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, ...
1,431
questions
7
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0
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325
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Integration à la Mirzakhani
Let $$
\gamma = \sum_i c_i \gamma_i
$$
be a multi-curve on a hyperbolic surface $S$. For any $f: \mathbb{R}^+ \to \mathbb{R}^+$ one can define $$
f_\gamma (X) = \sum_{\alpha \in \mathrm{Mod} . \gamma} ...
2
votes
0
answers
84
views
Finite version of Mehlers formula?
This is a crosspost from Math Stack Exchange, please let me know if this is not an appropriate use of crossposting, and I will delete.
Mehler's formula is the following identity for Hermite ...
4
votes
0
answers
74
views
Marginalization of Wishart distribution
Consider the following Wishart distribution
$$
f({\bf W}) = \frac{ |{\bf W}|^{(n-p-1)/2} \exp\big[-\frac{1}{2}\text{tr}({\bf V}^{-1}{\bf W} ) \big] }{2^{np/2} |{\bf V}| \Gamma_p(\frac{n}{2})} \tag{1}
$...
3
votes
1
answer
313
views
Fast computation of convolution integral of a gaussian function
Given a convolution integral
$$
g(y) =\int_a^b\varphi(y-x)f(x)dx=\int_{-\infty}^{+\infty}\varphi(y-x)f(x)\mathbb{I}_{[a,b]}(x)dx
$$
where
$\varphi(x)= \frac{1}{\sqrt{2\pi}}\exp{\left(-\frac{x^2}{2}\...
2
votes
1
answer
178
views
Given the integral. What's the relation between $I_{n+1}(t)$ and $I_n(t)$?
$$I_n(t)=\int_0^t\frac{1}{\left(x^5+1\right)^n}dx.$$
What is the relation between $I_{n+1}(t)$ and $I_n(t)$?
Can it be done with integration by parts?
2
votes
0
answers
144
views
Integral rewritten in terms of a modified Bessel function
I am reading this paper by Kunz and Shapiro: they state that the integral (Eqs. 3.17-3.19)
$$\int_{-\infty}^\infty\frac{dy}{2\pi}e^{ib(y-i\delta)}\left[\exp\left(-\frac{ia}{y-i\delta}\right)-1\right]\...
5
votes
1
answer
466
views
Upper bound an integral with exponential function
I am working on my research about approximation a function. I come up with the following integral. I run some simulations and saw that the integral would converge to zero as n goes to infinty. Here is ...
2
votes
1
answer
101
views
Approximation of $\Phi (p)$
I am trying to find the asymptotic behavior (with respect to N) of the integral $$ \frac{2}{\sqrt{\pi}}\int_0^\infty \varPhi^{N-2}(p)e^{-p^2}\ dp. $$ In Rényi and Sulanke's paper Uber die konvexe ...
2
votes
0
answers
100
views
Are a.e. derivatives of continuous $VBG_*$ functions Denjoy–Perron integrable?
I would like to ask a question pertaining to the Denjoy–Perron (Henstock–Kurzweil) theory of integration. It is simple enough that I have entertained the idea that perhaps an answer is known, but I ...
4
votes
0
answers
273
views
Approximation of integral of gaussian function over a parallelepiped
Remark: I posted this question in math stackexchange here and computer science stackexchange https://cs.stackexchange.com/ few weeks ago but obtain no answer.
Given a multi-dimensional gaussian ...
0
votes
1
answer
175
views
Prove that $f(0+)=f(0)$ if $f \in R(\beta_1)$ [closed]
Let $\beta_1$ be a function defined by $$\beta_1(x)= \begin{cases} 0 & x \le 0\\ 1 & x >0 \end{cases} $$
Now we define $f(x)$ which is a bounded function on $[-1,1]$.
We need to how that $ ...
1
vote
1
answer
263
views
Simple example of Hammerstein integral equation
I'm currently reading this paper (and working on a similar one). The main goal is to study the Hammerstein integral equation (in $\mathcal{C}(I,E))$:
$$x(t) = \int_{0}^{t} K(t,s)f\big(s,x(s)\big)ds,\...
1
vote
1
answer
344
views
A question about eigenvalue equation of Hankel transform
When we think about the Fourier transform in two dimensional polar coordinates, the Hankel transform is the transformation with respect to the polar diameter. Now I have a question, why is the ...
