All Questions
Tagged with integral or integration
168 questions
42
votes
6
answers
7k
views
An algebra of "integrals"
When discussing divergent integrals with people, I got curious about the following:
Is there an $\mathbb{R}$-algebra $A$ together with a map (could be defined on just a subspace)
$$\int_0^{\infty}: ...
- 3,806
32
votes
6
answers
3k
views
Can distribution theory be developed Riemann-free?
I imagine most people who frequent MO have been indoctrinated into the point of view that the Riemann integral can be safely discarded once one has taken the time to develop the Lebesgue integral. ...
- 29.2k
55
votes
4
answers
4k
views
An interesting integral expression for $\pi^n$?
I came on the following multiple integral while renormalizing elliptic multiple zeta values:
$$\int_0^1\cdots \int_0^1\int_1^\infty {{1}\over{t_n(t_{n-1}+t_n)\cdots (t_1+\cdots+t_n)}} dt_n\cdots dt_1.$...
- 1,307
24
votes
3
answers
1k
views
Average measure of intersection of a convex region with its translate
Let $\lambda$ denote the Lebesgue-measure on $\mathbb{R}^n$, and let $C\subset\mathbb{R}^n$ be a convex region.
My question is about
$$f(C):=\int_{C} \lambda(C \cap (x + C) ) \mathrm{d} x.$$
How ...
- 343
22
votes
2
answers
1k
views
A closed form for an integral expressed as a finite series of $\zeta(2k+1)$, $\pi^m$ and a rational?
In this paper the following beautiful integral expression for $\zeta(3)$ is derived:
$$\zeta(3)=\frac{1}{7}\,\int_0^{\pi} x\,(\pi-x)\csc(x)\, dx$$
In a comment at the end of this question, I ...
- 4,169
142
votes
7
answers
14k
views
Source and context of $\frac{22}{7} - \pi = \int_0^1 (x-x^2)^4 dx/(1+x^2)$?
Possibly the most striking proof of Archimedes's inequality $\pi < 22/7$ is an integral formula for the difference:
$$
\frac{22}{7} - \pi = \int_0^1 (x-x^2)^4 \frac{dx}{1+x^2},
$$
where the ...
- 79.9k
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
6
votes
1
answer
684
views
Differentiable dependence on the initial condition of the solution of a SDE
Let
$b,\sigma:\mathbb R\to\mathbb R$ be differentiable and Lipschitz continuous
$(\Omega,\mathcal A,\operatorname P)$ be a probability space
$(\mathcal F_t)_{t\ge0}$ be a complete and right-...
- 167
106
votes
5
answers
10k
views
integral of a "sin-omial" coefficients=binomial
I find the following averaged-integral amusing and intriguing, to say the least. Is there any proof?
For any pair of integers $n\geq k\geq0$, we have
$$\frac1{\pi}\int_0^{\pi}\frac{\sin^n(x)}{\...
- 43.2k
69
votes
2
answers
25k
views
Does there exist a complete implementation of the Risch algorithm?
Is there a generally available (commercial or not) complete implementation of the Risch algorithm for determining whether an elementary function has an elementary antiderivative?
The Wikipedia article ...
- 82.7k
43
votes
6
answers
10k
views
Why do I need densities in order to integrate on a non-orientable manifold?
Integration on an orientable differentiable n-manifold is defined using a partition of unity and a global nowhere vanishing n-form called volume form. If the manifold is not orientable, no such form ...
- 843
29
votes
2
answers
2k
views
Is there a closed form for $\int_0^\infty\frac{\tanh^3(x)}{x^2}dx$?
For $n\geqslant m>1$, the integral $$I_{n,m}:=\int\limits_0^\infty\dfrac{\tanh^n(x)}{x^m}dx$$ converges. If $m$ and $n$ are both even or both odd, we can use the residue theorem to easily evaluate ...
