MathGroup Archive 1999

[Date Index] [Thread Index] [Author Index]

Search the Archive

Re: problems with series of multiple integrals

  • To: mathgroup at
  • Subject: [mg18368] Re: problems with series of multiple integrals
  • From: Jens-Peer Kuska <kuska at>
  • Date: Wed, 30 Jun 1999 14:13:30 -0400
  • Organization: Universitaet Leipzig
  • References: <7l5sto$>
  • Sender: owner-wri-mathgroup at


what is with:

mint[f_[args__], t_] := 
  Integrate @@ {f[args], Sequence @@ ({#, 0, t} & /@ {args})}

Hope that helps


> 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!

  • Next by Date: Re: Need just enough underbars
  • Next by thread: Re: problems with series of multiple integrals