1
vote
0
answers
95
views
$ \lim _{n \rightarrow \infty} \int_{E} \frac{f_{n}^{2}(x)}{1+f_{n}^{2}(x)} \mathrm{d} m=0 $ associated with convergence in measure [closed]
For $m E<+\infty$, why the sufficient and necessary condition of $\left\{f_{n}(x)\right\}$ converge in measure to $0$ is
$$
\lim _{n \rightarrow \infty} \int_{E} \frac{f_{n}^{2}(x)}{1+f_{n}^{2}(x)}...
1
vote
0
answers
243
views
A characterization of the integral
Let $I(f)$ be an endomorphism of the smooth functions with zero value in zero such that:
$$\ln[1+I(f)]=I\left(\frac{f}{1+I(f)}\right).
$$
Then, does it exist $g$ smooth such that:
$$I(f)(x)=\int_0^x f(...
6
votes
3
answers
703
views
Expected absolute value of the average of two points from the disc
Looking at Average distance of the mean of n random complex numbers in a unit disc, I tried to figure out
what is the expected absolute value $|\frac{z_1 + z_2}{2}|$ of two numbers $z_1, z_2\in\...
1
vote
1
answer
116
views
Asymptotics of the integral of an oscillating function
I would like to know the asymptotics of the following sequences of integrals:
$$ I_n = \displaystyle { \int _0 ^{+ \infty}
\dfrac{t^n}{(t + i)^{n + 1}}
...
3
votes
0
answers
114
views
Inverse Laplace transform through contour integration
How can I prove that in formal way, this function doesn't have inverse Laplace transform.
$$
F(s)=\frac{\sin(s)}{\sqrt{s}}
$$
Strictly it should be in Bromwich contour method.
Could you please tell ...
1
vote
1
answer
114
views
Prove the integral of multi-variable rational fraction is convergent
I have posted this problem in MSE long ago:
https://math.stackexchange.com/questions/3782868/multi-variable-rational-fraction-integral. But it hasn't been solved yet so I post it here. Maybe this ...
2
votes
0
answers
294
views
Infinite sum of iterated integrals of matrix products
Originally asked over at Stackexchange (https://math.stackexchange.com/questions/4169812/infinite-sum-of-iterated-integrals-of-matrix-products), but this forum was deemed more appropriate.
The problem:...
0
votes
0
answers
47
views
Integral of Airy function containing a second order polynom
I wonder if there is an analytic expression for
$ \int_{-\infty}^{\infty} \mathrm{Ai}(a x^2 + b x + c) dx$
As a Bonus:
$ \int_{-\infty}^{\infty} e^{- d x^2} \mathrm{Ai}(a x^2 + b x + c) dx$
where $a,...
7
votes
1
answer
255
views
Reference for proof of an integral from the "Tables of Integral Transforms" involving a Gaussian and a Laguerre polynomial
I am looking for a proof of one of the integrals presented in Harry Bateman's Tables of Integral Transforms. The specific integral in question is presented on page 42 in chapter 8.9 as equation (3):
$$...
2
votes
0
answers
159
views
$\int_{\mathbb{R}^{N}\setminus\Omega}\vert x-z\vert^{-N-\alpha} dz = c \ \forall x\in\partial U$ implies $dist(x,\partial\Omega)=c, x \in \partial U$?
Let $\alpha \in \mathbb R_+$, $\Omega \subset \mathbb R^N$ and $U \subset \Omega$. Is it true that if
$$\int_{\mathbb R^N \setminus \Omega} |x - z|^{-N-\alpha} dz = \text{constant} \quad \text{for all ...
3
votes
2
answers
133
views
Asymptotics of a sequences of integrals
I would like to know the asymptotics of the following sequences of integrals:
$$ I_n = \int _0
^{+ \infty}
e^{-t} \left ( \dfrac{t}{1 + t} \right )^n
\...
0
votes
1
answer
58
views
Getting a finite value for curve Dissidence
If I've got $f: x \to f(x)$, one may define the Arithmetic Dissidence $\delta_A[f(x)]$ as the real value of the difference between the length following the curve of $f$ and the length of the $x$ axis (...
10
votes
1
answer
421
views
An integral identity involving cotangents and Bessel functions
Numerical experiments suggest that the following integral identity holds for Bessel functions of the first kind,
$$J_2(t) = 12 \int_0^{1/2}\mathrm{d}x\,\cot \pi x \int_0^x \mathrm{d}y\, \cot \pi y \, ...
