All Questions
51 questions
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/...
- 5,935
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, ...
- 43.2k
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 ...
- 389
25
votes
2
answers
2k
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
$$I_n
:=
\...
- 453
23
votes
4
answers
5k
views
Is $\ x\! \cdot\!\tan(x)\ $ integrable in elementary functions?
I'm teaching Calculus and my students asked me to calculate the integral of $\ x\! \cdot\!\tan(x)$.
I spent quite a lot of effort to do this, but I'm now even not sure if the integral could be ...
- 1,437
21
votes
0
answers
658
views
A multiple integral
Let us consider the multiple integral
$$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}...
- 16.5k
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 ...
- 43.2k
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 ...
- 4,014
12
votes
2
answers
593
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 ...
- 188k
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 ...
- 299
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
$$
f(n) := \...
- 1,991
9
votes
2
answers
1k
views
A tricky integral to evaluate
I came across this integral in some work. So, I would like to ask:
QUESTION. Can you evaluate this integral with proofs?
$$\int_0^1\frac{\log x\cdot\log(x+2)}{x+1}\,dx.$$
- 43.2k
7
votes
2
answers
582
views
"sinc-ing" integral
Let $a_1,\dots,a_n, b$ be positive real numbers.
*Question.** Is this true?
$$\int_{-\infty}^{\infty}\frac{\sin(bx+a_1x+\cdots+a_nx)}{x}\prod_{j=1}^n\frac{\sin(a_jx)}{a_jx}\,\,dx=\pi.$$
My ...
- 43.2k
7
votes
1
answer
552
views
Dominated convergence 2.0?
During my research, I came across the following question.
Let $(f_n)_n$ be a sequence in $C^2([0,1])$ converging pointwise to $g \in L^1([0,1])$. Assume that:
$\forall n\in\mathbb N, f_n''<h$, ...
- 4,074
7
votes
1
answer
625
views
Possible application of divergence Theorem?
suppose that $f \in C^1 (\mathbb{R}^{N+1},\mathbb{R})$. It's well known that if all his points are regular points i.e.
$$\nabla f (x) \neq 0 \; \; \; \forall x \in \mathbb{R}^{N+1}$$
then, for every ...
- 51
6
votes
1
answer
741
views
Is the following integral nonzero?
Recently I met an integral as follow:
$$\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+...
- 1,997
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]...
- 63
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 ...
- 2,836
5
votes
2
answers
2k
views
Elementary calculus estimate or not?
Does there exist a constant $C>0$ such that for all $f \in H^3(\mathbb R)$
$$\int_{\mathbb R} \vert x f''(x) \vert^2 \ dx \le C \int_{\mathbb R} \vert f'''(x) \vert^2 + \vert x^3f(x) \vert^2 + \...
user69109
5
votes
1
answer
2k
views
Question on an exercise from Terry Tao's blog
I've been reading Tao's An introduction to measure theory, a draft can be found here. An exercise from it is
Exercise 30 (Rising sun inequality) Let ${f: {\bf R} \rightarrow {\bf R}}$ be an absolutely ...
- 95
5
votes
2
answers
301
views
Euler–Maclaurin formula in $\mathbb{Z}^d$
I was wondering whether there is a Euler–Maclaurin formula of sorts for expressions such as
$$
\sum_{x \in [a,b]^d\cap \mathbb{Z}^d} f(x) - \int_{[a,b]^d}f(x)
$$
where $d\ge 2$ is an integer, $a,b \...
- 446
5
votes
1
answer
226
views
Multidimensional integrals that diverge by oscillation
It's not hard to extend the theory of integration over ${\bf R}$ so that the integral of any compactly supported function is its usual value, while the integral of $f(t) = \cos (at+b)$ (with $a \neq 0$...
- 19.7k
4
votes
2
answers
2k
views
Does a function exist which is not Riemann integrable and satisfies the given condition:
I am looking for a function $f:[0,1]\rightarrow \mathbb{R}$ which is not Riemann integrable such that
$$\sum_{k=0}^n |f(x_k)-f(x_{k-1})|^2 <1$$ for every choice of $0=x_0\le x_1 \le \cdots \le x_n =...
- 151
4
votes
2
answers
305
views
Generalization of van der Corput's estimate on oscillatory integrals
Question: Given exponents $0<\alpha<\beta$ and an interval
$[a,b]\subset(0,\infty)$ are there constants $C,d>0$ such that for any
$\lambda_1,\lambda_2\in\mathbb{R}$,
$$\left|\int_a^be(\...
- 1,701
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
$$F(...
- 192
4
votes
1
answer
351
views
Asymptotic behaviour of function using Fox $H$-function representation
In equation (9) of this paper, it is claimed that the limiting behaviour
$$
\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}...
- 85
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 $1=a_1\leq...\leq a_n$, ...
- 561
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(...
- 537
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 ...
- 215
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 ...
- 18.7k
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 ...
- 149
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:
$$\int \mathrm{d} x \frac{\exp{\left[-x -\frac{1}{2}\left(\frac{x-\mu}{\sigma}\...
