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help in solving a double integration....

• To: mathgroup at smc.vnet.net
• Subject: [mg66062] help in solving a double integration....
• From: "ashesh" <ashesh.cb at gmail.com>
• Date: Fri, 28 Apr 2006 06:32:50 -0400 (EDT)
• Sender: owner-wri-mathgroup at wolfram.com

Hi all,

Would like to solve the following double integration.

int_x_0^t int_y_0^t F(x) exp(-a|x-y|) G(y) dy dx

F(x) = (3x/t);   0 < x <(t/3)
       = (2t-3y)/t;  (t/3) < x < (2t/3)
       = 0; otherwise

G(y) = F(y)

Where a, t are real numbers. And there is absolute value of x-y, i.e.,
it is |x-y| in the exponent.

I am not sure as to how these fucntions, F(x) and G(y) can be fed to
mathematica, as they have different values in different ranges.

Hope some one can help me solve this integration.

• Follow-Ups:
  • Re: help in solving a double integration....
    • From: Daniel Lichtblau <danl@wolfram.com>