Questions tagged [integration]

Questions related to various forms of integration including the Riemann integral, Lebesgue integral, Riemann–Stieltjes integral, double integrals, line integrals, contour integrals, surface integrals, integrals of differential forms, ...

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Derivative with respect to initial condition for the solution of an SDE

Suppose we have an SDE (assuming the Lipschitz continuous conditions required for the existence of the solution): \begin{align} dX_t = \mu(X_t,t)dt + \sigma(X_t,t)dW_t \end{align} and define its ...
GigaByte123's user avatar
1 vote
1 answer
63 views

Calculating an integral involving Haar measure on orthogonal projections

Let $\sigma_{n, m}$ denote the uniform measure over matrices $U \in \mathbb{R}^{n \times m}$ satisfying $U^T U = I_m$. Let $1_k \in \mathbb{R}^k$ denote the vector with all entries equal to $1$. I am ...
Drew Brady's user avatar
0 votes
1 answer
50 views

Uniform convergence of differential quotients in $L^1$

I know that the question arose already in other contexts. However, I think this question might be different. If I have $f\in W^{1,1}$ then it is obvious that $\frac{f(x+t)-f(x)}{t}$ converges ...
Mario Vasilija's user avatar
6 votes
0 answers
262 views
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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 ...
Jorge Zuniga's user avatar
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0 answers
93 views

How to calculate this integral? [closed]

How to calculate this integral? $$\int _{0}^{t}\sqrt{\left( a\sinh u\right) ^{2}+\left( b\cosh u\right) ^{2}}\,du$$
Jingcheng Yuan's user avatar
3 votes
1 answer
208 views

How to find the coefficient of $x^k$ in the expression $\prod_{p=2}^n (1+xp) $

I got this general formula for $ n\in N$ (I showed it here) $$\int_0^1 \left(\frac{x}{1-x} \ln x \right)^n dx=n \sum_{p=0}^{n-1}a(n,p+1) (-1)^{n-p} \zeta(p+2)+n! $$ where $a(n,k)$ is the coefficient ...
Faoler's user avatar
  • 431
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0 answers
98 views

Is there a closed form of $\int\frac{x\ln x}{\arctan x}dx$?

Consider the integral$$\int\dfrac{x\ln x}{\arctan x}dx\label1\tag1$$While I have made some progress on computing the antiderivative, I would like to know whether or not there is a closed form of it. ...
CrSb0001's user avatar
  • 143
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0 answers
76 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)\...
Martin.s's user avatar
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4 votes
2 answers
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Conjectured closed form of $\int\limits_0^1 \frac{\ln y \operatorname{Li}_2 (-y)}{1-y^2} \, dy$

Let's state with $\psi^{(1)}$ the trigamma. Calculate the order: $$\mathcal{S} = \sum_{n=1}^\infty (-1)^{n-1} (\psi^{(1)}(n))^2$$ (Cornel Ioan Valean) I uploaded this question here https://math....
Martin.s's user avatar
  • 194
7 votes
1 answer
324 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^{\...
Peter Johnson's user avatar
2 votes
0 answers
133 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 $...
Pavel Gubkin's user avatar
5 votes
1 answer
305 views

Conjectured closed form of $\int_0^1 \frac{\text{Li}_2\left(\frac{x}{4}\right)}{4-x}\,\log\left(\frac{1+\sqrt{1-x}}{1-\sqrt{1-x}}\right)\,dx$

After reading some meta posts, I've decided to post this question on MathOverflow since I didn't receive any comments or answers on MSE Certainly, I apologize for any oversight. Here's a more refined ...
Martin.s's user avatar
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0 answers
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Integral inequality related to the (mixed?) moments of two functions

For $k\in \mathbb{Z}_+$ and $t\in [0,1]$ we set $$ S_{k}(t) = \{(t_1,\ldots, t_k)\colon 1\ge t\ge t_1\ge\ldots\ge t_k\ge 0\}. $$ Let $a$ and $b$ be two continuous functions on $[0,1]$. Introduce $$ ...
Pavel Gubkin's user avatar
0 votes
1 answer
98 views

Demonstrating bound on integral

I found this question on another forum and it got me interested because of how tight the bound is: prove that $$\int_0^\infty \frac{\arctan(x)}{x^2 + 4}\,dx > \frac{\pi}{4}.$$ The difference ...
Ivan's user avatar
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1 vote
0 answers
110 views

Integration in polynomial time

The work of Friedman and Ko and Müller guarantee the polynomial time computability of the integrals of analytic functions inside the circle of convergence. But do algorithms have practical value? Is ...
poeaqnwgo's user avatar
7 votes
1 answer
447 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}^{\...
Faoler's user avatar
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1 vote
0 answers
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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 ...
Didier Felbacq's user avatar
2 votes
0 answers
86 views

