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5
votes
2answers
672 views

Integral with Dirac delta (me or wolfram mathematica?) [closed]

I asked the question on math.stackexchange but didn't get an answer so I came here. I tried to compute with Wolfram Mathematica the following integral $$I=\int_0^\pi\int_{-\infty}^\infty x e^{-\mathrm ...
6
votes
1answer
230 views

“Values” of divergent integrals

Are there existing theories of integration in which $I_0 = \int_0^{\infty} dx$ and $I_1 = \int_0^{\infty} x \ dx$ are well-defined infinite elements in a non-archimedean extension of the reals? I can ...
0
votes
0answers
169 views

Convergence of the integral of step functions

This is a question about the proof of Lemma A in §16 of the book Functional Analysis by F. Riesz and B. Sz.-Nagy. Lemma A: For every sequence of step functions $\{\varphi_n\}$ which decreases to ...
2
votes
0answers
233 views

Definite integral probably equal to zeta with known (but unusable) closed form for the indefinite integral

Related to this and this questions. Basically got definite integral that experimentally equals $\zeta(s)$ both numerically and symbolically. Closed form for the indefinite integral is known, but I ...
3
votes
0answers
203 views

When does this method for integrals of fractional/integer parts work?

In a question Agno suggested an interesting way to compute $\{x\}$ and $\zeta(s)$. Define $$ F(x) = \{x\} = x - \lfloor x \rfloor = \frac{i \, \log\left(-e^{\left(-2 i \, \pi x\right)}\right)}{2 \, ...
0
votes
2answers
450 views

Is there a probability density function satisfying the following conditions?

I find myself in need of the solution of this problem in finding a probability density function. I had asked this question in Math Stack Exchange but I did not get an answer so I am posting it here. ...
1
vote
0answers
131 views

Equal maximum and minimum in a large-scale linear programming

For a linear optimization of an integral (with integral constraints), I perform a linear programming for the equivalent series. Maximum and minimum of the LP problem tend to be equal as I increase the ...
2
votes
0answers
163 views

Expectation involving the ratio of normal pdf to normal cdf?

i need to calculate some expectations which involving the ratio of normal pdf to normal cdf. Specifically, they are $E\{\phi(x)/\Phi(x)\}$ and $E\{x\phi(x)/\Phi(x)\}$ where $x\sim N(0,1)$. Written ...
4
votes
1answer
227 views

How to get an expression for this integral(Numerically/Analytically)

I have the following problem: I need to evaluate the integral $$\int_{\cos(\alpha)}^{1} P_l(t)P_{l'}(t) dt $$ for $\alpha \in [0,\pi]$ and each combination of $l$ and $l'$, where $P_l$ is the l-th ...
3
votes
1answer
191 views

Practical error-estimates for (adaptive) Newton-Cotes Quadrature

I am looking for practical error estimates for Newton-Cotes Quadrature rules. Most books on numerical methods I have found mainly deal with theoretical error bounds/estimates for the respective ...
1
vote
1answer
101 views

Integral estimate on a two dimensional Riemannian manifold

For my Master's thesis, I'd like to prove the following (but I'm not sure it's true): On a two-dimensional Riemannian manifold (oriented and closed), for any smooth function $f$, it holds that $$ ...
17
votes
1answer
525 views

An NP-hard $n$ fold integral

We are given rational numbers $[c_1, c_2, \ldots, c_n]$ and $v$ from the interval $[0,1]$. Consider the $n$-fold integral $$ J = \int_{\theta_1 \in I_1, \theta_2 \in I_2 \ldots, \theta_n \in I_n} ...
4
votes
1answer
393 views

Numerical multivariate definite integration

I need to compute a set of multivariate definite integrals with infinite integration domain $$\displaystyle \int_{-\infty}^{\infty} \cdots \int_{-\infty}^{\infty} f(x_1,x_2, \ldots , x_n)\;\;dx_1 ...
2
votes
0answers
106 views

Marginalizing multivariate normal over defined interval

Hello everyone, I am trying to obtain an analytic expression for the following Gaussian integral $$\frac{1}{\sqrt{(2 \pi)^n |\Sigma|}} \int \kern-0.2em \cdots \kern-0.2em \int d\mathbf{x}_{\sim i} ...
2
votes
3answers
210 views

Speed of convergence for Weyl's Equidistribution theorem

If $f$ is a continuous periodic fonction on $[0,1]$ and $a\not\in\mathbb{Q}$, the Weyl's equidistribution theorem states that $$\frac{1}{n}\sum_{k=0}^{n-1}f(ak)\rightarrow \int_0^1 f(x)dx.$$ Can we ...
2
votes
0answers
345 views

Hubbard-Stratonovich Transformation

Hello, The Hubbard-Stratonovich transformation $\exp(x^2) = \frac{1}{\sqrt{4 \pi}} \int_{-\infty}^{+\infty} du \exp(-\frac{u^2}{4} - xu)$ allows one to wirte the exponential of a the square of a ...
1
vote
1answer
180 views

