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2
votes
2answers
279 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
372 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
529 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
102 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
629 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
290 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
79 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
350 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
646 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
229 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
151 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
435 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
580 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
476 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
176 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
302 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
278 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
501 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 ...
1
vote
0answers
396 views

Integral with modified bessel function and exponentials

I am trying to solve the following equations $\int^\infty_0 \exp\left(-\frac{\alpha}{x+1}\right)\exp(-c x) x^{\frac{n-1}{2}} I_{n-1}\left(\sqrt{\beta x}\right)\ \mathrm{d}x $ and $\int^\infty_0 ...
3
votes
0answers
143 views

An isoperimetric inequality for “order” polytopes

I am looking for an isoperimetric inequality for order-like polytopes. An order polytope $K\in \mathbb{R}^n$ is defined by a set of linear inequaities: $$ \forall i \; 0\leq x_i \leq 1 $$ and $ ...
8
votes
1answer
1k views

About the surface area vs. volume of polytopes

Given a convex body $K\in\mathbb{R}^n$, represented by a set of linear inequalities (intersection of halfspaces), I am interested in understanding how much of its volume can be close to its perimeter ...
8
votes
2answers
574 views

An identity involving an infinite integral with a sinh in the denominator

I recently encountered the rather appealing looking integral, which appears in the theory of random matrices : $$\int_{-\infty}^{\infty}\prod_{j=1}^{p-1}(j^{2}+z^{2})\frac{zdz}{\mathrm{sinh}(2\pi z)} ...
2
votes
1answer
330 views

A Bessel integral

Today I came across the integral $\int_a^\infty e^{-bx} I_n(x) dx$ where $I_n$ is the modified Bessel function of the first kind. There is a solution for $a=0$, provided in Gradshteyn and Ryzhik, ...
2
votes
2answers
881 views

Definite Integral ∫_{0}^{∞} dx exp(−x^2−a exp(b x^2))

I've been trying without success to do $$\int_0^\infty dx\; \exp(-x^2) \exp(-a\exp(bx^2)).$$ It's not in my integral tables. Wolfram online integrator won't do it. It doesn't seem to be amenable to a ...
1
vote
1answer
155 views

Integrating with sub-level sets

This is a simple question, and I'm sure it was a homework assignment at some point (assuming it's true) but it's one that I'm puzzled over. Suppose I have a compact domain $D \subset \mathbb{R}^n$ ...
1
vote
0answers
240 views

Gauge integral of the derivative of a function except on a set of measure 0.

For the entire question, the interval I am integrating over is $[0,1]$. Background: In order to exhibit an isometry from $L^2[0,1]$ into $l^2$, I need to either assume absolute continuity over some ...
0
votes
1answer
120 views

Average values of <OR> integrating over nonincreasing simplex

Hi, I am trying to compute a distribution by integrating over all non-increasing categorical distributions of a given size $n$. For instance, for $n=2$, each categorical distribution must follow ...
1
vote
2answers
430 views

High dimensional beta integral (a typo in Stein's book “singular integrals”)

Hello, When I read Stein's book of Singular Integrals, at p. 118, there is an obvious mistake: $$ \int_{R^n} |x-y|^{-n+\alpha} ...
-1
votes
1answer
576 views

does equi-integrability implies uniform convergence?

A collection $\{f_n\}$ of real valued functions is said to be HK-equi-integrable on $I=[a,b]$, if there exists a gauge $\delta$ on $I$ such that for every $\epsilon>0$, there exists a $\delta$-fine ...
5
votes
3answers
709 views

Can distribution theory be developed Riemann-free?

I imagine most people who frequent MO have been indoctrinated into the point of view that the Riemann integral can be safely discarded once one has taken the time to develop the Lebesgue integral. ...
1
vote
3answers
300 views

do numerical integration with fixed abscissas

Can I do an integral, possibly using gaussian quadrature, when the abscissas are fixed (for reasons that I don't want to get into right now), i.e. is it possible to calculate the weights for fixed ...
0
votes
0answers
212 views

More multinomial type integrals over the hypercube

The question is related to my previous question about integrating the multinomial over the hypercube and the motivation for this question is the same, but the integral is a bit different. Here it is, ...
2
votes
2answers
440 views

Is there a corresponding Hahn decomposition theorem for the real-valued Radon measures?

