All Questions
Tagged with integration real-analysis
352 questions
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
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
$$\frac1{\pi}\int_0^{\pi}\frac{\sin^n(x)}{\...
- 43.2k
87
votes
8
answers
16k
views
Why is Lebesgue integration taught using positive and negative parts of functions?
Background: When I first took measure theory/integration, I was bothered by the idea that the integral of a real-valued function w.r.t. a measure was defined first for nonnegative functions and only ...
- 50.6k
38
votes
4
answers
3k
views
Binomial again, and again
Let $\lceil a\rceil=$ the smallest integer $\geq a$, otherwise known as the ceiling function. When the arguments are real, interpret $\binom{a}b$ using the Euler's gamma function, $\Gamma$.
Recently, ...
- 43.2k
32
votes
4
answers
18k
views
About the Riemann integrability of composite functions
When I was teaching calculus recently, a freshman asked me the conditions of the Riemann integrability of composite functions.
For the composite function $f \circ g$, He presented three cases:
1) ...
- 627
31
votes
4
answers
8k
views
Counterexamples to differentiation under integral sign?
I'm exploring differentiation under the integral sign (I want to be much faster and more assured in doing this common task). So one thing I'm interested in is good counterexamples, where both ...
- 313
27
votes
3
answers
2k
views
Integral $\int_0^1 \int_0^1 \cdots \int_0^1\frac{x_{1}^2+x_{2}^2+\cdots+x_{n}^2}{x_{1}+x_{2}+\cdots+x_{n}}dx_{1}\, dx_{2}\cdots \, dx_{n}=?$
How to evaluate this integral:
$$\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}=?$$
I'm making use of the integral ...
- 389
26
votes
2
answers
12k
views
About the definition of Borel and Radon measures
I am trying to understand the notion of Radon measure, but I am a little bit lost with the different conventions used in the litterature.
More precisely, I have a doubt about the very definition of ...
- 281
25
votes
2
answers
2k
views
Evaluation of an $n$-dimensional integral
I asked the same question on math.se but got no answer there. Since it pertains to my current research, I decided to ask here:
Let $n\in 2\mathbb{N}$ be an even number. I want to evaluate
$$I_n
:=
\...
- 453
23
votes
4
answers
5k
views
Is $\ x\! \cdot\!\tan(x)\ $ integrable in elementary functions?
I'm teaching Calculus and my students asked me to calculate the integral of $\ x\! \cdot\!\tan(x)$.
I spent quite a lot of effort to do this, but I'm now even not sure if the integral could be ...
- 1,437
23
votes
1
answer
528
views
A characterization of constant functions
In How to recognize constant functions. Connections with Sobolev spaces (Russian Math Surveys 57 (2002); MSN), H. Brezis recalls the following fact:
Let $\Omega\subset{\mathbb R}^N$ be connected ...
- 52.3k
23
votes
2
answers
1k
views
Evaluating an integral using real methods
This is a bit of recreational integration. The following, rather attractive integral is quite straightforward via residues:
$$\int_0^1 x^{-x}(1-x)^{x-1}\sin \pi x\,\mathrm{d}x=\frac{\pi}{e}$$
...
- 453
21
votes
0
answers
658
views
A multiple integral
Let us consider the multiple integral
$$I_{n}=\int_{-\infty }^{\infty }ds_{1}\int_{-\infty}^{s_{1}}ds_{2}\cdots
\int_{-\infty }^{s_{2n-1}}ds_{2n}\;\cos {(s_{1}^{2}-s_{2}^{2})}\;\cdots
\cos {(s_{2n-1}...
- 16.5k
18
votes
3
answers
3k
views
A curious sin-integral
While contending with a certain Fourier series, I stumbled on an incredibly simple evaluation (numerically) of a slightly complicated-looking sin-integral.
So, I wish ask:
Question. Is this really ...
- 43.2k
17
votes
3
answers
1k
views
Decoupling a double integral
I came across this question while making some calculations.
