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80
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 ...
74
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 ...
55
votes
1answer
3k views

A hard integral identity on MATH.SE

The following identity on MATH.SE $$\int_0^{1}\arctan\left(\frac{\mathrm{arctanh}\ x-\arctan{x}}{\pi+\mathrm{arctanh}\ x-\arctan{x}}\right)\frac{dx}{x}=\frac{\pi}{8}\log\frac{\pi^2}{8}$$ seems to be ...
50
votes
2answers
2k views

Is it possible to express $\int\sqrt{x+\sqrt{x+\sqrt{x+1}}}dx$ in elementary functions?

I asked a question at Math.SE last year and later offered a bounty for it, but it remains unsolved even in the simplest case. So I finally decided to repost this case here: Is it possible to express ...
48
votes
8answers
6k views

Why is Lebesgue integration taught using positive and negative parts of functions?

Background: When I first took measure theory/integration, I was bothered by the idea that the integral of a real-valued function w.r.t. a measure was defined first for nonnegative functions and only ...
30
votes
3answers
2k views

Is there a systematic method for differentiating under the integral sign?

This MO question by Tim Gowers reminded me of a question I've wondered about for some time. In the delightful book Surely You're Joking, Mr. Feynman!, Feynman praises the technique of differentiating ...
23
votes
3answers
3k views

What is the standard notation for a multiplicative integral?

If $f: [a,b] \to V$ is a (nice) function taking values in a vector space, one can define the definite integral $\int_a^b f(t)\ dt \in V$ as the limit of Riemann sums $\sum_{i=1}^n f(t_i^*) dt_i$, or ...
20
votes
2answers
1k views

What theorem constructs an initial object for this category? (Formerly “Integrability by abstract nonsense”)

Tom Leinster has a note here about how you can realize L^1[0,1] as the initial object of a certain category. You should really read his note because it is only 2.5 pages and is much more charming than ...
20
votes
2answers
1k views

What are the obstructions for a Henstock-Kurzweil integral in more than one dimension?

I have recently come across the book The Kurzweil-Henstock Integral and its Differentials by Solomon Leader, in which, if I understand correctly, the HK integration process is modified in a way that ...
17
votes
6answers
2k views

Why not evaluate integrals using ODE-solvers?

Hello! I have a question about the relationship between numerical integration and the solution of ordinary differential equations (ODE). Suppose I want to evaluate the integral $I(x) = \int_{0}^{x} ...
17
votes
1answer
531 views

An NP-hard $n$ fold integral

We are given rational numbers $[c_1, c_2, \ldots, c_n]$ and $v$ from the interval $[0,1]$. Consider the $n$-fold integral $$ J = \int_{\theta_1 \in I_1, \theta_2 \in I_2 \ldots, \theta_n \in I_n} ...
16
votes
2answers
879 views

Can we simplify $\int_{0}^{\infty}\frac{{\sin}^px}{x^q}dx$?

We know the followings : $$\int_{0}^{\infty}\frac{{\sin}x}{x}dx=\int_{0}^{\infty}\frac{{\sin}^2x}{x^2}dx=\frac{\pi}{2},\int_{0}^{\infty}\frac{{\sin}^3x}{x^3}dx=\frac{3\pi}{8}.$$ Also, we can get ...
16
votes
3answers
2k views

Weak and Strong Integration of vector-valued functions

This is probably an elementary question, but outside my area of expertise, and I was unable to find any suitable reference: Suppose $f:X\to E$ is a continuous function from a compact spaces (endowed ...
15
votes
4answers
3k 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 ...
14
votes
2answers
499 views

Evaluation of an $n$-dimensional integral

I asked the same question on math.se but got no answer there. Since it pertains to my current research, I decided to ask here: Let $n\in 2\mathbb{N}$ be an even number. I want to evaluate $$I_n := ...
14
votes
1answer
955 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: ...
12
votes
4answers
2k views

Integrals from a non-analytic point of view

I've mentioned before that I'm using this forum to expand my knowledge on things I know very little about. I've learnt integrals like everyone else: there is the Riemann integral, then the Lebesgue ...
12
votes
5answers
1k views

An algebra of “integrals”

When discussing divergent integrals with people, I got curious about the following: Is there an $\mathbb{R}$-algebra $A$ together with a map (could be defined on just a subspace) $$\int_0^{\infty}: ...
12
votes
1answer
662 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 ...
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 ...
11
votes
4answers
6k views

Visualization of Riemann–Stieltjes Integrals

The Riemann–Stieltjes integral $\int_a^b f(x)\,dg(x)$ is a generalization of the Riemann integral. It is e.g. heavily used as a starting point for stochastic integration. The approximating ...
11
votes
2answers
856 views

Is there a notion of integration over the algebraic numbers?

