Re: Stieltjes Integral
- To: mathgroup at smc.vnet.net
- Subject: [mg22538] Re: [mg22475] Stieltjes Integral
- From: Daniel Lichtblau <danl at wolfram.com>
- Date: Thu, 9 Mar 2000 03:24:24 -0500 (EST)
- References: <200003080722.CAA13181@smc.vnet.net>
- Sender: owner-wri-mathgroup at wolfram.com
Greg wrote:
>
> Well, I just wanted to calculate Integrate[x,{x^2,0,1}] and ....... - Well
> Integrate[...] does only support Riemann integral. So, is there a package
> for free available that teaches M4 a little bit something about Stieltjes
> integral? It should be fairly trivial. But the master index of M4 does not
> list anything under the term "Stieltjes".
>
> BTW, I know the result of the above integral and I am not looking for a
> special M4 routine that can handle only the trivial example mentioned in
> this message. The correct result is 2/3.
>
> Thanks,
>
> Greg
Could do:
In[1]:= stieltjesIntegrate[func1_, var_, {func2_,a_,b_}] :=
Integrate[func1*D[func2,var], {var,a,b}]
In[2]:= stieltjesIntegrate[x, x, {x^2,0,1}]
2
Out[2]= -
3
If you want to handle singular measures you'll need something more
subtle than this.
Daniel Lichtblau
Wolfram Research
- References:
- Stieltjes Integral
- From: Greg <gregor_o@yahoo.com>
- Stieltjes Integral