Let $N$ be some fixed positive integer. I have the following function $$ g(z) = z \int_1^N [t] e^{2 \pi i t z} \ dt. $$ How would one compute $$ \int_0^1 g(z) \ dz ? $$ Thanks!
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My first instinct: break $g(z)$ into parts, so $$g(z) = z \sum_{k=1}^{N-1} \int_{t=k}^{k+1} k e^{2 \pi i t z} \, dt = z \sum_{k=1}^{N-1} k \biggl[ \frac{e^{2 \pi i t z}}{2 \pi i z} \biggr]_{t=k}^{k+1}.$$ Then see if you can simplify this sum, and then integrate it with respect to $z$.
heropup
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First change the order of integration and evaluate the inner integral which is with respect to $z$ using integration by parts, then advance to evaluate the integral involving the floor function. See related techniques.
Mhenni Benghorbal
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Thank you very much for this also! – Tom Mosher Apr 23 '14 at 20:36
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@TomMosher: You are very welcome. – Mhenni Benghorbal Apr 23 '14 at 20:36