. Then is there a name for integrals of the shape ...
3
votes
1answer
145 views

Evaluating elliptic integrals

I am interested in evaluating some elliptic integrals, and I have not been able to secure a reference to do exactly what I need. Most of the references I've found seem to focus on reducing more ...
1
vote
1answer
74 views

Showing that a particular area is small

Note: I posted this on math.stackexchange.com earlier (original post here: http://math.stackexchange.com/questions/1471331/showing-that-a-particular-area-is-small), but it received no responses and ...
17
votes
2answers
396 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
1answer
73 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 ...
2
votes
0answers
50 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
1answer
101 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
0answers
114 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
0answers
88 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 ...
2
votes
0answers
82 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} ...
5
votes
1answer
320 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
1answer
198 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 \, ...