2
votes
2answers
92 views

Finding Expectation of function of a Log-normal distribution

Say $Y=g(X)$ and $p_X = \frac{e^{-\frac{(\mu -\log (x))^2}{2 \sigma ^2}}}{\sqrt{2 \pi } x \sigma }$ is Log-normal density function: [Wiki] Find E[Y]? Since $E[Y] = \int_0^\infty y f_Y \ dy = ...
1
vote
1answer
84 views

Generate conditions seems to not work [closed]

I am trying to compute the following integral Integrate[E^(I*k*Omega*t), {t,0,T}, GenerateConditions->True] for which Mathematica returns ...
0
votes
0answers
29 views

How to calculate this derivative? [duplicate]

Can Mathematica do the following simple calculation? $$F(x_0, x_1, x_2, ...) \equiv \sum_n x_n^2$$ I want to do the symbolic calculation: $$ \frac{\partial F}{\partial x_m} = \sum_n 2 x_n ...
0
votes
1answer
122 views

Is this function convex?

How can I determine convexity of the function f = Log[ x, 1 + (x^a - 1) (x^b - 1)/(x - 1)] with the parameters $a,\,b$ belonging to the interval $(0,1)$ in ...
1
vote
2answers
213 views

How to make Mathematica use the chain rule?

Lets say I have the following PDE: $$x^2 u_{xx} - u_{yy} + u_y = 0$$ And I have the following change of variables: $$ s(x,y) = x e^y \, \, \, , \, \, t(x,y) = x e^{-y}$$ How can I use Mathematica ...
0
votes
1answer
73 views

Numerical vs Symbolic Integration: Loss of precision

I am trying to integrate the following expression over the time interval $0\leq t \leq \text{period}$. ...
18
votes
2answers
268 views

Negative probability?

I am trying to get the sum of the squares of seven random variables, all uniformly distributed. This is what I tried. ...
2
votes
1answer
82 views

Prove (or check) an expression is positive given constraints on variables?

I'm trying to figure out whether an expression is always positive given positive parameters. When the expression is complicated, I can't do this by eye. Is there any way to make Mathematica prove ...
4
votes
1answer
84 views

When to use GenerateConditions -> True

Many functions, usuallly those involving integration, take a GenerateConditions option which often defaults to False, or at ...
2
votes
1answer
160 views

Integrate does not accept my integrand expression

I want to calculate the symbolic integral, but I could not obtain the final results from Mathematica. ...
0
votes
0answers
58 views

Computing residues of matrix valued functions symbolically

I have a somewhat specific application in mind, but I've run into this kind of problem a few times and never found an elegant solution. Is there an efficient way to get Mathematica to recognize that ...
3
votes
1answer
74 views

Problem with limit that requires L'Hôpital's rule to compute

Consider the following limit. Limit[(a - Sqrt[a^2 + x])/(a^2 - a*Sqrt[a^2 - x]), x -> 0, Assumptions -> {a > 0}] Mathematica 9.0.1.0 gives ...
0
votes
0answers
77 views

Cannot calculate an integral

I am new to Mathematica. So I just run a basic procedure but Mathematica didn't calculate this integral. Maybe it is too complicated to be done. ...
4
votes
1answer
134 views

Volume within parameter space

Imagine a parameter space with variable 0<p<1, 0<e1<1/2 and 0<e2<1/2. ...
17
votes
1answer
365 views

Incorrect result from Integrate

I attempted to calculate the following integral: ...
4
votes
2answers
225 views

How do I evaluate a symbolic integral involving Hermite polynomials?

I want to test a difficult integral : Integral on all reals of some complicated function involving the Hermitian polynomials, exponentials, squares, factorials, and being general considering any ...
14
votes
1answer
286 views

How to represent a continuous monotonic phase of Airy functions?

Note: In this question I am concerned only with real-valued variables and functions. DLMF, §9.8 Airy Functions, Modulus and Phase, formula $9.8.4$ defines the phase of Airy functions: ...
9
votes
1answer
252 views

Mathematica: computing a difficult integral

I am trying to compute the following integral: Integrate[Exp[Sum[-((cw λ - b[i])^2/(2 σ^2)), {i, 1, n}]], {cw, 0, 1}] And currently Mathematica outputs ...
-4
votes
1answer
342 views

Symbolic Definite Integration

How do I perform Integrate[Sin[x]^2/(z^2 + R^2 - 2 zRCos[x])^(3/2), {x, 0, Pi}] where z and ...
6
votes
1answer
329 views

Mathematica 9 can't integrate this function but earlier versions could

Integrate[ ArcTan[x]/(1 + x) Log[(1 + x^2)/2], {x, -1, 1}] I used Mathematica 9.0.1 on Windows7 32bit, Mathematica 9 cannot compute this, but Mathematica 8 gives ...
9
votes
1answer
314 views

Is it possible to find a limit of a sequence given by its recurrence relation?

I need to calculate a limit of a sequence given by its recurrence relation. I tried the following: ...
6
votes
4answers
605 views

How do I obtain the correct double limit?

