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, ...
1,430
questions
0
votes
0
answers
86
views
Calculate special integrals
Prove:$$\int_0^1\frac{1-\cos x}{x} \, dx-\int_1^{+\infty}\frac{\cos x}{x} \, dx=\gamma, \\ \gamma=\lim_{n\to\infty}(1+1/2+\cdots+1/n-\ln n)$$
I try to use the Taylor expansion of $1-\cos x$ and ...
0
votes
1
answer
69
views
An inequality for the Darboux integral
As we know, if $f(x)$ are Riemann integrable, we have
\begin{gather}
\left|\int_a^b f(x)~\mathrm{d}x\right|\leq \int_a^b |f(x)|~\mathrm{d}x.
\end{gather}
So, for Darboux integrals, such as the upper ...
1
vote
1
answer
186
views
Prove the limit of the integral
Suppose:
$f:[0,\frac{\pi}{2}]\to \mathbb{R}$, $f(x)\in C^2[0,\frac{\pi}{2}]$, $\gamma=\lim_{n\to \infty}(1+1/2+\dotsb+1/n-\ln{n})$.
Prove:$$ \lim_{s\to +\infty}\left(\int_{0}^{\frac{\pi}{2}} \frac{\...
-3
votes
0
answers
120
views
Extending the proof of Maschke's Theorem from finite groups to algebras
In the theory of representations of a finite group there is Maschke's Theorem that any finite-dimensional representation of a finite group $G$ can be decomposed into a direct sum of irreducible ...
-1
votes
0
answers
80
views
Is it possible to evaluate $ \int_0^1 \tan^{-1}\left[\frac{\tanh^{-1}x-\tan^{-1}x}{1+\tanh^{-1}x-\tan^{-1}x}\right]\frac{dx}{x}? $ [closed]
People suggested me to upload this question on math overflow and many people gave the numerical results by desmos and wolfram alpha
Motivation for the problem here:
Is it possible to evaluate
$$
\...
6
votes
1
answer
198
views
Densities, pseudoforms, absolute differential forms and measures, differential forms, etc
Apologies if this question is too basic, but I figured I first heard of most of these concepts on MO, so perhaps I can ask here.
Gelfand’s definition, copied from AlvarezPaiva [My edit, could be ...
1
vote
0
answers
129
views
Can this integral be solved analytically
I have an integral of the form
$$\int_{t_1}^{t_2} \frac{\sum_{i=1}^n a_i e^{b_i t}}{\sum_{i=1}^n c_i e^{d_i t}} dt$$
Where $a_i,b_i,c_i,d_i$ are $4n$ real constants, and $t_1,t_2$ are positives. Is ...
1
vote
0
answers
42
views
Derivative with respect to initial condition for the solution of an SDE
Suppose we have an SDE (assuming the Lipschitz continuous conditions required for the existence of the solution):
\begin{align}
dX_t = \mu(X_t,t)dt + \sigma(X_t,t)dW_t
\end{align}
and define its ...
1
vote
1
answer
67
views
Calculating an integral involving Haar measure on orthogonal projections
Let $\sigma_{n, m}$ denote the uniform measure over matrices $U \in \mathbb{R}^{n \times m}$ satisfying $U^T U = I_m$. Let $1_k \in \mathbb{R}^k$ denote the vector with all entries equal to $1$.
I am ...
0
votes
1
answer
53
views
Uniform convergence of differential quotients in $L^1$
I know that the question arose already in other contexts. However, I think this question might be different. If I have $f\in W^{1,1}$ then it is obvious that $\frac{f(x+t)-f(x)}{t}$ converges ...
5
votes
0
answers
362
views
How to prove these identities for $\log(2)$ based on $_3F_2$ integrals?
In this MO post I have placed 4 Ramanujan-type hypergeometric series found using the LLL algorithm for fast computing of some logarithms. I could prove 3 of them by means of classical methods based on ...
3
votes
1
answer
211
views
How to find the coefficient of $x^k$ in the expression $\prod_{p=2}^n (1+xp) $
I got this general formula for $ n\in N$ (I showed it here)
$$\int_0^1 \left(\frac{x}{1-x} \ln x \right)^n dx=n \sum_{p=0}^{n-1}a(n,p+1) (-1)^{n-p} \zeta(p+2)+n! $$
where $a(n,k)$ is the coefficient ...
