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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0
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0answers
28 views

How to numerically evaluate a integral whose limits are functions of x (using Gauss quadrature rule)? [on hold]

I am trying to numerically evaluate an integral $\int_q^1 \ln (\sum_i \alpha_ix_i) dq$, in which $\ln (\sum_i \alpha_i x_i)$ is related to $q$ via the following: $z_i=(1-q)\frac{\alpha_ix_i}{\ln ...
2
votes
0answers
585 views

What's the probability distribution of a deterministic signal or how to marginalize dynamical systems? (functional integrals in probability theory)

In many signal processing calculations, the (prior) probability distribution of the theoretical signal (not the signal + noise) is required. In random signal theory, this distribution is typically a ...
10
votes
2answers
349 views

Computing Gauss Legendre Quadrature for Large N

I've been scanning across the web, and haven't found a good method to compute the Gauss Legendre abscisas and weights $\{ x_j, w^j \} _{j=1}^N$ for large $N\in\mathbb{N}$. My question is how to do it, ...
1
vote
1answer
64 views

$p$-adic Dirac measure as a weak limit

The standard Dirac delta is a generalised function (or measure, or distribution...) $\delta(x)$ which can be seen as a weak limit functions $\delta_n(x)$ spiked at the the origin, in the sense that: ...
21
votes
3answers
519 views

Evaluating an integral using real methods

This is a bit of recreational integration. The following, rather attractive integral is quite straightforward via residues: $$\int_0^1 x^{-x}(1-x)^{x-1}\sin \pi x\,\mathrm{d}x=\frac{\pi}{e}$$ ...
1
vote
0answers
19 views

Bivariate integration with the range of one variable shrinking to a point

Let $f(x,y)$ be a measurable function defined on $(\mathbb{R}^2, \mathcal{B}(\mathbb{R}^2))$. Define $C_{\epsilon} = \{y:d(y, y_0)\leq \epsilon\}$, then can we say for sure that the integration $$ ...
12
votes
3answers
395 views

Is there a closed form of $\int_0^\frac12\dfrac{\text{arcsinh}^nx}{x^m}dx$?

For naturals $n\ge m$, define $$I(n,m):=\int_0^\frac12\dfrac{\text{arcsinh}^nx}{x^m}dx$$ with $\text{arcsinh}\ x=\ln(x+\sqrt{1+x^2} )$, so $\text{arcsinh} \frac12=\ln \frac{\sqrt{5}+1}2 $. Is it ...
4
votes
1answer
258 views

Two similar integrals

Let $n$ be a given even positive integer. We have the following integral \begin{align} ...
2
votes
0answers
194 views

Is there a Bayesian theory of deterministic signal? Prequel and motivation for my previous question

This is a prequel to my question: What's the probability distribution of a deterministic signal? (functional integrals in probability theory) Clearly my question looks at the same time fairly ...
2
votes
0answers
140 views

A question about multidimensional integral

Consider the function $$\Omega(N,E)=\int dE_1 \int dE_2 \cdots \int dE_N \Omega_1(E_1)\Omega_2(E_2) \cdots \Omega_N(E_N)\delta(E-E_1-E_2\cdots -E_N)$$ Is there a necessary condition on the ...
1
vote
0answers
85 views

Integration of Bessel Function of the first kind

I have encountered a problem during my thesis study. I need to find $F(x)$ in terms of $G(y)$. My statement as follows: $$\int_{0}^\infty F(x)[x^3*B*J_0(xy)+x^4*J_1(xy)]dx=G(y)$$ where $B$ is a ...
5
votes
2answers
124 views

Integral over the Cantor's set Hausdorff dimension

As can be seen in the David Morin's Classical Mechanics, there are some scaling strategies in order to calculate the moments of inertia of certain fractals, for example, the Cantor's set has a moment ...
1
vote
0answers
49 views

Complex integration over 1-singular chain

Let $f$ be a continuous function on $\mathbb{C}$ and assume that $\lim_{z\to \infty} zf(z) = \lambda.$ Let us note for all natural $n$ $$C_n = \{z \in \mathbb{C} : |z|=n\}.$$ Then, a usual fact of ...
1
vote
0answers
54 views

A complicated integral inequality

How can we bound this integral: $${\displaystyle ...
4
votes
1answer
127 views

When this Ad-invariant function on a Lie algebra is zero?