For reasons which are hard to articulate (due to they not being very clear in my mind), but having to do with the eprint From Matrix Models and quantum fields to Hurwitz space and the absolute Galois ...
11
votes
3answers
845 views

Applications of visual calculus

Mamikon's visual calculus (see Mamikon, Tom Apostol, Wikipedia) is a very beautiful and surprisingly efficient tool. The basis is Mamikon's theorem. The area of a tangent sweep is equal to the ...
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 ...
10
votes
6answers
3k 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, ...
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 ...
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 ...
10
votes
0answers
201 views

A multiple integral

Let us consider the multiple integral $$I_{n}=\int_{-\infty }^{\infty }ds_{1}\int_{-\infty}^{s_{1}}ds_{2}\cdots \int_{-\infty }^{s_{2n-1}}ds_{2n}\;\cos {(s_{1}^{2}-s_{2}^{2})}\;\cdots \cos ...
9
votes
2answers
728 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 ...
9
votes
2answers
320 views

On the convexity of certain integrals involving Bessel functions

Let $n\geq 0$ be an integer and let $J_n=J_n(r)$ denote the usual Bessel function (of the first kind) of order $n$ i.e. one of the solutions to Bessel's differential equation ...
8
votes
5answers
758 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 ...
8
votes
4answers
2k views

An integral that somehow equals pi^2/6 and involves dilogarithms?

I am attempting to show that $$ \sum_{k \ge 1}^\infty {k^2 x^k \over (1+x^k)^2} \sim (1-x)^{-3} {\pi^2 \over 6} $$ as $x$ approaches 1 from below. The sum can be approximated by the integral $$ ...
8
votes
4answers
422 views

Computing $\int_0^T e^{itA}Be^{-itA} dt$ without an infinite series

I'm hoping to compute the following integral: $\int_0^T e^{itA}Be^{-itA} dt$ where $iA, iB$ are traceless anti-Hermitian matrices (i.e. $\mathfrak{su}(n)$). I have found the following form for the ...
8
votes
2answers
585 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)} ...
8
votes
2answers
340 views

$\mathrm{Bessel}^3$ Integral

I'm trying to calculate the following integral: $\int_0^\infty \mathrm{BesselJ}[l_0,k_0r] \cdot \mathrm{BesselJ}[l_1,k_1r] \cdot \mathrm{BesselJ}[l_0-l_1,kr] \cdot r\,dr$ ($\mathrm{BesselJ}[n,x]$ is ...
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 ...
8
votes
1answer
246 views

When is this multiple integral finite?

Consider the following integral: $$ I_k(\alpha)=\int_{[0,1]^k}|x_1-x_2|^{\alpha}|x_2-x_3|^{\alpha}\ldots|x_{k-1}-x_k|^{\alpha}|x_k-x_1|^{\alpha}d\mathbf{x}. $$ where $k=2,3,4,\ldots$ The question is ...
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 ...
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 ...
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 ...
7
votes
3answers
746 views

Expectation of a simple function of multivariate gaussians iid rvs

I would like to compute analytically the following expected value: $$ E\left( \frac{X_i^2}{\sum_j \lambda_j^2 X_j^2}\right) $$ where the $X_i \approx N(0,1)$ are iid. It seems to be an elementary ...
7
votes
3answers
758 views

Nontrivial trivial integrals

I posted this question to stackexchange and after 24 hours it's got five votes and no answers, so let's see if mathoverflow can say more than that. Consider two propositions in geometry: ...
7
votes
3answers
282 views

Multiprecision numerical evaluation of integral: Sage vs. PARI/GP vs. mpmath

I am trying to compute thousands of integrals of the below type, that comes up in a conformal mapping problem, to as many accurate digits as possible (preferably 50+): $$ \int_{-1}^1\textrm{d}t ...
7
votes
2answers
725 views

Contour integration problem from probability

Can integrals of the form $$ \int_{-\infty}^{\infty}{\exp\left(-\left[x - c\right]^{2}\right) \over 1 + x^{2}}\, {\rm d}x $$ be computed in closed form using contour integration (or any other ...
7
votes
4answers
202 views

Numerical integration of legendre polynomials

I hope that numerical questions are also permitted here. I want to expand a smooth functions $f \in C^{\infty}$in terms of Legendre polynomials. Thus I need to calculate integrals of the form ...
7
votes
1answer
822 views

Universally measurable sets and weak topology

After I posted this question, a couple of months ago, and got from MO-users several good hints, I think i'm ready, after some study, to ask another related question (or rather, to focus on the main ...
7
votes
0answers
331 views

Minkowski's Inequality for Integrals in Orlicz spaces

EDIT: I have changed the question to have less parameters, fitting it into the context of Orlicz spaces. Suppose $f:[0,\infty)\to[0,\infty)$ is convex and increasing, ...
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 ...
6
votes
1answer
132 views

Computing certain integrals over high-dimensional polyhedra

Let $\delta>0$ be a small real number and consider the $k$-dimensional region consisting of points for which $$\delta\leq x_1\leq x_2\leq\ldots \leq x_k$$ and $$x_1+\ldots+x_k\leq 1.$$ I am ...
6
votes
0answers
63 views

How to take this Grassmann integral?

I'm trying to reconstruct and understand what is explained in a paragraph of this paper. I am trying to check if the method they describe actually gives us the Laughlin state. The integral I'm facing ...