0
votes
0
answers
106
views
Is there a closed form of $\int\frac{x\ln x}{\arctan x}dx$?
Consider the integral$$\int\dfrac{x\ln x}{\arctan x}dx\label1\tag1$$While I have made some progress on computing the antiderivative, I would like to know whether or not there is a closed form of it.
...
1
vote
0
answers
84
views
Conjectured closed form of $\int_0^1\frac{\ln^3(1+x)\,\ln^3x}x\mathrm{d}x$
I posted this question on Math Stack Exchange, but there were no helpful comments or answers
https://math.stackexchange.com/q/4874446/1298448
How to integrate $${\displaystyle \int_0^1\frac{\ln^3(1+x)\...
4
votes
2
answers
623
views
Conjectured closed form of $\int\limits_0^1 \frac{\ln y \operatorname{Li}_2 (-y)}{1-y^2} \, dy$
Let's state with $\psi^{(1)}$ the trigamma. Calculate the order:
$$\mathcal{S} = \sum_{n=1}^\infty (-1)^{n-1} (\psi^{(1)}(n))^2$$
(Cornel Ioan Valean)
I uploaded this question here https://math....
7
votes
1
answer
327
views
Exponential trigonometric integral
I want to compute the normalization constant of some probability density on SO(3). After some simplification, I arrive at the following double integral:
$$ \tag{1}\label{eq:1}
\int_0^{2 \pi} \int_0^{\...
2
votes
0
answers
133
views
Taylor coefficients of the integral of the ordered exponential
Let $A$ be a continuous $2\times 2$ matrix-valued function on $[0,1]$. Define $X_A$ as the solution of
$$
X_A'(t) = A(t) X_A(t), \qquad X(0) = I.
$$
In other words $X_A$ is the ordered exponential of $...
5
votes
1
answer
311
views
Conjectured closed form of $\int_0^1 \frac{\text{Li}_2\left(\frac{x}{4}\right)}{4-x}\,\log\left(\frac{1+\sqrt{1-x}}{1-\sqrt{1-x}}\right)\,dx$
After reading some meta posts, I've decided to post this question on MathOverflow since I didn't receive any comments or answers on MSE
Certainly, I apologize for any oversight. Here's a more refined ...
1
vote
0
answers
69
views
Integral inequality related to the (mixed?) moments of two functions
For $k\in \mathbb{Z}_+$ and $t\in [0,1]$ we set
$$
S_{k}(t) = \{(t_1,\ldots, t_k)\colon 1\ge t\ge t_1\ge\ldots\ge t_k\ge 0\}.
$$
Let $a$ and $b$ be two continuous functions on $[0,1]$. Introduce
$$
...
0
votes
1
answer
98
views
Demonstrating bound on integral
I found this question on another forum and it got me interested because of how tight the bound is: prove that
$$\int_0^\infty \frac{\arctan(x)}{x^2 + 4}\,dx > \frac{\pi}{4}.$$
The difference ...
1
vote
0
answers
112
views
Integration in polynomial time
The work of Friedman and Ko and
Müller guarantee the polynomial time computability of the integrals of analytic functions inside the circle of convergence. But do algorithms have practical value? Is ...
7
votes
1
answer
453
views
How to find closed form for $\int_0^1 \frac{x}{x^2+1} \left(\ln(1-x) \right)^{n-1}dx$?
Here in my answer I got the real part for the polylogarithm function at $1+i$ for natural $n$
$$ \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}^{\...
1
vote
0
answers
54
views
Characterization of an integral operator with a Bessel kernel
I am considering the following integral operator: $$K(\sigma)(\theta)=\int_0^{2\pi} \sigma(\theta') J_0(|e^{i\theta}-e^{i\theta'}|)\,d\theta',$$ where $J_0$ is the Bessel function of order $0.$
I am ...
2
votes
0
answers
88
views
Techniques for computing integrals on $G/K$
Edit: I originally tried writing a simpler question, but to make more clear what I want I wrote the general question below
Let $G$ be a compact group with compact subgroup $K\subseteq G$ (everything ...
8
votes
2
answers
2k
views
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 $p\in(-1, 0) \cup (1, \infty)$, ...
