Questions tagged [integration]
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, ...
1,430
questions
2
votes
0
answers
69
views
How to extend this sum involving generalized harmonic numbers?
It is well-known since Euler that the Generalized harmonic numbers, defined for $n\in\mathbb N$ by $$H_n^{(r)}=\sum_{k=1}^n\frac1{k^r},$$ can be naturally extended for non integer $n$ in terms of ...
2
votes
1
answer
120
views
For which value of $C(f)$ would the following inequality hold?
I am wondering what would be the value of $C(f)$ for the following inequality to hold? E.g., $C(f)$ could be some quantity related to the Lipschitz constant or the size of the domain.
$$\left(\int f(x,...
8
votes
0
answers
280
views
Is there a real-analytic approach to evaluate a definite integral (with an elementary integrand) whose value involves Lambert $W$?
I have never seen a real-analytic approach to evaluate integrals of the form below
$$\int_a^b\text{elementary function}(x)\,dx=\text{constant non-trivially involving}\,W(\cdot)\tag1$$ The elementary ...
3
votes
1
answer
196
views
Volume of 3-dimensional region
Let $G$ be bounded finitely connected domain in $\mathbb{R}^3$ with 2-smooth boundary $\partial G$ each connected component of which has positive Gaussian curvature.
Each sufficiently small open ...
1
vote
1
answer
152
views
Integral involving Bessel and Laguerre function
Is there a formulas for the following integral
$$\int^\infty_0 e^{-ar^2}L^1_k(b r^2)J_1(cr)r^d dr $$
where $L^1_k$ is the Laguerre polynomials of type 1 and $J_1$ is the Bessel function with $a,...
-2
votes
1
answer
116
views
Is there a formula or algorithm to remove infinitesimal and oscillating parts from an expression while keeping finite and infinite ones? [closed]
Below, we interpret divergent integrals as germs of partial integrals at infinity:
$$\int_0^\infty f(x) dx=\operatorname{bigpart} \int_0^\omega f(x) dx$$
where $\operatorname{bigpart}$ means taking ...
3
votes
0
answers
155
views
An inequality for integrals involving Laguerre polynomials
Let $k\ge n$ and $$A(k,n)=\frac{ \Gamma[1+k]}{n!\Gamma[1+k-n]^2}\int_0^\infty \frac{e^{-r}r^{k-n}}{L_n(-r)} dr$$
where $$L_n(-r) = \sum_{m=0}^n \frac{\Gamma(1+n)}{\Gamma(1+m)^2 \Gamma(1+n-m)}r^m$$ is ...
3
votes
2
answers
517
views
Class of Riemann integrable functions with antiderivative
We know that continuous functions
are Riemann integrable and
have an antiderivative.
For each bounded function $f$ on an interval $[a, b]$, the Lebesgue integrability theorem guarantees that such an ...
2
votes
0
answers
122
views
Multiple integral with diagonal constraint (short-range)
I am looking for an upper bound on the following integral:
$$\int_{X_{\delta}}\prod_{j\neq i=1}^{n}\left ( \frac{\delta}{\min (\max(\epsilon, |a_i-a_j|),\delta)}\right )^{b} \prod_{i=1}^{n} da_{i},$$
...
2
votes
2
answers
257
views
Definite integral of Bessel function of the first kind times $x^{3/2}$
I am looking for preferably a closed form (or series solution if not possible) for the following integral:
$$\int_0^a x^{3/2} J_\nu (bx) dx$$
where $\nu$ is an integer. This 1D integral appears when ...
3
votes
1
answer
253
views
References for $\int_{-\infty}^\infty\binom{1}{t}^3\,\mathrm dt=\frac{3}{2}+\frac{6}{\pi^2}$ and related integrals?
In user dxdydz's answer to the question "Unexpected appearances of $\pi^{2}/6$", the identity $$\int_{-\infty}^\infty\binom{1}{t}^3\,\mathrm dt=\frac{3}{2}+\frac{6}{\pi^2}$$ is mentioned.
...
3
votes
0
answers
191
views
How to calculate the integral of a product of a spherical Hankel function with associated Legendre polynomials
From numerical experiments in Mathematica, I have found the following expression for the integral:
$$
\int_{-1}^{1}h_{n}^{(1)}\left(\sqrt{a^{2}+b^{2}+2ab\tau}\right)P_{n}^{m}\left(\frac{a\tau+b}{\sqrt{...
