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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4
votes
1answer
61 views

Integral Expression in Complex Dynamics

Let $\phi\in \mathbb{C}(z)$ be a degree $d\geq 2$ rational map, which we can write as $\phi = \frac{f}{g}$ for $f,g\in \mathbb{C}[z]$. Let $\omega_{FS}$ denote the Fubini-Study form on ...
2
votes
0answers
152 views

Euler-Maclaurin Formula Review

I'm using the Euler-Maclaurin formula in a research I'm working on. However brilliant is the elementary proof found here, I need and want to know more about it. Namely Generalizations to broader ...
1
vote
0answers
44 views

A sufficient condition of the following integral to be positive

Suppose $G=(A,B,E)$ is a bipartite graph whose partition has the parts $U=\{u_1,\cdots,u_m\}$ and $V=\{v_1,\cdots,v_n\}$. Consider the following integral ...
2
votes
0answers
77 views

The integral of $\exp(-|x-a|)$ over an even dimensional sphere

I'm after a reference for an integral. For $m$ a positive integer and $R>0$ let $S^{2m}_R\subset \mathbb{R}^{2m+1}$ denote the radius $R$ sphere of dimension $2m$. Suppose that $a$ lies inside ...
28
votes
3answers
3k views

What is the standard notation for a multiplicative integral?

If $f: [a,b] \to V$ is a (nice) function taking values in a vector space, one can define the definite integral $\int_a^b f(t)\ dt \in V$ as the limit of Riemann sums $\sum_{i=1}^n f(t_i^*) dt_i$, or ...
1
vote
0answers
66 views

Integration and Inverse Function Theorem

Apologies if this sounds too silly for advanced math people here. It's long since I moved from mathematics to medicine and this problem appears in my research. For an $f^{-1}\in C^{1}([a,b])$, ...
1
vote
0answers
21 views

Expectation of two identical log-normal distributions [migrated]

I would like to compute the conditional expectation (on an interval from $c$ to $\infty$) of the minimum of two log normal distributions. Denote $X_1$, $X_2 \sim LN(0, \sigma)$, the associated ...
0
votes
0answers
29 views

Generalizing Integration by parts for general bounded continous measure

Consider a probability measure $d\mu = w(t) dt$ with $w(t)\in L^1(I)$, $I =\left[ 0,1\right]$. What are the minimal assumption I can take on two functions $f,g:I\ \to \mathbb{R}$ so that an ...
2
votes
1answer
175 views

Extension of a function from almost everywhere to everywhere

The informal general question is: let $f$ be a "sufficiently nice" function, defined "almost everywhere". Can we develop a method to uniquely extend $f$ to the "remaining" points? Example: Let ...
1
vote
2answers
255 views

Is the singular integral that come up in circle method independnet of the representatin of the equations?

Let $F_1(\mathbf{x}), F_2(\mathbf{x}) \in \mathbb{Z}[x_1, ..., x_n]$ be a degree $d$ homogeneous polynomial. For the system of equations $$F_1(\mathbf{x})= F_2(\mathbf{x}) =0,$$ we have the ...
3
votes
1answer
263 views

How is the deconvolution of a fat gaussian from a polynomial derived?

We have a 2D order-2 polynomial, a Gaussian and a 'box' indicator function. Let: $\begin{eqnarray} p(x,y) &=& c_0+c_1x+c_2y+c_3xy+c_4x^2+c_5y^2+c_6xy^2 \\ G(x,y) &=& ...
0
votes
1answer
159 views

Formula for an integration on $\mathbb{Q} \cap [0,1]$

In order to work with functions defined on $\mathbb{Q} \cap [0,1]$ I would like to define an adapted "integration" formula on this set. I though that following definition could be interesting: $$ ...
5
votes
1answer
119 views

Showing the positivity of a singular integral that came up in circle method

Let $F(\mathbf{x}) \in \mathbb{Z}[x_1, ..., x_n]$ be a degree $d$ homogeneous form. Let $$ I(\alpha) = \int_{[0,1]^n} e^{2 \pi i F(\mathbf{x}) \alpha} dx_1...dx_n. $$ Then the singular integral is ...
1
vote
0answers
43 views

First variation on double integral [closed]

Currently I am trying to fully understand the paper of munk1921. In the derivation of the minimum induced drag theorem it is at one point stated (p.378) that in order to minimize drag the following ...
2
votes
0answers
676 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
359 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
71 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: ...
20
votes
3answers
531 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
20 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
412 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
265 views

Two similar integrals

Let $n$ be a given even positive integer. We have the following integral \begin{align} ...
2
votes
0answers
222 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
158 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
89 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
129 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
50 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
61 views

A complicated integral inequality

How can we bound this integral: $${\displaystyle ...
4
votes
1answer
130 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
612 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
61 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
234 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 ...
3
votes
0answers
74 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 ...
2
votes
1answer
95 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
133 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
217 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 ...
5
votes
1answer
135 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
vote
1answer
70 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
365 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
314 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
855 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
35 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
91 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
132 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
290 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
72 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
207 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
60 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') = ...