- 13.4k
27
votes
2
answers
2k
views
Are these two new ways of representing odd zeta values as integrals known?
This is inspired by the same beautiful integral expression for $\zeta(3)$ as this question, but goes in a slightly different direction. Writing the original integral in the form $$\int_0^1\frac{x(1-x)}...
- 13.4k
14
votes
1
answer
2k
views
The perturbation of non-Hamiltonian algebraic vector fields
In this question, we are interested in the number of limit cycles which appears in the following perturbational system:
\begin{equation}\cases{
x'=y -x^{2}+\epsilon P(x,y) \\
y'=-x+\epsilon Q(x,y) }
\...
- 356
10
votes
3
answers
739
views
Is there a version of Fischer-Riesz theorem for Banach space?
$( \Omega,F, P )$: a measurable space equipped with a finite measure
$(B , \Vert \cdot \Vert) $ : a Banach space with $\mathcal{B}$ as its borelian $\sigma$-algebra
$p$ : a constant bigger than $1$
...
- 406
10
votes
1
answer
833
views
This is not a dyadic cosine-product
The double-angle formula, $\sin2x=2\sin x\cos x$, turns the scary-looking integral
$$\int_0^{\infty}dz\prod_{k=1}^{\infty}\cos\frac{z}{2^k}$$
into fun once you realize $\prod_k\cos\frac{z}{2^k}=\frac{\...
- 43.2k
7
votes
3
answers
24k
views
Integration of the product of pdf & cdf of normal distribution [closed]
Denote the pdf of normal distribution as $\phi(x)$ and cdf as $\Phi(x)$. Does anyone know how to calculate $\int \phi(x) \Phi(\frac{x -b}{a}) dx$? Notice that when $a = 1$ and $b = 0$ the answer is $1/...
- 377
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
1
vote
1
answer
190
views
Inequality and integral
Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$
Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$
...
- 573
0
votes
0
answers
188
views
Why is the property of linearity against an infinitely-large factor considered essential for surreal integration?
Why the property $(b)$ in Proposition 14 in this paper on surreal integration is considered essential?
The Proposition lists the desired properties of the surreal integration, and among others lists ...
- 10.1k
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
109
votes
28
answers
41k
views
Why should one still teach Riemann integration?
In the introduction to chapter VIII of Dieudonné's Foundations of Modern Analysis (Volume 1 of his 13-volume Treatise on Analysis), he makes the following argument:
Finally, the reader will ...
52
votes
4
answers
6k
views
A historical mystery : Poincaré’s silence on Lebesgue integral and measure theory?
Lebesgue published his celebrated integral in 1901-1902. Poincaré passed away in 1912, at full mathematical power.
Of course, Lebesgue and Poincaré knew each other, they even met on several occasions ...
- 1,026
31
votes
4
answers
8k
views
Counterexamples to differentiation under integral sign?
I'm exploring differentiation under the integral sign (I want to be much faster and more assured in doing this common task). So one thing I'm interested in is good counterexamples, where both ...
- 313
28
votes
4
answers
3k
views
Integration in the surreal numbers
In the appendix to ONAG (2nd edition), Conway points that the definition of integration (using Riemann sums as left and right options) gives the "wrong" answer : $\int_0^\omega \exp(t)\thinspace dt=\...
- 3,630
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
5
answers
2k
views
Find the area of the region enclosed by $\frac{\sin x}{\sin y}=\frac{\sin x+\sin y}{\sin(x+y)}$ and the $x$-axis (comes from a probability question)
This question resisted attacks at MSE, so I am posting it here.
Here is the graph of $\dfrac{\sin x}{\sin y}=\dfrac{\sin x+\sin y}{\sin(x+y)}$.
Find the area of the region enclosed by the curve and ...
- 3,527
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
$$I_n
:=
\...
