Questions related to the calculus and analysis branches of Mathematica, including, but not limited to, limits, derivatives, integrals, series, and residues.

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675 views

Algorithm for parts integration

Sorry if this is a duplicate, I've searched how to do this to no avail. What I'd like to do is a function that integrates by parts $n$ times, i.e $$ \int u(x) v(x) dx = u ...
-1
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3answers
2k views

How do I determine the maximum value for a polynomial, given a range of x values?

I need to determine the maximum value for y = a x^2 + b x + c, where I know the coefficients and the upper and lower x values. ...
0
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1answer
107 views

How can I find the derivative of a combinatorial expression? [closed]

I want to differentiate the following equation: n = (nchoosek)*p*(1 - p)^(n - k) After differentiating my result is: ...
5
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0answers
178 views

Strange Integrate behavior (a bug!)

The following two calculations should give the same result. After all, integration is a linear operation. I have pasted the code below in case you want to play with it. ...
3
votes
1answer
688 views

Integral of Lorentzian yields different results depending on when parameter assigments are made

I'm evaluating the integral of a Lorentzian, which I know equals one. First I define the function and evaluate the integral in two slightly different ways. Surprisingly, I do not get the right answer ...
2
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2answers
227 views

Calculate information entropy integral in infinite square well problem

In the context of information theory, entropy is a measure of uncertainty of a random variable. In quantum mechanics, the uncertainty principle states that $\Delta x\Delta k \ge 1/2$. The same can be ...
4
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1answer
555 views

Order of integration changes output of indefinite multiple integral in Mathematica 7

I'm trying to integrate a form-factor used in the calculation of radiation between two rectangles in perpendicular planes. While the integral is usually done over fixed limits, I am trying to do the ...
5
votes
3answers
239 views

Calculate integral for arbitrary parameter n in infinite square well problem

I'm continuing[1,2] the study of an infinite square well in the context of quantum mechanics. Ultimate goal is to calculate the product $\Delta x\Delta k$, for various eigenstates, that is for ...
18
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1answer
479 views
4
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1answer
235 views

How do I compute the entropy of the beta distribution?

I tried Expectation[-q*Log[q], q \[Distributed] BetaDistribution[a, b]] and got ...
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1answer
262 views

Gram Schmidt inner and outer products

I know the Gram-Schmidt orthogonalization generates an orthonormal basis from an arbitrary basis. I need help with: Write a program that inputs a list $\{b_1,\dotsc,b_n\}$ of linearly independent ...
0
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1answer
159 views

Plot[ D[Sin[x]] ] and Evaluate[] [duplicate]

Why does t = 2 Pi; Plot[D[Sin[x],x], {x,0,t}] (* Plotting the derivative of Sin[x] *) not work, but ...
2
votes
2answers
150 views

Limit of integral gives incorrect output

I'm trying to evaluate $\lim_{e\to 0} \, \frac{i}{e}\int_{\pi }^0 \frac{1-\exp (i e \exp (i \theta ))}{\exp (i \theta )} \, d\theta$ with Mathematica 9.0.1.0 on OS X. However, I get "Undefined" for ...
11
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3answers
239 views

How to efficiently find moments of a multinormal distribution?

I have a multinormal distribution with covariance matrix $\sigma$ and zero mean. I want to find moment $$ E[x_1^{r_1}x_2^{r_2}\cdots x_n^{r_n}] =\,? $$ Of course, there is a build-in function ...
14
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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, ...
1
vote
3answers
220 views

plotting an Integration output

How to solve this integral by Mathematica even by numerical methods (plotting the solution) Integrate[(Cos[x] - a)/(1 + a^2 - 2*a*Cos[x])^1.5, {x, 0, 2*Pi}] It ...
6
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3answers
283 views

Where did I go wrong with my implementation of the trapezoidal rule?

One method for doing quadrature, called the trapezoidal rule, improves accuracy by connecting the points on the curve corresponding to the points of subdivision with line segments, forming trapezoidal ...
4
votes
2answers
296 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 ...
0
votes
0answers
183 views

Approximating a stochastic integral with a Wiener process

I would like some assistance to solve the following: $\sum\limits_{i=0}^{n-1} e^{-k(n\Delta t -i\Delta t)}\Delta z_i$ where $z$ is a Wiener process, $\Delta z_i = z((i+1)\Delta t)-z(i\Delta t)$. ...
3
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3answers
198 views

What is the formula for this numerical series?

I'm developing a questions game. My goal is that the score for each correct answer will increase as the user answers more questions. Initially there are 15 points for each correct answer. Every 4 ...
10
votes
2answers
680 views

Derivative from the left and right

I am currently trying to write a script that takes a curve $C$, a starting point $p$ and a direction vector $\vec{v}$ and calculates the path of a beam starting at $p$ in direction $\vec{v}$ when it ...
9
votes
2answers
356 views

Recursive Integral for Volume of $n$-Ball

The volume of an $n$-ball (the $(n+1)$-dimensional analogue of a disk) of radius $r$ can be found by the following integral recurrence: $$V_0(r)=2r$$ ...
4
votes
3answers
256 views

Why does Integrate set the constant of integration to be one in this case?

Why does Integrate[(4 x)/(2 x + 1), x] give 1 + 2 x - Log[1 + 2 x] Notice the extra ...
13
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4answers
905 views

Mathematica gives wrong result while Wolfram|Alpha is correct

Why does Mathematica and Wolfram|Alpha give different results based upon the same code? I know Wolfram|Alpha's 7.85 is correct.
1
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3answers
596 views

How many iterations of Newton's method are needed to achieve a given precision?