Let $G$ be a compact Lie group with Haar measure $dg$ and (finite-dimensional real) Lie algebra $\frak g$. Endow $\frak g$ with an $\hbox{Ad}$-invariant norm $\|\cdot\|_{\frak g}$ so that $\frak g$ ...
5
votes
1answer
602 views

Is the following integral nonzero?

Recently I met an integral as follow: $$\int_0^{2\pi}\cdots\int_0^{2\pi}\left(\prod\limits_{1\leq ...
0
votes
0answers
53 views

Basic Monte Carlo Integral Approximation

On the very first page of a well-known book on Monte Carlo techniques, there is the following statement. Let \begin{equation} I = \int_D g(\textbf{x})d\textbf{x}, \end{equation} where $D \subset ...
4
votes
3answers
232 views

Quadrature formula max accuracy

I'm looking for a maximum accuracy quadrature formula: $$ \int_{-1} ^{1} \sqrt{\frac {1-x}{1+x}} f(x)dx = A_1f(x_1)+A_2f(x_2)+R(f) $$ I don't know exactly if it's Trapezoidal rule which has the ...
-1
votes
0answers
34 views

How to prove that arc segment vanishes

I have this integral: $$iNx^a\int_{-\frac{\pi}{2}}^{\frac{\pi}{2}} \frac{x^{Ne^{i\theta}}e^{i\theta}}{\Gamma(Ne^{i\theta}+a-m)\zeta(2Ne^{i\theta}+2a+n)\sin (\pi \left(a+Ne^{i\theta}\right))} ...
3
votes
0answers
67 views

Divergence theorem on stratified spaces

It is very common in physics and engineering to apply the divergence theorem to compact spaces whose boundary is not smooth. For example, in the wikipedia link I just gave, the picture illustrating ...
3
votes
0answers
265 views

Wrongful conviction Bayesian argument in need of integral-solving talent [migrated]

Motivation/background: The following integrals were part of an argument in my PhD thesis that a certain piece of forensic evidence has no inculpatory value. I gave up trying to solve them analytically ...
2
votes
1answer
91 views

Variance of the normal CDF [closed]

Several threads (e.g. Integration of the product of pdf & cdf of normal distribution ) have shown that $E[\Phi(x)]=\Phi(\mu/\sqrt{\sigma^2+1})$ when $x\sim N(\mu,\sigma^2)$. I'd like to compute ...
8
votes
0answers
118 views

Summation of series involving $\sinh$ of a square root

Consider the following series: $$ S = \sum_{\text{odd } n} \sum_{\text{odd } m} \frac{(-1)^{(n+m)/2}}{nm} \frac{\sinh( \pi \sqrt{n^2 + m^2}/2)}{\sinh( \pi \sqrt{n^2 + m^2})} $$ From the physical ...
6
votes
0answers
215 views

An inequality which involves a sum of integrals

Please help me to prove $$ \sum\limits_{j=2}^n \frac{1}{j^\alpha (j-1)^\alpha} \int\limits_{j-1}^j \frac{dx}{x^{1-\alpha}(n-x)^\alpha} \leq \int\limits_0^1 \frac{dx}{x^{1-\alpha}(n-x)^\alpha},\quad ...
1
vote
0answers
69 views

Finding a closed form for a certain double integral

I am working with bivariate and accurate Birnbaum-Saunders distribution to find the probability density function of a particular model for this, I would like to find a closed form for the full below: ...
5
votes
1answer
132 views

Multidimensional integrals that diverge by oscillation

It's not hard to extend the theory of integration over ${\bf R}$ so that the integral of any compactly supported function is its usual value, while the integral of $f(t) = \cos (at+b)$ (with $a \neq ...
-1
votes
0answers
34 views

