Intriguing Integrals
by Ankoganit, May 24, 2017, 3:22 AM
For outsiders, mathematics is mostly the 'art' of manipulating random strings of weird symbols, and two symbols that seem to summarize the quintessential esoterica of mathematics are
and
. When you get into actually doing some real math, you discover that the aura of mysticism surrounding
mostly stems from the fact that mathematicians are horrible at making intuitive symbols. For example, the sigma could've easily replaced by something like
But the
symbol, often dubbed the 'long-S', actually has some meaning of its own. It doesn't just rephrase some well known idea in a strange way; it indicates a very powerful and novel idea that was never encountered before. In this post, we're going to see some proofs where the idea of integrals makes a stellar appearance.
equals
? Quite an irrational statement, isn't it? I know how desperate and annoying it is to try to convince them of what's really going on. So here's a novel way to silence your friend once and for all.
Consider the definite integral
. It can be evaluated as follows (mostly copied from Wikipedia):
And here's the surprise. Since the integrand is positive on
, the integral must be positive, implying
. 
The question of evaluating the integral was asked on Putnam 1968. It is surprisingly simple, no doubt, but the inference drawn is simply surprising.
Let's say we wish to obtain a good lower bound on the expression
. Why we need that is irrelevant, but it can of use in, say, some analytical number theory proof. Specifically, we wish to prove that
Note how it would give us a bound of roughly
for the original expression.
But how do we prove this? There are many ways, but the following proof is particularly nifty:
Call the expression
simply
, and consider the integral
When we expand out the expression
, the largest degree of
would be
, so the integrals of the terms would be of the form
for integers
and
. That means
would be an integer; but it's clearly positive, so
. Now note that AM-GM gives
, so
This proves our claim. 
I got to know of this proof at the IMOTC this year; don't you think it's too clever not to share?
The calculation of the antiderivative of
is one of the first exercises you'd encounter after studying integration by parts in a calculus class. It's easy to work out, no doubt; but what follows is another simple proof which I find particularly elegant.
But first, I must mention something called Fubini's theorem in analysis (if you already know what it is, feel free to skip this paragraph). In normal calculus done on 2 dimensional
-plane, integrals are used to compute areas under curves. When you move on to 3 dimensions, you might be curious about the volume under the graph of some function
. There are two, morally dual ways of computing this: you might divvy up the volume in thin sheets parallel to the
-plane , compute each of them by normal 2-d integrals, and sum over them in the direction of
-plane. Or you do this other way round; first dividing parallel to
-plane and then integrating parallel to
-plane. It's intuitively obvious that both processes should yield the same answer; and that's what Fubini's theorem says. Informally speaking, this allows us to 'switch' integrals as we often do with sums (under certain conditions, but we won't go into the details). It's the continuous version of double-counting, if you will.
Now we move to the proof. Note that
, so we have
Now what does the last integral mean? It's the volume under the surface
, but computed with rather weird limits. For each
, the inside integral goes from
to
, while
itself moves from
to
. For an intermediate value of
, say
,
goes only up to
. It's not hard to graph the whole thing and see that this means
travels inside the triangle with vertices at
. So when we switch the integral, they must be done in a peculiar way:
That's the same thing we'd get from Integration by Parts. 
This beautiful proof is stolen from Math.SE.





Exhibit #1: Silence Your Silly Friend
Have you ever had a friend (or worse, a teacher) claiming that 

Consider the definite integral





The question of evaluating the integral was asked on Putnam 1968. It is surprisingly simple, no doubt, but the inference drawn is simply surprising.
Exhibit #2: Bound for LCM
Let's say we wish to obtain a good lower bound on the expression



But how do we prove this? There are many ways, but the following proof is particularly nifty:
Call the expression














I got to know of this proof at the IMOTC this year; don't you think it's too clever not to share?
Exhibit #3: Measuring in Two Ways
The calculation of the antiderivative of

But first, I must mention something called Fubini's theorem in analysis (if you already know what it is, feel free to skip this paragraph). In normal calculus done on 2 dimensional






Now we move to the proof. Note that

















This beautiful proof is stolen from Math.SE.