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Questions tagged [integration]

For questions about the properties of integrals. Use in conjunction with (indefinite-integral), (definite-integral), (improper-integrals) or another tag(s) that describe the type of integral being considered. This tag often goes along with the (calculus) tag.

6 votes
2 answers
4k views

Integration of $\cos(2x)\cos(nx)$

I'm struggling to integrate $\int \cos(2x)\cos(nx)\,\mathrm{ d}x$ I seem to be going round in circles and would be grateful if someone could help? I think I need to use a trig expansion or identity ...
SJT's user avatar
  • 61
2 votes
1 answer
1k views

Integral with analytical solution with normal distribution

I received very good answers a couple of days ago in a simpler related problem, see Integral with Normal Distributions, but I am struggling with this new question: Let's define a function $F(\theta)=\...
hulp10's user avatar
  • 292
2 votes
1 answer
2k views

Integral with a natural logarithm in the denominator

How do I solve this? $$\int \frac{\text{d}x}{x^2 + x \ln x}$$
Doman's user avatar
  • 41
5 votes
2 answers
2k views

Questions about Fubini's theorem

I was wondering what theorem(s) makes possible exchanging the order of Lebesgue integrals, for instance, in the following example: $$\int\nolimits_0^1 \int_0^x \quad 1 \quad dy dx = \int_0^1 \int_y^1 ...
Tim's user avatar
  • 47.7k
5 votes
3 answers
3k views

Integral with Normal Distributions

I know that the following equality is true for any $a$ and $\sigma$ (I have solved it numerically): $$\int\nolimits_{-\infty}^{+\infty}\Phi\left(\frac{a-x}{\sigma}\right)\frac1{\sigma} \phi\left(\...
hulp10's user avatar
  • 292
3 votes
1 answer
226 views

Is there a closed-form expression for $\int (a-b\ln(cx))^{-1} \mathrm{d}x$?

Is there a closed form expression for $$\int\frac{1}{a-b\ln(cx)}\,\mathrm dx\ ?$$ I was wondering how to integrate the above function. I have spent a lot of time on it. First i did an integration by ...
OckhamsRazor's user avatar
7 votes
1 answer
4k views

Dyson series and T product

One of the most important tool in quantum mechanics is the Dyson series because it is the basis of the perturbative theory. There is a step in the derivation that I can't understand. $\{H(t_i)\}$ are ...
Ruggero Turra's user avatar
4 votes
1 answer
1k views

How we get the area by subtracting two end points of a function in Integration?

For example consider the following integration: f(x) = x^3 [from 1 to 3] $$\int_{1}^{3}x^{3}dx$$ when we subtract: {(3^4)/4}-{(1^4)/4} why we get the result? I meant to say, how we get the area ...
Asif Mahmud's user avatar
15 votes
1 answer
497 views

What is the volume of $\{ (x,y,z) \in \mathbb{R}^3_{\geq 0} |\; \sqrt{x} + \sqrt{y} + \sqrt{z} \leq 1 \}$?

I have to calculate the volume of the set $$\{ (x,y,z) \in \mathbb{R}^3_{\geq 0} |\; \sqrt{x} + \sqrt{y} + \sqrt{z} \leq 1 \}$$ and I did this by evaluating the integral $$\int_0^1 \int_0^{(1-\sqrt{...
Huy's user avatar
  • 6,724
4 votes
1 answer
903 views

Question on the Cauchy principal value integral

Motivated by this wiki page, I put my question here: How to prove $$\lim_{\varepsilon\rightarrow 0^+} \int\nolimits_a^b \frac{x^2}{x^2+\varepsilon^2} \, \frac{f(x)}{x}dx=p.v.\int_a^b \frac{f(x)}{x}...
user avatar
30 votes
10 answers
57k views

Integral of $\frac{1}{(1+x^2)^2}$

I am in the middle of a problem and having trouble integrating the following integral: $$\int_{-1}^1\frac1{(1+x^2)^2}\mathrm dx$$ I tried doing partial fractions and got: $$1=A(1+x^2)+B(1+x^2)$$ I ...
user avatar
1 vote
2 answers
812 views

expectation of incomplete gamma

Is the expectation of the (upper/lower) incomplete gamma function known? $$\int_0^{+\infty} x \Gamma(A, x) \mathrm dx$$
zzzbbx's user avatar
  • 1,511
5 votes
3 answers
186 views

More Computing Integrals

This particular problem has been giving me trouble, and while the math dept tutors did help a great deal, the resulting answer hasn't been accepted by the online homework submission website. Find the ...
Jason's user avatar
  • 1,191
1 vote
2 answers
217 views

Is it allowed and if so, how to differentiate this integral?

I have the following expression (everything is $\in \mathbb R$): $$f(a,b,c)=c\cdot\int_a^b g(t) \cdot h(t,c) \,dt,\quad0\leq a<b$$ I now want to differentiate this function with respect to c: $$\...
meep.meep's user avatar
  • 199
10 votes
3 answers
919 views

Integrals $ \int_0^1 \log x \mathrm dx $,$\int_2^\infty \frac{\log x}{x} \mathrm dx $,$\int_0^\infty \frac{1}{1+x^2} \mathrm dx$

I don't get how we're supposed to use analysis to calculate things like: a) $$ \int_0^1 \log x \mathrm dx $$ b) $$\int_2^\infty \frac{\log x}{x} \mathrm dx $$ c) $$\int_0^\infty \frac{1}{1+x^2} \...
mary's user avatar
  • 2,374

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