Techniques for computing integrals on $G/K$

Edit: I originally tried writing a simpler question, but to make more clear what I want I wrote the general question below Let $G$ be a compact group with compact subgroup $K\subseteq G$ (everything ...
freeRmodule's user avatar
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7 votes
2 answers
2k 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 $p\in(-1, 0) \cup (1, \infty)$, ...
Emmanuel José García's user avatar
0 votes
0 answers
45 views

Computing the Laplace transform of an expression

I would like to find the Laplace transform of the following expression with respect to the Laplace parameter s $ \int_{z=u}^{\infty} e^{-az/c} g^{'}(\dfrac{z-u}{c}) \int_{x=0}^{\infty} \varphi(z-x)dF(...
Rosy's user avatar
  • 1
2 votes
2 answers
157 views

Integral of nested trigonometric function $\frac{\cos\left(p\cos\left(x\right)\right)}{p\cos\left(x\right) + c}$

while still working on my problem $\int J_{0}\left(\alpha x\right)J_{0}\left(\beta x\right)\cos(kx)\,\mathrm{d}x$ I came across the following definite integral \begin{equation} \int_{0}^{\pi}\frac{\...
Dennis Marx's user avatar
9 votes
0 answers
1k views

How complicated can an elementary antiderivative get?

I asked this question on MSE here. I recently learned that there are many very large numbers that have been defined, such as $\operatorname{TREE}(3)$ and many others that are too big to be written ...
pie's user avatar
  • 139
2 votes
0 answers
139 views

Integral of product of zeroth-order bessel functions times cosine $\int J_{0}\left(\alpha x\right)J_{0}\left(\beta x\right)\cos(kx)\,\mathrm{d}x$

I am new to Bessel functions and need to solve the following integral \begin{equation} \int J_{0}\left(\alpha x\right)J_{0}\left(\beta x\right)\cos(kx)\,\mathrm{d}x \end{equation} with $J_{0}$ ...
Dennis Marx's user avatar
7 votes
2 answers
281 views

Étendue measure of the set of lines between two Euclidean balls

Let $d>0$ and $r_1,r_2>0$ such that $r_1+r_2 < d$. Consider two (say, closed) balls $B_1,B_2$ in $\mathbb{R}^m$ having radii $r_1,r_2$ and whose centers are at distance $d$. Let $C$ be the ...
Gro-Tsen's user avatar
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1 vote
1 answer
80 views

fourth-order multivariate Gaussian integral

I am struggling with an integral of form $$ \int_{\mathbb R^n} y\otimes y~ \langle Ay,y\rangle \, \mathrm d N(0,\Sigma)(y). $$ I assume that it will involve the trace of some product of $R$ and $\...
Philipp Wacker's user avatar
5 votes
2 answers
251 views

Small parameter expansion of an integral

I am trying analyze an integral of the form $$I(\varepsilon)=\int_0^\infty f(t,\varepsilon) \,dt$$ where $\varepsilon$ is a small real parameter. The function $f(t,\varepsilon)$ is very complicated, ...
Matěj Kudrna's user avatar
1 vote
1 answer
99 views

Analytical solution for a double integral involving logistic functions and Gaussian distributions

I am working on a mathematical problem involving the evaluation of a double integral, and I am seeking an analytical solution or techniques to solve it. The integral I'm dealing with is as follows: ​$$...
Charles's user avatar
  • 21
7 votes
3 answers
858 views

Using the Stone-Weierstrass theorem to solve an integral limit

The following question was posted on math stack exchange here but it got no answers Let $c\in (1, +\infty)$ and $f \colon [0, c] \to \mathbb{R}$ be a continuous and monotonically increasing function ...
Shthephathord23's user avatar
2 votes
0 answers
936 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^...
matilda's user avatar
  • 90
1 vote
1 answer
198 views

Antiderivative of Meijer G-function

In the python sympy CAS framework one strategy to compute integrals is to transform the integration kernel to a MeijerG-function, obtain the corresponding antiderivative as MeijerG-function and ...
maliesen's user avatar
  • 284
3 votes
2 answers
510 views

Upper bound for complex integral

I am interested in obtaining a good upper bound for the absolute value of the following integral $$ \left| \int_{0}^{\pi/3} e^{-itn} \left( 1-e^{it} \right)^{k} dt \right|, $$ when $n>k>0$ are ...
user512026's user avatar
2 votes
1 answer
119 views

How to calculate this integral of squared Tricomi hypergeometric function

How to solve this integral $$ \int_{0}^{\infty}r^2 e^{-\omega r^2}U(-\nu,\frac{3}{2},\omega r^2)^2 \mathrm{d}r $$ where $\omega>0$ and $\nu \in \mathbb{R} \setminus \left \{ \frac{n-1}{2}\mid n \in ...
tsukatsuki_sorano's user avatar
3 votes
1 answer
212 views

