All Questions
Tagged with integration ca.classical-analysis-and-odes
192 questions
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
1
vote
1
answer
190
views
How to evaluate the following integral?
How to (analytically) calculate the following integral,
$$I = \int_{S_{2n-1}} \left( \langle z, \zeta \rangle \right)^a e^{ b \langle z, \zeta \rangle} \, d\sigma(\zeta),$$
where $\langle z, \zeta \...
- 501
9
votes
1
answer
429
views
A curious norm related to the L¹ norm
If $f \in C^0([0,1])$, one can define
$$\Vert f \Vert_? = \sup_{J \subset [0,1]} \left\lvert \int_J f \right\rvert,$$
where $J$ runs among all subintervals of $[0,1]$.
This is a norm on $C^0([0,1])$ (...
- 575
2
votes
1
answer
315
views
Where to find or how to establish a general formula for the improper integral $\int_{0}^{\infty}\frac{\sin t}{t}(\ln t)^k\operatorname{d\!} t$?
When I tried to establish the Maclaurin power series expansion of the reciprocal $\frac{1}{\Gamma(z)}$ of the Euler gamma function $\Gamma(z)$, I came across the improper integral $$
I_k=\int_{0}^{\...
- 1,091
10
votes
1
answer
444
views
Why is it the case that $\sum\limits_{x \in \mathbb{Z}} e^{-(x + \frac{1}{4})^2} = \sqrt{\pi}$?
According to Mathematica, it is the case that
$$\sum\limits_{x \in \mathbb{Z}} e^{-(x + \frac{1}{4})^2} = \sqrt{\pi}.$$
This is particularly surprising because it's also the case that $$\int_{-\infty}^...
- 453
0
votes
1
answer
221
views
How to prove that $ \sum_{k=1}^\infty \frac{\sin kx}{k^z} = \frac{1}{\Gamma(z)} \int_0^\infty \frac{t^{z-1}e^t\sin x}{1–2e^t\cos x+e^{2t}}dt? $ [closed]
I need it to show that $\displaystyle\sum_{k=1}^\infty \frac{\sin k}{k^3} = \frac{2\pi^2-3\pi+1}{12}$
13
votes
1
answer
761
views
If $(a,b,c)$ are the sides of a triangle, then the probability $P(ax + by \ge c) = \frac{4}{\pi^2}\chi_2(x) + \frac{4}{\pi^2}\chi_2(y)$
Posting this question in MO since it is unanswered in MSE
Let $(a,b,c)$ be the side of a triangle. In its most general linear form, the triangle inequality can be expressed as: Does $ax + by \ge c$ ...
- 5,470
11
votes
1
answer
745
views
Find the area of the region enclosed by $\sin^p x+\sin^p y=\sin^p(x+y)$, the $x$-axis and the $y$-axis (comes from a probability question)
Consider the graph of $\sin^p x+\sin^p y=\sin^p(x+y)$, where $x$ and $y$ are acute, and $p>1$.
Here are examples with, from left to right, $p=1.05,\space 1.25,\space 2,\space 4,\space 100$.
Find ...
- 3,527
1
vote
1
answer
152
views
An inequality for the Darboux integral
As we know, if $f(x)$ are Riemann integrable, we have
\begin{gather}
\left|\int_a^b f(x)~\mathrm{d}x\right|\leq \int_a^b |f(x)|~\mathrm{d}x.
\end{gather}
So, for Darboux integrals, such as the upper ...
- 13
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
1
vote
0
answers
102
views
Conjectured closed form of $\int_0^1\frac{\ln^3(1+x)\,\ln^3x}x\mathrm{d}x$
I posted this question on Math Stack Exchange, but there were no helpful comments or answers
https://math.stackexchange.com/q/4874446/1298448
How to integrate $${\displaystyle \int_0^1\frac{\ln^3(1+x)\...
- 224
5
votes
3
answers
845
views
Conjectured closed form of $\int\limits_0^1 \frac{\ln y \operatorname{Li}_2 (-y)}{1-y^2} \, dy$
I uploaded this question here and here from my old account.
Let $\psi^{(1)}$ be the trigamma function defined by
\begin{equation}
\tag{1}
\psi_1(z) = -\int\limits_0^1 \frac{x^{z-1} \ln x}{1-x} \, dx.
\...
