All Questions
Tagged with integration reference-request
96 questions
1
vote
1
answer
141
views
Understanding quadrature rule of a function multiplied by another $C^{\infty}$ function
Define a function $f \in C^m[-1,1],m \in \mathbb{N}$ and $g\in C^{\infty}[-1,1]$. Also define a quadrature rule $Q$ for approximating the integral $\int_{-1}^1 h(x)dx$ for some function integrable ...
- 69
0
votes
0
answers
149
views
Reference book for a probability course
In the next months I am planning to deliver a (more-or-less) advanced course in probability theory. My students will have had already a first encounter with discrete probability theory (discrete ...
- 1,561
0
votes
1
answer
130
views
Is there a closed form for the integral $\int_{0}^{\infty}\ln(z)z^{\lambda - 1}\exp\left(-\frac{w}{2}\left(z + \frac{1}{z}\right)\right)\mathrm{d}z$?
As the title says, I would like to know if there is a closed form for the integral:
\begin{align*}
\int_{0}^{\infty}\ln(z)z^{\lambda - 1}\exp\left(-\frac{w}{2}\left(z + \frac{1}{z}\right)\right)\...
- 49
-2
votes
1
answer
151
views
Averaged measure in integrations
Consider
\begin{align}
& F(n,x)\equiv \int_0^x \cdots g (x_5)\int_0^{x_5} ~\int_0^{x_4} g (x_3)~~\int_0^{x_3} ~\int_0^{x_2} g (x_1)~~A(x_1)\,dx_1\cdots dx_n
\end{align}
where $g(x)$ is a measure. ...
- 141
-1
votes
1
answer
204
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Cauchy reduction formula with measure (a variation)
The Cauchy reduction formula conveniently compresses $n$ integrations of a function $F(x)$ into a single integral. Here I am interested in reducing the following "curved-space" ...
- 141
8
votes
1
answer
537
views
Reference request: Expository paper on the use of functional analysis in differential and integral equations
Some textbooks on functional analysis do not hint that a major raison d'être of the subject is its use in the study of differential and integral equations. The reader could go all the way through ...
1
vote
1
answer
337
views
Cauchy reduction formula with measure
The Cauchy reduction formula is
$$\int_{0}^{x}{\cdots{\int_{0}^{x_{3}}{\int_{0}^{x_{2}}{F(x_1)\,dx_1\cdots dx_n}}}}
=\frac{1}{(n-1)!}{\int_{0}^{x}{(x-t)^{n-1}F(t)\,dt}}$$
Consider a generalisation
$$\...
- 141
1
vote
1
answer
179
views
The function $G(x) =(4\pi t)^{-d/2} \int_{\mathbb{R}^d} e^{\frac{-|x-y|^2}{4t}}|y|^k dy$ can be controlled when $|x|\rightarrow \infty$
In this paper, Lemma 6, Pinsky proves that $$H(x) =(4\pi t)^{-d/2} \int_{\mathbb{R}^d} e^{\frac{-|x-y|^2}{4t}}(1+|y|)^m \, dy$$ attains its maximum in $x=0$ for $m<0$. This can also be proven using ...
- 677
10
votes
1
answer
571
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Are “most” bounded derivatives not Riemann integrable?
Given $a,b\in\mathbb R$ with $a<b$. Let
$$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}\}. $$
It ...
- 299
2
votes
0
answers
90
views
Computing a complex integral with many poles
For an integer $k\geq 1$, let $f:\mathbb{C}^k\to\mathbb{C}$ be such that $f$ is analytic in the region $\text{Re}(u_i) > -1$ (say) for each $1\leq i \leq k$, and decays rapidly on vertical lines (i....
- 1,990
3
votes
1
answer
136
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The function $H(x) =(4\pi t)^{-n/2} \int_{\mathbb{R}^d} e^{\frac{-|x-y|^2}{4t}}(1+|y|)^m\,dy$ attains its maximum in $x=0.$
In this paper, Lemma 6, Pinsky proves that $H(x) =(4\pi t)^{-n/2} \int_{\mathbb{R}^d} e^{\frac{-|x-y|^2}{4t}}(1+|y|)^m \, dy$ attains its maximum in $x=0.$ I didn't understand the proof very well, but ...
