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, ...

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34
votes
6answers
5k views

An algebra of “integrals”

When discussing divergent integrals with people, I got curious about the following: Is there an $\mathbb{R}$-algebra $A$ together with a map (could be defined on just a subspace) $$\int_0^{\infty}: ...
21
votes
2answers
1k views

A closed form for an integral expressed as a finite series of $\zeta(2k+1)$, $\pi^m$ and a rational?

In this paper the following beautiful integral expression for $\zeta(3)$ is derived: $$\zeta(3)=\frac{1}{7}\,\int_0^{\pi} x\,(\pi-x)\csc(x)\, dx$$ In a comment at the end of this question, I ...
36
votes
4answers
3k views

Binomial again, and again

Let $\lceil a\rceil=$ the smallest integer $\geq a$, otherwise known as the ceiling function. When the arguments are real, interpret $\binom{a}b$ using the Euler's gamma function, $\Gamma$. Recently, ...
53
votes
4answers
3k views

An interesting integral expression for $\pi^n$?

I came on the following multiple integral while renormalizing elliptic multiple zeta values: $$\int_0^1\cdots \int_0^1\int_1^\infty {{1}\over{t_n(t_{n-1}+t_n)\cdots (t_1+\cdots+t_n)}} dt_n\cdots dt_1.$...
100
votes
5answers
8k views

integral of a “sin-omial” coefficients=binomial

I find the following averaged-integral amusing and intriguing, to say the least. Is there any proof? For any pair of integers $n\geq k\geq0$, we have $$\frac1{\pi}\int_0^{\pi}\frac{\sin^n(x)}{\...
126
votes
6answers
11k 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 ...
6
votes
0answers
1k views

The Perturbation of Non Hamiltonian algebraic Vector fields

In this question we are interested in the number of limit cycles which appear in the following perturbational system: \begin{equation}\cases{ x'=y -x^{2}+\epsilon P(x,y) \\ y'=-x+\epsilon Q(x,y) } \...
20
votes
6answers
2k views

Can distribution theory be developed Riemann-free?

I imagine most people who frequent MO have been indoctrinated into the point of view that the Riemann integral can be safely discarded once one has taken the time to develop the Lebesgue integral. ...
7
votes
2answers
440 views

“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 ...
131
votes
17answers
29k views

Why is differentiating mechanics and integration art?

It is often said that "Differentiation is mechanics, integration is art." We have more or less simple rules in one direction but not in the other (e.g. product rule/simple <-> integration by parts/...
26
votes
6answers
7k views

Why do I need densities in order to integrate on a non-orientable manifold?

Integration on an orientable differentiable n-manifold is defined using a partition of unity and a global nowhere vanishing n-form called volume form. If the manifold is not orientable, no such form ...
25
votes
2answers
1k views

Are these two new ways of representing odd zeta values as integrals known?

This is inspired by the same beautiful integral expression for $\zeta(3)$ as this question, but goes in a slightly different direction. Writing the original integral in the form $$\int_0^1\frac{x(1-x)}...
12
votes
2answers
1k views

$\mathrm{Bessel}^3$ Integral

I'm trying to calculate the following integral: $\int_0^\infty \mathrm{BesselJ}[l_0,k_0r] \cdot \mathrm{BesselJ}[l_1,k_1r] \cdot \mathrm{BesselJ}[l_0-l_1,kr] \cdot r\,dr$ ($\mathrm{BesselJ}[n,x]$ is ...
22
votes
3answers
619 views

Proof of an identity involving $\int \exp(-|x-s|)dx$ over an even sphere

I want to prove the following identity calculating the integral of an exponential over an even dimensional sphere in terms of functions $\chi_i(R)$ and $\tilde\psi_i(s)$ (described below) which are ...
10
votes
3answers
599 views

Nonnegativity of an integral over the unitary group

For an $n$-by-$n$ unitary matrix $U$ and a permutation $\sigma\in S_n$, let $$w_\sigma=(-1)^\sigma\det(U^*)\prod_{i=1}^n U_{i,\sigma(i)}.$$ Is $\int_{U(n)}\mathrm{Re}(w_{\sigma_1})\mathrm{Re}(w_{\...
7
votes
3answers
18k views

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/...
6
votes
2answers
2k views

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

Because I still have no idea how it is possible for me to write down seemingly important equations ... that don't make any sense (at least for me) and because I haven't got any helpful comment so far, ...
9
votes
0answers
572 views

Reference request : Grothendieck's topological space valued integral

As I am learning the different kind of Banach space valued integrals (Pettis, Bochner), I know that Grothendieck made a "mémoire" in his youth about this topic, but I don't know if it is available ...
5
votes
1answer
388 views