Consider using Newton's method to solve the equation $arctan(x) = 0$. Using an initial guess of $x_0 = 1/2$ produces a sequence that converges rapidly. After $8$, iterations, $x_8$ is accurate to well ...
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0answers
95 views

Help with Integrals (and conditional expectations) of the Beta distribution: Integrate[e^(az) z^a (1-z)^b, {z, 0, 1}]

I have a Beta distribution, and am interested in calculating expectations and conditional expectations. The domain on the distribution is $z \in [0,1]$ Ignoring constants of proportionality, the ...
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1answer
56 views
9
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1answer
281 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 ...
5
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2answers
1k views

How to find the non-differentiable point(s) of a given continuous function?

For example, the non-differentiable point of the function $f(x)=|x|$ is at $x=0$. How to find the non-differentiable points of a continuous function that is defined numerically?
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1answer
1k views

Given x[u,v], y[u,v], and f[x,y] how do I find D[f,x] in terms of u,v?

I have two functions x = x(u,v) and y = y(u,v). The chain rule says that for a function f(x,y), df/dx = df/du du/dx + df/dv dv/dx, and similarly df/dy = df/du du/dy + df/dv dv/dy. How do I get ...
0
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1answer
109 views

How do I generate arbitrarily many integration bounds? [duplicate]

I have a multiple integral of the following form: $$\int_{-\infty}^\infty \cdots \int_{-\infty}^\infty \exp(-\sum_{i,j=0}^n x_i A_{ij} x_j) dx_1 \cdots dx_n $$ Here, $A$ is a square matrix and $x_1 ...
3
votes
1answer
148 views

Double Integral and Assumptions

I'm afraid this is going to be a really stupid question. Evaluating the following definite integral Integrate[Sqrt[1 - (x^2 + y^2)], {x, -1, 1}, {y, -1, 1}] ...
7
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2answers
310 views

Find asymptotics of Sum[2^i*Binomial[n-i-1,2*n/3-1],{i,0,n/3}]

I have an expression 2^n / Sum[ 2^i Binomial[ n - i - 1, 2n/3 - 1], { i, 0, n/3}] ...
12
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5answers
660 views

Double series over primes

I'm very curious if the following double series over primes has a closed form: $$\sum_{k \in \mathcal{P}}\sum_{n \in \mathcal{P}}\frac{1}{k\;n(k+n)^2}$$ where $\mathcal{P}$ denotes the set of all ...
7
votes
1answer
613 views

Integral of the Sinc product

Let as consider the following integral $$ B_n = \int_0^\infty \prod_{k=1,3,5,\dots}^n\frac{\sin (x/k)}{x/k}dx $$ By definition, Sinc[x]=Sin[x]/x therefore ...
4
votes
3answers
380 views

Plotting the direction field of a differential equation

I have to sketch the direction field for the following differential equation: $$\frac{dy}{dx}=\frac{-0.02 y +0.00002 xy}{0.08 x-0.001xy}$$ This is the code I used, which gives an incorrect plot: ...
1
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1answer
154 views

Minimum value with two factors

Approximate the minimum value of $2e^{x-2}-6x+xe^{x-2}$. Is my input correct? If not can you please correct it? ...
10
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1answer
454 views

Why does Mathematica return a Fourier transform for a function for which it is not defined?

The following function $$g(x) = (1 + x^{1/a} )^a $$ should NOT have a Fourier transform, as far as I am aware, for any real values of $a$ since $g(x)$ is not nice in the sense of decays quickly ...
3
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5answers
217 views

A double series with divisibility restrictions

How may I restrict $i,j$ such that they run over $\mathbb{N}$ excepting the numbers divisible by $2$ or $3$ or $7$? ...
1
vote
3answers
136 views

How to iteratively integrate a function and sum the result of each iteration

I want to repeatedly integrated a function and add the result of each iteration. Suppose I start a with a function $f(x) = x$ , I want to integrated it, it will be $x^2/2$, and again integrating, it ...
0
votes
2answers
97 views

How to add a condition to a formula so that it will not appear at the result? [duplicate]

Sometimes I have very long and complicated equations, when I evaulate the equations for example taking derivative or integral there will be several conditions with the answer. My question is that; is ...
1
vote
0answers
169 views

How to prevent simplification of hypergeometric functions resulting from integrations?

Definite integrals from 0 to Infinity over a product of two hypergeometric (including exponential, trigonometric, hyperbolic, ...
3
votes
2answers
313 views

Integrating special functions

I would like to integrate the following function with Legendre polynomial and Gamma function. I am open to suggestions. ...
3
votes
1answer
124 views

Making time differentials look like the textbook [duplicate]

I need to have time differentials to look like the 'textbook'. My code is Dt[x y^2] /. {Dt[x] -> dx/dt, Dt[y] -> dy/dt} which gives the output ...
8
votes
1answer
463 views

Integral with HeavisideTheta takes too long to evaluate

I tried to compute $$\int_{-1}^1 d x_1 \int_{-1}^1 d x_2 \int_{-1}^1 d y_1 \int_{-1}^1 d y_2 \theta(x_1 x_2 + y_1 y_2)\,$$ where $\theta$ is Heaviside's step function, by using ...