All Questions
Tagged with integral or integration
1,506 questions
69
votes
2
answers
25k
views
Does there exist a complete implementation of the Risch algorithm?
Is there a generally available (commercial or not) complete implementation of the Risch algorithm for determining whether an elementary function has an elementary antiderivative?
The Wikipedia article ...
- 82.7k
5
votes
0
answers
160
views
Extending gauge integral to higher dimensions/spaces and analogue of Riemann rearrangement theorem for it
The gauge/Henstock-Kurzweil integral allows for the integration of a very large set of functions in $\Bbb R$, at the cost of many of the nice properties of Lebesgue integration, of which it is a ...
- 151
3
votes
1
answer
713
views
Is this operator continuous?
Let $I=[0,1]$ and $E$ a Banach space. We note by $X:=\mathcal {C}(I,E), $ the space of all continuous functions from $I$ to $E$, with $\left \| x \right \|_X=\sup_{t\in I }\left \| x(t) \right \|_E
$.
...
- 291
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:
$$\begin{multline*}
W_{\kappa,\mu}(z)W_{\lambda,\mu}(w)=\frac{e^{-(z+w)/2}(zw)^{\mu+1/2}}{\Gamma(1-\kappa-\lambda)}\...
- 373
3
votes
1
answer
109
views
Family of Pettis integrals functions "uniformly approximated" by sums
In this book (proof of $4.1.3.$ Lemma. exactly), one can find this passage, that I tried to rephrase here:
Let $f:I\times E\rightarrow E$ a Pettis integrable function, where $I:=[0,T]\subset \mathbb{...
- 291
3
votes
1
answer
170
views
Integration on quasi-Banach spaces and Schatten ideals
Let $[a,b]$ be an interval and $X$ a Banach space (for starters). We know that continuous functions $f:[a,b]\to X$ are Riemann integrable. Suppose now that $X$ is a quasi-Banach space, that is, its ...
- 143
2
votes
0
answers
84
views
How to define Lebesgue Integrability of functions assuming values in an arbitrary topological vector space over an arbitrary topological field?
I have already asked this question in this MSE thread, but some people suggested me to ask to the MO community also.
Preliminaries
An algebra of sets in a set $X$ is an $\mathcal{X}\subseteq\mathcal{P}...
- 129
6
votes
1
answer
343
views
Is there a standard way of defining the integral of an extended real function with respect to a finitely additive probability measure?
Let $X$ be a set, and let $\mu$ be a finitely additive probability measure defined on $2^X$. Let $\Phi$ be the set of functions from $X$ to $\mathbb R \cup \{-\infty, \infty\}$.
Is there a standard ...
- 869
3
votes
0
answers
172
views
Haar measure and Integral
I am wondering whether the following integral over Haar measure has explicit form（edit: say $U$ is $d\times d$ unitary, orthogonal or symplectic matrix)
$$
\int dU [(U\otimes U^*)X(U^{+}\otimes U^T)]^{...
- 1,503
0
votes
1
answer
64
views
Laplace transforms of fractional equation
is there a finite expression of the Laplace transforms of the function
\begin{align}
L\left[ {\frac{{{x^n}}}{{{{(1 + x)}^m}}}} \right]\quad n \ge m
\end{align}
- 377
2
votes
1
answer
371
views
Asymptotic behaviour of an integral. How should I proceed?
Let us consider the following SDE: $$dY_t=b(Y_t)dt+\sigma(Y_t)dW_t\tag{1}$$ with $b, \sigma: (l, r)\to\mathbb{R}$, $−\infty \leq l < r \leq \infty$ bounded functions on compact intervals of $(l, r)$...
5
votes
1
answer
436
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 ...
- 41.9k
5
votes
0
answers
418
views
Length of the arc of a Fourier series
I'm working modeling the behavior of periodic variable stars and I have a question about reducing the expression of a parameter involved in this analysis.
Let $f(t)$ be a Fourier series define as:
$$f(...
5
votes
1
answer
395
views
Is there a closed-form expression for these integrals?
I am computing the following integrals by numerical integration and this takes a lot of time, although I'm sure there is a general closed-form formula but I can't find it.
Let $t$ be a vector of $\...