0
votes
0
answers
45
views
Computing the Laplace transform of an expression
I would like to find the Laplace transform of the following expression with respect to the Laplace parameter s
$ \int_{z=u}^{\infty} e^{-az/c} g^{'}(\dfrac{z-u}{c}) \int_{x=0}^{\infty} \varphi(z-x)dF(...
2
votes
2
answers
159
views
Integral of nested trigonometric function $\frac{\cos\left(p\cos\left(x\right)\right)}{p\cos\left(x\right) + c}$
while still working on my problem $\int J_{0}\left(\alpha x\right)J_{0}\left(\beta x\right)\cos(kx)\,\mathrm{d}x$ I came across the following definite integral
\begin{equation}
\int_{0}^{\pi}\frac{\...
9
votes
0
answers
1k
views
How complicated can an elementary antiderivative get?
I asked this question on MSE here.
I recently learned that there are many very large numbers that have been defined, such as $\operatorname{TREE}(3)$ and many others that are too big to be written ...
2
votes
0
answers
142
views
Integral of product of zeroth-order bessel functions times cosine $\int J_{0}\left(\alpha x\right)J_{0}\left(\beta x\right)\cos(kx)\,\mathrm{d}x$
I am new to Bessel functions and need to solve the following integral
\begin{equation}
\int J_{0}\left(\alpha x\right)J_{0}\left(\beta x\right)\cos(kx)\,\mathrm{d}x
\end{equation}
with $J_{0}$ ...
7
votes
2
answers
282
views
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 ...
1
vote
1
answer
82
views
fourth-order multivariate Gaussian integral
I am struggling with an integral of form
$$ \int_{\mathbb R^n} y\otimes y~ \langle Ay,y\rangle \, \mathrm d N(0,\Sigma)(y). $$
I assume that it will involve the trace of some product of $R$ and $\...
5
votes
2
answers
262
views
Small parameter expansion of an integral
I am trying analyze an integral of the form
$$I(\varepsilon)=\int_0^\infty f(t,\varepsilon) \,dt$$
where $\varepsilon$ is a small real parameter. The function $f(t,\varepsilon)$ is very complicated, ...
1
vote
1
answer
100
views
Analytical solution for a double integral involving logistic functions and Gaussian distributions
I am working on a mathematical problem involving the evaluation of a double integral, and I am seeking an analytical solution or techniques to solve it. The integral I'm dealing with is as follows:
$$...
7
votes
3
answers
869
views
Using the Stone-Weierstrass theorem to solve an integral limit
The following question was posted on math stack exchange here but it got no answers
Let $c\in (1, +\infty)$ and $f \colon [0, c] \to \mathbb{R}$ be a continuous and monotonically increasing function ...
2
votes
0
answers
936
views
On a deceptively tricky calculus problem
Motivation for this question: If the operators $B_i'$ satisfy an inequality, prove that $B_1'+\dots B_n'$ also satisfies the same inequality
Let $A$ be a non-constant operator acting on $C^...
1
vote
1
answer
198
views
Antiderivative of Meijer G-function
In the python sympy CAS framework one strategy to compute integrals is to transform the integration kernel to a MeijerG-function, obtain the corresponding antiderivative as MeijerG-function and ...
3
votes
2
answers
525
views
Upper bound for complex integral
I am interested in obtaining a good upper bound for the absolute value of the following integral
$$
\left| \int_{0}^{\pi/3} e^{-itn} \left( 1-e^{it} \right)^{k} dt \right|,
$$
when $n>k>0$ are ...
2
votes
1
answer
123
views
How to calculate this integral of squared Tricomi hypergeometric function
How to solve this integral
$$
\int_{0}^{\infty}r^2 e^{-\omega r^2}U(-\nu,\frac{3}{2},\omega r^2)^2 \mathrm{d}r
$$
where $\omega>0$ and $\nu \in \mathbb{R} \setminus \left \{ \frac{n-1}{2}\mid n \in ...
3
votes
1
answer
213
views
Hyperelliptic integrals
I am learning about hyperelliptic curves and hyperelliptic integrals. I encountered some problems when reading the book by Gesztesy and Holden (F. Gesztesy, H. Holden, Soliton Equations and Their ...
1
vote
0
answers
85
views
$f \in L^2(X\times Y,\mu \times K)$ for Kernel $K$, is the map $X \ni x \mapsto (f(x,\cdot),x) \in \bigsqcup_{x \in X}L^2(Y,\Sigma_Y,K_x)$ measurable?
