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Jul 21, 2018 at 4:34 comment added Gerry Myerson @alpoge, plus formatting: $$\int_a^be\bigl(f(x)\bigr)\,dx={e\bigl(f(b)\bigr)\over2\pi if'(b)}-{e\bigl(f(a)\bigr)\over2\pi if'(a)}+O\left(|b-a|\sup_x{|f''(x)|\over|f'(x)|^2}\right)$$
Jul 21, 2018 at 3:00 comment added alpoge Don’t you get that \int_a^b e(f(x)) dx = e(f(b))/[2\pi i f’(b)] - e(f(a))/[2\pi i f’(a)] + O(|b-a| \sup_x |f’’(x)| / |f’(x)|^2)? I’ve just written the integrand as [2\pi i f’(x) e(f(x))] / [2\pi i f’(x)] and integrated by parts (forgive me if this is nonsense! It’s late and I’m writing from my phone.). Dunno if this is useful to you, but at least it shows you the boundary term (basically) preventing you from having the desired bound.
Jul 21, 2018 at 2:52 comment added MichaelGaudreau You may be interested in Chapter 8 of Stein's Harmonic Analysis or these notes by Tao math.ucla.edu/~tao/247b.1.07w/notes8.pdf
Jul 21, 2018 at 2:15 review Close votes
Jul 31, 2018 at 8:18
Jul 21, 2018 at 2:07 history edited GH from MO
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Jul 21, 2018 at 2:06 comment added GH from MO An obvious upper bound is $|a-b|$. As Christian Remling pointed out, this cannot be improved asymptotically for $b-a$ very small.
Jul 21, 2018 at 1:55 comment added Christian Remling This can't work because the LHS is $\simeq b-a$ when you send $b-a\to 0$, no matter how large $f'$ is.
Jul 21, 2018 at 1:53 history edited user119197 CC BY-SA 4.0
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Jul 21, 2018 at 1:51 history edited Christian Remling CC BY-SA 4.0
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Jul 21, 2018 at 1:49 history asked user119197 CC BY-SA 4.0