- 686
0
votes
1
answer
143
views
Formally confirm a formula for a certain three-dimensional constrained integral over the unit cube
The result of the three-dimensional constrained integration (for the Hilbert-Schmidt two-qubit absolute separability probability) over the unit cube $[0,1]^3$
\begin{equation} \label{one}
\int_0^1 \...
- 723
-1
votes
1
answer
97
views
Asymptotic expansion / analysis of this integral
As $M \to +\infty$, how could I make a good asymptotic analysis of this integral?
$$\int_0^1 \dfrac{\cos(M x)}{1 + x^2} e^{-M (x^2 - 1/9)}\ \text{d}x$$
The exponential term shall dominate, yet I ...
- 149
2
votes
1
answer
395
views
Definite integral of modified Bessel function of second kind
How do I integrate a modified Bessel function of the second kind as shown below? A good approximation of the definite integral is also ok, I do not need an exact solution.
$\int_\frac{1}{\lambda}^{\...
- 21
5
votes
3
answers
1k
views
Value of an integral
I need to verify the value of the following integral
$$ 4n(n-1)\int_0^1 \frac{1}{8t^3}\left[\frac{(2t-t^2)^{n+1}}{(n+1)}-\frac{t^{2n+2}}{n+1}-t^4\{\frac{(2t-t^2)^{n-1}}{n-1}-\frac{t^{2n-2}}{n-1} \} \...
- 826
3
votes
0
answers
209
views
An "elementary" inequality
The following is left unproven in a monograph. The author refers to it as "elementary exercise" but I am unable to prove it. Any insight is appreciated.
$$
\int f \log f d\mu \le 2 \left[\...
- 519
5
votes
1
answer
319
views
Spherical average of $\frac{1}{x}$
Let $X_1,...,X_n$ be points on $\mathbb S^1.$
We then define the expectation value $E(X)=\frac{1}{n}\sum_{i=1}^n X_i.$
Let $\frac{dS(X_1)}{2\pi}$ be the normalized surface measure of $\mathbb S^1,$ i....
- 124
2
votes
1
answer
295
views
Non-zero, bounded, continuous, differentiable at the origin, compactly supported functions with everywhere non-negative Fourier transforms
Do there exist functions $F(x) \! : \, \mathbb R \to \mathbb R$ which are non-zero and bounded:
$$ \mathrm {Range} (F) = [l, u] \, , \quad \mathrm {where} \quad l, u \in \mathbb R \land u > l \, ; \...
- 179
1
vote
1
answer
181
views
Optimization problem with definite integral inequality constraints
Question: How can we prove that there exists a real constant $c\ge 1$ such that the following inequality holds for all integers $d>1$ and all real numbers $r\in\left[1,\sqrt{d}\right]$?
$$\int_{-1}^...
- 1,677
1
vote
0
answers
59
views
Extension to all dimensions of complex line integral
Let $\Gamma$ be a smooth curve in $\mathbb{C}^d$. Since $\mathbb{C}^d$ can be seen as $\mathbb{R}^{2d}$, one can define the line integral of functions $f:\Gamma\to \mathbb{C}$ using for instance ...
- 321
2
votes
1
answer
336
views
explicit computation of fractional Laplacian of a function
For $x\in\mathbb R$ let
$$
u(x)=\begin{cases}
|x|^{2s-1}-1 &\mbox{if } |x|>1,\\
0 & \mbox{otherwise}.
\end{cases}
$$
Is it possible to calculate explicitly the fractional Laplacian $(-\...
- 407
5
votes
0
answers
273
views
More or less universal formula for regularization of divergent integrals?
Is there a simple formula that would produce the regularized value for the most common divergent integrals?
I know, there is a formula for Cesaro integration, but it is applicable only to Cesaro-...
- 10.1k
0
votes
0
answers
146
views
Does the following sequence $\{g_n\}$ converge?
Consider a function sequence $\{f_n(t)\}$ ($n\in\mathbb{N}^+$) defined on the interval $(\frac{1}{2},1)$, where
\begin{eqnarray}\label{eqn:constraint1}
f_n(t)=\frac{\exp\left(n\left(\log R(h_t) - th_t\...
- 550
2
votes
1
answer
242
views
When is it possible to use the Parseval-Plancherel identity to solve an integral?
The integral is of the form $\int_{-\infty}^\infty \sigma(x)\mu(x)\,\mathrm{d}x$.
