All Questions
Tagged with integration real-analysis
352 questions
3
votes
1
answer
499
views
Does the integral $\int_0^{\infty}e^{cx^2+dx}dx/(a+bx)$ have a closed form?
The integral is
$$\DeclareMathOperator{\dm}{d\!}
\int_0^{\infty}\frac{e^{-cx^2+dx}}{a+bx}\dm x.
$$
Here I assume that $a,b,c,d$ are chosen to make this integral convergent. Rewritting the rational ...
- 375
5
votes
1
answer
322
views
Proving an integral identity
Let $ f : \left[ 0, 1 \right] \rightarrow \mathbb{R} $ be a continuous function. Knowing that: $$ \int_0^1 (2x-1)f(x)dx = 0 $$ Show that $ \exists c \in \left(0,1\right)$ such that: $$ \int_0^c (x-c)...
- 151
0
votes
1
answer
74
views
$\int_{\mathbb{R}}|p(v-r,x)-p(u-r,x)|\,dx \leq C\frac{v-u}{u-r}$
Consider $p(u,x)=(4\pi u)^{-d/2}e^{-\frac{|x|^2}{4u}},u>0,x\in \mathbb{R}^d.$
Prove that there exists $C>0$ such that for all $0<u\leq v,r\in[0,u[,$ $$\int_{\mathbb{R}^d}|p(v-r,x)-p(u-r,x)|\, ...
- 573
2
votes
1
answer
157
views
$\int_0^u\int_{[-1,1]^2}\int_{[-1,1]^2}\frac{1}{r}e^{-\alpha^2|x-y|^2/r} \, dx\,dy\,dr\leq Cu^{\epsilon}\alpha^{-2\beta}$
I am looking for a proof for the following fact: for $U>0,\beta>0,$ there exists $C>0,\epsilon>0$ such that $$\forall u\in [0,U],\alpha\in\left]0,1\right],\int_0^u\int_{[-1,1]^2}\int_{[-1,...
- 573
1
vote
1
answer
190
views
Inequality and integral
Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$
Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$
...
- 573
0
votes
1
answer
112
views
Integral and inequality
Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$
Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$
...
- 573
0
votes
1
answer
248
views
Integral with inequality
Let $p(u,x):=(4 \pi u)^{-1/2}e^{-\frac{x^2}{4u}},u>0,x \in \mathbb{R}.$
Let $\mathcal{E}:=\{\phi \in C_c^\infty (\mathbb{R}),\operatorname{supp}(\phi) \subset B(0,1),\|\phi\|_\infty \leq 1\}.$
...
- 573
-2
votes
1
answer
175
views
Simple closed form for $\int \lfloor x \rfloor dx$? [closed]
Wolfram Alpha claims there is no closed form in terms of standard funcions
for $\int \lfloor x \rfloor dx$ but we believe we found
simple closed form agreeing with experimental data.
Define $i_1(x)=x -...
- 25.4k
2
votes
0
answers
252
views
Power series of the modified Bessel function of the second kind
I am looking for a power series representation of
$$ \frac{1}{K_{\nu}(x)}, $$
where $K_{\nu}$ denotes the modified Bessel function of the second kind and $\nu>-1/2$ is not an integer.
I know that ...
- 83
12
votes
2
answers
1k
views
Counterexamples to differentiation under integral sign, revisited
Let $f\colon\mathbb R^2\to\mathbb R$ be a measurable function such that
\begin{equation*}
F(t):=\int_{\mathbb R}dx\,f(t,x)
\end{equation*}
exists and is finite for all real $t$. Suppose that
\...
- 128k
1
vote
1
answer
210
views
On a property of complex exponentials
Does there exist a simple smooth closed curve $\gamma:S^1\to \mathbb C$ such that
$$ \int_{0}^{2\pi} e^{\gamma(e^{it})} \, |\gamma'(e^{it} )|\,dt =0?$$
- 4,135
0
votes
1
answer
73
views
A solution satisfying an integral inequality is bounded [closed]
Let $y$ be a positive function and $c>0$. If $y$ satisfies the following integral inequality
\begin{equation}
y(t)+\int_{0}^{t}y(s)ds\leq c_{1}\int_{0}^{t} y^{\frac{3}{2}}(s)ds+c_{2}
\end{equation}
...
- 11
0
votes
0
answers
120
views
How to prove an equality involving Laguerre polynomials
Assume $\mu<0$. Let $L^\alpha_n(x)$ be Laguerre polynomials of type $n$ and $f\in L^2(\Bbb C)$.
