The integration tag has no wiki summary.

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### Real analytic functions

I am quite confused with some ideas regarding the Real analytic functions.
Just to introduce my questions:
A function $f$ is real analytic on an open set $D$ of the real line if for any $x_0\in D$ ...

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461 views

### Sum involving binomial coefficients

I have the following sum
$\sum_{j=1}^K {K \choose j} (-1)^{j+1}/j$. Now I can write this as the integral $\int_{-1}^0 \frac{(1+x)^K - 1}{x} dx$. However, I wonder whether there is a closed form ...

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171 views

### convergence of sets and limit of an integral

Let $X\subset\mathbb{R}$ and $Y\subset\mathbb{R}$ be compact sets.
Let $f:X\times Y\rightarrow\mathbb{R}$ be a $C^{1}$ function.
Let $s:Y\rightarrow X$ be a function (not necessarily continuous).
...

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**1**answer

291 views

### An infimum of integrals of a positive function.

Hi,
I have a question concerning integration theory I can't figure out, maybe someone can help:
Fix $\varepsilon>0$ and consider $\delta \colon [0,1] \to (0,\infty)$ measurable. Is it then true ...

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**1**answer

579 views

### definition of operator valued integral with spectral measure

I am trying to make sense of some operators that come up on Buchholz and Summers' work on warped convolutions (two works on arxiv: 2008 and 2011).
There, they work on a Hilbert space $H$ and on the ...

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**1**answer

518 views

### What are integration on fractal? [closed]

Who can explain the proof of the formula (2.12) given here: J. Phys. A: Math. Gen. 20 (1987) 3861-3875. Printed in the UK ...

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**1**answer

373 views

### Integral of Modified Bessel Function of the Second Type

Given the identity
$$ \int^\infty_0 K_v\left(\alpha\sqrt{x^2+z^2}\right) \frac{x^{2\mu+1}}{\left(\sqrt{x^2+z^2}\right)^v}\:\mathrm{d}x = \frac{2^\mu \Gamma(\mu+1)}{\alpha^{\mu+1}z^{v-\mu-1}} ...

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**1**answer

190 views

### hypervolume under the square of an n-simplex

I posted this question at math.stackexchange.com, reformulated and posted again both times without much luck. I also asked a math professor at my uni who suggested I post it here. Hopefully, it is ...

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88 views

### Integrating B-Spline composed with log

If $f$ is a real B-Spline and $a, b$ are real numbers, then is there a numerically stable way to evaluate the following expression?
$\int_a^b f (\log x) \mathrm{d}x$

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293 views

### Help with an irregular integral

I am looking for help with doing the following integral :
$$\frac{1}{2\pi i}\int_{1}^{\infty}\ln\left(\frac{1-e^{-2\pi i x}}{1-e^{2\pi i x}} \right )\frac{dx}{x\left(\ln x+z\right)}\;\;\;\;z\in ...

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**1**answer

1k views

### Why can't I interchange integration and differentiation here?

I think my questions relates to this other: "counterexamples to differentiation under integral sign"
In fact, it provides a counterexample
Consider $f(x,y)=y^3e^{-y^2x}$ and define $F(y) ...

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348 views

### Minkowski's Inequality for Integrals in Orlicz spaces

EDIT: I have changed the question to have less parameters, fitting it into the context of Orlicz spaces.
Suppose $f:[0,\infty)\to[0,\infty)$ is convex and increasing, ...

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**1**answer

463 views

### Extended integral in Spivak’s Calculus on Manifolds

On page 48 of Calculus on Manifolds Spivak defines (Riemann) integration over rectangles $[a_{1},b_{1}]\times\cdots\times[a_{n},b_{n}]\subset\mathbb{R}^{n}$. Then on page 55 he extends this integral ...

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1k 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}: ...

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764 views

### $\int^{\infty}_{0}x^{r +s- 1}(1 + x)^{-s}(1 + x^2)^{-\frac{rm}{2}}dx$

I'm trying to solve the integral
$\int^{\infty}_{0}x^{r +s- 1}(1 + x)^{-s}(1 + x^2)^{-\frac{rm}{2}}dx$,
where $s$, $r$ and $m$>1 are positive integers.
My question is whether a closed form ...

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**2**answers

87 views

### Finding Kuramoto Model coupling strength with limits?

The following is an equation describing the coupled phases of N oscillators according to the Kuramoto model:
$$
1 = K \int_{-\pi/2}^{\pi/2}\cos^{2}\left(\theta\right)\,
{\rm ...