- 453
21
votes
3
answers
758
views
Proof of an identity involving $\int \exp(-|x-s|)dx$ over an even sphere
I want to prove the following identity calculating the integral of an exponential over an even dimensional sphere in terms of functions $\chi_i(R)$ and $\tilde\psi_i(s)$ (described below) which are ...
- 1,271
15
votes
3
answers
2k
views
Can the Riemann integral be defined through a closure/completion process?
Let us consider real-valued functions on the bounded interval $[0,1]$. A "step function" means an element of the vector space spanned by indicator functions of (points and) intervals in $[0,1]$ (the ...
- 32.5k
13
votes
2
answers
2k
views
$\mathrm{Bessel}^3$ Integral
I'm trying to calculate the following integral:
$\int_0^\infty \mathrm{BesselJ}[l_0,k_0r] \cdot \mathrm{BesselJ}[l_1,k_1r] \cdot \mathrm{BesselJ}[l_0-l_1,kr] \cdot r\,dr$
($\mathrm{BesselJ}[n,x]$ is ...
- 133
11
votes
1
answer
745
views
Find the area of the region enclosed by $\sin^p x+\sin^p y=\sin^p(x+y)$, the $x$-axis and the $y$-axis (comes from a probability question)
Consider the graph of $\sin^p x+\sin^p y=\sin^p(x+y)$, where $x$ and $y$ are acute, and $p>1$.
Here are examples with, from left to right, $p=1.05,\space 1.25,\space 2,\space 4,\space 100$.
Find ...
- 3,527
11
votes
3
answers
861
views
Nonnegativity of an integral over the unitary group
For an $n$-by-$n$ unitary matrix $U$ and a permutation $\sigma\in S_n$, let
$$w_\sigma=(-1)^\sigma\det(U^*)\prod_{i=1}^n U_{i,\sigma(i)}.$$
Is $\int_{U(n)}\mathrm{Re}(w_{\sigma_1})\mathrm{Re}(w_{\...
- 1,593
10
votes
0
answers
761
views
Reference request : Grothendieck's topological space valued integral
As I am learning the different kind of Banach space valued integrals (Pettis, Bochner), I know that Grothendieck made a "mémoire" in his youth about this topic, but I don't know if it is available ...
- 1,616
6
votes
2
answers
3k
views
What's the probability distribution of a deterministic signal or how to marginalize dynamical systems? (functional integrals in probability theory)
Because I still have no idea how it is possible for me to write down seemingly important equations ... that don't make any sense (at least for me) and because I haven't got any helpful comment so far, ...
- 1,026
5
votes
1
answer
522
views
Closed form for $\int_0^T e^{-x}\frac{I_n(\alpha x)}{x}dx$
EDIT: Some additional details and corrections, I would appreciate any information about the highlighted expression.
I try to solve $\int_0^T e^{-x}\frac{I_n(\alpha x)}{x}dx$ where $I_n(x)$ is the ...
- 634
3
votes
4
answers
847
views
Compute the two-fold partial integral, where the three-fold full integral is known
I have the following trivariate ($\rho_{11}, \rho_{22}, \mu$) function
\begin{equation}
4 \mu ^{3 \beta +1} \rho_{11}^{3 \beta +1} \left(-\rho_{11}-\rho_{22}+1\right){}^{3 \beta +1}
\rho_{22}^{3 \...
- 723
3
votes
0
answers
273
views
When does this method for integrals of fractional/integer parts work?
In a question
Agno suggested an interesting way to compute $\{x\}$ and $\zeta(s)$.
Define
$$ F(x) = \{x\} = x - \lfloor x \rfloor = \frac{i \, \log\left(-e^{\left(-2 i \, \pi x\right)}\right)}{2 \, \...
- 25.4k
3
votes
0
answers
646
views
On properties on a certain functional
Consider the following function:
$$F(z) = \omega(z)\sin^2\left(\frac{c\Gamma(z)}{z}\right)$$
Here, $\omega(z)$ is a weight we have to construct and $c$ is a constant.
