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
6
votes
3
answers
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Integral of product of gaussian CDF and PDF
Looking for an analytic solution to the integral below:
$$
\int_{-\infty}^\infty \Phi\left(\frac{x - a}{\tau}\right) \phi\left(\frac{x - b}{\sigma}\right)dx
$$
where $\Phi(\cdot)$ and $\phi(\cdot)$ ...
3
votes
0
answers
44
views
Evaluate $\int_\phi e^{tr(RM)} dR$ where $\phi$ is a set of all real orthonormal matrices of a certain size
I am trying to evaluate $\int_\phi e^{tr(RM)} dR$ where $\phi$ is a set of all real orthogonal matrices of a certain size. $M$ is an arbitrary real matrix (of a certain size).
This is equivalent to
$$\...
2
votes
0
answers
69
views
How to extend this sum involving generalized harmonic numbers?
It is well-known since Euler that the Generalized harmonic numbers, defined for $n\in\mathbb N$ by $$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,...
1
vote
2
answers
482
views
Inversion of incomplete elliptic integral of third kind
I would like to know whether there is any solution available on the inversion of elliptic integrals of the third kind (incomplete)?
That means that given $\Pi(n,u,m) = f(x)$, I would like to obtain $...
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 ...
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
$$\vec{p}_{i} = (x_i, \ y_i) \ \ ...
-2
votes
1
answer
116
views
Is there a formula or algorithm to remove infinitesimal and oscillating parts from an expression while keeping finite and infinite ones? [closed]
Below, we interpret divergent integrals as germs of partial integrals at infinity:
$$\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},$$
...
3
votes
1
answer
357
views
Ability to have function sequence converging to zero at some points
Consider the continuous and non negative function $c : \mathbb R \to [0,1]$ defined by $$
c(x) = \begin{cases}
\cos \frac{\pi x}{2} &\text{for } x \in [-1,1]\\
0 &\text{otherwise}
\end{cases}$$...
3
votes
1
answer
253
views
References for $\int_{-\infty}^\infty\binom{1}{t}^3\,\mathrm dt=\frac{3}{2}+\frac{6}{\pi^2}$ and related integrals?
In user dxdydz's answer to the question "Unexpected appearances of $\pi^{2}/6$", the identity $$\int_{-\infty}^\infty\binom{1}{t}^3\,\mathrm dt=\frac{3}{2}+\frac{6}{\pi^2}$$ is mentioned.
...
0
votes
1
answer
121
views
Could variable be still function in x and y after performing Reynolds averaging over area
All,
Let $S(x,y,t)$ be a variable function in $x$, $y$, and $t$. After
performing Reynold averaging over area $\frac{1}{A}\int S(x,y,t) dA$, could $S$ still be a function in $x$, and $y$?
Equations (1-...
2
votes
1
answer
138
views
The inequality $\int^\infty_0 \frac{\sin(rt)}{rt}\frac{r^4}{\sinh^2(r)} e^{-ar\coth(r)}dr\leq c \big(e^{-At}\big)$
Let $a>0$. How to prove the following inequality $$\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&...
31
votes
4
answers
17k
views
About the Riemann integrability of composite functions
When I was teaching calculus recently, a freshman asked me the conditions of the Riemann integrability of composite functions.
For the composite function $f \circ g$, He presented three cases:
1) ...
24
votes
1
answer
2k
views
Why these surprising proportionalities of integrals involving odd zeta values?
Inspired by the well known $$\int_0^1\frac{\ln(1-x)\ln x}x\mathrm dx=\zeta(3)$$ and the integral given here (writing $\zeta_r:=\zeta(r)$ for easier reading)$$\int_0^1\frac{\ln^3(1-x)\ln x}x\mathrm dx=...
2
votes
2
answers
270
views
The inequality $\int^\infty_0 (\sin(rt)r^3/\sinh^2(r)) dr\leq cte^{-At}$
How to prove the following inequality $$\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(...
16
votes
7
answers
6k
views
Numerical integration over 2D disk
I have a real-valued function $f$ on the unit disk $D$ that is fairly well behaved (real-analytic everywhere) and would like to find the integral $\int_D f(x,y)dxdy$ numerically. After much searching, ...
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
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
780
views
Integration by parts on manifold with corners
Suppose that $M$ is a compact manifold with corners, where each boundary hypersurface is an embedded submanifold. Then, do we have an integration by parts identity? i.e.
\begin{align*}
\int_M g(\nabla ...
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-...
0
votes
1
answer
94
views
Gronwall-type inequality with nonlinearity
Let $u: (0,\infty) \times \mathbb R \to \mathbb R$. Suppose that $\int_{\mathbb R} u(t,x) dx \ge 0$ (but not necessarily $u >0$). Let $A:(0,\infty) \to \mathbb R$ with $A \ge 0$. Let $\alpha \ge 0$...