How to prove that $$\sum^\infty_{k=0}\int_{\Bbb C} f(z)\frac{1}{2(2k+1)-\mu}L^0_k(\lvert z\rvert^2)...
- 521
4
votes
1
answer
166
views
Estimate an improper integral
Suppose that $f$ satisfies $a$-Hölder condition on $[0,1]$ ($0<a<1$). Fix $0<b<a$. For any $x\in [0,1]$ and sufficiently small $\delta>0$, is the following inequality established?
$$ \...
- 419
1
vote
2
answers
167
views
Asymptotic estimation of an integral
I have an integral of the form
$$
I = \int\limits^{1}_{0} \exp\left(\dfrac{vt}{(v+1)^2 + v^2} - vt\right) dv
$$
and I want to prove that $I\leq c t^{-1}$ for the sufficiently large $t$, where $c$ is a ...
- 13
8
votes
0
answers
296
views
Is there a real-analytic approach to evaluate a definite integral (with an elementary integrand) whose value involves Lambert $W$?
I have never seen a real-analytic approach to evaluate integrals of the form below
$$\int_a^b\text{elementary function}(x)\,dx=\text{constant non-trivially involving}\,W(\cdot)\tag1$$ The elementary ...
- 1,459
3
votes
1
answer
198
views
Volume of 3-dimensional region
Let $G$ be bounded finitely connected domain in $\mathbb{R}^3$ with 2-smooth boundary $\partial G$ each connected component of which has positive Gaussian curvature.
Each sufficiently small open ...
- 197
1
vote
1
answer
173
views
Integral involving Bessel and Laguerre function
Is there a formulas for the following integral
$$\int^\infty_0 e^{-ar^2}L^1_k(b r^2)J_1(cr)r^d dr $$
where $L^1_k$ is the Laguerre polynomials of type 1 and $J_1$ is the Bessel function with $a,...
- 109
2
votes
0
answers
136
views
Multiple integral with diagonal constraint (short-range)
I am looking for an upper bound on the following integral:
$$\int_{X_{\delta}}\prod_{j\neq i=1}^{n}\left ( \frac{\delta}{\min (\max(\epsilon, |a_i-a_j|),\delta)}\right )^{b} \prod_{i=1}^{n} da_{i},$$
...
- 5,474
2
votes
1
answer
141
views
The inequality $\int^\infty_0 \frac{\sin(rt)}{rt}\frac{r^4}{\sinh^2(r)} e^{-ar\coth(r)}dr\leq c \big(e^{-At}\big)$
Let $a>0$. How to prove the following inequality $$\exists c>0,\exists A>0,\forall t>0:\quad\int^\infty_0 \frac{\sin(rt)}{rt}\frac{r^4}{\sinh^2(r)} e^{-ar\coth(r)}dr\leq c \big(e^{-At}\big)...
- 521
1
vote
1
answer
134
views
Do these two pairs coincide at small time?
Let $\alpha, \beta:\mathbb R_+\to [0,1]$ be continuous and decreasing functions s.t. $\alpha(0)=1=\beta(0)$ and $\alpha, \beta$ are continuously differentiable on $(0,\infty)$ satisfying for some $c&...
- 1,334
2
votes
2
answers
272
views
The inequality $\int^\infty_0 (\sin(rt)r^3/\sinh^2(r)) dr\leq cte^{-At}$
How to prove the following inequality $$\forall t>0,\quad\int^\infty_0 \sin(rt)\frac{r^3}{\sinh^2(r)} dr\leq c \big(te^{-At}\big)$$
for some constants $A>0,c>0$
- 521
1
vote
0
answers
56
views
Differentiability of functions given as integral of some singular kernel
Let $A: \mathbb R_+\to [0,1]$ be $1/2$-Holder continuous and $k: \{(s,t): 0\le s\le t\}\to\mathbb R$ be continuous. Define $f:\mathbb R_+\to\mathbb R$ by
$$f(t):=\int_0^t\frac{k(s,t)}{\sqrt{t-s}}\big(...
- 1,334
2
votes
0
answers
155
views
Second differential of total variation
I am trying to give meaning to the notion of second differential of total variation.
For sufficiently regular $u:\Omega \subset \mathbb{R}^2 \to \mathbb{R}$ let the total variation be given by
$$TV(u)=...
- 319
1
vote
1
answer
293
views
Expressing the integral over boundary of a domain as an integral over the domain
Let $\Omega \subset \mathbb{R}^2$ be a domain which is "well behaved" (has all "wishable" properties), so as its boundary. For every $u \in C^\infty(\Omega,\mathbb{R})$, I would ...
