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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2
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1answer
110 views

How to get a more compact form of this probability calculation?

Inspired by the probability calculation here, I am trying to solve a little general one: $$\mathbb{P} (\sum_{i=1}^{m-1} A_i + \sum_{i=1}^{m} S_i < L < \sum_{i=1}^{m} A_i + \sum_{i=1}^{m+1} ...
2
votes
1answer
100 views

Hilbert transform of density of states [closed]

I am trying to evaluate analytical integration over density of states, for example G(Z)=int[f(x)/z-x,{x,x1,x2}] , where ...
2
votes
2answers
136 views

Graphical solution of a a two-variable system containing an equation and an inequality

I'm currently studying atmospheric-gravity waves and their dispersion relations. I want to have look at values of $(x,y)$ that solve the following system : \begin{equation}\label{}(1) \left\{ ...
2
votes
1answer
689 views

Time derivative of unit vector in spherical coordinates

Is it possible to take a time derivative of a vector given in some curvelinear coordinate system (i.e. spherical)? Mathematica would need to take into account the time dependence of the basis vectors. ...
2
votes
2answers
94 views

ConditionalExpression Limiting Domain

I came across a problem when evaluating the following integral: $\int_0^t \sqrt{9 x^4+1} \, dx$ Now, when I evaluate that, I get ...
2
votes
1answer
869 views

How to take the derivative w.r.t. an arbitrary function?

EDIT: The answer posted by @Jens works for built-in functions only. However I'm starting to wonder if this is related to my Mathematica install somehow. I have version 7. Here is an example in the ...
2
votes
1answer
396 views

How can I handle curve singularity in this NIntegrate integration?

Yesterday I asked a question about the non converging integral. Woods told me that it is due to the function which has a singularity along a line which passes through the integration region. (Why ...
2
votes
1answer
226 views

Computing derivatives of a moment generating function

Dear Mathematica users, I'm trying to compute higher order derivatives of a moment generating function and then evalutate them in 0 (in order to get some moment conditions for a GMM estimation). ...
2
votes
3answers
283 views

Need help evaluating definite integral to a function of Y

Suppose $Y = \sqrt{2T}\cos(U)$, $ 0 \le u \le \pi $, and $ 0 \le \cos^{-1}(\frac{y}{\sqrt {2t}}) \le \pi ) $, so $ -1 \le \frac{y}{\sqrt{2t}} \le 1 $, with all $ \mathbb{R}$. The iterated integral ...
2
votes
1answer
73 views

Forcing Exact Outputs for Integrate [closed]

I'm trying to compute the following triple integral: ...
2
votes
1answer
416 views

Inverse gradient operator

I found a nice paper about inverse vector operators here. I have successfully implemented a Mathematica function for most of them, however I can't figure out how to do inverse gradient (page 7 in the ...
2
votes
1answer
314 views

Calculating the area under a curve

How can I calculate the area under a curve after plotting discrete data as per below? ...
2
votes
1answer
104 views

Using Integrate to define a function

I'd like to define a function by way of the output of a definite integral with symbolic bounds. For instance, F[m_,k_] := Integrate[x,{x,m,k}] would define ...
2
votes
1answer
442 views

How to solve time dependent Optical Bloch Equations for a three level system?

I am trying to solve the optical block equations for three level system which are time dependent, which i generated using the "Atomic Density Matrix" package. When i use the command to solve this 9 ...
2
votes
2answers
130 views

Using Mathematica to derive the PDF of the normal distribution

I am trying to use Mathematica, in this case in a well known and rather simple list of equations, but I get stuck whit Mathematica. Since I am just starting to use Mathematica for mathematical ...
2
votes
1answer
277 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. ...
2
votes
1answer
114 views

Integration doesn't work

I'm trying to obtain the following integral: ...
2
votes
1answer
73 views

Computing a Gamma function-Gaussian integral

I would like to compute the following function: Integrate[Gamma[k,0,Exp[-2 e x^2]],x] k is an integer and ...
2
votes
1answer
96 views

Calculate exact Probability of product of normal random variables

Find the value of $P[\Pi_{i=1}^{10}X_i > C]$ for $C=5$, where $X_{10\times 1}$ is a random vector with $10$ dimensional Normal Distribution having location parameter $\mu_{10\times 1} = ...
2
votes
1answer
115 views

Double integral over normal pdf gives inconsistent answer

I am using Integrate function to do the following double integral ...
2
votes
1answer
100 views

How to check if Integrate solved the integral?

This seems something that must have been asked before, but I am not able to find something. Integrate does not return status nor throw error when it can't find antiderivative. It just returns the ...
2
votes
1answer
78 views

How to define the symbolic expression $V = \frac{1}{N} \sum_{i=1}^N ( y_i(g) - z_i)^2$ in Mathematica?

