The integration tag has no usage guidance.

**4**

votes

**1**answer

249 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 $c\not=a$?
...

**-4**

votes

**0**answers

86 views

### A tricky 2d integral [on hold]

I tried to calculate such integral:
$$
\int d^2q \frac{\bf{q+q_2}}{(\mathbf{q}^2+m^2)((\mathbf{q-q_1})^2)^{1-i\eta}(\mathbf{q+q_2})^2}
$$
where $q$,$q_1$ and $q_2$ are two dimensional vectors. Can ...

**0**

votes

**1**answer

95 views

### Change of variable for integration with respect to Haar measure

I know how to estimate the integral* (see the update)
\begin{gather}
\int f(Ub)d\mu(U), \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ [2]
\end{gather}
where ...

**7**

votes

**2**answers

240 views

### 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 ...

**0**

votes

**0**answers

62 views

### Why is $\mathcal{E}(X)=\mathcal{E}(X,X^*)$?

According to a course about $\sigma$-agebras in infinite dimensional space they said that it is easy to see that :
$$\mathcal{E}(X)=\mathcal{E}(X,X^*)$$
where:
$X$ is separable real Banach space.
...

**9**

votes

**1**answer

372 views

### $\pi e$ and an unfamiliar polynomial

Ever since my exposure to this integral involving $\pi e$, I've conjectured and set about evaluating the possible nature of the following integral
$$\int_0^1 x^m \sin(\pi x) x^x (1-x)^{1-x} \ dx, ...

**8**

votes

**2**answers

295 views

### 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, ...

**2**

votes

**1**answer

90 views

### Does Gaussian Quadrature actually refer to Gauss-Legendre Quadrature？

When the term Gaussian Quadrature appears in most Literatures, does it actually refer to Gauss-Legendre Quadrature.
In other words, do they implicitly admit that they use the Legendre orthogonal ...

**4**

votes

**2**answers

174 views

### Integrals involving trigonometric functions and polynomials

Can one describe all the real polynomials $P(x)$ such that the following integrals converge:
$$
\int_0^{\infty} \sin(P(x))dx, \int_0^{\infty} \cos(P(x))dx ?
$$
Among special cases are such ...

**2**

votes

**1**answer

70 views

### Post composition of integral

Setup:
If $\langle \Omega, \mathfrak{F},\mu \rangle$ is a measure space, $f:\Omega \rightarrow E$ is a weakly-measurable function to a Banach space $E$, $g: E \rightarrow E'$ is a diffeomorphism and ...

**0**

votes

**0**answers

21 views

### Fractional integration lemma with integral equicontinuity

The classical fractional integration lemma says that $\newcommand{\IR}{\mathbb{R}}|\cdot|^{-\alpha} \ast f$ is in $L^q(\IR^n)$ if $f \in L^p(\mathbb{R}^n)$, where $1 < p < n/(n-\alpha)$, $0 < ...

**2**

votes

**0**answers

31 views

### Summation of an integral involving Laguerre polynomial and Bessel function

In an engineering setting, I reduced my problem to calculating the following sum:
$$\sum_{n=0}^\infty \frac{n!}{(k+n)!}\left[\int_0^a ...

**1**

vote

**0**answers

51 views

### Generalized “elliptic integrals”

I am interested in evaluating the following type of integrals. Here we a polynomial $q(x)$ of degree $d \geq 2$ with no non-negative roots. Then is there a name for integrals of the shape
...

**3**

votes

**1**answer

116 views

### Evaluating elliptic integrals

I am interested in evaluating some elliptic integrals, and I have not been able to secure a reference to do exactly what I need. Most of the references I've found seem to focus on reducing more ...

**12**

votes

**7**answers

4k views

### Numerical integration over 2D disk

I have a real-valued function $f$ on the unit disk $D$ that is fairly well behaved (real-analytic everywhere) and would like to find the integral $\int_D f(x,y)dxdy$ numerically. After much searching, ...

**0**

votes

**0**answers

71 views

### Interchange limit with integral for subsequence in subsequence of general distribution functions

I asked this question on math.stackexchange a few days ago but didn't get any response, so I thought I would try here.
I'm trying to find a solution for the following problem:
Let ...

**17**

votes

**2**answers

385 views

### Non-negative polynomials on $[0,1]$ with small integral

Let $P_n$ be the set of degree $n$ polynomials that pass through $(0,1)$ and $(1,1)$ and are non-negative on the interval $[0,1]$ (but may be negative elsewhere).
Let $a_n = \min_{p\in P_n} \int_0^1 ...

**13**

votes

**2**answers

438 views

### On the convexity of certain integrals involving Bessel functions

Let $n\geq 0$ be an integer and let $J_n=J_n(r)$ denote the usual Bessel function (of the first kind) of order $n$ i.e. one of the solutions to Bessel's differential equation
...