Closed form for $\int_0^T e^{-x}\frac{I_n(\alpha x)}{x}dx$

EDIT: Some additional details and corrections, I would appreciate any information about the highlighted expression. I try to solve $\int_0^T e^{-x}\frac{I_n(\alpha x)}{x}dx$ where $I_n(x)$ is the ...
3
votes
0answers
541 views

On properties on a certain functional

Consider the following function: $$F(z) = \omega(z)\sin^2\left(\frac{c\Gamma(z)}{z}\right)$$ Here, $\omega(z)$ is a weight we have to construct and $c$ is a constant. The following three conditions ...
3
votes
4answers
546 views

Compute the two-fold partial integral, where the three-fold full integral is known

I have the following trivariate ($\rho_{11}, \rho_{22}, \mu$) function \begin{equation} 4 \mu ^{3 \beta +1} \rho_{11}^{3 \beta +1} \left(-\rho_{11}-\rho_{22}+1\right){}^{3 \beta +1} \rho_{22}^{3 \...
3
votes
0answers
262 views

When does this method for integrals of fractional/integer parts work?

In a question Agno suggested an interesting way to compute $\{x\}$ and $\zeta(s)$. Define $$ F(x) = \{x\} = x - \lfloor x \rfloor = \frac{i \, \log\left(-e^{\left(-2 i \, \pi x\right)}\right)}{2 \, \...
3
votes
1answer
150 views

Looking for bound in integral involving Legendre polynomial

I'm looking for an upper bound to the following integral or equivalent when $n$ leads to $ +\infty $ to the following expression $$I_n:=\left|\int_{0}^1 \int_{0}^1 \frac{p_n(x) p_n(y)}{(1-xy)} dx dy ...
3
votes
0answers
129 views

Solutions to $w_x=CA_x$, $w_y=CA_y$ other than $w=f(A)$ and $C=f'(A)$?

Let $R \in \{\mathbb{C}[t^2,t^3], \mathbb{Z}[\sqrt{5}]\}$, and let $A=A(x,y) \in R[x,y]$ with $\deg(A) \geq 1$ (total degree). I wish to prove or find a counterexample to the following claim: If ...
1
vote
2answers
66 views

Expectation of $\left| \frac{(\textbf{x}+\textbf{y})^{H} \textbf{x} }{\| \textbf{x} + \textbf{y} \|^2} \right|^2$, with complex Gaussians?

Given that following two random variables $\textbf{x} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{x}^{2}\textbf{I}_{M})$ and $\textbf{y} \sim \mathcal{CN}(\textbf{0}_{M},\sigma_{y}^{2}\textbf{I}_{M})$ ...
0
votes
1answer
112 views

“Find a representation [using Mellin transform] of 𝑓(𝜇,𝛽) as Gauss hypergeometric function in variable 𝜇”

This is a follow-up to the first comment (by Nemo) to the posting Compute the two-fold partial integral, where the three-fold full integral is known . (I also just asked this as a comment to that ...
98
votes
27answers
34k views

Why should one still teach Riemann integration?

In the introduction to chapter VIII of Dieudonné's Foundations of Modern Analysis (Volume 1 of his 13-volume Treatise on Analysis), he makes the following argument: Finally, the reader will ...
17
votes
5answers
13k views

Visualization of Riemann–Stieltjes Integrals

The Riemann–Stieltjes integral $\int_a^b f(x)\,dg(x)$ is a generalization of the Riemann integral. It is e.g. heavily used as a starting point for stochastic integration. The approximating Riemann–...
71
votes
1answer
5k views

A hard integral identity on MATH.SE

The following identity on MATH.SE $$\int_0^{1}\arctan\left(\frac{\mathrm{arctanh}\ x-\arctan{x}}{\pi+\mathrm{arctanh}\ x-\arctan{x}}\right)\frac{dx}{x}=\frac{\pi}{8}\log\frac{\pi^2}{8}$$ seems to be ...
43
votes
3answers
4k views

Is there a systematic method for differentiating under the integral sign?

This MO question by Tim Gowers reminded me of a question I've wondered about for some time. In the delightful book Surely You're Joking, Mr. Feynman!, Feynman praises the technique of differentiating ...
30
votes
2answers
2k views

What theorem constructs an initial object for this category? (Formerly “Integrability by abstract nonsense”)

Tom Leinster has a note here about how you can realize L^1[0,1] as the initial object of a certain category. You should really read his note because it is only 2.5 pages and is much more charming than ...
49
votes
4answers
5k views

A historical mystery : Poincaré’s silence on Lebesgue integral and measure theory?

