TITLE: Create a Huge Problem
QUESTION [33 upvotes]: I am wondering if any problems have been designed that test a wide range of mathematical skills. For example, I remember doing the integral $$\int \sqrt{\tan x}\;\mathrm{d}x$$ and being impressed at how many techniques (substitution, trig, partial fractions etc.) I had to use to solve it successfully.
I am looking for suggestions/contributions to help build up such a question. For example, one problem could have as its answer $\tan x$ which would then be used in the integral, and something about the answer to the integral could lead into the next part.
The relevant subjects would be anything covered in the first few years of an undergraduate degree in mathematics.
The main reason I ask is that I want to work on developing some more integrated ways to practice mathematics "holistically" which I feel is very lacking in the current educational model.

REPLY [11 votes]: In terms of an integral question, I tried to come up with a double integral for my students that would test many first year integral techniques. It requires both integration by parts and multiple subsitutions, as well as an understanding of double integral regions. Here it is - 
Sketch the region below $y=\sqrt{\sin x}$ and above $\displaystyle y=\frac{2x}{\pi}$ in the first quadrant. Find and mark the lower intersection point, $a$, and the upper intersection point, $b$. The volume under the surface $f(x,y) = y$ over the region is given by
$$
V=\int\limits^b_a \! \int\limits_{ 2x/\pi}^{\sqrt{\sin x}} y \ \mathrm{d}y \, \mathrm{d}x,
$$
where $a$ and $b$ are the intersection points of the curves. Evaluate this double integral. Verify your result by switching the order of integration. Show all working.