2
votes
1
answer
138
views
The inequality $\int^\infty_0 \frac{\sin(rt)}{rt}\frac{r^4}{\sinh^2(r)} e^{-ar\coth(r)}dr\leq c \big(e^{-At}\big)$
Let $a>0$. How to prove the following inequality $$\exists c>0,\exists A>0,\forall t>0:\quad\int^\infty_0 \frac{\sin(rt)}{rt}\frac{r^4}{\sinh^2(r)} e^{-ar\coth(r)}dr\leq c \big(e^{-At}\big)...
1
vote
1
answer
132
views
Do these two pairs coincide at small time?
Let $\alpha, \beta:\mathbb R_+\to [0,1]$ be continuous and decreasing functions s.t. $\alpha(0)=1=\beta(0)$ and $\alpha, \beta$ are continuously differentiable on $(0,\infty)$ satisfying for some $c&...
2
votes
2
answers
270
views
The inequality $\int^\infty_0 (\sin(rt)r^3/\sinh^2(r)) dr\leq cte^{-At}$
How to prove the following inequality $$\forall t>0,\quad\int^\infty_0 \sin(rt)\frac{r^3}{\sinh^2(r)} dr\leq c \big(te^{-At}\big)$$
for some constants $A>0,c>0$
0
votes
0
answers
77
views
Integral over $S^{n-1}$ [duplicate]
What is the values of the following integral:
$$\int_{w \in S^{n-1}} e^{i\lambda< x,w >} dw.$$
where $\lambda\in\Bbb R, i^2=-1,x\in\Bbb R^n;<,>$ the inner product scalar on $\Bbb R^n$ ...
1
vote
0
answers
53
views
Differentiability of functions given as integral of some singular kernel
Let $A: \mathbb R_+\to [0,1]$ be $1/2$-Holder continuous and $k: \{(s,t): 0\le s\le t\}\to\mathbb R$ be continuous. Define $f:\mathbb R_+\to\mathbb R$ by
$$f(t):=\int_0^t\frac{k(s,t)}{\sqrt{t-s}}\big(...
4
votes
1
answer
154
views
Definite integral of power of sine ratio
I stumbled on the following rather appealing trigonometric definite integral,
\begin{equation}
\int_0^y \left(\frac{\sin x}{\sin (y-x)}\right)^a \mathrm{d}x = \pi \frac{\sin(ya)}{\sin(\pi a)}
\end{...
2
votes
1
answer
335
views
Double integral in a polygon domain
I want to compute a integral of a polynomial $f(x, y)$ over a polygon domain $D$ of $n$ sides.
$$
I(f) = \int_{D} f(x, \ y) \ dx \ dy
$$
The vertex of this polygon are
$$\vec{p}_{i} = (x_i, \ y_i) \ \ ...
6
votes
1
answer
546
views
Integral representation of $\frac{355}{113}-\pi$? [duplicate]
It is well known that
$$
\frac{22}{7} - \pi = \int_0^1 (x-x^2)^4 \frac{dx}{1+x^2},
$$
Given that $\frac{355}{113}$ is an excellent approximation of $\pi$, is there any known integral representation of ...
0
votes
0
answers
65
views
Dense subspace of square integrable functions on the complex disc
Denote by $L^{2}(D,(1-|z|^{2})^{a-1}|z|^{2b-2}dx dy)$ the set of square integrable functions on the complex disc $D= \lbrace z \in C, \; |z| <1 \rbrace$ with respect to the measure $(1-|z|^{2})^{a-...
1
vote
0
answers
127
views
How to find the exact value of $\int_{0}^{\pi} \ln (b \cos x+c)$ without Feynman’s Technique Integration? [closed]
I shall find the integral by Feynman’s Technique Integration on a particular integral
$\displaystyle I(a)=\int_{0}^{\pi} \ln (a \cos x+1) d x,\tag*{} $
where $-1\leq a \leq 1.$
$\displaystyle \begin{...
0
votes
0
answers
66
views
Reference request: Integrability condition on measures
Let $(\mathcal{C}, \|\cdot\|)$ be a (non-locally compact) Banach space with Borel $\sigma$-algebra $\mathcal{B}$.
Given a probability measure $\mu : \mathcal{B}\rightarrow[0,1]$, I'm interested in ...
0
votes
1
answer
121
views
Could variable be still function in x and y after performing Reynolds averaging over area
All,
Let $S(x,y,t)$ be a variable function in $x$, $y$, and $t$. After
performing Reynold averaging over area $\frac{1}{A}\int S(x,y,t) dA$, could $S$ still be a function in $x$, and $y$?
Equations (1-...