1
vote
1
answer
447
views
Convolution of an Airy function with a Gaussian
I wonder if the convolution
\begin{equation}
f(y)=\int_{-\infty}^{+\infty} \mathrm{Airy}(a\cdot x)\cdot e^{-b(y-x)^2} dx
\end{equation}
can be solved analytically. Or in case not, if there is an ...
4
votes
2
answers
428
views
About the integral $\int_{0}^{1}\frac{\log(x)}{\sqrt{1+x^{4}}}dx$ and elliptic functions
NOTE: I post this question on math.stackexchange but nobody answered, so I try here.
For a work we need to evaluate the following integral $$\int_{0}^{1}\frac{\log\left(x\right)}{\sqrt{1+x^{4}}}dx=\,-...
4
votes
1
answer
189
views
Scaling of double convolution
I am interested in the scaling of
$$F(x_1,x_4)=\int_{\mathbb R^2} e^{-\vert x_1 -x_2 \vert -\varepsilon \vert x_2 -x_3 \vert- \vert x_3 -x_4 \vert } \ dx_2 dx_3 $$
In particular, I suspect that
$$F(...
2
votes
0
answers
65
views
Reference request for type of specific integral equation in two variable:
Consider the following integral equation:
$$\int_0^\infty K(t,y)\phi(t,x)dt=0$$
Here, $K(t,y)$ is a trigonometric kernel and
$\phi(t,x)$ is monotonic wrt $x$ ( for fixed $t$).
I want to find the ...
0
votes
1
answer
428
views
Interchange of integration and supremum
Let $u \in C^0(-T,T; L^2(B_R))$ be a measurable function, then is the following true?
$$
\int_0^R \sup_{-T<t<T} \int_{S_r} |u(\sigma ,t)|^2 \ d \sigma \ dr = \sup_{-T<t<T}\int_0^R \int_{...
2
votes
1
answer
311
views
$\int\limits_{-\infty}^\infty \left(f(\frac{x-\mu}{1+\Psi/2})-f(\frac{x+\mu}{1-\Psi/2})\right)\frac{x\gamma}{(x-x_{0})^{2}+a}dx$
EDIT: I realized from numerical implementation that the step from
\begin{align}
\mathcal{I}_2=&\frac{\gamma}{2}\int\limits_{-\infty}^\infty \left(f_T(\frac{x-\mu}{1+\Psi/2})-f_T(\frac{x+\mu}{1-\...
4
votes
1
answer
95
views
Estimate of $\frac{\int x^{2p}\,e^{-x^{2n}\,+\,\omega(x,y)}\;dx}{\int e^{-x^{2n}\,+\,\omega(x,y)}\;dx}$
For every $x,y\in\mathbb R$ let
$$ V(x,y) \,\equiv\, a\,x^{2n} + b\,y^{2m} - \omega(x,y)\,$$
where $a,b>0$, $n,m\in\mathbb N$, $n\geq m\geq1$, and $\omega$ is such that $\omega(x,y)/(x^{2n}+y^{2m})...
2
votes
0
answers
131
views
Green's identity with a different norm
Let $\Omega \subset \mathbb{R}^n$ be a domain with a smooth boundary $\Gamma$. Suppose that $f, g \colon \mathbb{R}^n \to \mathbb{R}$ are of class $C^\infty( \overline{\Omega})$. Then Green's first ...
2
votes
1
answer
331
views
Ratios of Gaussian integrals with a positive semidefinite matrix
Cross-post from MSE
https://math.stackexchange.com/questions/4118128/ratios-of-gaussian-integrals-with-a-positive-semidefinite-matrix
Generally speaking, I’m wondering what the usual identities for ...
3
votes
1
answer
170
views
On integral representation of Whittaker $W$ functions
According to NIST, the integral representation of Whittaker $W$ functions
$$
W_{\kappa,\mu}\left(z\right)=\frac{z^{\mu+\frac{1}{2}}2^{-2\mu}}{\Gamma\left(%
\frac{1}{2}+\mu-\kappa\right)}\int_{1}^{\...
0
votes
2
answers
479
views
On integral relating logarithm of absolute value of Zeta function
Sorry for such a direct question:
Consider the following integral:
$$I(t)=\int_{1/2}^{1} {\log|\zeta(a+it)|}da.$$
How to find the nature of $I(t)$ as $t\rightarrow\infty$?
