Re: problems with series of multiple integrals
- To: mathgroup at smc.vnet.net
- Subject: [mg18368] Re: problems with series of multiple integrals
- From: Jens-Peer Kuska <kuska at informatik.uni-leipzig.de>
- Date: Wed, 30 Jun 1999 14:13:30 -0400
- Organization: Universitaet Leipzig
- References: <7l5sto$ijk@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Hi,
what is with:
mint[f_[args__], t_] :=
Integrate @@ {f[args], Sequence @@ ({#, 0, t} & /@ {args})}
Hope that helps
Jens
> Hallo there!
>
> If have a syntactical problem in the following context: I need to
> evaluate the Durbin algorithm for first passage time of Brownian motion
> for curved boundaries. The density function of the fpt is of the form
>
> f(t)=sum_{i=1}^\infty q_k(t),
>
> where each component q_k(t) requires the evaluation of the
> (k-1)-integral of a function of t_0, ..., t_{k-1}, with equal integral
> limits 0 to t.
>
> I would like to implement the function q_k(t) in the form q[k_, t_], so
> that the body of the routine q would contain
>
> Integrate[ a function of t_0, ..., t_{k-1}, {t_0, 0, t}, {t_1, 0,t},
> ..., {t_{k-1}, t}]
>
> That is: The length of the argument list {t_0, 0, t}, {t_1, 0,t}, ...,
> {t_{k-1}, t} depends on the index k (!!!), which is passed to the
> program q[k,t], so that the argument list must be evaluated dynamically
> by the routine. Is there any way to do this, that is, a syntax that
> Mathematica 3.0 will understand?
>
> Any hints are appreciated. Thank you very much!