When introduced in a 2018 article in the American Mathematical Monthly, the omega integral was shown to be an extension of the Riemann integral. Although results for continuous functions such as the Fundamental Theorem of Calculus follow immediately, a much more satisfying approach would be to provide direct proofs not relying on the Riemann integral. This note provides those proofs.
We develop the integral calculus for quasi-standard smooth functions defined on the ring of Fermat reals. The approach is by proving the existence and uniqueness of primitives. Besides the classical integral formulas, we show the flexibility of the Cartesian closed framework of Fermat spaces to deal with infinite dimensional integral operators. The total order relation between scalars permits to prove several classical order properties of these integrals and to study multiple integrals on Peano-Jordan-like integration domains.
We generalize the classical mean value theorem of differential calculus by allowing the use of a Caputo-type fractional derivative instead of the commonly used first-order derivative. Similarly, we generalize the classical mean value theorem for integrals by allowing the corresponding fractional integral, viz. the Riemann-Liouville operator, instead of a classical (first-order) integral. As an application of the former result we then prove a uniqueness theorem for initial value problems involving Caputo-type fractional differential operators. This theorem generalizes the classical Nagumo theorem for first-order differential equations.
We give elementary proofs of the univariate elliptic beta integral with bases $|q|, |p|<1$ and its multiparameter generalizations to integrals on the $A_n$ and $C_n$ root systems. We prove also some new unit circle multiple elliptic beta integrals, which are well defined for $|q|=1$, and their $pto 0$ degenerations.
We give a direct evaluation of a curious integral identity, which follows from the work of Ismail and Valent on the Nevanlinna parametrization of solutions to a certain indeterminate moment problem.