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**11**

votes

**0**answers

229 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

141 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

97 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 ...

**7**

votes

**2**answers

401 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

78 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

196 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 ...

**4**

votes

**1**answer

406 views

### Help with the integral $\int_{0}^{\infty}\log\left(1+\frac{s^{2}}{4\pi^{2}} \log^{2}(1+ix)\right ) e^{-2\pi nx}dx$

We have the integral :
$$\int_{0}^{\infty}\log\left(1+\frac{s^{2}}{4\pi^{2}} \log^{2}(1+ix)\right ) e^{-2\pi nx}dx$$
Where s is a complex parameter, and n is a positive integer. The integral ...

**4**

votes

**3**answers

351 views

### Area of metric spheres in Riemannian manifolds

I am trying to estimate the integral $\int \mathbb{e} ^{-d(x_0,x)^2} \mathbb{d}x$ on a Riemann manifold $(M,g)$, for some arbitrary fixed $x_0 \in M$ and $d$ the usual distance. The only thing that I ...

**12**

votes

**1**answer

428 views

### Are there integral representations of the Mertens constant?

It is well-known that the Euler constant $$\gamma=\lim\limits_{n\to \infty}\biggl( \sum\limits_{k\le n}\dfrac{1}{k}-\ln{n}\biggr ) $$ has a bunch of integral representations, e.g. ...

**4**

votes

**1**answer

235 views

### Motivic integration in positive characteristic: how much is known?

It seems that in papers on motivic integration people usually assume the base field to have characteristic $0$ (and algebraically closed?). My question is: how much can one prove over a positive ...

**2**

votes

**0**answers

52 views

### Trigonometric multiple integral identity

How this alleged multiple integral identity can be proved?
$$\int\limits_{-\infty }^{\infty }ds_{1}\int\limits_{-\infty}^{s_{1}}ds_{2}\cdots \int\limits_{-\infty }^{s_{2n-1}}ds_{2n}\;\cos {
...

**18**

votes

**1**answer

624 views

### Interesting integral

Numerical evidence shows the validity of the following identity
$$\int\limits_0^z\frac{xdx}{\sin{x}\sqrt{\sin^2{z}-\sin^2{x}}}=\frac{\pi}{4\sin{z}}\ln{\frac{1+\sin{z}}{1-\sin{z}}},\tag{1}$$
if $0< ...

**2**

votes

**0**answers

205 views

### Inequality with CDF of order statistics

here is a problem I have been struggling with for a while now. This is for a paper I am working on. Any help would be appreciated! Here we go:
Each bidder's valuation $\theta _{i},$ $i=1,...,N$, is ...

**4**

votes

**2**answers

474 views

### Weak convergence of random measures

Let $\mu_n,n\in \mathbb N$ be a random probability measures and let $\mu$ be a deterministic probability measure on $\mathbb R$. That is to say, that the $\mu_n$ are measurable maps from a probability ...

**3**

votes

**1**answer

134 views

### Is it possible to get an equation with two exponentials and a bessel function in closed form?

Is it possible to get the equation below into closed form? I have tried using integration tables but I haven't found anything that matches. Are there any other methods to achieve a closed form ...

**3**

votes

**0**answers

182 views

### A difficult integral which the Risch algorithm shows is not elementary

For reasons which aren't conceptually related to the problem a few of my colleagues and I are in need of finding an expression for the following integral in terms of $a$ and $\delta$:
...

**3**

votes

**2**answers

253 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 ...

**0**

votes

**0**answers

68 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); ...

**1**

vote

**0**answers

252 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

**0**answers

117 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} ...

**2**

votes

**0**answers

226 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

**1**answer

47 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

**0**answers

287 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

**0**answers

81 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

**0**answers

145 views

### 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 ...

**2**

votes

**0**answers

177 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

**0**answers

141 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

**0**answers

88 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 $Q_T=$
$$
...

**1**

vote

**0**answers

100 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

**1**answer

74 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

**0**answers

116 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

**0**answers

358 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

**1**answer

166 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

**0**answers

128 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

**0**answers

161 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

**0**answers

128 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 ...

**4**

votes

**2**answers

174 views

### Integrals involving trigonometric functions and polynomials

Can one describe all the real polynomials $P(x)$ such that the following integrals converge:
$$
\int_0^{\infty} \sin(P(x))dx, \int_0^{\infty} \cos(P(x))dx ?
$$
Among special cases are such ...

**0**

votes

**0**answers

164 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[ ...

**3**

votes

**0**answers

102 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

**0**answers

154 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

**1**answer

152 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

**0**answers

99 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

**0**answers

83 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

**0**answers

88 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 ...

**6**

votes

**0**answers

100 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

**3**answers

475 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

**4**answers

551 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

**0**answers

219 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 ...