QUESTION. Can you find some transformation to "decouple" the double integral as follows?
$$\int_0^{\frac{\pi}2}\int_0^{\frac{\pi}...
- 43.2k
16
votes
2
answers
2k
views
Challenge: Non-Gaussian quartic integral and path integral in Quantum field theory
(1) It is well-known that we can get a Gaussian integral of this type, where $x$ is in $\mathbb{R}$:
$$
\int_{-\infty}^{\infty} dx e^{-ax^2}=\sqrt{(2\pi)/a}. \tag{i}
$$
We can generalize this ...
- 2,147
15
votes
1
answer
1k
views
Calculate in closed form $\int_0^1 \int_0^1 \frac{dx\,dy}{1-xy(1-x)(1-y)}$
The following question has a 500 points bounty on MSE that soon comes to an end, and no answer
as expected was given yet. How would a professional solve the problem? Wish you succcess.
https://math....
- 253
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
15
votes
1
answer
602
views
Integrability property of polynomials in several variables
This might be very trivial, or not.
Let $p\colon\mathbb{R}^n\to \mathbb{R}$ be a polynomial of even degree, at most $n-2$. Assume that $p(x)\leq 0$ for any $x\in\mathbb{R}^n$. Assume that there ...
- 151
14
votes
2
answers
807
views
Integral of power of binomials equal to sum of power of binomials?
Inspired by this MO question about integrating binomial coefficients and the answers, I was wondering whether integrating powers of binomial coefficients also relates to the respective sums. And ...
- 4,014
14
votes
1
answer
655
views
Almost all non-negative real numbers have only finitely many multiples lying in a measurable set with finite measure
Let $A$ be Lebesgue measurable subset of $[0,\infty)$ such that Lebesgue measure of $A$ is positive i.e. $0<\lambda(A)<\infty$. Let $S$ be the set defined as follows:
$$S:=\{t\in [0,\infty):nt\...
- 632
14
votes
1
answer
918
views
Was Cantor aware of Lebesgue theory of integration?
Georg Cantor died in 1919, more than ten years after appearance of the Lebesgue theory of measure and integration at the beginning of the twentieth century. Lebesgue theory has a deep connection with ...
- 747
13
votes
3
answers
2k
views
"Values" of divergent integrals
Are there existing theories of integration in which $I_0 = \int_0^{\infty} dx$ and $I_1 = \int_0^{\infty} x \ dx$ are well-defined infinite elements in a non-archimedean extension of the reals? I can ...
- 19.7k
12
votes
2
answers
1k
views
Counterexamples to differentiation under integral sign, revisited
Let $f\colon\mathbb R^2\to\mathbb R$ be a measurable function such that
\begin{equation*}
F(t):=\int_{\mathbb R}dx\,f(t,x)
\end{equation*}
exists and is finite for all real $t$. Suppose that
\...
- 128k
12
votes
2
answers
592
views
Why is $-\int_{-\infty}^\infty \log\left[1+2f'(x)(1-\cos\phi)\right]\,dx$ equal to $\phi^2$?
I came across this integral involving the derivative $f'(x)$ of the Fermi function $f(x)=(1+e^x)^{-1}$:
$$I(\phi)=-\int_{-\infty}^\infty \log\left[1+2f'(x)(1-\cos\phi)\right]\,dx.$$
I'm pretty certain ...
- 188k
12
votes
1
answer
437
views
Slick proofs using the Henstock–Kurzweil integral?
I enjoyed Iosif Pinelis's slick answer to another MO problem using the Henstock–Kurzweil integral. Are there other examples of problems whose statement does not explicitly involve the Henstock–...
11
votes
6
answers
18k
views
One-line proof of the Euler's reflection formula
A popular method of proving the formula is to use the infinite product representation of the gamma function. See ProofWiki for example.
However, I'm interested in down-to-earth proof; e.g. using the ...