2
votes
0
answers
141
views
Applying 1D integral to matrix integral
In the proof for finding an analytic solution to the propagation of a Hermite-Gaussian beam though a paraxial system given in the paper "The elliptical Hermite–Gaussian beam and its propagation ...
2
votes
0
answers
127
views
Second differential of total variation
I am trying to give meaning to the notion of second differential of total variation.
For sufficiently regular $u:\Omega \subset \mathbb{R}^2 \to \mathbb{R}$ let the total variation be given by
$$TV(u)=...
1
vote
1
answer
188
views
Expressing the integral over boundary of a domain as an integral over the domain
Let $\Omega \subset \mathbb{R}^2$ be a domain which is "well behaved" (has all "wishable" properties), so as its boundary. For every $u \in C^\infty(\Omega,\mathbb{R})$, I would ...
7
votes
3
answers
640
views
Asymptotics for $\int\exp( -x t / \log t)dt$
What is the asymptotic growth rate of $$f(x) = \int_e^\infty e^{ - x t / \log t} dt$$ as $x \to 0$?
As an example of what is meant by "growth rate" consider $$g(x) = \int_e^\infty e^{-x t} ...
3
votes
2
answers
84
views
Properties of functions provided that the integral equation $\int_x^1 a(y-x)a(y) \, dy = \int_x^1 b(y-x)b(y) \, dy$ holds for $x \in [0,1]$
Let $a,b : [0,1] \to \mathbb R$ are two functions (e.g. suppose that they are in $L^2[0,1]$ or are $N$-times continuously differentiable). Now suppose that
$$
\int_x^1 a(y-x)a(y) \, dy = \int_x^1 b(y-...
1
vote
0
answers
66
views
Properties regarding Poisson non-integrability [closed]
Let $a>0$ and $f:[a,\infty]\to [0,\infty)$ be a continuous increasing function. We call $f$ to be "Poisson non-integrable" if $f$ satisfies
$$\int_a^\infty \frac{f(x)}{x^2}dx=\infty.$$
...
2
votes
1
answer
305
views
Evaluation of Gaussian multivariable integral
In the context of evaluating the propagation of a flattened Gaussian beam, the following integral appears:
\begin{equation}
\int (\mathbf x^T \mathbf F \mathbf x)^n \exp \left [ - \mathbf x^T \mathbf ...
7
votes
2
answers
1k
views
How would you work out this integral as a series?
The integral is:
$$f(a) = \int\limits_{-\infty}^\infty \frac{x e^{-a^2 x^2}}{\tanh(x)}dx$$
which seems to converge for all $a>0$. But I don't know how to get a sense of the function $f(a)$ such as ...
0
votes
1
answer
109
views
upper bound for infimum of integral
I was reading this post , where the following question is discussed:
Let $h:[0,1] \rightarrow[0,1]$ be a $C^{1}$ function such that $h^{\prime}(x)<0$ for all $x \in(0,1)$. Then,
$$
\inf _{f \in \...
3
votes
1
answer
93
views
On an integral of Gaussian CDFs
Let $c>0$ and $T>0$ be fixed. Denote by $F$ the Gaussian CDF, i.e. $F:\mathbb R\to\mathbb R$ is defined by
$$F(x):=\int_{-\infty}^x \frac{1}{\sqrt{2\pi}} e^{-z^2/2}dz.$$
For every $a\in [0,1)$, ...
4
votes
1
answer
310
views
Why is it difficult to define a direct integral of Banach spaces or Banach algebras?
In the relevant Wikipedia entry, I can read about how to define a direct integral on Hilbert spaces and Von-Neumann algebras.
Suppose that I want to define a direct integral on either Banach spaces or ...
4
votes
1
answer
261
views
Mikusiński's approach to Bochner integrals; replace absolute by unconditional?
In the book The Bochner Integral, Mikusiński described an approach to Lebesgue and Bochner integrals via absolutely convergent series corresponding to step functions:
Defn. Let $X$ be a Banach space. ...
1
vote
3
answers
486
views
Squeezing more convergence from the convergence in all $L^p$ spaces
Let $X$ be a space endowed with a finite measure $m$. Let $f_n : \to \mathbb C$ be measurable functions such that $|f_n| \le 1$ for all $n$ and $f_n \to 0$ in every space $L^p (X)$ with $p \in [1, \...
0
votes
0
answers
140
views
Difference between summation for "$\aleph$" terms and summation for "$\aleph_0$" terms
Addition: Could we say that the dimension of a space is "$\aleph_0$" or"$\aleph$"? I guess that every elementary functions can be uniquely expanded as integer order power series ...