- 319
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 $$g(x) = \int_e^\infty e^{-x t} ...
- 457
1
vote
2
answers
152
views
Is $\int_{\mathbb{R}} \int_{\mathbb{R}^n} \alpha w(t) e(\alpha (a_1t_1 + \dotsb + a_n t_n)) dt\,d \alpha = 0$?
Let $a_i$ be a nonzero real number for each $1 \leq i \leq n$. $w$ a smooth nonnegative with compact support. I would like to understand the following integral.
$$
I = \int_{\mathbb{R}} \int_{\mathbb{...
- 3,625
1
vote
1
answer
61
views
Weak lower semicontinuity of a sequence of Riemann sums
Let us have a sequence of functions $\{f^K\}_{K \in \mathbb{N}} \in C([0,1],\mathbb{R})$ which is uniformly bounded in $L^2((0,1))$. We observe a sequence of Riemann sums
$$R^K=\frac{1}{K} \sum_{k=0}^{...
- 319
1
vote
0
answers
35
views
How to relate this integration with the integral expansion of special functions?
I encounter the following integral when trying to find the inverse Fourier transform of the characteristic function of a certain sum of random variables. Here, $p\ge0$, $q\ge0$ are real, and $n,a,b$ ...
- 11
1
vote
1
answer
158
views
Can the integral inherit the Lipschitz continuity of its integrand?
Let $C$ be the set of continuous functions on $[0,T]$ taking values in $[0,1]$. Denote $\|f-g\|_t:=\max_{0\le u\le t}|f(u)-g(u)|$ for $f,g \in C$ and $t\in [0, T]$. Let $\phi: C\times C\times \{(s,t): ...
- 1,334
5
votes
2
answers
288
views
Inverse Mellin transform of 3 gamma functions product
I want to calculate the inverse Mellin transform of products of 3 gamma functions.
$$F\left ( s \right )=\frac{1}{2i\pi}\int \Gamma(s)\Gamma (2s+a)\Gamma( 2s+b)x^{-s}ds$$
Above contour integral has ...
- 59
1
vote
1
answer
251
views
Convergence of oscillatory integrals
I'm considering integrals of the (Hilbert transform) type
$$p.v.\int_{-\infty}^\infty\frac{f(r)}{r}\,dr$$
where $f(r)$ is periodic, say, with period $2\pi$. I'm assuming very little regularity on $f$. ...
- 287
3
votes
1
answer
140
views
On an asymptotic integral
Let $\phi, a \in C^{\infty}([0,1])$ and assume $a(0)=1$. Suppose that
$$
\int_0^1 e^{\tau \,\phi(t)}\,a(t)\,dt =0 \qquad \text{for all $\tau \in \mathbb R$}.
$$
Does it follow that $\phi$ is a ...
- 4,135
10
votes
2
answers
513
views
Is there a purely constructive presentation of the HK integral?
Treating the Riemann integral in a constructive setting is easy and straightforward. Treating the closely related but much more powerful Henstock-Kurzweil integral constructively is almost easy, ...
- 1,947
1
vote
1
answer
276
views
Exponential decay bound on integral
I have an integral of the form
$$ \int_R^{\infty} e^{-x} x^n \vert L_m^{\alpha}(x) \vert^2 \ dx,$$
where $L_m^{\alpha}$ is the generalized Laguerre polynomial and $n \ge 0.$
I would to get a nice ...
- 73
1
vote
1
answer
164
views
Two trigonometric integrals: looking for a transformation
I have two integrals of trigonometric functions and I would like to ask:
QUESTION. Is there a transformation rule (or general principle) to show this equality?
$$\int_0^{\frac{\pi}2}\frac{d\theta}{\...
- 43.2k
4
votes
1
answer
114
views
Antiderivative of $f\left( \xi \right) =\xi^{a}\left( b\xi ^c+K\right) ^d$
I need to know the primitive function (Antiderivative) of this function:
$$f\left( \xi \right) =\xi^{a}\left( b\xi ^c+K\right) ^d$$
where
$K$ is an integration constant,
$d=-\frac{1}{2p}$ with $p<...
- 51
6
votes
1
answer
193
views
Oscillatory integrals with a decaying factor in the integrand
Lemma 4.5 of Titchmarsh's book The Theory of the Riemann Zeta function says (slightly rephrased):
Let $F$ be a twice differentiable real function such that $ F''(x) \geq r > 0$ for all $x$ in $[a,b]...
