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, ...
1,443
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How badly can the Lebesgue differentiation theorem fail?
Suppose $f:\mathbb{R}^n\to\mathbb{R}$ is integrable. Is it true that
$$
\lim_{r\to 0}\frac{\displaystyle\int_{B_r(0)}f(y)~\mathrm dy}{r^{n-1}}=0 \quad ?
$$
This is obvious if $0$ is a Lebesgue point ...
- 1,037
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4
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Computing $\int_0^T e^{itA}Be^{-itA} dt$ without an infinite series
I'm hoping to compute the following integral: $\int_0^T e^{itA}Be^{-itA} dt$ where $iA, iB$ are traceless anti-Hermitian matrices (i.e. $\mathfrak{su}(n)$). I have found the following form for the ...
- 2,069
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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
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integral transform of Fibonacci polynomials is integral
The Fibonacci polynomials are defined recursively by $F_0(x)=0, F_1(x)=1$ and $F_n(x)=xF_{n-1}(x)+F_{n-2}(x)$, for $n\geq2$.
While computing certain integrals, I observe the following (numerically) ...
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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 $p\in(-1, 0) \cup (1, \infty)$, ...
8
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On the closed-form of $\int_0^1\int_0^1\int_0^1\frac{dxdydz}{1-\frac{z}{3}(x+\sqrt{xy}+y)}$
I would like to know if it is possible to calculate in closed-form, or well what work can be done about it, the definite integral $$\int_0^1\int_0^1\int_0^1\frac{3dxdydz}{3-z(x+\sqrt{xy}+y)},\tag{1}$$
...
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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\...
- 4,529
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Expected distance between two uniform points in distinct rectangles
Are there any good approximations (especially upper bounds) for the quantity $E(\|X_1-X_2\|$), where each $X_i$ is uniformly distributed in a rectangle $[a_i,b_i]\times[c_i,d_i]$? It does not appear ...
- 3,929
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Bounding an elliptic-type integral
Let $K>L>0$. I would like to find a good upper bound for the integral
$$\int_0^L \sqrt{x \left(1 + \frac{1}{K-x}\right)} \,dx.$$
An explicit expression for the antiderivative would have to ...
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Universally measurable sets and weak topology
After I posted this question, a couple of months ago, and got from MO-users several
good hints, I think i'm ready, after some study, to ask another related question (or rather, to focus on the main ...
user11618
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A curious family of integrals that give $\pi$
I have noticed experimentally that:
$$\int_0^1 \frac{\color{red}{x}}{x^4+2x^3+2x^2-2x+1} \,dx=\color{blue}{\frac{\pi}{8}},\tag{1}$$
$$\int_0^1 \frac{\color{red}{1-x^2}}{x^4+2x^3+2x^2-2x+1} \, dx=\...
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Malmsten-like integrals for $\zeta(n) $
Context
Let us define a Malmsten integral when it is of the form $$M_{P,Q} := \int_{0}^{1} \frac{P(x)}{Q(x)} \ln \ln \left( \frac{1}{x} \right) dx. \tag{1} $$ In a paper by Blagouchine [1], the author ...
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q-Means and the mode of a distribution
Let $f:\mathbb{R} \rightarrow [0,\infty)$ be a continuous probability density function on $\mathbb{R}$ such that
\begin{equation}
\int_{\mathbb{R}} |x| f(x)\, dx < \infty,
\end{equation}
and ...
- 628
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Numerical integration of legendre polynomials
I hope that numerical questions are also permitted here.
I want to expand a smooth functions $f \in C^{\infty}$in terms of Legendre polynomials. Thus I need to calculate integrals of the form $\int_{-...
user54300
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answer
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Certain compact subset of $L_1$
Let $(\Omega,\Sigma, \mu)$ be a probability measure and $X$ a Banach space. I am interested in subsets $F\subseteq L_\infty (\mu,X)$ that satisfy these two compactness conditions:
$F$ is a norm-...
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Integration with values in a topological vector space
Is there a general theory of integration of functions with values in a topological vector space (not necessarily locally convex)?
Browsing through mathoverflow posts, I came across a discussion ...
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About the surface area vs. volume of polytopes
Given a convex body $K\in\mathbb{R}^n$, represented by a set of linear inequalities (intersection of halfspaces), I am interested in understanding how much of its volume can be close to its perimeter (...