Metrics for a Wireless Sensor Network coherent model

If we describe the signal of a Wireless Sensor Network through the following coherent Gaussian model $$ S(x,y; \boldsymbol{r}_i) = \sum_{i=1}^N \exp\left[-\frac{(x-x_i)^2+(y-y_i)^2}{2 ...
1
vote
1answer
69 views

Definite intergal with two K-Bessel functions and x

I would like to calculate the definite integral with K-Bessel funcitons and a and b complex (n and k integers): $$\int_{0}^{\infty} x \;K_{a}(nx) \; K_{b}(kx) \; dx$$ I could not find it in ...
3
votes
1answer
125 views

A linear functional on $C(K)^*$ continuous on each $L_1(\mu)$

I asked this at math.stackexchange, but nobody answered. Let $K$ be a (Hausdorff) compact topological space, ${\mathcal C}(K)$ the usual Banach space of continuous functions $x:K\to{\mathbb C}$, ...
7
votes
1answer
361 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 $c\not=a$? ...
5
votes
1answer
310 views

Does every (generalized?) Markov chain admit transition probabilities?

To pose the question let us start by recalling the following notions: Transition Probabilities. A transition probability matrix between two measurable spaces $(S,\mathcal{S})$ and ...
3
votes
0answers
164 views

An isoperimetric inequality for “order” polytopes

I am looking for an isoperimetric inequality for order-like polytopes. An order polytope $K\in \mathbb{R}^n$ is defined by a set of linear inequaities: $$ \forall i \; 0\leq x_i \leq 1 $$ and $ ...
6
votes
2answers
840 views

Computational complexity of integration in two dimensions

I have an algorithm for solving a certain problem that requires that I compute two-dimensional integrals as a subroutine, and I'd like to make some kind of statement about its running time. Suppose ...
1
vote
0answers
33 views

Can there be a nonzero period integral of this form?

I have been trying to compute the following integral: $$\displaystyle \int_{\gamma} \frac{g \Omega_{\mathbb{P}^3}}{f^2}$$ where: $\gamma$ is the torus cycle $\{ |z_1| =|z_2| =|z_3| =|z_4| =1 \}$, ...
1
vote
1answer
88 views

A Gaussian integral over complex variables by a defined Green's function for a Gaussian ensemble of random matrix

We construct an $N\times N$ matrix $J$ whose elements are drawn from Gaussian distribution with zero mean and variance $\frac{1}{N}$. Since we want to have different variances for different columns, ...
4
votes
0answers
128 views

Contour integral $\int_{\gamma}e^{-t\mu}(-\mu)^{-m}\log\sqrt{-\mu}d\mu$

Motivation: In my research I try to find the asymptotics of the heat trace $\text{tr}e^{-t\Delta}$ as $t\to0$, where $\Delta$ is Laplace operator on a manifold with singularities. First I find the ...
11
votes
2answers
278 views

How to prove that $\int _0^\infty\frac{\text{arcsinh}^nx}{x^m}dx$ is a rational combination of zeta values?

For $n\ge m\ge 2$, define $$I(n,m):= \int _0^\infty\dfrac{\text{arcsinh}^nx}{x^m}dx$$ Computer algebra systems say that the indefinite integral can be expressed in terms of polylog functions (of ...
3
votes
0answers
62 views

Using and understanding the Atiyah-Bott localization theorem/integration formula

I posted this on r/math, but was told I might have better success here given the level of the question. Basically, I need to learn how to use the localization theorem to compute integrals on ...
102
votes
6answers
8k views

Source and context of $\frac{22}{7} - \pi = \int_0^1 (x-x^2)^4 dx/(1+x^2)$?