Convergence of a sum to the integral

Let $f:\mathbb{R}\rightarrow \mathbb{R}$ be a 1-periodic function. I am looking about the conditions on $(a,b)\in\mathbb{R}^2$ such that we have the property : ...
0
votes
1answer
189 views

Interpreting numerical double integration as a matrix multiplication

I have a convex optimization problem of finding a function Q(x,y) as below: Minimize $\int{k(x,y)Q(x,y)dxdy}$ subject to a list of constraints which are not relevant to the question, so I'm skipping ...
1
vote
1answer
420 views

computing an integral involving standard normal pdf and cdf

recently, i need to compute this kind of integral: $$ \int ^\infty _c \Phi(ax+b) \phi(x) dx$$ where a, b and c are all constants and $\Phi(x)$ denotes the CDF of standard normal distribution and ...
11
votes
3answers
831 views

Applications of visual calculus

Mamikon's visual calculus (see Mamikon, Tom Apostol, Wikipedia) is a very beautiful and surprisingly efficient tool. The basis is Mamikon's theorem. The area of a tangent sweep is equal to the ...
2
votes
2answers
365 views

How do these two Haar measures on SL(2,R) compare?

By using the Iwasawa decomposition, one obtains a (bi-invariant) Haar measure on $G:=\mathrm{SL}(2,\mathbb{R})$ which can be symbolically written as ...
14
votes
2answers
492 views

Evaluation of an $n$-dimensional integral

I asked the same question on math.se but got no answer there. Since it pertains to my current research, I decided to ask here: Let $n\in 2\mathbb{N}$ be an even number. I want to evaluate $$I_n := ...
4
votes
1answer
394 views

Identity involving Fresnel integrals

In the paper E. Mehlum, Appell and the apple (nonlinear splines in space), Technical Report No. 1676 (1981), Central institute for industrial research, Oslo (reproduced in the book Mathematical ...
2
votes
0answers
196 views

Coutour Integral of Gamma Functions

How do I solve the Integral $$ \frac{1}{2\pi j} \oint \frac{b^{ - s} \Gamma[2 + i - s] \Gamma[s] \Gamma[-1 - i + s]}{ (2 + i - s) \Gamma[3 + i - s]} \:\mathrm{d}s$$ This integral is an inverse ...
3
votes
2answers
508 views

Stokes theorem for manifolds without orientation?

Hello! In textbooks Stokes theorem is usually formulated for orientable manifolds (At least I couldn't find any version not using orientability). Is Stokes theorem: ...
1
vote
2answers
286 views

Defining definite integral using indefinite integral.

Sometimes definite integral is defined using antiderivatives: $$\int_{a}^b{f(t)dt}=F(b)-F(a)$$ where $F$ is any continuous function such that: $$(\forall t\in[a,b]\setminus C)(F'(t) \space exists ...
4
votes
1answer
421 views

Is there a closed form expression/series expansion for $\int_{\epsilon-i\infty}^{\epsilon+i\infty} e^{az+b^2z^2}\Gamma(z)\Gamma(1-z)dz$ ?

I've been trying to find a closed form expression/series expansion for the following integral without success: $$F(a,b)=\int_{\epsilon-i\infty}^{\epsilon+i\infty} ...
1
vote
1answer
278 views

Why is there a formula for symbolic differentiation (chain and product rules) but not for symbolic integration? [duplicate]

Possible Duplicate: Why is differentiating mechanics and integration art? There is a formula for the derivative of any product, composite or sum of functions, in terms of the derivatives of ...
7
votes
3answers
751 views

Nontrivial trivial integrals

I posted this question to stackexchange and after 24 hours it's got five votes and no answers, so let's see if mathoverflow can say more than that. Consider two propositions in geometry: ...
0
votes
0answers
591 views

Real analytic functions

I am quite confused with some ideas regarding the Real analytic functions. Just to introduce my questions: A function $f$ is real analytic on an open set $D$ of the real line if for any $x_0\in D$ ...
2
votes
2answers
441 views

Sum involving binomial coefficients

I have the following sum $\sum_{j=1}^K {K \choose j} (-1)^{j+1}/j$. Now I can write this as the integral $\int_{-1}^0 \frac{(1+x)^K - 1}{x} dx$. However, I wonder whether there is a closed form ...
1
vote
0answers
170 views

convergence of sets and limit of an integral

Let $X\subset\mathbb{R}$ and $Y\subset\mathbb{R}$ be compact sets. Let $f:X\times Y\rightarrow\mathbb{R}$ be a $C^{1}$ function. Let $s:Y\rightarrow X$ be a function (not necessarily continuous). ...
0
votes
1answer
226 views

An infimum of integrals of a positive function.