- 81
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Convergence of an oscillatory integral
Given $f\in H^1(\mathbb{R}^3)$ and $t>0$, consider the following integral:
$$I_f(t):=\int_{\mathbb{R}^3}\int_0^{+\infty}e^{-s+i\frac{(s+|x|)^2}{t}}f(x)dsdx$$
I need to show that $I_f(t)$ is finite, ...
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Is there a real-analytic approach to evaluate a definite integral (with an elementary integrand) whose value involves Lambert $W$?
I have never seen a real-analytic approach to evaluate integrals of the form below
$$\int_a^b\text{elementary function}(x)\,dx=\text{constant non-trivially involving}\,W(\cdot)\tag1$$ The elementary ...
- 803
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The many theories of integration
Diclaimer: In what follows, I will be loose in the usage of terminology since the very nature of the question is of a similar flavour.
In the mathematics literature, one can find a zoo of theories of ...
- 173
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The source of the Integral
Wolfram alpha calculates the integral
$$\int\limits_0^\infty \frac{x^2\ln{x}}{e^x-1}dx=2\zeta^\prime(3)+3\zeta(3)-2\gamma\zeta(3).$$
However, I need to cite the source of this identity (the table of ...
- 16.4k
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Asymptotics for $\int\exp( -x t / \log t)dt$
What is the asymptotic growth rate of $$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
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"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 ...
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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" ...
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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/...
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How would you work out this integral as a series?
The integral is:
$$f(a) = \int\limits_{-\infty}^\infty \frac{x e^{-a^2 x^2}}{\tanh(x)}dx$$
which seems to converge for all $a>0$. But I don't know how to get a sense of the function $f(a)$ such as ...
- 255
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Identity involving an improper integral (with geometric application)
Is it (for some reason) true that
$\lim_{c\to 0^+}\int_c^{\pi/2}\frac{c}{t}\sqrt\frac{1+t^2}{t^2-c^2}dt=\frac{\pi}{2}$?
Numerical evidence (from Mathematica):
when $c=1/5$, the integral is $\...
- 3,192
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Integrating a barycentric monomial over a simplex
Are there standard formulas for the integral over a simplex of a monomial in the barycentric coordinates? Can someone supply a reference? I think I have seen such formulas, but I am unable to find ...
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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 ...
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Reference request: proofs of integrals presented in Erdélyi's *Table of Integral Transforms*
I have asked related questions on MSE and received no answer, so: I am looking for proofs of the integrals presented in Erdélyi's Table of Integral Transforms vol. i-ii, specifically proofs of the ...
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For a manual evaluation of a definite integral
I note that Mathematica could yield the identity
$$\int_0^1\frac{\log(1+x^2(x-1)/2)}{x^2(x-1)}dx=\frac{\pi(\pi-4)-12\log^22+24\log2}{16}.\tag{1}\label{1}$$
But I don't know how Mathematica got this.
...
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Representing an $L^2$-functional by a non-$L^2$-function on a dense subspace
Let $(X, \mu)$ be your favourite measure space (finite or $\sigma$-finite if you like), let $g \in L^2$ (say, the scalar field of $L^2$ is $\mathbb{R}$, though this probably doesn't matter). Let $\...
- 11.6k
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Generalizations of the Euler–Maclaurin Summation Formula
I'm using the Euler–Maclaurin formula in a research project I'm working on. While brilliant, the elementary proof found in Apostol - An Elementary View of Euler's Summation Formula does not give me ...
- 3,554
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Expectation of a simple function of multivariate gaussians iid rvs
I would like to compute analytically the following expected value:
$$ E\left( \frac{X_i^2}{\sum_j \lambda_j^2 X_j^2}\right) $$
where the $X_i \approx N(0,1)$ are iid.
It seems to be an elementary ...
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What is $\int_{0}^{z} e^{-a^{2} x^{2}} {\rm erf}(bx)\, dx$?
The integral $$\int_{0}^{z} e^{-a^{2} x^{2}} {\rm erf}(bx)\, dx$$ is related to the convolution of two half-normal distributions. This can be inferred from this question on MSE. The following ...
- 4,575
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Consistency of a strong Fubini type theorem for measure zero sets
Is the following statement (†) consistent with ZFC?