- 224
7
votes
1
answer
372
views
Exponential trigonometric integral
I want to compute the normalization constant of some probability density on SO(3). After some simplification, I arrive at the following double integral:
$$ \tag{1}\label{eq:1}
\int_0^{2 \pi} \int_0^{\...
2
votes
0
answers
162
views
Taylor coefficients of the integral of the ordered exponential
Let $A$ be a continuous $2\times 2$ matrix-valued function on $[0,1]$. Define $X_A$ as the solution of
$$
X_A'(t) = A(t) X_A(t), \qquad X(0) = I.
$$
In other words $X_A$ is the ordered exponential of $...
- 577
7
votes
1
answer
543
views
How to find closed form for $\int_0^1 \frac{x}{x^2+1} \left(\ln(1-x) \right)^{n-1}dx$?
Here in my answer I got the real part for the polylogarithm function at $1+i$ for natural $n$
$$ \Re\left(\text{Li}_n(1+i)\right)=\left(\frac{-1}{4}\right)^{n+1}A_n-B_n $$
where
$$ B_n=\sum_{k=0}^{\...
- 513
1
vote
1
answer
120
views
Characterization of an integral operator with a Bessel kernel
I am considering the following integral operator: $$K(\sigma)(\theta)=\int_0^{2\pi} \sigma(\theta') J_0(|e^{i\theta}-e^{i\theta'}|)\,d\theta',$$ where $J_0$ is the Bessel function of order $0.$
I am ...
- 141
9
votes
2
answers
3k
views
Solving 'impossible' integrals with a new (?) trick
The following identities have been suggested based on formulas in a previous question of mine.
If complex $\theta_1=\cos^{-1}(p)$ and $\theta_2=\sec^{-1}(p)$, where $p\in(-1, 0) \cup (1, \infty)$, ...
3
votes
2
answers
620
views
Are there any functions $f$ beyond trivial examples where $\int f(x +f(x + f(x +\dotsb)))\,dx$ $= F(x+F(x+F(x +\dotsb))) + C$ for some function $F$?
Basically the title explains most of my question here. Purely out of curiosity (I have no real application), I am wondering if there are any "interesting" functions $f$ where we know of a ...
- 149
1
vote
1
answer
197
views
Derivation of indefinite integral involving hypergeometric function
I am doing a project on projectile motion and I ended up with this integral:
$$\int \frac{m \left(g - \left(\frac{1}{e^t - g^{\frac{m}{c}}}\right)^{\frac{m}{c}}\right)}{c} \, dt$$
where $g, c,$ and $m$...
- 21
4
votes
2
answers
2k
views
Does a function exist which is not Riemann integrable and satisfies the given condition:
I am looking for a function $f:[0,1]\rightarrow \mathbb{R}$ which is not Riemann integrable such that
$$\sum_{k=0}^n |f(x_k)-f(x_{k-1})|^2 <1$$ for every choice of $0=x_0\le x_1 \le \cdots \le x_n =...
- 151
5
votes
0
answers
243
views
Is there a way to solve this integral on the sphere explicitly?
Let $k_{j}\in {\mathbb{Z}}^{+}$ and $\,a_{j}\in \,]0,1[$, be such that
$k_{j}\,a_{j}<1$, $j=1,\cdots,n$. Let $f:\mathbb{R}^{n}\rightarrow [0,\infty[$ be defined by the integral
$$f(y):=\int_{\...
- 852
10
votes
1
answer
571
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
5
votes
0
answers
497
views
Is $\int \operatorname{sn}^2u\,\mathrm du$ really irreducible?
Let $\operatorname{sn}$, $\operatorname{cn}$, $\operatorname{dn}$ be Jacobian elliptic functions (https://dlmf.nist.gov/22). According to Greenhill,
The integrals
$$\operatorname{sn}^2u,\operatorname{...
- 317
0
votes
1
answer
198
views
Can we integrate arbitrary rational functions of Jacobian elliptic functions?
We can integrate arbitrary rational functions of the trigonometric functions because of the tangent half-angle substitution (https://en.m.wikipedia.org/wiki/Tangent_half-angle_substitution). This led ...
- 317
0
votes
0
answers
182
views
Why is the sign of the integration negative?
Let
\begin{aligned}
I=\int_0^1 B^{\frac{1}{1-\alpha + \alpha x}} x^{k - 1} \left(\frac{\alpha \log{\left(B \right)}}{(\alpha-k-1)^2} +\frac{1}{k} + \log{\left(x \right)} \right) dx,
\end{aligned}
...