- 677
7
votes
2
answers
660
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For a manual evaluation of a definite integral
I note that Mathematica could yield the identity
$$\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}$$
But I don't know how Mathematica got this.
...
- 15.6k
1
vote
1
answer
118
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Volterra Processes (integration wrt Brownian motion): reference request
I need some references about Volterra processes $Y=(Y_t)_{t\geq0}$ defined as
$$ Y_t:=\int_{0}^{t} g(t,s)dB_s, \ \ t\geq 0,$$
where $B=\left(B_t\right)_{t\geq0}$ is a brownian motion and $g$ satisfies
...
- 95
2
votes
2
answers
382
views
Asymptotics of an integral requested
Given an integer $n\geq2$, consider the following integral
$$I_n:=\int_0^1nx^{n-1}\sqrt{\left\vert \frac{\log(1-x)}{\log n}\right\vert} \, dx.$$
QUESTION. Is this true? It appears to be so.
$$\lim_{n\...
- 43.2k
7
votes
2
answers
398
views
Quantifying difficulty of integrals versus inverses
Recently, I have been discussing inverses with a tenth grade class and integrals with an eleventh/twelfth grade class, and this has led me to the following wonder:
Wonder. Is there a "reasonable&...
- 7,831
2
votes
0
answers
191
views
Multiple Wiener integral as Witt polynomial of Brownian motion
I know that if i have a Brownian motion $W_t$ the multiple Wiener integral
$\int_0^t \int_0^{\xi_1}...\int_0^{\xi_n} dW_{\xi_1}...dW_{\xi_n}$
can be expressed as $H_n(\int_0^t dW_s)$ where $H_n$ is ...
- 293
3
votes
0
answers
159
views
Is there a general relationship between definite integrals over functions involving the complete elliptic integral of the first kind and zeta values?
Background
Let $\textbf{K}(k)$ be the complete elliptic integral of the first kind, where $k$ is its elliptic modulus [1]. Moreover, define $k' := \sqrt{1-k^{2}} $ as its complementary modulus. I've ...
- 4,829
11
votes
1
answer
588
views
Malmsten-like integrals for $\zeta(n) $
Context
Let us define a Malmsten integral when it is of the form $$M_{P,Q} := \int_{0}^{1} \frac{P(x)}{Q(x)} \ln \ln \left( \frac{1}{x} \right) dx. \tag{1} $$ In a paper by Blagouchine [1], the author ...
- 4,829
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
0
votes
0
answers
66
views
Reference request: Integrability condition on measures
Let $(\mathcal{C}, \|\cdot\|)$ be a (non-locally compact) Banach space with Borel $\sigma$-algebra $\mathcal{B}$.
Given a probability measure $\mu : \mathcal{B}\rightarrow[0,1]$, I'm interested in ...
- 463
2
votes
0
answers
155
views
Second differential of total variation
I am trying to give meaning to the notion of second differential of total variation.
For sufficiently regular $u:\Omega \subset \mathbb{R}^2 \to \mathbb{R}$ let the total variation be given by
$$TV(u)=...
- 319
1
vote
1
answer
164
views
Two trigonometric integrals: looking for a transformation
I have two integrals of trigonometric functions and I would like to ask:
QUESTION. Is there a transformation rule (or general principle) to show this equality?
$$\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
2
votes
1
answer
317
views
Are there any published studies on cases of infinite sums for which the Euler–Maclaurin summation method yields the exact evaluation?
The Euler–Maclaurin summation formula is as follows: $$\sum_{i=m}^{n} f(i) = \int_{m}^{n} f(x) dx + \frac{f(n)+f(m)}{2} + \sum_{k=1}^{\lfloor p/2 \rfloor} \frac{B_{2k}}{(2k)!}\big{(}f^{(2k-1)}(n)-f^{(...