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**1**answer

185 views

### Practical way to check for geometric convergence

Target distribution is multimodal, 24 dimensions, continuous state space. For MCMC integration (MH sampler) I use a manually tuned proposal distribution.
When I measure the convergence rate ...

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**4**answers

367 views

### Reference for integral of functions taking values in a topological vector space.

(Note that I am interested in the Gelfand-Pettis integral specifically, as opposed to, for example, the Bochner integral.) I have tried Googling things like "integral topological vector space", ...

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3k views

### Proof without words for surface area of a sphere [closed]

I love the book Proofs Without Words by Roger B. Nelsen. One of the proofs I liked the most was this: Area under one arch of a cycloid is 3 times the area of the wheel that traces it. You break the ...

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258 views

### A particular kind of Cauchy Principal Value integral

I am sorry to bother the community with such a narrow question, it may perhaps be a little specific. As I study Random Matrix Theory, I often have to solve integrals of the form
$$\mathcal{P} ...

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336 views

### Modern version of an inequality of R. M. Gabriel for contour integrals

I am currently reading the 1998 article Dynamics of the Binary Euclidean Algorithm:
Functional Analysis and Operators by Brigitte Vallée, which cites a 1928 article by R. M. Gabriel for the following ...

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### Dertivative of a Special Function with respect to Order

The marcum Q-function is defined by
$$ Q_m(a,b) = \int^\infty_b x \left(\frac{x}{a}\right)^{m-1} \exp\left(-\frac{x^2+a^2}{2}\right)
I_m\left(a x\right)
\:\mathrm{d} x,$$
where $m\in\mathbb{N}$ , ...

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420 views

### integrate of functions involving floor

Is there any exact formula or at least exact inequalities for the following intehral
$$
\int_{2}^{x}{{\rm d}t \over \left\lfloor\vphantom{\large h}%
\log(x)/\log(t)\right\rfloor
\log\left(t\right)}
...

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**1**answer

367 views

### A multiple definite integral.

I'm unable to find an easy way to compute the following multiple definite integral.
Apologies if it is trivial.
Let $C$ be a $N \times 1$ real vector.
Let $M$ be a $N \times n$ real matrix.
Let ...

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2k 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 ...

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**1**answer

436 views

### Certain compact subset of $L_1$

Let $(\Omega,\Sigma, \mu)$ be a probability measure and $X$ a Banach space. I am interested in subsets $F\subseteq L_\infty (\mu,X)$ that satisfy these two compactness conditions:
$F$ is a ...

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3k views

### Is $x \, \tan(x)$ integrable in elementary functions?

I'm teaching Calculus and my students asked me to calculate the integral of $x \, \tan(x)$.
I spent quite a lot of effort to do this, but I'm now even not sure if the integral could be presented in ...

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### Gauss Legendre Method for Implicit Integration

Methods that are usually adopted for time integration in transport phenomena problems are either:
Euler (explicit, first-order accurate)
$\frac{dY}{dt}=f(t,Y)$
$Y^{n+1}=Y^n+\Delta t f(t,Y^n)$
...

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214 views

### Integrating a product

By trying to find a marginal distribution I came accross integration of the product series. For the sake of generality, lets assume the integral is of following form:
$$\int \prod_{k=1}^{n}\left ( ...

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797 views

### Borel sets preserved under open maps?

Given open map f: $R^n$ to $R^n$ such that each open set $U\in R^n$, $f(U)$ is also open. Are Borel sets in $R^n$ preserved under f?
Motivation: Pre-image of Borel sets under continuous map is a ...

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339 views

### Integration in several variables and elementary applications

This fall I'm teaching the "second half" of the standard entry-level undergraduate multivariable calculus course: the focus is on double and triple integrals, path integrals, Green's theorem, Stokes' ...

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419 views

### Defining the integral of a function using the product measure

Imagine that we're trying to define the expression
$$\int_U f(x)dx$$
in a rigorous way.
Assume that $f:X \rightarrow \mathbb{R}^{\geq 0}$ where $(X,\mu)$ is a measure space, and suppose that $U$ is a ...

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### 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 ...