Hello, As we know that a signed measure $\mu$ on $R$ can be decomposed to the positive part $\mu_+$ and negative one $\mu_-$ by the Hahn decomposition theorem. My question is whether each ...
3
votes
2answers
938 views

Best Numerical Method for Evaluating a Hilbert transform

I have to evaluate a Hilbert transform for some $\mathcal{L}^p(\mathbb{R},\mathbb{C})$-function ($1\leq p<\infty$). I know there are a number of algorithms out there to do it, but I don't have a ...
0
votes
1answer
404 views

($n$-dimensional) Inverse Fourier transform of $\frac{1}{\| \mathbf{\omega} \|^{2\alpha}}$

Note: I first posted question on math.stackexchange and I got one reply, which was a bit helpful (I'm still trying to understand it fully), but did not explore the two solution cases that I mentioned. ...
5
votes
3answers
926 views

Integration by parts for a general negative-definite self-adjoint operator.

I suspect I am asking a very stupid question. Suppose you have self-adjoint negative-definite operator $L$ densely defined on a space $L^2(\pi)$, with $Lf = \nabla \cdot ( A(x)\nabla f)$, for some ...
-1
votes
1answer
352 views

linear versus non-linear integral equations

I'm having trouble solving an integral equation. It appears to me to be a homogenous fredholm equation of the second kind. However, I'm being told that this can't be a fredholm equation, because it ...
7
votes
3answers
1k views

Rationale for Hadamard's finite part of a divergent integral

(Note: I asked this question a few days ago on math.stackexchange but didn't get any responses. I've therefore decided to post it here instead.) I have a problem justifying throwing away the ...
2
votes
2answers
692 views

The easiest symbolic integration method to try implementing.

Hello! I wonder how hard is it to implement more or less general symbolic integration algorithm (number of lines in a certain language)? Maybe someone here did this or knows some good blog posts ...
1
vote
1answer
306 views

Can you dispense with the use of the existence of Positive integrable function in Henstock theory especially in Fubini theorem.

In Henstock-Kurzweil integral in the proof of Fubini theorem you need a strictly positive integrable function for rectangles of infinite volume. How to deal with such situation in general setting . ...
0
votes
0answers
344 views

Is an integrable map from a measure space to a Banach space always measurable?

Is every integrable mapping defined in a general measure space to a Banach space measurable? The answer is yes if it is function (real valued). The answer is yes if it is a mapping into a ...
76
votes
5answers
6k views

Source and context of $\frac{22}{7} - \pi = \int_0^1 (x-x^2)^4 dx/(1+x^2)$?

Possibly the most striking proof of Archimedes's inequality $\pi < 22/7$ is an integral formula for the difference: $$ \frac{22}{7} - \pi = \int_0^1 (x-x^2)^4 \frac{dx}{1+x^2}, $$ where the ...
4
votes
4answers
2k views

Generalized Gauss-Green theorem

I am looking for a generalized version of the Gauss-Green theorem also known as the divergence theorem: http://en.wikipedia.org/wiki/Divergence_theorem A quick search on MathSciNet suggests that ...
0
votes
0answers
203 views

integrating a character of a non-archimedean local field

By way of motivation, this computation comes from a proof in Bump's book Automorphic Forms and Representations where he shows that the Weil index of the reduced norm of a four-dimensional central ...
70
votes
17answers
15k views

Why is differentiating mechanics and integration art?

It is often said that "Differentiation is mechanics, integration is art." We have more or less simple rules in one direction but not in the other (e.g. product rule/simple <-> integration by ...
14
votes
1answer
936 views

A mass spring model for hair simulation

A strand of hair is represented by a set of particles connected by springs. The velocity for a particular particle is calculated implicitly using the following formula: ...
4
votes
1answer
322 views

Integrating the multinomial over a hypercube

I have come across an integral of the form $$\int_{b}^{a}\cdots\int_{b}^{a} \left( \sum_{i=1}^{n}x_i\right)^mdx_1d x_2\dots dx_n.$$ I have a solution that makes use of the partition function, but I ...