Services & ResourcesWolfram Forums
 MathGroup Archive
 1999 January February March April May June July August September October November December

problems with series of multiple integrals

• To: mathgroup at smc.vnet.net
• Subject: [mg18335] problems with series of multiple integrals
• From: "Dr. Thomas Burkhardt" <tburkha at bwl.tu-freiberg.de>
• Date: Sun, 27 Jun 1999 15:11:23 -0400
• Organization: Technische Universitaet Bergakademie Freiberg
• Sender: owner-wri-mathgroup at wolfram.com

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!

--
-------------------------------------------------------------
Dr. Thomas Burkhardt

e-mail: tburkha at bwl.tu-freiberg.de
Tel.:   +49-3731-39-2420
FAX:    +49-3731-39-4053

Fakultaet Wirtschaftswissenschaften
Technische Universitaet BA Freiberg
Gustav-Zeuner-Str. 10
D-09596 Freiberg
Germany



• Prev by Date: Re: Math expression on figure
• Next by Date: Re: easiest way to sort a list?
• Previous by thread: Re: writing mathematica data to a tab delimited file??