Friday, 12 December 2014

integration - Integral with an unknown function



I am trying to solve this integral



f(x)g(x)dgdxdx



where g is an unknown function of x, and f(x) is a known function that can be integrated or differentiated as necessary. Without f the integral is just log(g(x)), but I was wondering whether there is any opportunity for more progress.



I don't think integration by parts will work since in general f(x) will not go to zero by repeated integration/differentiation.



Answer



As you might have noticed, we are integrating with respect to g. So you need to express f(x) as a function of g(x), i.e. f(g(x))= something to use regular integration methods. So because f(x) is known, try expressing it as function of g(x) and apply regular methods.


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