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0 votes
1 answer
115 views

Fourier transform of exponential over torus

I found the following formula for the Fourier transform on a flat 2-torus, but I don't quite know how to derive it. We have a variable $q=(q_x,q_y) \in [0,2\pi)^2$ and by considering it in polar ...
0 votes
2 answers
148 views

Asymptotic behavior of the integral of Hermite functions/polynomials on half-lines

I would like to understand the asymptotic behaviour of the following integrals with fixed $x_0>0$: $$J_m=\int^{+\infty}_{x_0}|H_m(x)|^2 e^{-x^2}dx,$$ where $H_m(x)$ is the $m-$th Hermite polynomial....
1 vote
1 answer
493 views

Sufficient and necessary conditions for decomposing the sum of random variables

Given two $n$-tuple vectors $\vec{\alpha}=(\alpha_1,\cdots,\alpha_n)$ and $\vec{h}=(h_1,\cdots,h_n)$, where $h_i\ge0$, $\sum_{i=1}^nh_i=1$, and $\alpha_i\in(0,1)$, we consider a random variable $S$ on ...
6 votes
0 answers
431 views

How to prove these identities for $\log(2)$ based on $_3F_2$ integrals?

In this MO post I have placed 4 Ramanujan-type hypergeometric series found using the LLL algorithm for fast computing of some logarithms. I could prove 3 of them by means of classical methods based on ...
3 votes
2 answers
620 views

Are there any functions $f$ beyond trivial examples where $\int f(x +f(x + f(x +\dotsb)))\,dx$ $= F(x+F(x+F(x +\dotsb))) + C$ for some function $F$?

Basically the title explains most of my question here. Purely out of curiosity (I have no real application), I am wondering if there are any "interesting" functions $f$ where we know of a ...
4 votes
2 answers
2k views

Does a function exist which is not Riemann integrable and satisfies the given condition:

I am looking for a function $f:[0,1]\rightarrow \mathbb{R}$ which is not Riemann integrable such that $$\sum_{k=0}^n |f(x_k)-f(x_{k-1})|^2 <1$$ for every choice of $0=x_0\le x_1 \le \cdots \le x_n =...
10 votes
1 answer
572 views

Are “most” bounded derivatives not Riemann integrable?

Given $a,b\in\mathbb R$ with $a<b$. Let $$X=\{f\in C([a,b]): f \text{ is differentiable on } [a,b] \text{ with }f' \text{ bounded }\},$$ and $$A=\{f\in X: f' \text{ is Riemann integrable}\}. $$ It ...
5 votes
2 answers
301 views

Euler–Maclaurin formula in $\mathbb{Z}^d$

I was wondering whether there is a Euler–Maclaurin formula of sorts for expressions such as $$ \sum_{x \in [a,b]^d\cap \mathbb{Z}^d} f(x) - \int_{[a,b]^d}f(x) $$ where $d\ge 2$ is an integer, $a,b \...
5 votes
1 answer
2k views

Question on an exercise from Terry Tao's blog

I've been reading Tao's An introduction to measure theory, a draft can be found here. An exercise from it is Exercise 30 (Rising sun inequality) Let ${f: {\bf R} \rightarrow {\bf R}}$ be an absolutely ...
4 votes
2 answers
305 views

Generalization of van der Corput's estimate on oscillatory integrals

Question: Given exponents $0<\alpha<\beta$ and an interval $[a,b]\subset(0,\infty)$ are there constants $C,d>0$ such that for any $\lambda_1,\lambda_2\in\mathbb{R}$, $$\left|\int_a^be(\...
23 votes
4 answers
5k views

Is $\ x\! \cdot\!\tan(x)\ $ integrable in elementary functions?