**12**

votes

**1**answer

428 views

### Are there integral representations of the Mertens constant?

It is well-known that the Euler constant $$\gamma=\lim\limits_{n\to \infty}\biggl( \sum\limits_{k\le n}\dfrac{1}{k}-\ln{n}\biggr ) $$ has a bunch of integral representations, e.g. ...

**1**

vote

**1**answer

71 views

### Showing that a particular area is small

Note: I posted this on math.stackexchange.com earlier (original post here: http://math.stackexchange.com/questions/1471331/showing-that-a-particular-area-is-small), but it received no responses and ...

**4**

votes

**0**answers

2k views

### Fourier transforms via Kurzweil-Henstock integral on locally compact commutative groups

Is it possible to define Fourier transforms on locally compact commutative groups using the Kurzweil-Henstock integral instead of the Lebesgue integral?

**2**

votes

**0**answers

50 views

### Integral of a parametrized commutator

I am trying to solve the following integral
$$
\int_{-1}^{1}\;db\;||[t_{b}(A),J]||_{F}^{2}
$$
where $t_{b}$ is the entrywise threshold of the matrix A ($0$ if $a_{ij}<b$, $a_{ij}$ if $a_{ij}>b$, ...

**3**

votes

**1**answer

91 views

### Riemannian Measures, Densities and Radon–Nikodym Theorem

If $M$ is a smooth manifold and $\mu$ is a $1$-density thereon then we may define a Borel measure (on Borel sets $A$) on $M$ as:
\begin{equation}
\nu(A) = \int_M I_A \mu.
\end{equation}
My question ...

**2**

votes

**0**answers

87 views

### Closed form for Gaussian-like integral

Let $X$ be a tall $M\times N$ matrix with complex elements, i.e. $M >> N$, and $h$ an $N\times 1$ complex vector. Furthermore, $c$ is an $M\times 1$ vector, $\Sigma_h$ an $N\times N$ diagonal ...

**1**

vote

**0**answers

83 views

### Closed form answer to a naive integral [closed]

Let a and b be positive real numbers. How to find a closed form answer to the integral
$$\int_0^t \left(-a t + \big(1+ \dfrac{2bt}{3}\big)^{-3/2}\right)^{5/3} dt$$
If it is not possible to find a ...

**1**

vote

**0**answers

52 views

### Approximating a divergent integral with modified Bessel functions of the first and second kinds

I am a physicist who needs to evaluate the following (divergent at the origin) integral involving the modified Bessel functions of the first and second kinds
$I = \int_0^{\infty} \frac{\cos(ax)}{x} ...

**3**

votes

**1**answer

184 views

### On the search for an explicit form of a particular integral

Let $f$ be integrable over the interval $(0, 1)$, and
$$I_n = \int_0^{1} x^n f(x) \, \mathrm{d}x.$$
Suppose $f(x) = f(1-x)$; we can then show that
$$I_n = \sum_{k=0}^{n} \binom{n}{k} (-1)^k \, ...

**21**

votes

**3**answers

1k 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
...

**5**

votes

**1**answer

176 views

### Is the space of vectorial functions that are Dunford integrable complete?

Let $X$ a Banach Space and $(\Omega, \Sigma, \mu)$ a measure space. A function $F:\Omega\rightarrow X$ is Dunford integrable if $x^\ast\circ F$ is $\mu$-integrable for every $x^\ast\in X^\ast$. The ...

**0**

votes

**1**answer

560 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)}
...

**0**

votes

**1**answer

113 views

### Criterion for Convolution Operator to be Compact

I don't have any real background in functional analysis, so I was wondering if there is a nice sufficient condition or criterion for a convolution operator (say on $L^2\left([a,b] \times [a,b]\right) ...

**2**

votes

**0**answers

89 views

### Swapping sums and integration for a kernel in Fourier space (the non absolutely convergent case)

Under what conditions on $c_{r}^{m}$
does
$$\int_0^{2\pi} k(p,q)\exp(-inq)dq=\sum_{r=0}^{\infty}c_{r}^{m}\exp\left(-imp\right) \text{ in } L^2_{per}$$
hold for
...

**1**

vote

**1**answer

96 views

### Analytic approximation $\int_0^1 \frac{P_3(t)}{\sqrt{1-k^2 P_3^2(t)}}dt$

I have the following integral:
$$\int_0^1 \frac{P_3(t)}{\sqrt{1-k^2 P_3^2(t)}}dt$$
where $P_3(t)$ is a third-degree polynomial with all coefficients different from zero and $k$ a generic constant. ...

**1**

vote

**0**answers

50 views

### A slight generalization of Mehta's integral.

I am trying to find the value of following integral
$$\int_{-\infty}^{\infty}\dots\int_{-\infty}^{\infty}\prod_{i=1}^ne^{-\frac{t_i^2}{2}+\alpha_i t_i}\prod_{1\le i<j\le ...

**9**

votes

**1**answer

367 views

### Integral formula for $\int_{0}^{\infty}e^{-3\pi x^{2}}((\sinh \pi x)/(\sinh 3\pi x))\,dx$ by Ramanujan

The following is a re-post from MSE because I did not get any answer even after offering a bounty.
Towards the end of G. N. Watson's (one of the joint authors of famous book "A Course of Modern ...

