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Re: Solving double integral without Error function


In article <d7rk3i$bkt$1 at smc.vnet.net>,
 "Xavier Brusset" <brusset at poms.ucl.ac.be> wrote:

> I have to solve this double integral:
> Phi[ q_ ]=Integrate[Integrate[y(x-q)f[x,y],{x,0,q}],{y,2,15}]
> where
> f[ x_ , y_ ]=1/(2 Pi Sqrt[27])Exp{-1/54 [4 x^2 - 6yx - 50x + 9y^2 -30 y +
> 325]}

There is a syntax error here in your definition of f.
 
> Mathematica 5.1 on windows fumbles a lot and finally stops giving an answer
> in q but using the Error function (I am using the Statistics Continuous
> distributions module).

That is irrelevant. Integrating exponentials of quadratic functions will 
lead to Erf. In general, there is no simple closed form for a second 
(indefinite) integral.

> The problem with the Error function is that when I combine this function Phi
> into another equation, I can't find a root in q.
> Which function of Mathematica should I use which circumvents the Error
> function in solving the double integral?
> Or, alternately, which root finding function could I use to find even a
> numeric instance of q?

There is a simple alternative way of proceeding. It is straightforward 
to compute the first and second derivatives of Phi with respect to q. 
You can use this with NDSolve to compute Phi[q]. See

  http://physics.uwa.edu.au/pub/Mathematica/MathGroup/ErfIntegral.nb

Cheers,
Paul

-- 
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        http://InternationalMathematicaSymposium.org/IMS2005/


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