I'm teaching Calculus and my students asked me to calculate the integral of $\ x\! \cdot\!\tan(x)$. I spent quite a lot of effort to do this, but I'm now even not sure if the integral could be ...
1 vote
1 answer
276 views

Exponential decay bound on integral

I have an integral of the form $$ \int_R^{\infty} e^{-x} x^n \vert L_m^{\alpha}(x) \vert^2 \ dx,$$ where $L_m^{\alpha}$ is the generalized Laguerre polynomial and $n \ge 0.$ I would to get a nice ...
1 vote
1 answer
164 views

Two trigonometric integrals: looking for a transformation

I have two integrals of trigonometric functions and I would like to ask: QUESTION. Is there a transformation rule (or general principle) to show this equality? $$\int_0^{\frac{\pi}2}\frac{d\theta}{\...
6 votes
1 answer
193 views

Oscillatory integrals with a decaying factor in the integrand

Lemma 4.5 of Titchmarsh's book The Theory of the Riemann Zeta function says (slightly rephrased): Let $F$ be a twice differentiable real function such that $ F''(x) \geq r > 0$ for all $x$ in $[a,b]...
1 vote
0 answers
99 views

Estimate on integral with logarithmic weight

Let $f:\mathbb R^n \to \mathbb R$. What (minimal) assumptions are needed, in addition to $f \in L^1 \cap L^\infty$, to have $$ \int_{\mathbb R^{2n}} \frac{|f(x)-f(y)|}{(|x-y|+\epsilon)^{n+1}} \, dx \, ...
4 votes
0 answers
826 views

Showing that $\int_0^\pi\frac{x\ln(1-\sin x)}{\sin x}dx=3\int_0^\frac{\pi}{2}\frac{x\ln(1-\sin x)}{\sin x}dx$

Prove, without evaluating the integrals that: $$\int_0^\pi\frac{x\ln(1-\sin x)}{\sin x}dx=3\int_0^\frac{\pi}{2}\frac{x\ln(1-\sin x)}{\sin x}dx$$ Originally I posted this here on MSE, however it's ...
18 votes
3 answers
3k views

A curious sin-integral

While contending with a certain Fourier series, I stumbled on an incredibly simple evaluation (numerically) of a slightly complicated-looking sin-integral. So, I wish ask: Question. Is this really ...
0 votes
1 answer
198 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 $ ...
4 votes
1 answer
191 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
1 answer
194 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)^{\...
3 votes
4 answers
366 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}\...
9 votes
2 answers
1k views

A tricky integral to evaluate

I came across this integral in some work. So, I would like to ask: QUESTION. Can you evaluate this integral with proofs? $$\int_0^1\frac{\log x\cdot\log(x+2)}{x+1}\,dx.$$
2 votes
2 answers
321 views

Asymptotic of an improper integral

I found myself stuck with an "elementary" claim in some article. A simplified version of the problem is: Let $p : [0,1]\to [0,1]$ be a continuous and non decreasing function such that $p(0)=...
2 votes
1 answer
239 views

Injectivity of an integral transform

For a bounded function $F: \mathbb R_{\ge 0} \to \mathbb R$ (not necessarily non-negative), is it true that $$\int_0^\infty \frac{x^ks}{(s^2+x^2)^{(k+3)/2}} F(x) dx = 0 \text{ for all $s >0$} \iff ...
1 vote
0 answers
161 views

Justify $\int_0^\infty e^{-ax^2}\ \mathrm{d}x$ for complex $a$ and zero real part [closed]

(Reposted from math stack exchange) I have searched and failed to find a rigorous proof showing that $$\int_{0}^\infty e^{-ax^2}\ \mathrm{d}x = \frac{\sqrt{\pi}}{2\sqrt{a}}$$ is true for $\Re(a)=0$ ...
0 votes
0 answers
82 views

A question about Fourier transform of a function defined by an integral

I have the function: $$ G_k(x)_=\frac{1}{(4\pi)^{k/2}\Gamma(k/2)}\int_0^\infty e^{-\pi|x|^2/\delta}e^{-\delta/4\pi}\delta^{-(n-k)/2}\,\frac{d\delta}{\delta}, $$ for all $x\in\mathbb{R}^n$ and $k>0$....
2 votes
1 answer
291 views