1
vote
2
answers
152
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Is $\int_{\mathbb{R}} \int_{\mathbb{R}^n} \alpha w(t) e(\alpha (a_1t_1 + \dotsb + a_n t_n)) dt\,d \alpha = 0$?
Let $a_i$ be a nonzero real number for each $1 \leq i \leq n$. $w$ a smooth nonnegative with compact support. I would like to understand the following integral.
$$
I = \int_{\mathbb{R}} \int_{\mathbb{...
2
votes
1
answer
261
views
Probability density of a hyperplane for a Gaussian distribution
I have a vector $\mathbf{x}$ with a multivariate Gaussian distribution
$$P[\textbf{x}\in S]
=\int_{\textbf{x}\in S}
\det(2\pi H^{-1})^{-1/2}\exp(-\frac{1}{2} \textbf{x}^T H\textbf{x}) \, d\textbf{x}$$...
1
vote
1
answer
61
views
Weak lower semicontinuity of a sequence of Riemann sums
Let us have a sequence of functions $\{f^K\}_{K \in \mathbb{N}} \in C([0,1],\mathbb{R})$ which is uniformly bounded in $L^2((0,1))$. We observe a sequence of Riemann sums
$$R^K=\frac{1}{K} \sum_{k=0}^{...
0
votes
0
answers
63
views
Integration of matrix form of Vasicek variance (Python/Matlab)
$X_t$ is a vector and follows the following Vasicek process.
$$
dX_t=(mu-K\cdot X_t)dt+Sigma_x\cdot dZ_t \\
$$
What is the variance of $X_t$?
In scalar form the answer is $\frac{Sigma_x^2}{2\cdot K}\...
1
vote
0
answers
35
views
How to relate this integration with the integral expansion of special functions?
I encounter the following integral when trying to find the inverse Fourier transform of the characteristic function of a certain sum of random variables. Here, $p\ge0$, $q\ge0$ are real, and $n,a,b$ ...
1
vote
1
answer
138
views
Can the integral inherit the Lipschitz continuity of its integrand?
Let $C$ be the set of continuous functions on $[0,T]$ taking values in $[0,1]$. Denote $\|f-g\|_t:=\max_{0\le u\le t}|f(u)-g(u)|$ for $f,g \in C$ and $t\in [0, T]$. Let $\phi: C\times C\times \{(s,t): ...
1
vote
0
answers
76
views
Integral of $f \in L^{\infty}(\mathbb{T}^2)$
Let $f \in L^{\infty}(\mathbb{T}^2)$, where $\mathbb{T}$ is the torus.
Can we somehow compare the integral $$\int_{\mathbb{T}^2}\int_{\mathbb{T}^2} \left( \int_{3x+y=z} f(w+x)f(w+y)dm_{\mathbb{T}^2}(x,...
5
votes
2
answers
245
views
Inverse Mellin transform of 3 gamma functions product
I want to calculate the inverse Mellin transform of products of 3 gamma functions.
$$F\left ( s \right )=\frac{1}{2i\pi}\int \Gamma(s)\Gamma (2s+a)\Gamma( 2s+b)x^{-s}ds$$
Above contour integral has ...
0
votes
0
answers
47
views
How was this heat semigroup estimate made in a paper on reaction–diffusion systems?
In Yamauchi - Blow-up results for a reaction–diffusion system, in the proof of Lemma 3.3, there is the passage
$$S(t-s)|x|^{\sigma/1-k} \geq C_1(t-s)^{\sigma/2(1-k)}.$$
Here $S(t)$ denotes the heat ...
2
votes
0
answers
109
views
What is the justification for using Wiener integrals to integrate over a space of differentiable functions?
In the literature on stiff/semiflexible polymer chains modelled as continuous chains rather than as discrete links, the partition function (among other things) is taken to be an integral over the ...
3
votes
0
answers
238
views
Radon-Nikodym derivative of vector-valued measure with respect to another vector-valued measure
Let $(X, | \cdot |)$ be a Banach space.
I am interested in whether one can extend the definition of the Kullback-Leibler divergence
$$
\text{KL}(\mu \ \Vert \ \nu)
:= \int_{\Omega} \ln\left(\frac{\...
3
votes
1
answer
343
views
A specific integration with Grassmann variables
I have recently read (for example, here) that this relation below is true
$$ \int dz \: e^{\frac{1}{2} \sum_{ij} z_i A_{ij} z_j} = Pf(\mathbf{A}),
$$
where $Pf(\mathbf{A})$ is the Pfaffian of an even ...