Hi, I have a question concerning integration theory I can't figure out, maybe someone can help: Fix $\varepsilon>0$ and consider $\delta \colon [0,1] \to (0,\infty)$ measurable. Is it then true ...
3
votes
1answer
545 views

definition of operator valued integral with spectral measure

I am trying to make sense of some operators that come up on Buchholz and Summers' work on warped convolutions (two works on arxiv: 2008 and 2011). There, they work on a Hilbert space $H$ and on the ...
0
votes
1answer
481 views

What are integration on fractal? [closed]

Who can explain the proof of the formula (2.12) given here: J. Phys. A: Math. Gen. 20 (1987) 3861-3875. Printed in the UK ...
2
votes
1answer
313 views

Integral of Modified Bessel Function of the Second Type

Given the identity $$ \int^\infty_0 K_v\left(\alpha\sqrt{x^2+z^2}\right) \frac{x^{2\mu+1}}{\left(\sqrt{x^2+z^2}\right)^v}\:\mathrm{d}x = \frac{2^\mu \Gamma(\mu+1)}{\alpha^{\mu+1}z^{v-\mu-1}} ...
2
votes
1answer
177 views

hypervolume under the square of an n-simplex

I posted this question at math.stackexchange.com, reformulated and posted again both times without much luck. I also asked a math professor at my uni who suggested I post it here. Hopefully, it is ...
1
vote
0answers
75 views

Integrating B-Spline composed with log

If $f$ is a real B-Spline and $a, b$ are real numbers, then is there a numerically stable way to evaluate the following expression? $\int_a^b f (\log x) \mathrm{d}x$
0
votes
0answers
288 views

Help with an irregular integral

I am looking for help with doing the following integral : $$\frac{1}{2\pi i}\int_{1}^{\infty}\ln\left(\frac{1-e^{-2\pi i x}}{1-e^{2\pi i x}} \right )\frac{dx}{x\left(\ln x+z\right)}\;\;\;\;z\in ...
2
votes
1answer
1k views

Why can't I interchange integration and differentiation here?

I think my questions relates to this other: "counterexamples to differentiation under integral sign" In fact, it provides a counterexample Consider $f(x,y)=y^3e^{-y^2x}$ and define $F(y) ...
6
votes
0answers
295 views

Minkowski's Inequality for Integrals in Orlicz spaces

EDIT: I have changed the question to have less parameters, fitting it into the context of Orlicz spaces. Suppose $f:[0,\infty)\to[0,\infty)$ is convex and increasing, ...
2
votes
1answer
422 views

Extended integral in Spivak’s Calculus on Manifolds

On page 48 of Calculus on Manifolds Spivak defines (Riemann) integration over rectangles $[a_{1},b_{1}]\times\cdots\times[a_{n},b_{n}]\subset\mathbb{R}^{n}$. Then on page 55 he extends this integral ...
12
votes
5answers
1k views

An algebra of “integrals”

When discussing divergent integrals with people, I got curious about the following: Is there an $\mathbb{R}$-algebra $A$ together with a map (could be defined on just a subspace) $$\int_0^{\infty}: ...
7
votes
5answers
742 views

$\int^{\infty}_{0}x^{r +s- 1}(1 + x)^{-s}(1 + x^2)^{-\frac{rm}{2}}dx$

I'm trying to solve the integral $\int^{\infty}_{0}x^{r +s- 1}(1 + x)^{-s}(1 + x^2)^{-\frac{rm}{2}}dx$, where $s$, $r$ and $m$>1 are positive integers. My question is whether a closed form ...
1
vote
2answers
85 views

Finding Kuramoto Model coupling strength with limits?

The following is an equation describing the coupled phases of N oscillators according to the Kuramoto model: $$ 1 = K \int_{-\pi/2}^{\pi/2}\cos^{2}\left(\theta\right)\, {\rm ...
4
votes
1answer
183 views

Practical way to check for geometric convergence

Target distribution is multimodal, 24 dimensions, continuous state space. For MCMC integration (MH sampler) I use a manually tuned proposal distribution. When I measure the convergence rate ...
4
votes
4answers
341 views

Reference for integral of functions taking values in a topological vector space.

(Note that I am interested in the Gelfand-Pettis integral specifically, as opposed to, for example, the Bochner integral.) I have tried Googling things like "integral topological vector space", ...
5
votes
3answers
3k views

Proof without words for surface area of a sphere [closed]

I love the book Proofs Without Words by Roger B. Nelsen. One of the proofs I liked the most was this: Area under one arch of a cycloid is 3 times the area of the wheel that traces it. You break the ...
0
votes
1answer
247 views

A particular kind of Cauchy Principal Value integral

I am sorry to bother the community with such a narrow question, it may perhaps be a little specific. As I study Random Matrix Theory, I often have to solve integrals of the form $$\mathcal{P} ...
10
votes
1answer
327 views

Modern version of an inequality of R. M. Gabriel for contour integrals

I am currently reading the 1998 article Dynamics of the Binary Euclidean Algorithm: Functional Analysis and Operators by Brigitte Vallée, which cites a 1928 article by R. M. Gabriel for the following ...