Hyperelliptic integrals

I am learning about hyperelliptic curves and hyperelliptic integrals. I encountered some problems when reading the book by Gesztesy and Holden (F. Gesztesy, H. Holden, Soliton Equations and Their ...
mxjia's user avatar
  • 89
1 vote
0 answers
84 views

$f \in L^2(X\times Y,\mu \times K)$ for Kernel $K$, is the map $X \ni x \mapsto (f(x,\cdot),x) \in \bigsqcup_{x \in X}L^2(Y,\Sigma_Y,K_x)$ measurable?

Let $(X,\Sigma_X)$ and $(Y,\Sigma_Y)$ be two measurable spaces, let $\mu$ be a measure on $(X,\Sigma_X)$, and let $(K_x)_{x \in X}$ be a transition kernel from $(X,\Sigma_X)$ to $(Y,\Sigma_Y)$, that ...
vaoy's user avatar
  • 287
1 vote
1 answer
174 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 ...
Ilovemath's user avatar
  • 585
-1 votes
1 answer
116 views

A complex complex integral operation [closed]

This question mainly asks about the integral of complex numbers. This question originates from the optical properties of the axicon angle.$\lambda, f,R,ρ_{0},k$ are a constant. $$m(r,\varphi)=\frac{1}{...
Chun Li's user avatar
3 votes
2 answers
598 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 ...
gdoug's user avatar
  • 149
1 vote
1 answer
154 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 $m$...
Leo McIntyre's user avatar
4 votes
2 answers
1k 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 =...
Lakshmi Priya's user avatar
1 vote
0 answers
60 views

Product of d-dimensional Legendre polynomials

Let $P_n:\mathbb{R}\rightarrow\mathbb{R}$ be the $d$-dimensional Legendre polynomials, that is they are orthonormal polynomials w.r.t the probability measure $\mu_d$ on $[-1,1]$ given by $\mu_d= \...
giladude's user avatar
  • 155
5 votes
0 answers
231 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_{\...
Medo's user avatar
  • 676
6 votes
1 answer
365 views

When are the chirp signals orthogonal?

Assume that we have two bounded-time chirp signals, \begin{align} x(t)&=\exp\Big(j\pi(\alpha t^2+\beta t+\gamma)\Big),\quad 0\leq t\leq T,\\ y(t)&=\exp\Big(j\pi(\alpha' t^2+\beta' t+\gamma')\...
Math_Y's user avatar
  • 311
3 votes
1 answer
180 views

If $f$ is a derivative and $f=g$ a.e. for some Riemman integrable function $g$, then can we obtain the Riemann integrability of $f$?

Let $a,b\in\mathbb R$ with $a<b$ and $f:[a,b]\to\mathbb R$. Assume that there exists a Riemann integrable function $g:[a,b]\to\mathbb R$ such that $f=g$ almost everywhere. Then we can NOT conclude ...
Fergns Qian's user avatar
10 votes
1 answer
520 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 ...
Fergns Qian's user avatar
0 votes
0 answers
98 views

An integral and a Jensen-type formula

For $f$ be analytic on the disc $\overline{D}(0,R)$ centred at $0$ with radius $R>0$ and such that $f(0)\neq 0$, then the following formula is well-known \begin{align} \frac{1}{2\pi}\int_{-\pi}^{\...
Alexis's user avatar
  • 31
1 vote
1 answer
173 views

Average distance between points of lower dimensional simplices in $\mathbb R^n$

Notation: By a simplex, we mean the convex hull of a finite set of distinct points in $\mathbb R^n$, which are called the vertices of the simplex. $\mathcal H^n$ will denote the $n$-dimensional ...
Nate River's user avatar
  • 4,802
5 votes
1 answer
392 views

On the Riemannian integrability of the bounded derivative

Let $f:[a,b]\to\mathbb R$ be a differentiable function with $f'$ bounded. According to this post, $f'$ is not necessarily Riemann integrable on $[a,b]$, see also Volterra's function. I wonder, if $f'$...
Fergns Qian's user avatar
2 votes
0 answers
124 views

A generalised Young integral

Let $f: [0, 1] \to \mathbb R$ be a continuous function. The pointwise Holder exponent $H_f (x)$ of $f$ at $x \in [0, 1]$ is defined to be $$H_f (x) := \sup \left \{ \alpha \in [0, 1] \, \big |\, \...
Nate River's user avatar
  • 4,802
5 votes
0 answers
485 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{...
Nomas2's user avatar
  • 303
0 votes
1 answer
176 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 ...
Nomas2's user avatar
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