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8
votes
5answers
757 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
184 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
352 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
249 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
328 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 ...
2
votes
1answer
93 views

Dertivative of a Special Function with respect to Order

The marcum Q-function is defined by $$ Q_m(a,b) = \int^\infty_b x \left(\frac{x}{a}\right)^{m-1} \exp\left(-\frac{x^2+a^2}{2}\right) I_m\left(a x\right) \:\mathrm{d} x,$$ where $m\in\mathbb{N}$ , ...
0
votes
1answer
408 views

integrate of functions involving floor

Is there any exact formula or at least exact inequalities for the following intehral $$ \int_{2}^{x}{{\rm d}t \over \left\lfloor\vphantom{\large h}% \log(x)/\log(t)\right\rfloor \log\left(t\right)} ...
2
votes
1answer
364 views

A multiple definite integral.

I'm unable to find an easy way to compute the following multiple definite integral. Apologies if it is trivial. Let $C$ be a $N \times 1$ real vector. Let $M$ be a $N \times n$ real matrix. Let ...
6
votes
2answers
2k views

About the definition of Borel and Radon measures

I am trying to understand the notion of Radon measure, but I am a little bit lost with the different conventions used in the litterature. More precisely, I have a doubt about the very definition of ...
8
votes
1answer
430 views

Certain compact subset of $L_1$

Let $(\Omega,\Sigma, \mu)$ be a probability measure and $X$ a Banach space. I am interested in subsets $F\subseteq L_\infty (\mu,X)$ that satisfy these two compactness conditions: $F$ is a ...
15
votes
4answers
2k views

Is $x \, \tan(x)$ integrable in elementary functions?

I'm teaching Calculus and my students asked me to calculate the integral of $x \, \tan(x)$. I spent quite a lot of effort to do this, but I'm now even not sure if the integral could be presented in ...
1
vote
2answers
356 views

Gauss Legendre Method for Implicit Integration

Methods that are usually adopted for time integration in transport phenomena problems are either: Euler (explicit, first-order accurate) $\frac{dY}{dt}=f(t,Y)$ $Y^{n+1}=Y^n+\Delta t f(t,Y^n)$ ...
0
votes
2answers
209 views

Integrating a product

By trying to find a marginal distribution I came accross integration of the product series. For the sake of generality, lets assume the integral is of following form: $$\int \prod_{k=1}^{n}\left ( ...
9
votes
2answers
722 views

Borel sets preserved under open maps?

Given open map f: $R^n$ to $R^n$ such that each open set $U\in R^n$, $f(U)$ is also open. Are Borel sets in $R^n$ preserved under f? Motivation: Pre-image of Borel sets under continuous map is a ...
3
votes
2answers
335 views

Integration in several variables and elementary applications

This fall I'm teaching the "second half" of the standard entry-level undergraduate multivariable calculus course: the focus is on double and triple integrals, path integrals, Green's theorem, Stokes' ...
2
votes
3answers
382 views

Defining the integral of a function using the product measure

Imagine that we're trying to define the expression $$\int_U f(x)dx$$ in a rigorous way. Assume that $f:X \rightarrow \mathbb{R}^{\geq 0}$ where $(X,\mu)$ is a measure space, and suppose that $U$ is a ...
10
votes
3answers
2k views

Counterexamples to differentiation under integral sign?

I'm exploring differentiation under the integral sign (I want to be much faster and more assured in doing this common task). So one thing I'm interested in is good counterexamples, where both ...
3
votes
3answers
298 views

Asymptotic behaviour/upper bound for $\int_0^{\infty} \exp(-c x^a+K x^b)dx$ for $a>b>0$ as $K\rightarrow \infty$?

What is the asymptotic behaviour or an upper bound for $\int_0^{\infty} \exp(-c x^a+K x^b) \, dx$, for $a>b>0,$ as $K\rightarrow \infty$? Or any good reference for tools to tackle this question? ...
0
votes
0answers
122 views

Boundedness of Riemann-like sums on unbounded interval

Hi I am trying to find suitable conditions (integrability, growth...) on a function $f:\mathbb{R}\to \mathbb{R}$ such that: \begin{equation} \sum_{k\in\mathbb{Z}}f(kh)h= \mathcal{O}(1),\qquad h\to ...
8
votes
2answers
484 views

