**6**

votes

**1**answer

295 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

**0**answers

81 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 ...

**2**

votes

**1**answer

91 views

### Variance of the normal CDF [closed]

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

**1**answer

158 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

**1**answer

143 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

**1**answer

123 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

**0**answers

65 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

**2**answers

281 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 ...

**11**

votes

**1**answer

433 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

**1**answer

103 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

**2**answers

340 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

**0**answers

64 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

**0**answers

104 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

**1**answer

168 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

**1**answer

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

**2**answers

404 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

74 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

**0**answers

53 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

107 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

120 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

90 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

**0**answers

89 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} ...

**7**

votes

**1**answer

361 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

203 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

181 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

175 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

102 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. ...

**2**

votes

**1**answer

125 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

90 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
...

**9**

votes

**1**answer

394 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

119 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

105 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

101 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

65 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

131 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

143 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

120 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

122 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

220 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 ...

**3**

votes

**0**answers

53 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

85 views

### Hyperelliptic generalization of Euler's formula

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

**6**

votes

**1**answer

206 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

163 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 ...

**14**

votes

**1**answer

847 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

64 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

29 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 - ...

**10**

votes

**2**answers

348 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 $\{ x_j, w^j \} _{j=1}^N$ for large $N\in\mathbb{N}$. My question is how to do it, ...

**2**

votes

**1**answer

112 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

146 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

83 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 ...