Possibly the most striking proof of Archimedes's inequality $\pi < 22/7$ is an integral formula for the difference: $$ \frac{22}{7} - \pi = \int_0^1 (x-x^2)^4 \frac{dx}{1+x^2}, $$ where the ...
10
votes
1answer
204 views

Calculation of the integral related to the gravitational shock wave

The following integral $$\int\limits_0^\infty \frac{\cos{\left(\frac{1}{2}\sqrt{3}s\right)}}{\sqrt{\cosh{s}-\cos{\theta}}}\,ds$$ can be found in the paper Tevian Dray and Gerard 't Hooft, The ...
0
votes
0answers
55 views

Expansion of integral with Gaussian kernel

This question may be simple for you, so you are invited to address me to where I can read about it. I have an integral of the form $$ \int f(\bf x, \bf x') g(\bf x') $$ where $$ f(\bf x , \bf x') = ...
6
votes
1answer
295 views

Is $L_q(X^*)$ complemented in $(L_p(X))^*$?

Let $X$ be a Banach space and let $p\in (1,\infty)$. If $q$ denotes the conjugate exponent to $p$, then $L_q(X^*)$ is easily seen to be isometric to a subspace of $(L_p(X))^*$ via the map $$f\mapsto ...
2
votes
0answers
164 views

How to analytically evaluate this n-dimensional iterated integral?

I would very much appreciate any suggestions and/or pointers to references relevant for the analytic evaluation of the following n-dimensional iterated integral ...
3
votes
1answer
232 views

Integral involving the gamma function

If we define $$f(x) = 1 + \frac{\cos\big(\pi\frac{\Gamma(x) + 1}{x}\big)}{2 - \cos(2\pi{x})}$$ how would one go about evaluating $$ \int_1^R \frac{1}{x} \log{f(xe^{i\alpha})} dx$$ for some parameter ...
-2
votes
1answer
98 views

Is this intergral inequality valid? [closed]

Does the inequality $\int_2^{\infty} \dfrac{\sqrt x(\log x)^3 + (1+ \log x^2) x}{x(\log x)^2(x^2 - 1)} \,\mathrm {d}x > \ln \dfrac{17}{10}$ hold ?
0
votes
1answer
164 views

$\int_{R^2}\varphi(x)d\mu(x)=0$ $\Leftrightarrow$ $\sum_{n\in \mathbb Z^2} d\mu(x-2\pi n)=0$

Let $\mu$ be a finite measure supported by $\Gamma $ (a smoth finite curve) and absolutely continuous with respect to the length measure on $\Gamma$ such that $\Gamma \cap (\Gamma+x)$ is a finite ...
3
votes
1answer
94 views

The volume of a region arising from planar linkages

Let $x_0,\dots,x_n$ be a collection of variable points in $\mathbb{R}^2$ and let $c>0$ be a fixed constant. Is there any way I could compute an upper bound of the volume of the region in ...
2
votes
1answer
266 views

To understand integral :$\lambda (x) = \int_{0}^{\infty} \frac{\sin^{2} \alpha x}{\alpha^{2}} d\mu(\alpha), (\mu(0)=0)$

I wants to understand the integrals of the form $$\lambda (x) = \int_{0}^{\infty} \frac{\sin^{2} \alpha x}{\alpha^{2}} d\mu(\alpha), (\mu(0)=0)$$ where $\mu(\alpha)$ is a non decreasing function ...
1
vote
1answer
155 views

Dense subspaces of $L^p(0,T;X)$

Given a Banach space $X$ and $1\leq p<\infty$, let's define the space $L^p(0,T;X)$ as the set of all strongly measurable functions $f:(0,T)\mapsto X$ such that $$\int_0^T\Vert ...
24
votes
3answers
2k views

Can we simplify $\int_{0}^{\infty}\frac{{\sin}^px}{x^q}dx$?

We know the followings : $$\int_{0}^{\infty}\frac{{\sin}x}{x}dx=\int_{0}^{\infty}\frac{{\sin}^2x}{x^2}dx=\frac{\pi}{2},\int_{0}^{\infty}\frac{{\sin}^3x}{x^3}dx=\frac{3\pi}{8}.$$ Also, we can get ...