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 ...
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 ...
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 ...
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.$$
...
4
votes
1
answer
1k
views
Normal multivariate orthant probabilities
(Previously I posted a similar question on math.SE, hoping that this question would have an easy answer. As the question appears hard, I am hoping I can perhaps get more feedback here.)
Let $\mathbf{...
3
votes
4
answers
820
views
Compute the two-fold partial integral, where the three-fold full integral is known
I have the following trivariate ($\rho_{11}, \rho_{22}, \mu$) function
\begin{equation}
4 \mu ^{3 \beta +1} \rho_{11}^{3 \beta +1} \left(-\rho_{11}-\rho_{22}+1\right){}^{3 \beta +1}
\rho_{22}^{3 \...
4
votes
1
answer
310
views
Why is it difficult to define a direct integral of Banach spaces or Banach algebras?
In the relevant Wikipedia entry, I can read about how to define a direct integral on Hilbert spaces and Von-Neumann algebras.
Suppose that I want to define a direct integral on either Banach spaces or ...
7
votes
2
answers
1k
views
How would you work out this integral as a series?
The integral is:
$$f(a) = \int\limits_{-\infty}^\infty \frac{x e^{-a^2 x^2}}{\tanh(x)}dx$$
which seems to converge for all $a>0$. But I don't know how to get a sense of the function $f(a)$ such as ...
4
votes
1
answer
261
views
Mikusiński's approach to Bochner integrals; replace absolute by unconditional?
In the book The Bochner Integral, Mikusiński described an approach to Lebesgue and Bochner integrals via absolutely convergent series corresponding to step functions:
Defn. Let $X$ be a Banach space. ...
3
votes
1
answer
93
views
On an integral of Gaussian CDFs
Let $c>0$ and $T>0$ be fixed. Denote by $F$ the Gaussian CDF, i.e. $F:\mathbb R\to\mathbb R$ is defined by
$$F(x):=\int_{-\infty}^x \frac{1}{\sqrt{2\pi}} e^{-z^2/2}dz.$$
For every $a\in [0,1)$, ...
1
vote
3
answers
486
views
Squeezing more convergence from the convergence in all $L^p$ spaces
Let $X$ be a space endowed with a finite measure $m$. Let $f_n : \to \mathbb C$ be measurable functions such that $|f_n| \le 1$ for all $n$ and $f_n \to 0$ in every space $L^p (X)$ with $p \in [1, \...
6
votes
4
answers
530
views
Generalizing contour integration to quaternions and bicomplex numbers
I am interested in the possibility of generalizing the notion of contour integration to the quaternions or bicomplex numbers. I am aware that the Frobenius theorem prevents the construction of a true ...
2
votes
4
answers
933
views
Change of variables in a Gaussian integral in matrix form
I have a problem in which I have to compute the following integral: $$\mathop{\idotsint\limits_{\mathbb{R}^k}}_{\sum_{i=1}^k y_i=x} e^{-N^2r(\sum_{i=1}^k y_i^2-\frac{1}{k}x^2)} dy_1\dots dy_k,$$
where ...
0
votes
0
answers
140
views
Difference between summation for "$\aleph$" terms and summation for "$\aleph_0$" terms
Addition: Could we say that the dimension of a space is "$\aleph_0$" or"$\aleph$"? I guess that every elementary functions can be uniquely expanded as integer order power series ...
2
votes
1
answer
261
views
Probability density of a hyperplane for a Gaussian distribution
I have a vector $\mathbf{x}$ with a multivariate Gaussian distribution
$$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}$$...
1
vote
2
answers
152
views
Is $\int_{\mathbb{R}} \int_{\mathbb{R}^n} \alpha w(t) e(\alpha (a_1t_1 + \dotsb + a_n t_n)) dt\,d \alpha = 0$?
Let $a_i$ be a nonzero real number for each $1 \leq i \leq n$. $w$ a smooth nonnegative with compact support. I would like to understand the following integral.
$$
I = \int_{\mathbb{R}} \int_{\mathbb{...
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 \\
$$
What is the variance of $X_t$?
In scalar form the answer is $\frac{Sigma_x^2}{2\cdot K}\...
13
votes
2
answers
721
views
How to prove that $\int _0^\infty\frac{\text{arcsinh}^nx}{x^m}dx$ is a rational combination of zeta values?
For $n\ge m\ge 2$, define $$I(n,m):= \int _0^\infty\dfrac{\text{arcsinh}^nx}{x^m}dx$$ Computer algebra systems say that the indefinite integral can be expressed in terms of polylog functions (of ...