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Re: question about Mathematica integration function

• To: mathgroup at smc.vnet.net
• Subject: [mg79861] Re: [mg79827] question about Mathematica integration function
• From: Carl Woll <carlw at wolfram.com>
• Date: Tue, 7 Aug 2007 01:29:49 -0400 (EDT)
• References: <200708060734.DAA26468@smc.vnet.net>

ingramfinance at gmail.com wrote:

>I am having trouble integrating the following functions in
>Mathematica.
>
>I have a two functions g and g1, where
>
>g = (x/(sigma*Sqrt[2*Pi*t^3]))*Exp[-(x-mu*t)^2/(2*sigma^2*t)]
>
>and
>
>g1= t*(x/(sigma*Sqrt[2*Pi*t^3]))*Exp[-(x-mu*t)^2/(2*sigma^2*t)]
>
>I assign values for sigma and mu, and then integrate g and g1 with the
>limits of integration =BD and 1; I am trying to get an answer in terms
>of x. If I use the Integrate function, Mathematica does not solve this
>integral, it just restates the integral. If I assign a value for x, it
>can numerically solve the integrals if I use NIntegrate, but this is
>not very useful to me. In other words, I am trying to 'analytically'
>integrate this function.
>
>I realize that I have asked a variation of this question earlier in
>the forum, but I feel that if I explicate just what I am interested
>in, it may be helpful.
>
>Any advice on how to get Mathematica (or any other software) to
>generate the answer?
>
>  
>
I suspect that there might not be an analytic solution to this integral 
in terms of well known functions.

Why do you need an analytic integral? What are you going to do with an 
analytic solution? There might be other means to achieve your goal other 
than using the analytic solution, such as series approximations, etc.

Carl

• References:
  • question about Mathematica integration function
    • From: ingramfinance@gmail.com