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Science Forum Index » Math - Symbolic Forum » numerical solution of a double integral
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| Anna Dari |
 Posted: Wed May 09, 2007 7:33 am |
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I'm trying to solve numerically this double integral with MATLAB:
f= (tau/N)*int( exp(-z^2)*int( exp(x^2)*(1+erf(x)) ) )
the external integral has to be calculated from -infinity to b(a
positive parameter) and the second integral is calculated from z(the
generic variable of the external integral) and b.
tau is a parameter and N=(1/2)*(1-erf( b)).
My problem is on calculating the internal integral where an extreme is
z and it is not defined as requested by matlab.
Can you help me or give me some links?
Anna |
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| Robert Israel |
| Posted: Wed May 09, 2007 10:02 am |
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Anna Dari <annadari@gmail.com> writes:
Quote: I'm trying to solve numerically this double integral with MATLAB:
f= (tau/N)*int( exp(-z^2)*int( exp(x^2)*(1+erf(x)) ) )
the external integral has to be calculated from -infinity to b(a
positive parameter) and the second integral is calculated from z(the
generic variable of the external integral) and b.
tau is a parameter and N=(1/2)*(1-erf( b)).
My problem is on calculating the internal integral where an extreme is
z and it is not defined as requested by matlab.
Can you help me or give me some links?
You might try a change of variable for the inner interval:
x = z + t*(b-z), so x goes from z to b as t goes from 0 to 1.
--
Robert Israel israel@math.MyUniversitysInitials.ca
Department of Mathematics http://www.math.ubc.ca/~israel
University of British Columbia Vancouver, BC, Canada |
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| Herman Rubin |
| Posted: Wed May 09, 2007 9:06 pm |
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In article <1178714015.540387.248450@u30g2000hsc.googlegroups.com>,
Anna Dari <annadari@gmail.com> wrote:
Quote: I'm trying to solve numerically this double integral with MATLAB:
f= (tau/N)*int( exp(-z^2)*int( exp(x^2)*(1+erf(x)) ) )
the external integral has to be calculated from -infinity to b(a
positive parameter) and the second integral is calculated from z(the
generic variable of the external integral) and b.
tau is a parameter and N=(1/2)*(1-erf( b)).
My problem is on calculating the internal integral where an extreme is
z and it is not defined as requested by matlab.
Can you help me or give me some links?
Anna
Interchange the order of integration in the double integral.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
hrubin@stat.purdue.edu Phone: (765)494-6054 FAX: (765)494-0558 |
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