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, ...

learn more… | top users | synonyms

2
votes
0answers
169 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 $$\int_{-\infty}^{+\infty}dx_1\int_{-\...
3
votes
1answer
242 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 ...
-2
votes
1answer
98 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
94 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 $\mathbb{...
1
vote
1answer
157 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 f\Vert_{X}^pdt<\...
1
vote
0answers
84 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 http://www.springer.com/gb/book/...
5
votes
0answers
116 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
182 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
100 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 $ U\...
3
votes
1answer
91 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
128 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
164 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
278 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 ...
20
votes
3answers
554 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
59 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
92 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
55 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
300 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
84 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
1answer
97 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
1answer
187 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
144 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
140 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 $f:S^{n-1}(\...
0
votes
0answers
66 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
321 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
1answer
435 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
108 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
346 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
80 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 \left(\frac{x}{u}\right)^kL_n^{(k)}\left(\frac{x^2}{u^2}\right)\...
1
vote
0answers
105 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 $$\int_0^\...
3
votes
1answer
191 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
76 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
408 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
77 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
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
1answer
110 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
123 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
93 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
97 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
1answer
366 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
205 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 \, I_{k}...
5
votes
1answer
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
1answer
191 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
1answer
104 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
1answer
130 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 n}\left|t_i-t_j\right|^{2\...
2
votes
0answers
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 $$k(p,q)=\sum_{r=0}^{\infty}\sum_{l=...
9
votes
1answer
418 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
0answers
127 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 kind....
0
votes
2answers
108 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
1answer
103 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 ...