If $E \subseteq [0,1]^2$ is such that $E_x := \{y\in[0,1] : (x,y)\in E\}$ has measure zero for almost all $x$, then $E^y := \{x\in[0,1] : (x,y)\in ...
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If $f(x) = \sum_{n=0}^\infty a_n x^n$, then $\int_{-\infty}^\infty f(x^2) dx = \pi i a_{-\frac{1}{2}}$
I've noticed a curious relationship between the coefficient $a_n$ for a power series and the integral of the real line. For instance, take $f(x) = e^{-x} = \sum_{n=0}^\infty \frac{(-1)^n}{n!} x^n$. ...
- 1,692
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Quantifying difficulty of integrals versus inverses
Recently, I have been discussing inverses with a tenth grade class and integrals with an eleventh/twelfth grade class, and this has led me to the following wonder:
Wonder. Is there a "reasonable&...
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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. ...
- 73
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Integrating the multinomial over a hypercube
I have come across an integral of the form
$$\int_{b}^{a}\cdots\int_{b}^{a} \left( \sum_{i=1}^{n}x_i\right)^mdx_1d x_2\dots dx_n.$$
I have a solution that makes use of the partition function, but I ...
- 1,006
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volume over a hypercube, over simplex: twist by Euler numbers
Let $\square_n=\{(x_1,\dots,x_n): 0\leq x_i\leq1,\, \forall i\}$ be an $n$-dimensional unit hypercube, and let $\Delta_n=\{(u_1,\dots,u_n):u_1+\cdots+u_n\leq\frac{\pi}2,\, u_i\geq0,\, \forall i\}$ be $...
- 41.8k
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Contour integration problem from probability
Can integrals of the form
$$
\int_{-\infty}^{\infty}{\exp\left(-\left[x - c\right]^{2}\right) \over 1 + x^{2}}\, {\rm d}x
$$
be computed in closed form using contour integration (or any other ...
- 5,167
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718
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$\int_{-\infty}^\infty \frac{e^{-y^2/2}}{((y+y_0)^2+x_0^2)^r} dy$
I have to estimate the integral $$\int_{-\infty}^\infty \frac{e^{-y^2/2}}{((y+y_0)^2+x_0^2)^r} dy,$$ for $r\in \mathbb{R}^+$. I am a little amazed that Sage and Wolfram Alpha have nothing to say about ...
- 19.3k
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Legendre Polynomial Integral
How can I evaluate
$$ \int_{-1}^1 P_n(x)P_l(x)x^k dx $$
when $k$ is even?
Or what might be a source where I could find integrals like this?
- 573
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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
$$ B_n=\sum_{k=0}^{\...
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Étendue measure of the set of lines between two Euclidean balls
Let $d>0$ and $r_1,r_2>0$ such that $r_1+r_2 < d$. Consider two (say, closed) balls $B_1,B_2$ in $\mathbb{R}^m$ having radii $r_1,r_2$ and whose centers are at distance $d$. Let $C$ be the ...
- 30.2k
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537
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Dominated convergence 2.0?
During my research, I came across the following question.
Let $(f_n)_n$ be a sequence in $C^2([0,1])$ converging pointwise to $g \in L^1([0,1])$. Assume that:
$\forall n\in\mathbb N, f_n''<h$, ...
- 3,801
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1
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Fubini's theorem on arbitrary foliations
In what follows $ \mathbb{R}^{n+m} = \{(x,y): x \in \mathbb{R}^n, \ y \in \mathbb{R}^m \} \ .$
Suppose $G: U \to V $ is a $C^1$-diffeomorphism from an open subset of a manifold to an open subset of $...
- 642
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Calculation of integral using Gamma function when the imaginary part is zero
Consider the following expression of Gamma function
$$\frac{\Gamma(z)}{p^z}=\int_{0}^{\infty}e^{-pt}t^{z-1}dt \ \ \ \ \ \ \ \ \ (1)$$
where $Re(z)>0$ and $Re(p)>0$.
In Lebedevs book "special ...
- 123
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Reference for proof of an integral from the "Tables of Integral Transforms" involving a Gaussian and a Laguerre polynomial
I am looking for a proof of one of the integrals presented in Harry Bateman's Tables of Integral Transforms. The specific integral in question is presented on page 42 in chapter 8.9 as equation (3):
$$...
- 73