The command Limit[(Sin[x^2] + Sin[y^2])/ (x - y) /. x -> 0, y -> 0] (* 0 *) I think that Mathematica finds the iterated limit instead of the double ...
2
votes
2answers
307 views

Write a function that returns the logarithmic derivative

How can we write a function that if we input an expression f, it returns the log derivative $\frac{1}{f} \frac{df}{dx}$. We have to use a conditional or pattern test so that the function accepts any ...
9
votes
2answers
491 views

Find closed form expression for series expansion coefficients [duplicate]

Is there a built-in function that will find a general expression for the coefficient of the series expansion of a function? Series will only give the explicit ...
3
votes
3answers
369 views

Symbolic derivative of $n$-term product

I want to determine the relationship that must exist between the $x_i$ and $y_i$ such that $$ \frac{\partial}{\partial\theta} \prod_{i=1}^n \frac{f(x_i,\theta)}{f(y_i,\theta)} = 0, $$ where $$ ...
5
votes
4answers
1k views

How to find the sum all even numbers of this sequence?

I have a sequence $(u_{n})$ $$u_1= 1, \quad u_2 = 2, \quad u_3 = 3, \quad u_{n}= -u_{n-3} + 3u _{n-2} +2 u_{n-1}, \quad \forall n \geqslant 4.$$ I want to list the first $20$ terms of this sequence ...
4
votes
1answer
538 views

Computation of parametric integral

I am trying to compute the integral Integrate[(g^(u^(g - 1)))/(1 + u^g), {u, 0, t}] but as an answer I get my input expression. There must be something wrong ...
15
votes
1answer
411 views

Speeding up trigonometric integral

Context On a possible non trivial toric topology for the Universe (nothing less!). Problem I would like to carry out the following integral for $\ell=2,4\cdots 20$. $$\int _0^{\pi }\int _0^{2 \pi ...
8
votes
1answer
314 views

Symbolic Integration along contour: branch cut problem?

Context Following this question on path integrals in the complex plane, having defined again a numerical and symbolic integrator along a path as ...
4
votes
1answer
692 views

Symbolic integration in the complex plane

Context While answering this question, I defined (symbolic and numerical) path integrations as follows ...
2
votes
0answers
216 views

Numerical-Symbolical Integration (Calculus)

I created a simple numeric-symbolic integration. Here you can use symbolical and numerical techniques at the same time. You can also interpolate numerical integrals. The problem with my function is ...
1
vote
1answer
363 views

How to define a derivative/Variation operation in Mathematica from scratch

I am looking for a method in Mathematica 8 to define my own derivative/variation (independent of built-in operations). I do not want to re-define built-in objects since I fear that this could cause ...
8
votes
2answers
502 views

Why aren't these additions of integrals and summations equal?

I have the following code: Simplify[Integrate[f[x] + g[x], x] == Integrate[f[x], x] + Integrate[g[x], x]] To test: $$\int{\left(f(x) + ...
6
votes
4answers
910 views

Mathematica gives wrong answer for an integral

When I execute the following, Integrate[ Exp[-w^2 + I w^3], {w, -∞, ∞}] I get (2 E^(2/27) BesselK[1/3, 2/27])/(3 Sqrt[3]) ...
14
votes
2answers
1k views

How to deal with complicated gaussian integrals in Mathematica?

As we know, for most Gaussian integrals, we can get the analytical result. Now I have many Gaussian integrals to treat, which have the following general form, ...
12
votes
1answer
1k views

How does Mathematica integrate?

Basically, this question can be considered to be an extenstion to my other question. What I wanted to do was this integral as homework (it is indefinite BTW so no approximations using Simpson's Rule ...
5
votes
1answer
289 views

Finding ranges of a parameter for which a function is always positive

I have a complex function of a single variable expressed in analytical form, which also depends on a parameter. I would like to have Mathematica show me for which values of the parameter the real part ...
6
votes
3answers
1k views

Using D to find a symbolic derivative

I need to do the following: Define a function Take the derivative of this function and have a look at the symoblic representation Substitute in some values With the bonus that I want to use the ...
11
votes
1answer
512 views

Incorrect results for elementary integrals when using Integrate

There is a rather simple integral ($K_0$ is the 0-th order MacDonald function) $$\int_0^\infty e^{-x \cosh\xi}\, d\xi = K_0(x)$$ which mathematica cannot solve. This even though the documentation ...
8
votes
2answers
806 views

Bug in Integrate for Mathematica

Consider the following: ...
13
votes
5answers
721 views

Does $x>0$ imply that $x\in\mathbb{R}$?

Let’s assume I input Assuming[x > 0, expression] Is it assumed by Mathematica that $x$ is a real number? Or that the real part of $x$ is positive? Something ...
2
votes
1answer
258 views

Integral not simplifying

I specify a function in terms of an integral and then try to evaluate it with Simplify. However, the answer is not really simplified to what it should be. ...
3
votes
1answer
261 views

n-fold symbolic integral in Mathematica

I am trying to compute symbolically a n-fold integral (n is a parameter of a function) over, say, the cube [0,a]^n. My code looks like this ...
4
votes
1answer
568 views

Definite and Indefinite integral give different results for piecewise function

I have the following function: $$ f(q,y)= \begin{cases} \tfrac{11720+p}{37791360} & -11720<p<-7720 \\ 0 & \text{True} \end{cases} $$ where $p = 443\ y-777600\ \sin^{-1}\left(\frac{q ...