- 63
3
votes
1
answer
412
views
Schauder basis of $L^1_{\mathrm{loc}}(\mathbb{R}^n,H)$
$\newcommand{\loc}{\mathrm{loc}}$Let $(\mathbb{R}^n,\mathcal{B}(\mathbb{R}^n),\mu)$ denote the Euclidean space $\mathbb{R}^n$ with its Borel $\sigma$-algebra $\mathcal{B}(\mathbb{R}^n)$ equipped with ...
- 5,405
5
votes
0
answers
652
views
Nature of function as $x\rightarrow\infty$
I'm studying the limits and applicability of Abel Plana summation for different test functions (class of functions). In doing so this just pops out and couldn't handle the said integral so asked here (...
- 790
1
vote
0
answers
99
views
Estimate on integral with logarithmic weight
Let $f:\mathbb R^n \to \mathbb R$. What (minimal) assumptions are needed, in addition to $f \in L^1 \cap L^\infty$, to have
$$
\int_{\mathbb R^{2n}} \frac{|f(x)-f(y)|}{(|x-y|+\epsilon)^{n+1}} \, dx \, ...
- 839
1
vote
1
answer
441
views
Expectation of the maximum of a lognormal distributed variable and zero
I need to find an algebraic expression for E(max{X-a,0}), where X has a lognormal distribution with mean mu and standard deviation sigma. So far, I have derived the following expression, but I could ...
2
votes
1
answer
156
views
Given an increasing function $f$, to find a continuous function satisfying properties of $f$
Let $f:[0,\infty)\to [0,\infty)$ be an increasing function satisfying
$$\int_0^\infty f(x)\frac{dx}{1+x^2}=\infty.$$
Can we find a continuous increasing function $F$ on $[0,\infty)$ satisfying
$$\...
- 99
-2
votes
1
answer
100
views
Understanding the performed change of variable in this integration [closed]
I'm stuck on a passage I do not understand, which reads:
$$\int_{r<|y|<1} \bigg| \frac{1}{(|y|^2 - r^2)^s |y|^n} - \frac{1}{|y|^{n+2s}}\bigg|\ \text{d}y$$
$$\int_1^r \bigg| \frac{1}{(t^2 - r^2)^...
- 99
1
vote
1
answer
105
views
Integral of $J_1\left(Ae^{-\lambda t}-Ae^{-\lambda s}\right)e^{-\epsilon(t-s)}$ with respect to $s$?
Consider the integral
$$\mathcal{I}=\int_0^t\left(\frac{Ae^{-\lambda t}-Ae^{-\lambda s}}{2}\right)^{2m+1}e^{-\epsilon(t-s)}ds,\tag{1}$$
for constants $A,\lambda,\epsilon,t\in\mathbb{R}$ and $m\in\...
- 79
2
votes
0
answers
104
views
Coercivity of an integral operator in control theory
Let us consider the integral operator $T:\mathbb{R}^{n\times d}\to [0,\infty)$ such that for all $K\in \mathbb{R}^{n\times d}$,
$$
T(K)=\int_0^1 \operatorname{tr}(KK^\top \Sigma_t) \,d t,
$$
where $\...
- 503
2
votes
0
answers
57
views
Is the lattice of bounded Henstock Kurzweil integrable functions countably complete?
The set of HK integrable functions with an integrable upper bound $f$ forms a lattice, and satisfies the MCT and DCT. Does this mean that the lattice is countably complete?
Indexing any countable set, ...
- 1,947
2
votes
1
answer
119
views
Exact formula or non-trivial upper bound on p-norm of $f(x)=\|x\|_2$ in $[0,1)^d$
I wonder whether one can exactly calculate the following integral in terms of $d$ and $p\geq 1$ or not, or a better bound(than the trivial one I am going to give) in terms of $d,p$:
$$\left(\int_{[0,1)...
- 715
4
votes
0
answers
826
views
Showing that $\int_0^\pi\frac{x\ln(1-\sin x)}{\sin x}dx=3\int_0^\frac{\pi}{2}\frac{x\ln(1-\sin x)}{\sin x}dx$
Prove, without evaluating the integrals that:
$$\int_0^\pi\frac{x\ln(1-\sin x)}{\sin x}dx=3\int_0^\frac{\pi}{2}\frac{x\ln(1-\sin x)}{\sin x}dx$$
Originally I posted this here on MSE, however it's ...
- 215
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