Rain droplets falling on a table

Suppose you have a circular table of radius $R$. This table has been left outside, and it begins to rain at a constant rate of one droplet per second. The drops, which can be considered points as they ...
4
votes
1answer
566 views

Integration on high dimensional sphere

Hi, I need to integrate a function on an n-dimensional sphere surface. One way is to use the triangle function like: http://en.wikipedia.org/wiki/N-sphere#Spherical_volume_element, however, it is too ...
0
votes
0answers
124 views

convergence of multiple integral

I am searching for some theorems and books about convergence of multiple integrals of the form: $$ \int_{-\infty}^{\infty}\int_{-\infty}^{\infty}\;f(x,y)\;\mathrm{d}x\,\mathrm{d}y. $$ In particular, ...
2
votes
3answers
4k views

Integration of the product of pdf & cdf of normal distribution [closed]

Denote the pdf of normal distribution as $\phi(x)$ and cdf as $\Phi(x)$. Does anyone know how to calculate $\int \phi(x) \Phi(\frac{x -b}{a}) dx$? Notice that when $a = 1$ and $b = 0$ the answer is ...
1
vote
0answers
99 views

Variation of a Function

Let $g$ be a function of finite $q$ Variation and $f$ be a function of finite $p$ Variation, and $\frac{1}{q}+\frac{1}{p}>1$. What can be said about the variation of $H$ with ...
0
votes
1answer
292 views

Fourier coefficients of a rational function

Any ideas how to compute or to approximate integral $$\int_{0}^{1}\frac{(x+a)^{2q}(x+b)^{2q}}{(x-1)^{4q}+x^{4q}}\exp({-2\pi i x y})dx$$ where $q \in \mathbb{N}$ and $a,b =-2,-1,0,1$, $y \in (0,1)$
0
votes
0answers
188 views

Evaluating the integral $\int_{a}^{+\infty} \frac{\exp(-bx)}{x+c} Ei(x) dx$

I'm trying to evaluate or simplify this integral: $$I_{a,b,c} = \int_{a}^{+\infty} \frac{\exp(-bx)}{x+c} Ei(x) dx $$ with $a,b,c \in \mathbb{R}_+^*$. and $ Ei(x) =\int_{-\infty}^{x} ...
1
vote
0answers
325 views

Question about Riemann integral and total variation [closed]

Let $g$ be Riemann integrable on $[a,b]$, $f(x)=\int_a^xg(t)dt$ for $x∈[a,b]$. How to show that the total variation of $f$ is equal to $∫_a^b|g(x)|dx$?
2
votes
2answers
288 views

Is there a good comparative study of the Banach integral?

The Banach integral is elegant in its definition, and I am intrigued as to why it is so rarely seen. Is it in practice difficult to calculate from the definition? And are there any other problems with ...
3
votes
2answers
399 views

One-sided Cauchy principal value

What is the notion of a principal value of an integral when the singularity appears at one endpoint? Namely, $ PV \int_a^b f(t) dt = ? $, where the integral is convergent in the upper limit, but ...
3
votes
1answer
551 views

Action Integral

In the theory of action-angle variables, you wind up having to solve integrals with a characteristic square-root behavior near the endpoints to express the action in terms of the orbital quantities. ...
1
vote
1answer
103 views

Is $C_c(\mathbb{R}^2,\mathbb{R}^2)$ dense in the irrotational square integrable functions?

Let $L_D(\mathbb{R}^n)^n$ be the set of square integrable functions which are the weak derivative of a locally square integrable function. That is $$L_D(\mathbb{R}^n)^n=\{Du\colon u\in ...
12
votes
1answer
661 views

Integration in the surreal numbers

In the appendix to ONAG (2nd edition), Conway points that the definition of integration (using Riemann sums as left and right options) gives the "wrong" answer : $\int_0^\omega \exp(t)\thinspace ...
2
votes
2answers
291 views

Questions on calculating volume using n-1 forms

Is there an n-1 form on $R^n$ which calculates the volume of n-manifolds? Similarly, is there such a 1 form on $S^2$, and $RP^2$? I thought this has something to do with the orientation, is that ...
1
vote
0answers
83 views

Semi implicit DAE integration using an implicit Runge Kutta scheme

I'm looking for some references regarding integration of DAEs in the form $M(t) \frac{dy}{dt} + G(y(t),t) + f(t) = 0, \quad y \in R^n, M(t) \in R^{nxn}$ using a high order implicit Runge Kutta ...
1
vote
2answers
363 views

Lebesgue integral with respect to vector measures?