An inequality involving fractional Laplacian

I have to prove that for $s\in(0,1)$, $u\in\mathcal{S}(\mathbb{R}^n)$, (i.e. $u$ is a Schwartz function): $$ |(-\Delta)^su(x)|\leq c_{n,s}|x|^{-n-2s},\quad\forall x\in\mathbb{R}^n\setminus B_1(0), $$ ...
4 votes
1 answer
282 views

How to estimate the order of this integral with parameter

Some introduction: Given a homogeneous structure called "dilation" in $R^n$: For $t\geq 0$ $$D_t: R^n\rightarrow R^n$$ $$D_t(x)=(t^{a_1}x_1,...,t^{a_n}x_n)$$ where $1=a_1\leq...\leq a_n$, ...
27 votes
3 answers
2k views

Integral $\int_0^1 \int_0^1 \cdots \int_0^1\frac{x_{1}^2+x_{2}^2+\cdots+x_{n}^2}{x_{1}+x_{2}+\cdots+x_{n}}dx_{1}\, dx_{2}\cdots \, dx_{n}=?$

How to evaluate this integral: $$\int_0^1 \int_0^1 \cdots \int_0^1\frac{x_{1}^2+x_{2}^2+\cdots+x_{n}^2}{x_{1}+x_{2}+\cdots+x_{n}}dx_{1}\, dx_{2}\cdots \, dx_{n}=?$$ I'm making use of the integral ...
7 votes
1 answer
625 views

Possible application of divergence Theorem?

suppose that $f \in C^1 (\mathbb{R}^{N+1},\mathbb{R})$. It's well known that if all his points are regular points i.e. $$\nabla f (x) \neq 0 \; \; \; \forall x \in \mathbb{R}^{N+1}$$ then, for every ...
12 votes
2 answers
592 views

Why is $-\int_{-\infty}^\infty \log\left[1+2f'(x)(1-\cos\phi)\right]\,dx$ equal to $\phi^2$?

I came across this integral involving the derivative $f'(x)$ of the Fermi function $f(x)=(1+e^x)^{-1}$: $$I(\phi)=-\int_{-\infty}^\infty \log\left[1+2f'(x)(1-\cos\phi)\right]\,dx.$$ I'm pretty certain ...
5 votes
2 answers
2k views

Elementary calculus estimate or not?

Does there exist a constant $C>0$ such that for all $f \in H^3(\mathbb R)$ $$\int_{\mathbb R} \vert x f''(x) \vert^2 \ dx \le C \int_{\mathbb R} \vert f'''(x) \vert^2 + \vert x^3f(x) \vert^2 + \...
4 votes
1 answer
170 views

Functions orthogonal to powers of $1/{\left(1+x^2\right)}$

Let $f,g:\mathbb{R}\to\mathbb{R}$ be continuous functions with the following properties: $f(x)$ and ${g(x)}/x$ are bounded; ${g(x)}/{\left(1+x^2\right)}\in L^1\left(\mathbb{R}\right)$; $\lim_{x\to0}f(...
4 votes
1 answer
351 views

Asymptotic behaviour of function using Fox $H$-function representation

In equation (9) of this paper, it is claimed that the limiting behaviour $$ \int_0^\infty \frac{1-\cos(kx_0)}{s+Dk^\alpha}dk \sim \frac{\Gamma(2-\alpha)\sin(\pi(2-\alpha)/2)x_0^{\alpha-1}}{(\alpha-1)D}...
141 votes
17 answers
38k 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 parts/...
7 votes
1 answer
552 views

Dominated convergence 2.0?

