Hand-to-hand combat with thousand-digit integrals

In this paper we describe numerical investigations of definite integrals that arise by considering the moments of multi-step uniform random walks in the plane, together with a closely related class of integrals involving the elliptic functions K,K ′, E and E′. We find that in many cases such integrals can be “experimentally” evaluated in closed form or that intriguing linear relations exist within a class of similar integrals. Discovering these identities and relations often requires the evaluation of integrals to extreme precision, combined with large-scale runs of the “PSLQ” integer relation algorithm. This paper presents details of the techniques used in these calculations and mentions some of the many difficulties that can arise.