- 9
3
votes
1
answer
337
views
Closed-form expression for definite integrals involving modified Bessel functions K_1 and K_0
I am attempting to derive a closed-form expression for the following two integrals involving the modified Bessel functions $K_1$ and $K_0$, but I can't find a solution (I don't know if there is one). ...
- 43
7
votes
2
answers
660
views
For a manual evaluation of a definite integral
I note that Mathematica could yield the identity
$$\int_0^1\frac{\log(1+x^2(x-1)/2)}{x^2(x-1)}dx=\frac{\pi(\pi-4)-12\log^22+24\log2}{16}.\tag{1}\label{1}$$
But I don't know how Mathematica got this.
...
- 15.6k
1
vote
1
answer
249
views
Approximation for a Bessel function integral
I'm trying to calculate hit probabilities on a dart board if the dart thrower has some Gaussian angle distribution function with width $\Delta$ and some systematic angle offsets $\phi_0, \theta_0$. ...
- 19
2
votes
1
answer
159
views
Integral in the Lamb shift calculation – fourth order
I was trying to solve some integrals that appear in quantum electrodynamics but I was not able to do it on my own.
$$1/6\int_0^1 \int_0^1 { u^3 z^2(1-z^2/3) \over [u^2(1-z^2)+4(1-u)]}dudz $$
I know ...
4
votes
2
answers
305
views
Generalization of van der Corput's estimate on oscillatory integrals
Question: Given exponents $0<\alpha<\beta$ and an interval
$[a,b]\subset(0,\infty)$ are there constants $C,d>0$ such that for any
$\lambda_1,\lambda_2\in\mathbb{R}$,
$$\left|\int_a^be(\...
- 1,701
0
votes
0
answers
88
views
Closed formula for iterated Fourier series
I'm trying to obtain a closed formula for the following integral.
\begin{align}
I_n = {} & \int_0^h \Bigr[\sum_{r_1=1}^\infty a_{1,r} \cos\left(\frac{2\pi}{h} r_1t_1\right) \\[6pt]
& {}+ b_{1,...
- 293
1
vote
1
answer
177
views
Finding $W^{1,\infty}$ solutions to an integral equation by fixed point
Let $f \in L^\infty((0,1)\times(0,1))$ and consider the integral equation
\begin{align*}
u(x, y)= \int_0^y \int_0^{x-y} u(x-y+\tau, s+\tau) f(s+\tau, \tau) d s d \tau -\int_0^y f(x-y+s, s) d s.
\end{...
user139844
3
votes
2
answers
696
views
Class of Riemann integrable functions with antiderivative
We know that continuous functions
are Riemann integrable and
have an antiderivative.
For each bounded function $f$ on an interval $[a, b]$, the Lebesgue integrability theorem guarantees that such an ...
- 263
3
votes
1
answer
267
views
References for $\int_{-\infty}^\infty\binom{1}{t}^3\,\mathrm dt=\frac{3}{2}+\frac{6}{\pi^2}$ and related integrals?
In user dxdydz's answer to the question "Unexpected appearances of $\pi^{2}/6$", the identity $$\int_{-\infty}^\infty\binom{1}{t}^3\,\mathrm dt=\frac{3}{2}+\frac{6}{\pi^2}$$ is mentioned.
...
- 4,829
4
votes
1
answer
162
views
Definite integral of power of sine ratio
I stumbled on the following rather appealing trigonometric definite integral,
\begin{equation}
\int_0^y \left(\frac{\sin x}{\sin (y-x)}\right)^a \mathrm{d}x = \pi \frac{\sin(ya)}{\sin(\pi a)}
\end{...
- 3,927
6
votes
1
answer
584
views
Integral representation of $\frac{355}{113}-\pi$? [duplicate]
It is well known that
$$
\frac{22}{7} - \pi = \int_0^1 (x-x^2)^4 \frac{dx}{1+x^2},
$$
Given that $\frac{355}{113}$ is an excellent approximation of $\pi$, is there any known integral representation of ...
- 1,608
4
votes
1
answer
339
views
Mikusiński's approach to Bochner integrals; replace absolute by unconditional?
