[Date Index]
[Thread Index]
[Author Index]
specifying the integration interval using a function
*To*: mathgroup at smc.vnet.net
*Subject*: [mg95794] specifying the integration interval using a function
*From*: pfb <pf.buonsante at gmail.com>
*Date*: Tue, 27 Jan 2009 07:00:39 -0500 (EST)
Hi everybody,
is it possible to specify the integration interval using a function?
My problem is as follows:
I have some function f[x] I want to integrate. Actually I want to
obtain a sort of running average, i.e. a
function F[x,D] given by the integral of f[x] over the interval [x-D, x
+D].
So far, it's easy. I can do that with the following function
F[x_,D_]:= NIntegrate[f[y],{y,x-D,x+D}]
However, the function f may have some (integrable) singularities in
the integration interval.
I know that NIntegrate finds it helpful if one tells it the locations
of the singularities.
So I thought: easy! I just need a function s[x,D] whose output is {x-
D, s1,s2,s3, x+D}.,
where s1, s2, .. are the singularities of f in the interval.
I have such a function, but I'm not able to feed it into NIntegrate.
I have tried
F[x_,D_]:= NIntegrate[f[y],Flatten[{y,s[x,D]}]]
but mathematica complains that Flatten[{y,s[x,D]}] is not a correct
integration range specification, despite
its evaluation (in a separate cell) gives what I'd expect, i.e. {y,x-
D,s1,s2,s3,x+D}.
I also tried something like
r[y_,x_,D_]:=Flatten[{y,s[x,D]}]
which again gives {y,x-D,s1,s2,s3,x+D}, and then tried
F[x_,D_]:= NIntegrate[f[y],r[y,x,D]]
Mathematica complains also in this case: r[y,x,D] is not a correct
integration range specification.
In both case it seems that the function providing the integration
range is not evaluated.
Has this anything to do with delayed set (:=)?
Is there another way of dealing with the intermediate points in an
integration interval?
Thanks a lot
F
Prev by Date:
**Re: Permutations...**
Next by Date:
**Re: Multiple Shooting Method**
Previous by thread:
**Re: Has anyone tried to use MathLink to receive real-time market**
Next by thread:
**Re: specifying the integration interval using a function**
| |