- 111
11
votes
0
answers
137
views
Assymptotics of a Selberg type integral
Does any one know some references/ ideas on how to study the assymptotics as $N$ goes to $\infty$ of the following Selberg type integral
$$\int _{\mathbb R^N} e^{-|x|^2}\ \prod_{1\le i<j\le N} \...
- 111
10
votes
2
answers
513
views
Is there a purely constructive presentation of the HK integral?
Treating the Riemann integral in a constructive setting is easy and straightforward. Treating the closely related but much more powerful Henstock-Kurzweil integral constructively is almost easy, ...
- 1,947
10
votes
2
answers
1k
views
Can the integration of integrable sections of a measurable function of two variables ever result in a non-measurable function?
I spent some time searching MathOverflow for a problem that would resemble the one given below, but it turned out to be a rather futile endeavor. I was led to this problem in my attempts to construct ...
- 1,396
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
10
votes
1
answer
328
views
Asymptotic behavior of an integral depending on an integer
A friend of mine, obtained a lower bound for the trace norm of matrices described in this question (for the special case $a_{ij} = \pm 1$). That lower bound is $ \frac{f(n)}{2\pi}$ where
$$
f(n) := \...
- 1,991
10
votes
1
answer
385
views
When is this multiple integral finite?
Consider the following integral:
$$
I_k(\alpha)=\int_{[0,1]^k}|x_1-x_2|^{\alpha}|x_2-x_3|^{\alpha}\ldots|x_{k-1}-x_k|^{\alpha}|x_k-x_1|^{\alpha}d\mathbf{x}.
$$
where $k=2,3,4,\ldots$
The question is ...
- 87
9
votes
2
answers
1k
views
A tricky integral to evaluate
I came across this integral in some work. So, I would like to ask:
QUESTION. Can you evaluate this integral with proofs?
$$\int_0^1\frac{\log x\cdot\log(x+2)}{x+1}\,dx.$$
- 43.2k
9
votes
1
answer
458
views
Summing moments and Riemann zeta values
Let $d\mu_n(x)=\cos^{2n}x\,dx$ and consider the averages of moments
$$\alpha_n=\frac{\int_0^{\pi/2}x^4d\mu_n(x)}{\int_0^{\pi/2}d\mu_n(x)}.$$
Then, I have encountered a curious evaluation
$$\sum_{n=1}^{...
- 43.2k
9
votes
1
answer
1k
views
Integration by parts formula for the double Riemann-Stieltjes integral
In my research the following integration by parts formula for the double Riemann-Stieltjes integral
$$\int\limits_{[a,b]\times[c,d]}f(x,y)\,dg(x,y)=f(b,d)g(b,d)-f(a,d)g(a,d)-f(b,c)g(b,c)+f(a,c)g(a,c)...
- 3,486
9
votes
1
answer
451
views
Improper integral $\int_0^1 \frac{\exp(ctx)}{\sqrt{(\exp(bt)-1)(1-\exp(atx))-(1-\exp(at))(\exp(btx)-1)}} dx$ with $-a$ and $b$ positive
Is the following function real analytic in $t>0$:
$$F(t)=\int_0^1\frac{\exp(ctx)}{\sqrt{(\exp(bt)-1)(1-\exp(atx))-(1-\exp(at))(\exp(btx)-1)}} dx,$$
where $-a$ and $b$ are positive, and $c\not=a$?
...
- 353
9
votes
0
answers
1k
views
How complicated can an elementary antiderivative get?
I asked this question on MSE here.
I recently learned that there are many very large numbers that have been defined, such as $\operatorname{TREE}(3)$ and many others that are too big to be written ...
- 541
8
votes
4
answers
1k
views
For what sets does the Lebesgue Differentiation Theorem hold in one dimension?
Lebesgue's differentiation theorem states that if $x$ is a point in $\mathbb{R}^n$ and $f:\mathbb{R}^n\rightarrow\mathbb{R}$ is a Lebesgue integrable function, then the limit of $\frac{\int_B f d\...
