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The integral $$\int_0^t (t-r)^{1/3} r^{5/3} dr$$ came up in Miller's Introduction to Differential Equations (1987), (Sec 6.6, Convolutions, in the chapter on Laplace transformations, problem 5a on p. 328). Given the section, convoluted functions multiply under the Laplace transform, and etc. Okay, fine. But taken out of context as just another integral, I was stumped. If there were squared terms in the parentheses I could try trig substitutions. If the exponents were integers, fine. If it was just a single term with a fractional exponent, and not multiplied by that difference, okay. But this general form with fractional exponents, I'm not sure what to do. How do I solve this and other integrals like it?

I'm going to try sticking a second question in here. Miller integrates his convolutions from 0 to t, other people seem to go from minus infinity to infinity. What's with that?

Arctic Char
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Greg
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  • If you make the substitution $r=ts$ then the integral becomes $t^3\int_0^1s^{5/3}(1-s)^{1/3},ds=t^3B\left(\frac{8}{3},\frac{4}{3}\right)$, where $B(x,y)=\int_0^1s^{x-1}(1-s)^{y-1},ds$ is the Beta function. SO, this is a "standard" special function, and you can try to deal with it from here. – peek-a-boo May 01 '22 at 14:53
  • Thanks, peek-a-boo. That helps. I'll have to look that one up. I know the standard special functions are standard functions, but I haven't become very familiar with them, I don't always recognize where they apply. I mean, I know there's nothing more special about a Beta function than a sine, and I still have to reach for the calculator to figure out the square root of 29. I just haven't seen them as much. – Greg May 01 '22 at 15:25

2 Answers2

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Make the substitution $r=ts$ (I'm assuming $t>0$), so that the integral becomes \begin{align} \int_0^t(r-t)^{1/3}r^{5/3}\,dr&=t^3\int_0^1s^{5/3}(1-s)^{1/3}\,ds\\ &=t^3B\left(\frac{5}{3}+1,\frac{1}{3}+1\right)\\ &=t^3B\left(\frac{8}{3},\frac{4}{3}\right), \end{align} where $B(x,y):=\int_0^1s^{x-1}(1-s)^{y-1}\,ds$ is the Beta function (defined for $x,y\in\Bbb{C}$ such that $\text{Re}(x),\text{Re}(y)>0$). Now, it is a "standard" fact that the Beta function is related to the Gamma function via the identity $B(x,y)=\frac{\Gamma(x)\Gamma(y)}{\Gamma(x+y)}$. So, in our case, we have \begin{align} B\left(\frac{8}{3},\frac{4}{3}\right)&=\frac{\Gamma\left(\frac{8}{3}\right)\Gamma\left(\frac{4}{3}\right)}{\Gamma\left(\frac{8}{3}+\frac{4}{3}\right)}= \frac{\Gamma\left(\frac{8}{3}\right)\Gamma\left(\frac{4}{3}\right)}{\Gamma\left(4\right)} \end{align} Now, a fundamental property of the Gamma function is that $\Gamma(1+z)=z\Gamma(z)$ (a factorial-like property). Therefore, the above reduces to \begin{align} B\left(\frac{8}{3},\frac{4}{3}\right)&=\frac{\left[\frac{5}{3}\cdot\frac{2}{3}\cdot \Gamma\left(\frac{2}{3}\right)\right]\cdot \left[\frac{1}{3}\cdot \Gamma\left(\frac{1}{3}\right)\right]}{3\cdot 2\cdot \Gamma(1)}= \frac{5}{81}\frac{\Gamma\left(\frac{1}{3}\right)\Gamma\left(\frac{2}{3}\right)}{\Gamma(1)} \end{align} Now, another fact about the Gamma function is that $\Gamma(1)=1$ (trivial from the definitions), and the reflection formula $\Gamma(z)\Gamma(1-z)=\frac{\pi}{\sin\pi z}$. Using this with $z=\frac{1}{3}$, we get \begin{align} B\left(\frac{8}{3},\frac{4}{3}\right)&=\frac{5}{81}\cdot\frac{\frac{\pi}{\sin\left(\frac{\pi}{3}\right)}}{1}=\frac{10\pi}{81\sqrt{3}}. \end{align} Therefore, our original integral is $t^3\cdot \frac{10\pi}{81\sqrt{3}}$.