I want to define this expression symbolically: $V = \frac{1}{N} \sum_{i=1}^N ( y_i(g) - z_i)^2$ in which $\{y_i(g)\}_{i=1}^N$ is to be understood as a symbolic sequence that depends on a vector $g$. ...
2
votes
1answer
101 views

Finding a root of a parameterized integral

I have a function given as a parameterized definite integral: f[a_] := Integrate[BesselJ[0, x - a] BesselJ[0, x + a], {x, -∞, ∞}] I suspect it has a root near ...
2
votes
2answers
339 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 = ...
2
votes
1answer
179 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. ...
2
votes
1answer
104 views

Integrate and ConditionalExpression Output

I am integrating some difficult functions and using the conditional output to place bounds on parameters to ensure integrability, but it seems that not all of the conditions are being returned. The ...
2
votes
1answer
499 views

Volterra integral equation : 'literally match the independent variables' message

I want to solve an Volterra type Integral equation, and as a practice I entered the following code to my mathematica: ...
2
votes
2answers
796 views

About generating power series

For an arbitrary function $f(x,y)$ I am defining functions LogMT1 and LogMT2 as follows, ...
2
votes
1answer
328 views

About high dimensional integrals

I want to be able to do high dimensional integrals like, (..naively I wrote it as this..) ...
2
votes
0answers
65 views

Converting integral equations to differential equations

I am trying to use Mathematica to convert integrals to differential equations, of any order. An example of an integral equation is given below, in Mathematica code. Could you please advise as to the ...
2
votes
0answers
47 views

Better to have infinities in limits or integrands (`NIntegrate`)? [closed]

I'm using ListPlot to plot the integral of a function with respect of the function's second variable: ...
2
votes
0answers
43 views

Computing an inexact derivative with some terms preserved in exact form

I am beginning to learn Mathematica and have the following question: How can I return a derivative with exact numbers instead of one involving numerical approximations? My original, single variable ...
2
votes
0answers
41 views

Does DynamicModule cure Problem with Manipulate?

Hopefully, this is a final cure for the Problem with Manipulate introduced on A problem with Manipulate and then continued on Continuation of a Problem with Manipulate. Michael E2 suggested on the ...
2
votes
0answers
42 views

How do I numerically integrate over a data set that has uncertainties? [closed]

I have a 1D data set {xi, yi} with no uncertainties in xi and with uncertainties dyi in yi. The resulting discrete function is monotonic and relatively smooth and I would like to integrate the ...
2
votes
0answers
62 views

Strange Integrate messages / $RecursionLimit being ignored

Introduced in 10.1.0 The following behavior was observed in Mathematica 10.1 (Windows 64 bit) When attempting to evaluate the following integral, Mathematica outputs several messages which appear ...
2
votes
0answers
50 views

Getting error messages from a Plot expression containing an integral [closed]

This should be a really simple question, but I just got confused. Plot[Integrate[x, x], {x, -5, 5}] Integrate::ilim: Invalid integration variable or limit(s) ...
2
votes
0answers
89 views

How can I do multiple (double) integral with periodic boundary conditions?

I am trying to do a simple double integral $\int_0^l \left[\int_0^l h^3 h_{xxx}dx\right]dx$ with periodic boundary conditions $h[0,\tau]=h[l,\tau]$ $h_x[0,\tau]=h_x[l,\tau]$ ...
2
votes
0answers
81 views

NDSolve is running an extremely long time: how can I save the existing data?

I am trying to solve a PDE by the following code. It takes 1 hour or so to reach t=25.72 but about 20 hours to reach t=25.72404031638060174049337306126853310997. Actually, the time step is extremely ...
2
votes
0answers
69 views

Integrate with Subscript: does this crash your kernel too?

I encountered some strange behaviour running v10.0.1 on a Mac Pro, while working with Integrate and Subscript. Starting from a ...
2
votes
0answers
97 views

Result of symbolic integration changed drastically by making assumptions

I would like to know the underlying reason for different outcomes for the two integration operation below. One of them includes a few assumptions, otherwise both have the same integrand: ...
2
votes
0answers
310 views

Symbolic matrix calculus: What's new in Version 9

I have seen some of the related posts, which ask about doing matrix calculation on tensors unknown dimensions. One of the posts mentioned that version 9 has some capability, but it was concerned about ...
2
votes
0answers
118 views

Integration of UnitStep or HeavisideTheta

I am using Mathematica 9. If I evaluate Integrate[Piecewise[{{1 - r, r > 0 && r < R}}, 0], r] then I get ...
2
votes
0answers
187 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, ...
2
votes
0answers
48 views

Verifying integration by parts of an arbitrary function [duplicate]

Suppose that I have an arbitrary differentiable function $G$ which depends on $s$: $G(s)$. Now suppose that I want to do the following integral: $$\int ds \;\; s \frac{\partial G(s)}{\partial s}.$$ ...
2
votes
0answers
299 views

Derivatives of list elements

Could someone explain the odd behavior of the Derivative function when drawing arguments from lists? We have, ...
2
votes
0answers
184 views

About calculating Integrals

I am trying to Integrate the following Integral (all of the variables are reals) $$\int Exp(-(\cos^{-1}\left[\frac{\text{n}_0 (\text{v}_0-\text{x}_0)+\text{n}_1 (\text{v}_1-\text{x}_1)+\text{n}_2 (u ...
2
votes
0answers
69 views

How to expand terms within an integral? [duplicate]

Possible Duplicate: Why aren’t these additions of integrals and summations equal? I am trying to expand all the terms in a sum in order to apply assignment rules later, but can't figure out ...
2
votes
0answers
382 views

Simple contour integral with a parameter gone wrong

I run into the following problem, I tried to evaluate a very simple integral: Assuming[ a > 0 , Integrate[Sin[a*s]/(s - I)^2, {s, -Infinity, Infinity}]] ...
1
vote
3answers
764 views

How do I evaluate several n-th derivatives of a function at one point?

I have a question where I have to compute a Table containing $f^{(n)}(0)$ for n = 1, ..., 5, where $f^{(n)}$ denotes the $n$th ...