Questions tagged [integration]

Concerns all aspects of integration, including the integral definition and computational methods. For questions solely about the properties of integrals, use in conjunction with (indefinite-integral), (definite-integral), (improper-integrals) or another tag(s) that typically describe(s) the types of the integrals being considered. This tag often goes along with the (calculus) tag.

Integration is a major part of , related to differentiation by the Fundamental Theorem of Calculus, Part Two:

If $f$ is the derivative of $F$, then $$\int^b_a f(x)\ dx = F(b)-F(a).$$

Note: to be strict, the equality in the formula above is not always achieved, but requires $f$ to have certain properties. For example, $f$ is absolutely continuous and $f$ is the derivative of $F$ almost everywhere. However, for most functions encountered in real-world problems, the equality in the above formula is true.

There are two main kinds of integrals: definite integrals (e.g. proper and improper integrals), which often have numerical values, and indefinite integrals, which group families of functions with the same derivative.

Integration is often harder than differentiation. Several techniques have been developed, including integration by parts, substitution, trigonometric substitution, and partial fractions.

Integration can be used to find the area under a graph and find the average of the function. Also, it can be used to compute the volume of certain solids and to find the displacement of a particle.

There are many ways of formally defining an integral, not all of which are equivalent. The differences exist mostly to deal with differing special cases which may not be integrable under other definitions, but also occasionally for pedagogical reasons. The most commonly used definitions of the integral are Riemann integrals and Lebesgue integrals.

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Integral representation for $\log$ of operator

How can one prove that $$ (\log\det\cal A=) \operatorname{Tr} \log \cal{A} = \int_{\epsilon}^\infty \frac{\mathrm{d}s}{s} \operatorname{Tr} e^{-s \mathcal{A}},$$ for a sufficiently well-behaved operator $\cal{A}?$ How mathematically rigorous is the…
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Prove that $\int\limits_0^1 x^a(1-x)^{-1}\ln x \,dx = -\sum\limits_{n=1}^\infty \frac{1}{(n+a)^2}$

Prove that $$\int_0^1 x^a(1-x)^{-1}\ln x \,dx = -\sum_{n=1}^\infty \frac{1}{(n+a)^2}$$ I know that we have a product of $x^a$, $\displaystyle\sum_{n=0}^\infty x^n$, and $\displaystyle\sum_{n=0}^\infty \frac{(1-x)^n}{n}$, but it hasn't helped me so…
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Darboux's Integral vs. the "High School" Integral

The definition of the integral below is what I usually call the "High School definition," because that's usually where I've seen it in use. Take a partition $\Delta = \{ x_0, x_1, x_2, \ldots, x_n\}$, where $$a = x_0 \leq x_1 \leq \cdots \leq…
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Gradient of an integral

Let's suppose that we have a three dimensional function $f(\vec{x})$ which is the integral of some another function $g(\vec{x},\vec{y})$, i.e $f(\vec{x})=\int_{\mathbb{R}^3}g(\vec{x},\vec{y})d^3 \vec{y}$ What is the gradient of the $f(\vec{x})$?…
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$\int_{-\infty}^\infty \frac{e^{ax}}{1+e^x}dx$ with residue calculus

I'm trying to compute $\displaystyle \int_{-\infty}^\infty \frac{e^{ax}}{1+e^x}dx$, $(0
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Doubt in Application of Integration - Calculation of volumes and surface areas of solids of revolution

I am using two books for my calculus refresher. Thomas' Calculus Higher Math for Beginners by Ya. B. Zeldovich My question is : When applying Integral Calculus for calculation of volumes of solids, generated by curves revolved around an axis, we…
Raghavendra Kumar
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Does this integral have a closed form?

I was working with this problem in an exam: Given $\lambda\in(-1,1)\subset\Bbb R$, find $$f (\lambda)=\int_{0}^{\pi}\ln\left(1+\lambda \cos x\right)\mathrm{d}x $$ My try: put $\delta\in (0,1)$ such that $\lambda\in(-\delta,\delta)$. Using the…
C Weid
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How to demonstrate the equality of these integral representations of $\pi$?

Each of the three following definite integrals are well known to have the same value of $\pi$: $$\int_{-1}^1\frac{1}{\sqrt{1-x^2}}\,\mathrm{d}x=2\int_{-1}^1\sqrt{1-x^2}\,\mathrm{d}x=\int_{-\infty}^{\infty}\frac{1}{1+x^2}\,\mathrm{d}x=\pi.$$ I like…
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Compute $\int_0^\infty\frac{x^a-x^b}{(1+x^a)(1+x^b)}\,dx$

Compute the definite integral $$ \int_0^\infty\frac{x^a-x^b}{(1+x^a)(1+x^b)}\,dx $$ where $a,b\in\mathbb{R}$. My Attempt: Let $x=\frac{1}{t}$ so that $dx=-\frac{1}{t^2}\,dt$. Substituting into the integral and changing the limits of integration…
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How to find this integral $I=\int_{0}^{+\infty}\frac{\{t\}(\{t\}-1)}{1+t^2}dx$?

Question: let $$f(t)=\int_0^t\left(\{x\}-\dfrac{1}{2}\right)dx$$ where $\{t\}$ is the fractional part of $t$, then find this integral value $$I=\int_0^{+\infty}\dfrac{f(t)}{1+t^2}dt$$ My try: I have…
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Integration of a trigonometric function

How to integrate: $$\int\limits_{\sqrt{\ln{2}}}^{\sqrt{\ln{3}}} \frac{ x \cdot \sin(x^{2})}{\sin(x^{2}) + \sin(\ln{6}-x^{2})} \ \mathrm dx$$ Any idea of how to solve. Tried using substitution, $x^2=t$ but didn't succeed. :(
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Why can I make a non-injective variable substitution?

I was using integration by substitution to solve this fairly simple indefinite integral: $$\int xe^{x^2}~dx$$ I simply made the substitution $$x^2=t$$ $$dt=2x~dx$$ But it occurred to me that I don't actually understand how this is possible, because…
Andrea
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Maximize $\int_0^1 x^2f(x)~\mathrm dx - \int_0^1 xf(x)^2~\mathrm dx$ among continuous $f:[0,1]\to\Bbb R$

For a function $f$, let $$ a = \int_{0}^{1} x^2f(x) \mathrm{d}x\\ b = \int_{0}^{1} xf^2(x) \mathrm{d}x, $$ where $f$ is a continuous function from $[0,1]$ to $\mathbb{R}$. Then find $\text{max}\{a-b\}$ for all such $f$. I am getting $\dfrac…
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How to master integration and differentiation?

We have learnt in school about differentiation and integration, however I find my knowledge fairly poor. I mean I have problems with taking the derivative/integral even simple functions. So I would like to get some links to articles and guides where…
gen
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Deriving Fourier inversion formula from Fourier series

Let $g\in C_0^{\infty}(\mathbb{R})$ (infinitely differentiable with compact support), and let $$\hat{g}(y)=\int_{-\infty}^\infty g(x)e^{-ixy}dx$$ Assume that $\hat{g}$ is in the Schwartz class. Prove that…
Mika H.
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