Now, in general, integrals with fractional/irrational exponents are not easy at all. We have special functions like the Beta and Gamma and Zeta functions to deal with them, and we have exploit nice identities involving them, and one of the many ways of proving these identities uses several ideas from complex analysis (eg infinite products, contour integration etc). As always with integration, there is no cookie-cutter recipe; you just have to deal with each case/class of integrals separately.


Edit: Alternative Approach.

Rewrite the integral as \begin{align} \int_0^1s^{5/3}(1-s)^{1/3}\,ds&=\int_0^1\left(\frac{s}{1-s}\right)^{5/3}(1-s)^2\,ds =\int_0^{\infty}\frac{x^{5/3}}{(1+x)^4}\,dx\\ &=\int_0^{\infty}x^{2/3}\frac{x}{(1+x)^4}\,dx \end{align} where we made the substitution $x=\frac{s}{1-s}$. Now, this last integral is again of a "standard form" found in complex analysis texts, which means you can integrate along a pacman contour/keyhole contour, as I explain in detail in this post (with $\alpha=\frac{2}{3}, R(x)=\frac{x}{(1+x)^4}$). Now, you can have fun calculating residues (this is essentially what I meant in my previous comment regarding proving identities using complex analysis and contour integrals).

peek-a-boo
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  • Wow, you turned your comment into a whole answer! Thanks again! I knew the Gamma function (except for the reflection), but not the Beta, so I appreciate that you expanded on it. Thanks! – Greg May 01 '22 at 15:31
  • @Greg I just edited to include a less special-functions approach, and more of change-of-variables, and contour integrals (if that's something you're more familiar with). – peek-a-boo May 01 '22 at 15:44
  • I had to pull out pen and paper to follow along. I see what you did, but I don't know how you could think to do it. Must not be your first time. Is that last expression right? $x^{5/3}$ goes to $x^{1/3}x^2$? – Greg May 01 '22 at 16:12
  • @Greg lol I can do analysis but not basic arithmetic. I meant $x^{5/3}=x^{2/3}\cdot x$ (or we could also do $x^{5/3}=x^{-1/3}\cdot x^2$). Regarding how I saw this, you're right I had seen this type of integral before which is why I knew to make this substitution. This type of substitution is one of the ways of justifying the reflection formula for the Gamma function. – peek-a-boo May 01 '22 at 17:02
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Substutute $r=\frac {tx^3}{1+x^3}$ \begin{align} I=\int_0^t(r-t)^{1/3}r^{5/3}\,dr&=3t^3\int_0^\infty \frac{x^7}{(1+x^3)^4}dx \end{align} and then apply the reduction $\int_0^\infty \frac{x^m}{(1+x^3)^n}dx= J_{m,n}= \frac{m-2}{3(n-1)} J_{m-3,n-1}$ \begin{align} I= &\frac{5t^3}9\int_0^\infty \frac{x}{(1+x^3)^2}dx = \frac{5t^3}9 \int_0^\infty \frac1{3x}d\left(\frac{x^3}{1+x^3} \right)\\ =&\frac{5t^3}{27} \int_0^\infty \frac{x}{1+x^3}\overset{x\to\frac1x}{dx}=\frac{5t^3}{54} \int_0^\infty \frac{1+x}{1+x^3}{dx}\\ =&\frac{5t^3}{54} \int_0^\infty \frac{1}{1-x+x^2}{dx} =\frac{10\pi t^3}{81\sqrt3} \end{align}

Quanto
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  • Thanks, Quanto. I'm attracted to this answer because you've worked it into a form that I'm more familiar with, but I'm struggling. The reduction must be a standard tool, but I'm not familiar with it. Does it have a name? And the $d(\frac{x^3}{1+x^3})$ part looks like something that I would want to do with a u-substitution, but that doesn't take me where you went. – Greg May 01 '22 at 17:22
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    @Greg - You may work out the reduction with integration-by-parts below $$\int_0^\infty \frac{x^m}{(1+x^3)^n}dx=-\int_0^\infty \frac{x^{m-2}}{3(n-1) } d\left(\frac{1}{(1+x^3)^{n-1}} \right) $$ and similar with $d\left(\frac{x^3}{1+x^3} \right)$ by letting $v=\frac{x^3}{1+x^3} $ – Quanto May 01 '22 at 17:48
  • Huh. I thought I was doing my integration by parts wrong, because the exponents got bigger. Then I switched sides around the equals sign. There it is! Maybe I just did it backwards. – Greg May 01 '22 at 18:21