**2**

votes

**0**answers

99 views

### What am I missing in this highly oscillatory integral? [closed]

I want to numerically integrate this equation (in python):
$\int_{0}^{\infty}{\rm d}k f(k) J_v(r k)J_v(s k) $,
where f(k) is a non-smooth function, and $J_v$ are the Bessel function of the fist ...

**0**

votes

**1**answer

138 views

### Is the following “section-wise” defined function measurable in the product space?

I asked this question in mathstackexchange a couple of days ago. Almost right after posing it a partial (affirmative) answer came to my mind in the following form
Proposition: Assume that ...

**0**

votes

**2**answers

86 views

### Class of analytically-integrable divergence-free vector fields?

Is there an "interesting" class of analytically-integrable, divergence-free vector fields over $\mathbb{R}^2$ and/or $\mathbb{R}^3$?
That is, I'm looking for a large class of vector fields given by ...

**2**

votes

**1**answer

93 views

### Asymptotic expansion of a sequence given by an integral with reciprocal Gamma function

I would like to know the asymptotic expansion of the sequence of positive numbers given by
$$I_{n}:=-\int_{0}^{1}\frac{n^{x-1}}{\Gamma(x-1)}dx,$$
for $n\rightarrow\infty$.
One can easily derive an ...

**0**

votes

**1**answer

129 views

### Unimodality of a certain parametric integral

Suppose $f: [0,1] \to [0,\infty)$ is a smooth, concave and strictly increasing function satisfying $f(0)=0$.
Is it true that the map
$$
F(y) = \int_0^1 \frac{y^{3/2}}{(y+f(x))^2} dx
$$
has exactly one ...

**3**

votes

**2**answers

253 views

### Monte Carlo integration of Gaussian integrals

I was doing a physical problem, and then it comes to this Gaussian integral. The dimension of the integral is very large (dimension = 300~600), and it is difficult to find the maximum of the ...

**9**

votes

**0**answers

64 views

### Assymptotics of a Selberg type integral

Does any one know some references/ ideas on how to study the assymptotics as $N$ goes to $\infty$ of the following Selberg type integral
$$\int _{\mathbb R^N} e^{-|x|^2}\ \prod_{1\le i<j\le N} ...

**5**

votes

**1**answer

125 views

### Why is it possible to normalize the Haar measure on the quotient?

I just asked a question which is related to the one I'm about to ask, but I realized my question can be reduced to the following: let $G$ be a locally compact abelian group with Haar measure $\mu$, ...

**0**

votes

**0**answers

154 views

### How to evaluate the following integral related to exponential distribution

I would like to evaluate the following integral related to the exponential distribution. Let $\delta>1$, and $0<p<1$ and $0<\epsilon<1/\delta$ be reals. We have that
$$
...

**1**

vote

**0**answers

113 views

### Is the implication ($f$ is Riemann integrable over $D_1$ and $D_2$) $\Rightarrow $ ($f$ is Riemann integrable over $D=D_1\cup D_2$) true?

Let $D_1,D_2$ be a bounded subset of $\mathbb{R}^n$ and $\partial D_1,\partial D_2$ are both of Lebesgue measure zero (that is to say: $D_1,D_2$ are Jordan measurable).
Also, let $f:D_1\cup ...

**0**

votes

**2**answers

198 views

### How do I Calculate :$\int_{0}^{1}x^{k}\psi(x)dx$ where $k\geq 3$ is an integer?

How do I Calculate, if possible, in terms of well-known constants the integral :
$\int_{0}^{1}x^{k}\psi(x)dx$ , where $k\geq 3$ is an integer ?
note: $\psi(x)$ is digamma function.
Any help would ...

**2**

votes

**0**answers

46 views

### Dual cone of 'positive' Bochner integrable functions

If we consider the space of integrable functions $L^1([0,1];\mathbb{R})$, it can be ordered by the convex cone of positive integrable functions $L^1([0,1];\mathbb{R}_+)$. It is known that the ...

**3**

votes

**3**answers

327 views

### Positivity of the Coulomb energy in two dimensions

In dimensions $d\geq 3$ the Coulomb energy is always non-negative (since the Fourier transform of $\frac{1}{\|\cdot\|^{d-2}}$ is non-negative). What can one say about positivity properties of the ...

**3**

votes

**1**answer

83 views

### Hyperelliptic generalization of Euler's formula

Are there any hyperelliptic generalizations of the following formula, first proved by Euler in 1782,
...

**7**

votes

**2**answers

401 views

### Interesting triple integral

Some time ago I stumbled on an alleged identity
$$\int\limits_0^\infty \frac{dx}{x} \int\limits_0^x \frac{dy}{y}
\int\limits_0^y \frac{dz}{z} [\sin{x}+\sin{(x-y)}-\sin{(x-z)}-\sin{(x-y+z)}]=
...