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methods of evaluating improper integrals
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(Application)
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There are some general methods of evaluating improper integrals in such cases when one cannot directly use the antiderivative of the integrand. Which method is suitable in a certain instance, is dependent on the kind of the integral.
- Differentiation under the integral sign with respect to a parametre in the integrand; one can add a new parametre to a suitable place. The differentiated form may then be integrated directly or from a differential equation. Examples: a, b, c, d, e.
- Laplace transform. If the integrand has, as above, a parametre in a suitable place, the Laplace transform of the integrand with respect to this parametre is often simpler to integrate and the new improper integral to evaluate; thereafter one simply transforms inversely. Examples: f, g, h, i, j.
- Cauchy residue theorem. The integral may be obtained as limit of a contour integral in the complex plane. Examples: k, l, m, n.
- Expanding the integrand to series. Example: o.
- Changing variable in an improper integral sometimes may recur it to a known improper integral. Examples: p, q.
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"methods of evaluating improper integrals" is owned by pahio.
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Cross-references: series, complex plane, contour integral, limit, integral, Cauchy residue theorem, improper integral, integrate, Laplace transform, differential equation, parametre, differentiation under the integral sign, integrand, antiderivative
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This is version 14 of methods of evaluating improper integrals, born on 2009-01-18, modified 2009-05-17.
Object id is 11520, canonical name is MethodsOfEvaluatingImproperIntegrals.
Accessed 799 times total.
Classification:
| AMS MSC: | 40A10 (Sequences, series, summability :: Convergence and divergence of infinite limiting processes :: Convergence and divergence of integrals) |
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Pending Errata and Addenda
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