The following three conditions ...
- 375
3
votes
2
answers
2k
views
Is there an example where the error of Gauss-Laguerre quadrature does not vanish?
The $n$th Gauss-Laguerre quadrature aims to approximate integral $$\int_{\mathbb{R}_+} f(x) \exp(-x)$$ by the sum
$$\sum_{i=1}^n f(x_i) w_i$$
where $x_1,...,x_n$ are the roots of the $n$th Laguerre ...
- 1,839
3
votes
1
answer
244
views
Looking for bound in integral involving Legendre polynomial
I'm looking for an upper bound to the following integral or equivalent when $n$ leads to $ +\infty $ to the following expression
$$I_n:=\left|\int_{0}^1 \int_{0}^1 \frac{p_n(x) p_n(y)}{(1-xy)} dx dy ...
- 417
2
votes
2
answers
148
views
Expectation of $\left| \frac{\textbf{x}^{H} \textbf{y} }{\| \textbf{x} \|^2} \right|^2$, where $\textbf{x}$ and $\textbf{y}$ are complex Gaussians?
Given that following two random variables $\textbf{x} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{x}^{2}\textbf{I}_{M})$ and $\textbf{y} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{y}^{2}\textbf{I}_{M})$ ...
2
votes
0
answers
946
views
On a deceptively tricky calculus problem
Motivation for this question: If the operators $B_i'$ satisfy an inequality, prove that $B_1'+\dots B_n'$ also satisfies the same inequality
Let $A$ be a non-constant operator acting on $C^...
- 90
1
vote
2
answers
73
views
Expectation of $\left| \frac{(\textbf{x}+\textbf{y})^{H} \textbf{x} }{\| \textbf{x} + \textbf{y} \|^2} \right|^2$, with complex Gaussians?
Given that following two random variables $\textbf{x} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{x}^{2}\textbf{I}_{M})$ and $\textbf{y} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{y}^{2}\textbf{I}_{M})$ ...
1
vote
1
answer
87
views
Questions on the integral of pseudo Gaussian kernel and its derivative on $(0,\infty)$
Consider pseudo Gaussian densities for $0<s<t$ and $x,y\in\mathbb R$
$$f(s,x,t,y):=\frac{1}{\sqrt{2\pi A(s,t,y)}}\exp\left(-\frac{(y-x)^2}{2A(s,t,y)}\right)\quad\mbox{and} \quad g(s,x,t,y):=\...
user478492
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
0
votes
1
answer
176
views
Symmetry of fractional laplacian
Let $\Omega\subset\mathbb{R}^n$, let $s\in [1/2,1)$, let $u\in C^{1,2s-1+\epsilon}(\Omega)$ such that: $u=0$ on $\mathbb{R}^n\setminus\Omega$, and: $u\in C^{0,s}(\mathbb{R}^n)$, is true that:
$$\int_{\...
- 339
0
votes
2
answers
178
views
"Find a representation [using Mellin transform] of 𝑓(𝜇,𝛽) as Gauss hypergeometric function in variable 𝜇"
This is a follow-up to the first comment (by Nemo) to the posting Compute the two-fold partial integral, where the three-fold full integral is known . (I also just asked this as a comment to that ...
- 723
87
votes
8
answers
16k
views
Why is Lebesgue integration taught using positive and negative parts of functions?
Background: When I first took measure theory/integration, I was bothered by the idea that the integral of a real-valued function w.r.t. a measure was defined first for nonnegative functions and only ...
- 50.6k
84
votes
1
answer
7k
views
A hard integral identity on MathSE
The following identity on MathSE
$$\int_0^{1}\arctan\left(\frac{\mathrm{arctanh}\ x-\arctan{x}}{\pi+\mathrm{arctanh}\ x-\arctan{x}}\right)\frac{dx}{x}=\frac{\pi}{8}\log\frac{\pi^2}{8}$$
seems to be ...
- 3,337