# 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, ...

105
questions

**34**

votes

**6**answers

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

**2**answers

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

**4**answers

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

**4**answers

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

**5**answers

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

**6**answers

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

**0**answers

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

**6**answers

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

**2**answers

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

**17**answers

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

**6**answers

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

**2**answers

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

**2**answers

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

**3**answers

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

**3**answers

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

**3**answers

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

**2**answers

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

**0**answers

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

**1**answer

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

**0**answers

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

**4**answers

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

**0**answers

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

**1**answer

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

**0**answers

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

**2**answers

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

**1**answer

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

**27**answers

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

**5**answers

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

**1**answer

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

**3**answers

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

**2**answers

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

**4**answers

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

**3**answers

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

**2**answers

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

**3**answers

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

**2**answers

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

**1**answer

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

**2**answers

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

**2**answers

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

**2**answers

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

**1**answer

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

**2**answers

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

**3**answers

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

**2**answers

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

**3**answers

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

**3**answers

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

**1**answer

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

**3**answers

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

**2**answers

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

**1**answer

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 ...