In the book The Bochner Integral, Mikusiński described an approach to Lebesgue and Bochner integrals via absolutely convergent series corresponding to step functions:
Defn. Let $X$ be a Banach space. ...
- 39k
2
votes
2
answers
150
views
Lower bound for integrals like $\int_1^{t+1}e^{-\sqrt{s}}s^{-1}ds$
Let
$$I(t) = \int_{1}^{t+1}\exp\left\{-c\frac{s^{1-\beta}}{1-\beta}\right\}s^{-2\beta}ds,$$
where $c$ is some positive constant and $\beta\in(0, 1)$.
Since the integral $I(t)$ given above could not be ...
- 63
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
43
votes
1
answer
2k
views
Is $\int_0^\infty{dx\over x^{x^{x^x}}}<\int_0^\infty{dx\over x^{x^{x^{x^{x^x}}}}}<\int_0^\infty{dx\over x^{x^{x^{x^{x^{x^{x^x}}}}}}}<\cdots$ true?
On MSE I asked whether each of $\int_0^\infty\frac{dx}{x^x},\int_0^\infty\frac{dx}{x^{x^{x^x}}},\int_0^\infty\frac{dx}{x^{x^{x^{x^{x^x}}}}},\cdots$ was less than $2$ and received answers on bounding ...
- 1,459
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?
$$\int_0^{\frac{\pi}2}\frac{d\theta}{\...
- 43.2k
1
vote
0
answers
210
views
Questions about iterating the Euler-Maclaurin summation formula
Introduction
The Euler–Maclaurin summation formula is as follows for a positive integer $p$ and a continuous function $f(\cdot)$ that is $p$ times continuously differentiable on the interval $[m,n]$ : ...
- 4,829
6
votes
1
answer
193
views
Oscillatory integrals with a decaying factor in the integrand
Lemma 4.5 of Titchmarsh's book The Theory of the Riemann Zeta function says (slightly rephrased):
Let $F$ be a twice differentiable real function such that $ F''(x) \geq r > 0$ for all $x$ in $[a,b]...
- 63
5
votes
2
answers
434
views
How to integrate the multinomial over a ball in $\mathbb{R}^{n}$?
I got an interesting question. Consider this integral:
$$ \int_{B(0,1)}\bigg(\sum_{j=1}^{n}a_{j}x_{j}^2\bigg)^m \mbox{d}x, \quad m,n\in \mathbb{N}, \ a_{i}>0, \ i=1,2,\ldots,n.$$
It is clear that ...
- 51
0
votes
1
answer
102
views
Gronwall-type inequality with nonlinearity
Let $u: (0,\infty) \times \mathbb R \to \mathbb R$. Suppose that $\int_{\mathbb R} u(t,x) dx \ge 0$ (but not necessarily $u >0$). Let $A:(0,\infty) \to \mathbb R$ with $A \ge 0$. Let $\alpha \ge 0$...
user139844
1
vote
0
answers
99
views
Estimate on integral with logarithmic weight
Let $f:\mathbb R^n \to \mathbb R$. What (minimal) assumptions are needed, in addition to $f \in L^1 \cap L^\infty$, to have
$$
\int_{\mathbb R^{2n}} \frac{|f(x)-f(y)|}{(|x-y|+\epsilon)^{n+1}} \, dx \, ...
- 839
7
votes
2
answers
2k
views
The source of the Integral
Wolfram alpha calculates the integral
$$\int\limits_0^\infty \frac{x^2\ln{x}}{e^x-1}dx=2\zeta^\prime(3)+3\zeta(3)-2\gamma\zeta(3).$$
However, I need to cite the source of this identity (the table of ...
- 16.5k
6
votes
0
answers
292
views
A kind of reflection formula for the logarithmic derivative of the zeta function
So I was messing around with Bernoulli numbers and values of $\zeta'$ at integers $-$ and suddenly I came about a non trivial identity which can be written in terms of the logarithmic derivative of ...
- 13.4k
3
votes
1
answer
190
views
Volumes of unit balls in $S^2 \times\mathbb R$ and $H^2 \times\mathbb R$
The following integrals are equal to the volume of a unit ball in $S^2 \times \mathbb R$ and $H^2 \times\mathbb R$, respectively:
$$8\pi\int_0^1\sin^2 \frac{\sqrt{1-h^2}}2 \, dh$$
$$8\pi\int_0^1\sinh^...
- 2,773