Good evening, I'm reading some papers of Jim Agler and Nicholas Young, in which they prove a formula of integral representation with respect to a vector measure, but the integration is in the sense ...
5
votes
3answers
690 views

What is the Dunford Integral and why is it useful?

Wikipedia http://en.wikipedia.org/wiki/Pettis_integral defines the Pettis Integral for Banach space valued functions wrt to some measure space by duality. It calls the Pettis & Bochner integral ...
0
votes
1answer
230 views

derivative of a special function in integral form

What is the derivative of $Q_m\left(\frac{\alpha}{x^a},\frac{\beta}{x^b}\right)$ with respect to $x$, i.e, $$\frac{\partial}{\partial x}Q_m\left(\frac{\alpha}{x^a},\frac{\beta}{x^b}\right), \quad ...
1
vote
0answers
152 views

On explicit eigenfunctions

Given an algebraic surface $S$ defined by an algebraic equation such as $x^{4}+2y^{4}+3z^{4}=1$, how would one find the third smallest eigenvalue $\mu_{3}$ for the differential equation $\Delta ...
11
votes
5answers
2k views

Why do I need densities in order to integrate on a non-orientable manifold?

Integration on an orientable differentiable n-manifold is defined using a partition of unity and a global nowhere vanishing n-form called volume form. If the manifold is not orientable, no such form ...
1
vote
2answers
194 views

Does integral of A^T(t)*A(t) converge if det(A(t)) does not converge to 0?

Suppose you have an nxn parametric square matrix A(t). I am wondering if I can prove this: $(lim\_{t\rightarrow\infty}det(A(t)) \ne 0) \Rightarrow (\int^{\infty}A^T(t)A(t)dt$ Does not Converge $)$
5
votes
1answer
459 views

Contour Integral with Gamma functions and 2F1

Given the following contour integral $$\frac{1}{2\pi j}\int^{c+j\infty}_{c-j\infty} \frac{\Gamma(-1+a+s)\Gamma(b+s)}{\Gamma(3+a-s)}\cos(-1+a+s)\, {}_2F_1\Big(-1-a+s,-1+a+s;\frac{1}{2};z\Big) y^s\: ...
10
votes
1answer
596 views

Is the pairing between contours and functions perfect (modulo the kernel given by Stokes' theorem)?

Let $s: \mathbb C^n \to \mathbb C$ be a homogeneous degree-$d$ polynomial which is nonsingular (in the sense that the hypersurface it defines in $\mathbb{CP}^{n-1}$ is smooth; equivalently the ...
2
votes
1answer
485 views

On two-dimensional Gaussian integrals

Fix $\epsilon, 0\leq \epsilon\leq 1/2.$ Let $Z_1,Z_2$ be zero mean, unit variance Gaussian random variables which are jointly Gaussian with $\mathbb{E}Z_1Z_2=-(1-2\epsilon)\leq 0.$ Then, ...
1
vote
0answers
184 views

Integrating gamma products and quotients over a vertical line

The Wolfram functions collection contains a small number of integrals of products and quotients of terms $\Gamma(a_i\pm t)$ over a vertical line, all of which can be evaluated in terms of only gamma ...
3
votes
1answer
311 views

Products of trigonometric functions with increasing frequencies

I am looking at weighted $L_2$ norms of a class of Littlewood polynomials, related to Walsh and Rademacher functions which made me look for pseudo-closed forms or computationally efficient expressions ...
5
votes
2answers
1k views

How to do integrals involving two Bessel functions and another function?

I often encounter the integrals in the following form: $\int_0^\infty{\rm Bessel}(ax)\cdot{\rm Bessel}(bx)\cdot f(cx)dx$, where Bessel can be $J$, $N$, $H^{(1)}$, $H^{(2)}$, $I$, or $K$; and $f(x)$ ...
1
vote
0answers
280 views

Residue Cancellation

I am trying to understand how to apply the residue theorem to solve $\frac{1}{2\pi j}\int^{\gamma+j\infty}_{\gamma-j\infty}\Gamma(n-s)\Gamma(s)\Gamma(1-s) {}_1F_1(s;b;c) ...
4
votes
1answer
521 views

Integral with confluent hypergeometric function

Can we get a closed form for the following contour integral?. Let us assume that n is a non-negative integer, $\frac{1}{2\pi ...