- 33
3
votes
1
answer
172
views
The sign of the following integral
Given $\theta\in [0,2\pi)$ and let $a,b$ be two nonnegative integers. Consider the following integral:
$$I=\int_0^{\pi}\sin^{2a+1}x\sin^{2b+1}(x+\theta)dx.$$
Since
$$\int_0^{\pi}\sin^mx\cos^{2n+1}xdx=...
- 1,997
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)=...
- 43
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
$$ \int_0^1 \ldots \int_0^1 \prod_{i=1}^d u_i^{\frac{k_i-1}{2}} \prod_{m=1}^d (1-u_m)^{\...
- 83
2
votes
1
answer
239
views
Injectivity of an integral transform
For a bounded function $F: \mathbb R_{\ge 0} \to \mathbb R$ (not necessarily non-negative), is it true that
$$\int_0^\infty \frac{x^ks}{(s^2+x^2)^{(k+3)/2}} F(x) dx = 0 \text{ for all $s >0$} \iff ...
- 303
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):
$$ |(-\Delta)^su(x)|\leq c_{n,s}|x|^{-n-2s},\quad\forall x\in\mathbb{R}^n\setminus B_1(0), $$
...
- 339
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
$$\int_1^\infty f(x)\sin(a\log \sqrt x)x^b \mathrm{d}x = \int_1^\infty f(x)\sin(a\...
- 19
1
vote
1
answer
276
views
Exponential decay bound on integral
I have an integral of the form
$$ \int_R^{\infty} e^{-x} x^n \vert L_m^{\alpha}(x) \vert^2 \ dx,$$
where $L_m^{\alpha}$ is the generalized Laguerre polynomial and $n \ge 0.$
I would to get a nice ...
- 73
1
vote
1
answer
164
views
Two trigonometric integrals: looking for a transformation
I have two integrals of trigonometric functions and I would like to ask:
QUESTION. Is there a transformation rule (or general principle) to show this equality?
$$\int_0^{\frac{\pi}2}\frac{d\theta}{\...
- 43.2k
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
$$
\int_{\mathbb R^{2n}} \frac{|f(x)-f(y)|}{(|x-y|+\epsilon)^{n+1}} \, dx \, ...
- 839
1
vote
0
answers
161
views
Justify $\int_0^\infty e^{-ax^2}\ \mathrm{d}x$ for complex $a$ and zero real part [closed]
(Reposted from math stack exchange)
I have searched and failed to find a rigorous proof showing that
$$\int_{0}^\infty e^{-ax^2}\ \mathrm{d}x = \frac{\sqrt{\pi}}{2\sqrt{a}}$$
is true for $\Re(a)=0$ ...
user161698
1
vote
1
answer
497
views
Sufficient and necessary conditions for decomposing the sum of random variables
Given two $n$-tuple vectors $\vec{\alpha}=(\alpha_1,\cdots,\alpha_n)$ and
$\vec{h}=(h_1,\cdots,h_n)$, where $h_i\ge0$, $\sum_{i=1}^nh_i=1$, and $\alpha_i\in(0,1)$, we consider a random variable $S$ on ...
- 550
1
vote
0
answers
117
views
Estimation of the integral $\int_a^b e^{2\pi i f(x)} dx $
Let $f$ be a $C^2$ real-valued function on the interval $[a,b]$. Suppose that $f'(x)$ is monotone on $[a,b]$ and there is $\lambda>0$ such that
$$
\min_{x\in [a,b]} |f'(x)|>\lambda
$$
It is ...
- 675
1
vote
0
answers
106
views
Identifying a notion of integration
Let $f$: $I\longrightarrow\mathbb{R}$ be a (not necessarily bounded) function on an interval $I\subseteq\mathbb{R}$.
Suppose $f$ admits a function $F$: $I\longrightarrow\mathbb{R}$ such that
(1) $F$ ...
- 277
1
vote
0
answers
138
views
Bound for a certain integral expression
I am working to establish an estimate in $X^{s,b}$ spaces to prove local well-posedness of a certain equation, and I need to consider some sub-cases. In particular, I wish to show that the following ...
- 41
0
votes
1
answer
115
views
Fourier transform of exponential over torus
I found the following formula for the Fourier transform on a flat 2-torus, but I don't quite know how to derive it. We have a variable $q=(q_x,q_y) \in [0,2\pi)^2$ and by considering it in polar ...
0
votes
2
answers
148
views
Asymptotic behavior of the integral of Hermite functions/polynomials on half-lines
I would like to understand the asymptotic behaviour of the following integrals with fixed $x_0>0$:
$$J_m=\int^{+\infty}_{x_0}|H_m(x)|^2 e^{-x^2}dx,$$
where $H_m(x)$ is the $m-$th Hermite polynomial....
- 21
0
votes
1
answer
198
views
Prove that $f(0+)=f(0)$ if $f \in R(\beta_1)$ [closed]
Let $\beta_1$ be a function defined by $$\beta_1(x)= \begin{cases} 0 & x \le 0\\ 1 & x >0 \end{cases} $$
Now we define $f(x)$ which is a bounded function on $[-1,1]$.
We need to how that $ ...
- 117
0
votes
0
answers
82
views
A question about Fourier transform of a function defined by an integral
I have the function:
$$ 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 $k>0$....
- 339