Lebesgue published his celebrated integral in 1901-1902. Poincaré passed away in 1912, at full mathematical power. Of course, Lebesgue and Poincaré knew each other, they even met on several occasions ...
32
votes
3answers
3k 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 $$\...
21
votes
2answers
917 views

Average measure of intersection of a convex region with its translate

Let $\lambda$ denote the Lebesgue-measure on $\mathbb{R}^n$, and let $C\subset\mathbb{R}^n$ be a convex region. My question is about $$f(C):=\int_{C} \lambda(C \cap (x + C) ) \mathrm{d} x.$$ How ...
23
votes
3answers
2k views

Integral $\int_0^1 \int_0^1 \cdots \int_0^1\frac{x_{1}^2+x_{2}^2+\cdots+x_{n}^2}{x_{1}+x_{2}+\cdots+x_{n}}dx_{1}\, dx_{2}\cdots \, dx_{n}=?$

How to evaluate this integral: $$\int_0^1 \int_0^1 \cdots \int_0^1\frac{x_{1}^2+x_{2}^2+\cdots+x_{n}^2}{x_{1}+x_{2}+\cdots+x_{n}}dx_{1}\, dx_{2}\cdots \, dx_{n}=?$$ I'm making use of the integral ...
17
votes
2answers
638 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 ...
12
votes
1answer
2k views

Naive definition of surface area doesn't work?

A first stab at a definition of surface area might go like this: Let S be a surface. Select finitely many points from S and make a bunch of triangles having these points as vertexes. Add up the ...
23
votes
2answers
1k views

Interesting integral

Numerical evidence shows the validity of the following identity $$\int\limits_0^z\frac{xdx}{\sin{x}\sqrt{\sin^2{z}-\sin^2{x}}}=\frac{\pi}{4\sin{z}}\ln{\frac{1+\sin{z}}{1-\sin{z}}},\tag{1}$$ if $0< ...
19
votes
2answers
1k views

Is there a closed form for $\int_0^\infty\frac{\tanh^3(x)}{x^2}dx$?

For $n\geqslant m>1$, the integral $$I_{n,m}:=\int\limits_0^\infty\dfrac{\tanh^n(x)}{x^m}dx$$ converges. If $m$ and $n$ are both even or both odd, we can use the residue theorem to easily evaluate ...
10
votes
2answers
669 views

Can the integration of integrable sections of a measurable function of two variables ever result in a non-measurable function?

I spent some time searching MathOverflow for a problem that would resemble the one given below, but it turned out to be a rather futile endeavor. I was led to this problem in my attempts to construct ...
4
votes
1answer
200 views

How naturally can functions defined by parametric integrals be interpolated from $\mathbb N$ to $\mathbb R^+$?

It is well known that several definite integrals $I_n$ containing a parameter $n\in\mathbb N$ can be expressed recursively (e.g. doing integration by parts) in terms of $I_{n-1} $ or $I_{n-2} $, and ...
8
votes
2answers
711 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)}]= -\frac{\...
6
votes
3answers
963 views

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. ...
14
votes
2answers
841 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 abscissas and weights $\{ x_j, w^j \} _{j=1}^N$ for large $N\in\mathbb{N}$. My question is how to do it,...
12
votes
3answers
1k views

Riesz's representation theorem for non-locally compact spaces

Every version of Riesz's representation theorem (the one expressing linear functionals as integrals) that I have found so far assumes that the underlying topological space is locally-compact. (For ...
12
votes
3answers
614 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 ...
8
votes
1answer
590 views

This is not a dyadic cosine-product

The double-angle formula, $\sin2x=2\sin x\cos x$, turns the scary-looking integral $$\int_0^{\infty}dz\prod_{k=1}^{\infty}\cos\frac{z}{2^k}$$ into fun once you realize $\prod_k\cos\frac{z}{2^k}=\frac{\...
8
votes
3answers
2k views

What is the Dunford Integral and why is it useful?

Wikipedia http://en.wikipedia.org/wiki/Pettis_integral defines the Pettis Integral for Banach space valued functions wrt to some measure space by duality. It calls the Pettis & Bochner integral ...
5
votes
2answers
515 views

Dominated convergence 2.1?

After this question : Dominated convergence 2.0? I want to know, what about the case when $h\in L^1([0,1])$. The completed question : Let $(f_n)_n$ be a sequence in $C^2([0,1])$ converging ...
5
votes
1answer
560 views

Help with the integral $\int_{0}^{\infty}\log\left(1+\frac{s^{2}}{4\pi^{2}} \log^{2}(1+ix)\right ) e^{-2\pi nx}dx$

We have the integral : $$\int_{0}^{\infty}\log\left(1+\frac{s^{2}}{4\pi^{2}} \log^{2}(1+ix)\right ) e^{-2\pi nx}dx$$ Where s is a complex parameter, and n is a positive integer. The integral ...