- 4,829
7
votes
2
answers
2k
views
The source of the Integral
Wolfram alpha calculates the integral
$$\int\limits_0^\infty \frac{x^2\ln{x}}{e^x-1}dx=2\zeta^\prime(3)+3\zeta(3)-2\gamma\zeta(3).$$
However, I need to cite the source of this identity (the table of ...
- 16.5k
2
votes
1
answer
276
views
Can $\int \Big{(} \frac{1}{e^{x}-1} - \frac{1}{e^{x}} \Big{)} \Big{(} I_{0}(2 \sqrt{x}) - 1 \Big{)} dx $ be evaluated?
Currently, I'm working on a problem pertaining to certain integrals involving the modified Bessel function of the first kind. On p. 59 of this book by Rosenheinrich, it is stated that
$$\int e^{-x} I_{...
- 4,829
7
votes
1
answer
292
views
On a certain double integral appearing in the Fourier series coefficients of $\mathrm{SL}_2(\mathbb{C})$-Eisenstein series
The following integral appears naturally within the computation of the Fourier series coefficients of a real analytic $\mathrm{SL}_2(\mathbb{C})$-Eisenstein series:
\begin{align*}
\int_{-\infty}^{\...
- 7,609
1
vote
1
answer
522
views
Stochastic Integral + conditional expectation
Let $\overline{\widehat{Z}_i} = \frac{E_i\left[ \int_{t_i}^{t_{i+1}}\widehat{Z}_sds\right] }{\Delta t_i}$ with $\widehat{Z}$ a square integrable process, $\Delta t_i := t_{i+1} - t_i$, and $E_i$ ...
- 43
0
votes
1
answer
171
views
How to compute $\int_{-\infty}^{\infty}\int_{-\infty}^{\infty}\int_{[-1,1]^n}\exp[2\pi i(\theta_1 v_1.x+\theta_2v_2.x)]d^nx d\theta_1d\theta_2$
Let $\mathbf{v}_1, \mathbf{v}_2$ be two vectors in $\mathbb{R}^n$. I would like to compute the following singular integral:
$$\int_{-\infty}^{ \infty} \int_{-\infty}^{\infty}
\int_{[-1,1]^n}
e(\...
- 3,625
7
votes
1
answer
307
views
Reference for proof of an integral from the "Tables of Integral Transforms" involving a Gaussian and a Laguerre polynomial
I am looking for a proof of one of the integrals presented in Harry Bateman's Tables of Integral Transforms. The specific integral in question is presented on page 42 in chapter 8.9 as equation (3):
$$...
- 73
2
votes
0
answers
65
views
Reference request for type of specific integral equation in two variable:
Consider the following integral equation:
$$\int_0^\infty K(t,y)\phi(t,x)dt=0$$
Here, $K(t,y)$ is a trigonometric kernel and
$\phi(t,x)$ is monotonic wrt $x$ ( for fixed $t$).
I want to find the ...
- 41
3
votes
1
answer
183
views
On integral representation of Whittaker $W$ functions
According to NIST, the integral representation of Whittaker $W$ functions
$$
W_{\kappa,\mu}\left(z\right)=\frac{z^{\mu+\frac{1}{2}}2^{-2\mu}}{\Gamma\left(%
\frac{1}{2}+\mu-\kappa\right)}\int_{1}^{\...
- 373
8
votes
0
answers
360
views
The many theories of integration
Diclaimer: In what follows, I will be loose in the usage of terminology since the very nature of the question is of a similar flavour.
In the mathematics literature, one can find a zoo of theories of ...
- 183
1
vote
0
answers
129
views
Sources for multiple Stieltjes integral
My research involves multiple Stieltjes integral or multiple Lebesgue-Stieltjes integral. But after searching online, I can not find what I need. So I ask this question on which sources (books or ...
- 663
9
votes
2
answers
1k
views
A tricky integral to evaluate
I came across this integral in some work. So, I would like to ask:
QUESTION. Can you evaluate this integral with proofs?
$$\int_0^1\frac{\log x\cdot\log(x+2)}{x+1}\,dx.$$
- 43.2k
17
votes
3
answers
1k
views
Decoupling a double integral
I came across this question while making some calculations.