During my research, I came across the following question. Let $(f_n)_n$ be a sequence in $C^2([0,1])$ converging pointwise to $g \in L^1([0,1])$. Assume that: $\forall n\in\mathbb N, f_n''<h$, ...
1 vote
0 answers
117 views

Estimation of the integral $\int_a^b e^{2\pi i f(x)} dx $

Let $f$ be a $C^2$ real-valued function on the interval $[a,b]$. Suppose that $f'(x)$ is monotone on $[a,b]$ and there is $\lambda>0$ such that $$ \min_{x\in [a,b]} |f'(x)|>\lambda $$ It is ...
10 votes
1 answer
328 views

Asymptotic behavior of an integral depending on an integer

A friend of mine, obtained a lower bound for the trace norm of matrices described in this question (for the special case $a_{ij} = \pm 1$). That lower bound is $ \frac{f(n)}{2\pi}$ where $$ f(n) := \...
3 votes
1 answer
172 views

The sign of the following integral

Given $\theta\in [0,2\pi)$ and let $a,b$ be two nonnegative integers. Consider the following integral: $$I=\int_0^{\pi}\sin^{2a+1}x\sin^{2b+1}(x+\theta)dx.$$ Since $$\int_0^{\pi}\sin^mx\cos^{2n+1}xdx=...
7 votes
2 answers
582 views

"sinc-ing" integral

Let $a_1,\dots,a_n, b$ be positive real numbers. *Question.** Is this true? $$\int_{-\infty}^{\infty}\frac{\sin(bx+a_1x+\cdots+a_nx)}{x}\prod_{j=1}^n\frac{\sin(a_jx)}{a_jx}\,\,dx=\pi.$$ My ...
38 votes
4 answers
3k views

Binomial again, and again

Let $\lceil a\rceil=$ the smallest integer $\geq a$, otherwise known as the ceiling function. When the arguments are real, interpret $\binom{a}b$ using the Euler's gamma function, $\Gamma$. Recently, ...
4 votes
0 answers
673 views

Proofs of the second fundamental theorem of calculus

I am referring to the following version of the theorem, in the setting of the Lebesgue integral. Theorem Let $f: [a,b] \rightarrow \bf R$ be an everywhere differentiable function whose derivative is ...
14 votes
2 answers
807 views

Integral of power of binomials equal to sum of power of binomials?

Inspired by this MO question about integrating binomial coefficients and the answers, I was wondering whether integrating powers of binomial coefficients also relates to the respective sums. And ...
1 vote
0 answers
106 views

Identifying a notion of integration

Let $f$: $I\longrightarrow\mathbb{R}$ be a (not necessarily bounded) function on an interval $I\subseteq\mathbb{R}$. Suppose $f$ admits a function $F$: $I\longrightarrow\mathbb{R}$ such that (1) $F$ ...
-1 votes
1 answer
227 views

Solving the integral identity $ \int_{a}^{b} f(x)dx = \int_{a}^{b} f(x)g(x)dx. $ [closed]

We know that 0 is the additive identity and 1 is the multiplicative identity. In the same spirit let us define the integral identity as follows. Definition: Let $f(x)$ be integrable in $(a,b)$. If ...
1 vote
1 answer
100 views

Can this equality hold for a nonzero $b$?

Please may you kindly assist me on this integration exercise: For real $a, b$ with $a \neq 0$, consider the equality $$\int_1^\infty f(x)\sin(a\log \sqrt x)x^b \mathrm{d}x = \int_1^\infty f(x)\sin(a\...
6 votes
1 answer
741 views

Is the following integral nonzero?

Recently I met an integral as follow: $$\int_0^{2\pi}\cdots\int_0^{2\pi}\left(\prod\limits_{1\leq i<j\leq9}\sin\frac{\theta_i-\theta_j}{2}\right)\left(\prod\limits_{i=1}^9(1+\cos(\theta_i-\theta_{i+...
5 votes
1 answer
226 views

Multidimensional integrals that diverge by oscillation

It's not hard to extend the theory of integration over ${\bf R}$ so that the integral of any compactly supported function is its usual value, while the integral of $f(t) = \cos (at+b)$ (with $a \neq 0$...
21 votes
0 answers
658 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 {(s_{2n-1}...
1 vote
0 answers
138 views

Bound for a certain integral expression

I am working to establish an estimate in $X^{s,b}$ spaces to prove local well-posedness of a certain equation, and I need to consider some sub-cases. In particular, I wish to show that the following ...