- 4,597
8
votes
3
answers
446
views
How to get this integral's asymptotics?
Consider the following integral
$$
\int_0^{\infty}\frac{e^{-x}-1}{x^{2+\frac{A}{\log b-5/6}}}\frac{1}{\log(b/x)-i\pi/2}\,dx
$$
where $A>0$ and $b>0$. I am interested in the small $b$ asymptotics ...
- 247
8
votes
2
answers
330
views
q-Means and the mode of a distribution
Let $f:\mathbb{R} \rightarrow [0,\infty)$ be a continuous probability density function on $\mathbb{R}$ such that
\begin{equation}
\int_{\mathbb{R}} |x| f(x)\, dx < \infty,
\end{equation}
and ...
- 640
8
votes
0
answers
296
views
Is there a real-analytic approach to evaluate a definite integral (with an elementary integrand) whose value involves Lambert $W$?
I have never seen a real-analytic approach to evaluate integrals of the form below
$$\int_a^b\text{elementary function}(x)\,dx=\text{constant non-trivially involving}\,W(\cdot)\tag1$$ The elementary ...
- 1,459
7
votes
3
answers
662
views
Asymptotics for $\int\exp( -x t / \log t)dt$
What is the asymptotic growth rate of $$f(x) = \int_e^\infty e^{ - x t / \log t} dt$$ as $x \to 0$?
As an example of what is meant by "growth rate" consider $$g(x) = \int_e^\infty e^{-x t} ...
- 457
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
7
votes
1
answer
1k
views
The sinc function strikes again [duplicate]
Recall $\text{sinc}(x)=\frac{\sin x}x$. It's a familiar exercise that $\int_0^{\infty}\text{sinc}(x)\,dx=\frac{\pi}2$.
But, at present, I wish to ask about the following claim on a "sinc-ing" ...
- 43.2k
7
votes
1
answer
552
views
Dominated convergence 2.0?
During my research, I came across the following question.
Let $(f_n)_n$ be a sequence in $C^2([0,1])$ converging pointwise to $g \in L^1([0,1])$. Assume that:
$\forall n\in\mathbb N, f_n''<h$, ...
- 4,074
7
votes
1
answer
805
views
Can I cover a compact set by balls {B} such that {2B} has bounded overlap?
Suppose I have a compact set $K \subset B_1(0) \subset \mathbb{R}^n$. Can I always find a family of open balls $\{B_{r_j}(x_j)\}$ such that
$x_j \in K$ and $B_{r_j}(x_j) \subset B_1(0)$ for each $j$;
...
- 1,179
7
votes
1
answer
625
views
Possible application of divergence Theorem?
suppose that $f \in C^1 (\mathbb{R}^{N+1},\mathbb{R})$. It's well known that if all his points are regular points i.e.
$$\nabla f (x) \neq 0 \; \; \; \forall x \in \mathbb{R}^{N+1}$$
then, for every ...
- 51
7
votes
2
answers
257
views
$f$ locally (Lebesgue) integrable function on real line, $g(x):= \lim _{r\to \infty} \frac 1r \int_{x-r}^{x+r} f(t) dt$ exists for every real $x$
Let $f : \mathbb R \to \mathbb R$ be a function such that $f \in L^1[-a,a] , \forall a \in (0,\infty)$ and $g(x) : = \lim _{r\to \infty} \dfrac 1r \int_{x-r}^{x+r} f(t) dt$ exists in $\mathbb R$ for ...
user111492
6
votes
1
answer
408
views
On an asymptotic integral decay
Let $f\in C^{\infty}([-1,0])$ be real-valued and suppose that
$$ \left| \int_{-1}^{0} f(t)\,e^{\lambda t} \,{\rm d} t \right| \leq e^{-\sqrt{\lambda}},$$
for all $\lambda > 0$. Does it follow that $...
- 4,135