Where the Fourier transform of the $\sigma$ function is $\tilde \sigma(p)= e^{-iap}\frac{1}{1+e^{-c|p|}}$ and the ...
- 199
5
votes
0
answers
272
views
Riesz Representation Theorem for $L^2(\mathbb{R}) \oplus L^2(\mathbb{T})$?
The spaces $L^2(\mathbb{R})$ (square-integrable functions) and $L^2(\mathbb{T})$ (1-periodic square-integrable functions, considered over the real line $\mathbb{R}$) are two subspaces of the space of ...
- 2,306
0
votes
1
answer
207
views
Prove convergence of the integral $\int_0^{\infty} xe^{-x^6\sin^2x}dx$ [closed]
I would perhaps to this post add problems of a similar kind.
Problem 1. Prove convergence of the integral $\int_0^{\infty} xe^{-x^6\sin^2x}dx$,
From
https://www.desmos.com/calculator/sjizhbtbhp
we see ...
- 139
2
votes
0
answers
136
views
Integral of Legendre's function
Is there any formula for computing the following integral $$\int_a^1(P^m_l)^2(x)\,dx \, ,\text{with} -1<a<1$$
where $P^m_l$ is the associated Legendre's function (of the first kind) of order $m\...
- 61
2
votes
0
answers
85
views
inequality for two integral expressions
Given bounded positive functions $f, g, h \in L^1$, with $g, h$ finitely supported, I would like to compare the following two expressions:
$$\begin{aligned}
a_1 &= \int_{0}^{\infty} \! dx \, f(x) \...
user114668
4
votes
1
answer
103
views
Deriving integral in Gaiotto-Tommasiello theory
I was looking at a paper by Takao Suyama on GT theory, and I couldn't figure out how he derived his formula (3.59):
$$\frac{1}{\pi}\int_a^bdx\frac{1}{z-x}\frac{\sqrt{(z-a)(z-b)}}{\sqrt{|(x-a)(x-b)|}}\...
- 161
0
votes
0
answers
82
views
Verification of an Cauchy's contour Integral of Complementary Error function?
I tried to find an integral of the following,$\DeclareMathOperator{\erfc}{erfc}$
$\int\limits_0^{2\pi} \erfc(a + b\cos(\theta))\erfc(c + d\sin(\theta))\,d\theta $
Where, $a,b,c,d \in \Bbb R$
Now, $\...
- 29
4
votes
1
answer
115
views
An integral of composite function of triangle functions [closed]
I expected the following formula to hold:
$\int^{2n\pi}_0\cos(\sin t+t/n)dt=0$,
for ${}^\forall n\in\mathbb{N},\ n\geq2$
But I can't prove it.
Could you please tell me.
- 83
9
votes
1
answer
557
views
Deep applications of the Pettis integral?
In the Notes section of chapter 2 of Diestel and Uhl's Vector Measures they make the comment:
"Presently the Pettis integral has very few applications. But our prediction is that when (and if) ...
- 193
4
votes
1
answer
282
views
How to estimate the order of this integral with parameter
Some introduction:
Given a homogeneous structure called "dilation" in $R^n$: For $t\geq 0$
$$D_t: R^n\rightarrow R^n$$
$$D_t(x)=(t^{a_1}x_1,...,t^{a_n}x_n)$$
where $1=a_1\leq...\leq a_n$, ...
- 561
1
vote
2
answers
139
views
Inaccurate results for the analytical expression of $\mathbb{E}\left[ a \mathcal{Q} \left( \sqrt{b } \gamma \right) \right]$
I'm trying to plot a graph for the following expectation
$$\mathbb{E}\left[ a \mathcal{Q} \left( \sqrt{b } \gamma \right) \right]=a 2^{-\frac{\kappa }{2}-1} b^{-\frac{\kappa }{2}} \theta ^{-\kappa } \...
2
votes
2
answers
861
views
Conditions for continuity of an integral functional
Let $X$ be a metric space, $\nu,\mu$ be Borel measures on $X$, $f:X\times \mathbb{R}\rightarrow [0,\infty)$ be a measurable function. Under what conditions is the integral functional $F_f$, defined ...