2
votes
0
answers
42
views
Derivatives of $G_h(u):=\int_0^{2\pi} h(\cos t)h(\cos(t - \arccos(u)))dt$ when $h$ is positive-homogeneous
Let $h:\mathbb R \to \mathbb R$ be a continuous which is positive-homogeneous of order $p \ge 1$, and define $G_h:[-1,1] \to \mathbb R$ by
$$
G_h(u):=\int_0^{2\pi} h(\cos t)h(\cos(t - \arccos(u)))dt.
$...
1
vote
2
answers
306
views
On the Bochner spaces $L^\infty(a,b;L^p(c,d))$ and $L^p(c,d;L^\infty(a,b))$, or: Interchange of supremum and integral
I am asking whether the Bochner spaces $L^\infty(a,b;L^p(c,d))$ and $L^p(c,d;L^\infty(a,b))$ are the same. Or, whether one is included/embedded in the other.
We have the norms
$$\|u\|_{L^\infty L^p}=\...
0
votes
1
answer
184
views
Sufficient conditions for finite mean of a non-negative random variable
Consider a continuous random variable that takes only non-negative values. Let the cumulative distribution function be $F(\cdot)$. Consider the following condition:
$$\lim_{x\rightarrow\infty} x(1-F(x)...
0
votes
1
answer
83
views
Is integration against an indicator Wasserstein-Continuous
Let $\mathcal{P}_p(X)$ denote the Wasserstein space over a compact metric space $X$, and $1\leq p<\infty$. Fix a non-empty closed subset $C\subseteq X$. Then is the map:
$$
\mathbb{P} \mapsto \...
1
vote
0
answers
216
views
Riemann-Stieltjes integral of a distribution function
I recently learned the basics of Riemann-Stieltjes integral, and based on the sources I found, we can define the expectation of random variables quite naturally with the R-S integrals: if $X$ is a ...
1
vote
1
answer
94
views
Decide the order of of an integration involving the $\log$ function
Let $$A_n=\int_{n^{-\frac{1}{2}}}^{1}\frac{\log(nx)}{nx(\log\log(nx)-\log\log(1+x))}dx.$$
I want to discribe the order of $A_n$, by geting a progressive formula or a good lower bound for it. The order ...
2
votes
1
answer
172
views
Generalized Selberg integral
I am interested in expressing the following generalization of the Selberg integral in terms of Gamma functions
$$ \int_0^1 \ldots \int_0^1 \prod_{i=1}^d u_i^{\frac{k_i-1}{2}} \prod_{m=1}^d (1-u_m)^{\...
2
votes
0
answers
124
views
How does the area affect the integral?
Let $\Omega\subset\mathbb{R}^n$ a open bounded set. For any $r>0$ consider the integral:
$$J_\Omega(r)=\int_{\Omega}\frac{|x^s|dx}{r^c+\sum_{i=1}^m|x^{p_i}|r^{d_i}},$$
where $s,p_i\in\mathbb{N}^n$ ...
0
votes
0
answers
79
views
The loss of double periodicity (ellipticity)
Consider a meromorphic function $f(\mathfrak{a}_1, \mathfrak{a}_2)$, such that
$$
\begin{align}
f(\mathfrak{a}_1, \mathfrak{a}_2) = f (\mathfrak{a}_1 + 1, \mathfrak{a}_2) = f(\mathfrak{a}_1 + \tau, \...
3
votes
4
answers
330
views
Integrals involving fractions of exponentials
I am trying to calculate the average degree of a complex network, which requires me to solve for the following integral:
$$\int \mathrm{d} x \frac{\exp{\left[-x -\frac{1}{2}\left(\frac{x-\mu}{\sigma}\...
1
vote
1
answer
171
views
Faster than Euler's substitution. How to derive this formula?
I wish someone could help me derive this expression. ($K$ is a constant coefficient. $P_n(x)$ is a polynomial function of degree n.)
$$
\int\frac{P_n(x)\mathrm{d}x}{\sqrt{ax^2+bx+c}} \equiv P_{n-1}(x) ...
5
votes
1
answer
154
views
Which averages of products of a function give a norm?
Let $f: [0,1] \rightarrow \mathbb{R}$ be a bounded measurable function. For some real non-negative numbers $a_1, a_2, b_1, b_2$ with $a_1+b_1=a_2+b_2=1$ consider the quantity
$$N(f)=\int_{[0,1]} \int_{...
8
votes
0
answers
325
views
The many theories of integration
Diclaimer: In what follows, I will be loose in the usage of terminology since the very nature of the question is of a similar flavour.
In the mathematics literature, one can find a zoo of theories of ...