QUESTION. Can you find some transformation to "decouple" the double integral as follows?
$$\int_0^{\frac{\pi}2}\int_0^{\frac{\pi}...
- 43.2k
1
vote
1
answer
853
views
Quadrature methods for high-dimensional Gaussian integration
Suppose that $f$ is the density of a high(-$d$)-dimensional Gaussian measure with mean $\mu$ and non-singular covariance matrix $\Sigma$. Let $g:\mathbb{R}^d\rightarrow \mathbb{R}$ be a continuous ...
- 5,405
7
votes
0
answers
155
views
Henstock–Kurzweil integral for unbounded domain of $\mathbb{R}^n$
I am working through the textbook Analyse : fondements, techniques, évolution by Jean Mawhin (in French). It was published in 2002 and its main characteristic is to introduce integration to ...
- 71
11
votes
1
answer
566
views
Integral representation of product of two Whittaker functions
Does anyone know anything about the following formula involving special functions:
$$\begin{multline*}
W_{\kappa,\mu}(z)W_{\lambda,\mu}(w)=\frac{e^{-(z+w)/2}(zw)^{\mu+1/2}}{\Gamma(1-\kappa-\lambda)}\...
- 373
3
votes
1
answer
109
views
Family of Pettis integrals functions "uniformly approximated" by sums
In this book (proof of $4.1.3.$ Lemma. exactly), one can find this passage, that I tried to rephrase here:
Let $f:I\times E\rightarrow E$ a Pettis integrable function, where $I:=[0,T]\subset \mathbb{...
- 291
5
votes
1
answer
434
views
Integration theory for functions and values with values in topological rings
I am curious whether somebody ever tried to generalize the classical theory of Lebesgue integral to functions and measures with values in Hausdorff topological rings.
The generalization of a measure ...
- 41.8k
4
votes
2
answers
592
views
From Zurab's integral representation for the Apéry's constant to almost impossible integrals
I would like to know if the following integrals are known, or in case that aren't in the literature we can calculate these in closed-form (in terms of elementary and standard functions). I wondered ...
3
votes
0
answers
86
views
An exponential integral over a closed convex polytope
For any $T\geq 2$, let us define the polyhedron $S$ given by
\begin{align*}
S:=\{\underline{t}:=(t_0,t_1,t_{2},t_{3},t_{4},t_{5},t_{6},t_{7})\in [0,+\infty)^{8}:A\underline{t}\leq (\log T)\textbf{1}\}
...
1
vote
0
answers
54
views
Standard definition: vector-valued essential support
Let $f \in L^p(\mathbb{R}^n,\mathbb{R}^m)$. If $m=1$ then the essential support of $f$ is a mainstream definition; see here for example. However, when $m>1$ is the following definition used?
$$
\...
- 5,405
7
votes
2
answers
655
views
Reference request: proofs of integrals presented in Erdélyi's *Table of Integral Transforms*
I have asked related questions on MSE and received no answer, so: I am looking for proofs of the integrals presented in Erdélyi's Table of Integral Transforms vol. i-ii, specifically proofs of the ...
3
votes
0
answers
464
views
Accuracy of Richardson's error estimate in the presence of rounding errors
Richardson extrapolation is a well known technique in scientific computing. It is used to compute error estimates when our approximations can be viewed as a function of a parameter $h$. Common ...
- 221
2
votes
0
answers
200
views
The collection of mean value abscissas in the Mean value theorem
The integral mean value theorem for continuous f on [0,b] and finite positive continuous measure $\mu$ we have
$$\frac{1}{\mu[a,b]}\int_{a}^{b}f(x)d\mu(x)=f(c)(*)$$
for at least one $c\in [a,b]$. We ...
- 5,474
6
votes
1
answer
1k
views
Fubini's theorem on arbitrary foliations
In what follows $ \mathbb{R}^{n+m} = \{(x,y): x \in \mathbb{R}^n, \ y \in \mathbb{R}^m \} \ .$
Suppose $G: U \to V $ is a $C^1$-diffeomorphism from an open subset of a manifold to an open subset of $...
- 622