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305 views

### Asymptotic behaviour/upper bound for $\int_0^{\infty} \exp(-c x^a+K x^b)dx$ for $a>b>0$ as $K\rightarrow \infty$?

What is the asymptotic behaviour or an upper bound for $\int_0^{\infty} \exp(-c x^a+K x^b) \, dx$, for $a>b>0,$ as $K\rightarrow \infty$?
Or any good reference for tools to tackle this question?
...

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125 views

### Boundedness of Riemann-like sums on unbounded interval

Hi
I am trying to find suitable conditions (integrability, growth...) on a function $f:\mathbb{R}\to \mathbb{R}$ such that:
\begin{equation}
\sum_{k\in\mathbb{Z}}f(kh)h= \mathcal{O}(1),\qquad h\to ...

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489 views

### Rain droplets falling on a table

Suppose you have a circular table of radius $R$. This table has been left outside, and it begins to rain at a constant rate of one droplet per second. The drops, which can be considered points as they ...

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**1**answer

629 views

### Integration on high dimensional sphere

Hi, I need to integrate a function on an n-dimensional sphere surface. One way is to use the triangle function like: http://en.wikipedia.org/wiki/N-sphere#Spherical_volume_element, however, it is too ...

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127 views

### convergence of multiple integral

I am searching for some theorems and books about convergence of multiple integrals of the form:
$$
\int_{-\infty}^{\infty}\int_{-\infty}^{\infty}\;f(x,y)\;\mathrm{d}x\,\mathrm{d}y.
$$
In particular, ...

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5k 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 ...

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101 views

### Variation of a Function

Let $g$ be a function of finite $q$ Variation and $f$ be a function of finite $p$ Variation, and $\frac{1}{q}+\frac{1}{p}>1$.
What can be said about the variation of $H$ with ...

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**1**answer

307 views

### Fourier coefficients of a rational function

Any ideas how to compute or to approximate integral
$$\int_{0}^{1}\frac{(x+a)^{2q}(x+b)^{2q}}{(x-1)^{4q}+x^{4q}}\exp({-2\pi i x y})dx$$
where $q \in \mathbb{N}$ and $a,b =-2,-1,0,1$, $y \in (0,1)$

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188 views

### Evaluating the integral $\int_{a}^{+\infty} \frac{\exp(-bx)}{x+c} Ei(x) dx$

I'm trying to evaluate or simplify this integral:
$$I_{a,b,c} = \int_{a}^{+\infty} \frac{\exp(-bx)}{x+c} Ei(x) dx $$
with $a,b,c \in \mathbb{R}_+^*$.
and $ Ei(x) =\int_{-\infty}^{x} ...

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343 views

### Question about Riemann integral and total variation [closed]

Let $g$ be Riemann integrable on $[a,b]$, $f(x)=\int_a^xg(t)dt$ for $x∈[a,b]$.
How to show that the total variation of $f$ is equal to $∫_a^b|g(x)|dx$?

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293 views

### Is there a good comparative study of the Banach integral?

The Banach integral is elegant in its definition, and I am intrigued as to why it is so rarely seen. Is it in practice difficult to calculate from the definition? And are there any other problems with ...

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414 views

### One-sided Cauchy principal value

What is the notion of a principal value of an integral when the singularity appears at one endpoint? Namely,
$ PV \int_a^b f(t) dt = ? $,
where the integral is convergent in the upper limit, but ...

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574 views

### Action Integral

In the theory of action-angle variables, you wind up having to solve integrals with a characteristic square-root behavior near the endpoints to express the action in terms of the orbital quantities. ...

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104 views

### Is $C_c(\mathbb{R}^2,\mathbb{R}^2)$ dense in the irrotational square integrable functions?

Let $L_D(\mathbb{R}^n)^n$ be the set of square integrable functions which are the weak derivative of a locally square integrable function. That is
$$L_D(\mathbb{R}^n)^n=\{Du\colon u\in ...

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694 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 ...

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294 views

### Questions on calculating volume using n-1 forms

Is there an n-1 form on $R^n$ which calculates the volume of n-manifolds? Similarly, is there such a 1 form on $S^2$, and $RP^2$? I thought this has something to do with the orientation, is that ...

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86 views

### Semi implicit DAE integration using an implicit Runge Kutta scheme

I'm looking for some references regarding integration of DAEs in the form
$M(t) \frac{dy}{dt} + G(y(t),t) + f(t) = 0, \quad y \in R^n, M(t) \in R^{nxn}$
using a high order implicit Runge Kutta ...