Let $(X,\Sigma_X)$ and $(Y,\Sigma_Y)$ be two measurable spaces, let $\mu$ be a measure on $(X,\Sigma_X)$, and let $(K_x)_{x \in X}$ be a transition kernel from $(X,\Sigma_X)$ to $(Y,\Sigma_Y)$, that ...
1
vote
1
answer
174
views
The function $G(x) =(4\pi t)^{-d/2} \int_{\mathbb{R}^d} e^{\frac{-|x-y|^2}{4t}}|y|^k dy$ can be controlled when $|x|\rightarrow \infty$
In this paper, Lemma 6, Pinsky proves that $$H(x) =(4\pi t)^{-d/2} \int_{\mathbb{R}^d} e^{\frac{-|x-y|^2}{4t}}(1+|y|)^m \, dy$$ attains its maximum in $x=0$ for $m<0$. This can also be proven using ...
-1
votes
1
answer
116
views
A complex complex integral operation [closed]
This question mainly asks about the integral of complex numbers. This question originates from the optical properties of the axicon angle.$\lambda, f,R,ρ_{0},k$
are a constant.
$$m(r,\varphi)=\frac{1}{...
3
votes
2
answers
600
views
Are there any functions $f$ beyond trivial examples where $\int f(x +f(x + f(x +\dotsb)))\,dx$ $= F(x+F(x+F(x +\dotsb))) + C$ for some function $F$?
Basically the title explains most of my question here. Purely out of curiosity (I have no real application), I am wondering if there are any "interesting" functions $f$ where we know of a ...
1
vote
1
answer
155
views
Derivation of indefinite integral involving hypergeometric function
I am doing a project on projectile motion and I ended up with this integral:
$$\int \frac{m \left(g - \left(\frac{1}{e^t - g^{\frac{m}{c}}}\right)^{\frac{m}{c}}\right)}{c} \, dt$$
where $g, c,$ and $m$...
4
votes
2
answers
1k
views
Does a function exist which is not Riemann integrable and satisfies the given condition:
I am looking for a function $f:[0,1]\rightarrow \mathbb{R}$ which is not Riemann integrable such that
$$\sum_{k=0}^n |f(x_k)-f(x_{k-1})|^2 <1$$ for every choice of $0=x_0\le x_1 \le \cdots \le x_n =...
1
vote
0
answers
60
views
Product of d-dimensional Legendre polynomials
Let $P_n:\mathbb{R}\rightarrow\mathbb{R}$ be the $d$-dimensional Legendre polynomials, that is they are orthonormal polynomials w.r.t the probability measure $\mu_d$ on $[-1,1]$ given by $\mu_d= \...
5
votes
0
answers
232
views
Is there a way to solve this integral on the sphere explicitly?
Let $k_{j}\in {\mathbb{Z}}^{+}$ and $\,a_{j}\in \,]0,1[$, be such that
$k_{j}\,a_{j}<1$, $j=1,\cdots,n$. Let $f:\mathbb{R}^{n}\rightarrow [0,\infty[$ be defined by the integral
$$f(y):=\int_{\...
6
votes
1
answer
367
views
When are the chirp signals orthogonal?
Assume that we have two bounded-time chirp signals,
\begin{align}
x(t)&=\exp\Big(j\pi(\alpha t^2+\beta t+\gamma)\Big),\quad 0\leq t\leq T,\\
y(t)&=\exp\Big(j\pi(\alpha' t^2+\beta' t+\gamma')\...
3
votes
1
answer
181
views
If $f$ is a derivative and $f=g$ a.e. for some Riemman integrable function $g$, then can we obtain the Riemann integrability of $f$?
Let $a,b\in\mathbb R$ with $a<b$ and $f:[a,b]\to\mathbb R$. Assume that there exists a Riemann integrable function $g:[a,b]\to\mathbb R$ such that $f=g$ almost everywhere.
Then we can NOT conclude ...
10
votes
1
answer
525
views
Are “most” bounded derivatives not Riemann integrable?
Given $a,b\in\mathbb R$ with $a<b$. Let
$$X=\{f\in C([a,b]): f \text{ is differentiable on } [a,b] \text{ with }f' \text{ bounded }\},$$
and
$$A=\{f\in X: f' \text{ is Riemann integrable}\}. $$
It ...