- 5,405
0
votes
2
answers
246
views
Finding the expectation of $a \mathcal{Q} \left( \sqrt{b } \gamma \right) $, where $\gamma$ is a Gamma r.v
I'm trying to analytically find the following expectation
$$\mathbb{E}\left[ a \mathcal{Q} \left( \sqrt{b } \gamma \right) \right],$$
where $a$ and $b$ are constant values, $\mathcal{Q}$ is the ...
3
votes
1
answer
394
views
Closed form for the integral of a squared Legendre function
Is there a closed form for the integral $$\int_0^{\pi/2}(P_\nu^\mu(\cos\theta))^2\,\mathrm d\theta,\quad\mu>\nu\gt-\frac12$$ where $P_\nu^\mu(x)$ is the associated Legendre function of the first ...
2
votes
1
answer
397
views
Computing the integral $\int_{-1}^1 dx \, |x| J_0(\alpha \sqrt{1 - x^2}) P_\ell(x)$
I would like to compute the following integral:
$$
I_\ell(\alpha) := \int_{-1}^1 dx \, |x| J_0(\alpha \sqrt{1 - x^2}) P_\ell(x)
\tag{1}
\label{1}
$$
where $\alpha \geq 0$, $J_0$ is the zeroth-order ...
- 159
2
votes
0
answers
180
views
Removing integral from norm by inequality
My first question on Math Overflow.
For my Mathematics Bachelor thesis I am looking at a paper called "Deep Limits of Residual Neural networks" by Matthew Thorpe and Yves van Gennip. (arxiv....
6
votes
2
answers
428
views
An abstract characterization of line integrals
Let $M$ be a smooth manifold (endowed with a Riemann structure, if useful). If $\omega \in \Omega^1 (M)$ is a smooth $1$-form and $c : [0,1] \to M$ is a smooth curve, one defines the line integral of $...
- 5,407
-2
votes
1
answer
261
views
Is it possible to express $\int_{0+\epsilon}^{1-\epsilon}\left(\sqrt{1-x^2}^{\sqrt{1-x^2}^{\cdots}}\right) dx$ in elementary functions?
let $\epsilon >0$, I tried to evaluate $\int_{0+\epsilon}^{1-\epsilon}\left(\sqrt{1-x^2}^{\sqrt{1-x^2}^{\cdots}}\right) dx$ , using the fact $x= \cos t$ yield to have integrand using $\sin $ ...
5
votes
2
answers
559
views
Compute $ \int_{0}^{+\infty} \left( \frac{\ln(x)}{e^x}\right)^2 dx $ [closed]
How can I compute this integral?
$$
\int_{0}^{+\infty} \left( \frac{\ln(x)}{e^x}\right)^2 dx
$$
- 71
-1
votes
1
answer
205
views
What is the integral of $r \frac{2^{r-1} \log (2) e^{-\frac{\sqrt{2^r-1}}{b}} \left(2^r-1\right)^{\frac{d}{2}-1}}{b^d \Gamma (d)}$?
I have been trying to solve a research problem for a while now and in doing so, I stumbled upon the following integral:
$$\int_0^{\infty } r \frac{2^{r-1} \log (2) e^{-\frac{\sqrt{2^r-1}}{b}} \left(2^...
0
votes
1
answer
55
views
Looking for a family of random variables such that only the second clause is fulfilled [closed]
Working with the epsilon-delta-criterium, a family $(X_i)_{i \in I}$ on $(\Omega,A,P)$ is uniformly integrable if
i) $sup_{i \in I} E(X_i) <\infty$
ii) $\forall \epsilon>0$ ex. $\delta>0$ s.t....
- 11
1
vote
0
answers
137
views
A Fredholm equation with non-separable kernel [closed]
I'm trying to solve this form of Fredholm equation:
$$
g(v)=f_1(v)+\int\limits_{0}^{v_\mathrm{th}} g(v_s)\frac{e^{-\tfrac{\big[(v-v_\mathrm{init})-(1-v_\mathrm{leak})(v_s-v_\mathrm{init})\big]^2}{2v_\...
- 11
5
votes
1
answer
335
views
Three integral expressions for integer values of $\zeta(s)$. Could these be further reduced to known integrals?
In this MSE-question I've asked about three, similarly shaped, integrals for integer vales of $\zeta(s)$ that I found numerically:
$$\zeta \left( 3 \right) =\frac12{\int_{0}^{1} \frac{1}{x}\big(\zeta(...
- 4,169
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 ...
