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Re: integral inside an integral

  • To: mathgroup at smc.vnet.net
  • Subject: [mg113611] Re: integral inside an integral
  • From: Bob Hanlon <hanlonr at cox.net>
  • Date: Thu, 4 Nov 2010 04:01:39 -0500 (EST)

In your definition of h, alpha must be a pattern, and since you are using numerical techniques alpha should be restricted to a numeric value.

Clear[h, h2]

k[x_] := Exp[-x^2/3]

h[f_, g_, alpha_?NumericQ] :=
 NIntegrate[f[alpha - x]*k[x]/
    NIntegrate[g[alpha - x - y]*k[y],
     {y, -Infinity, Infinity}],
  {x, -Infinity, Infinity}]

h[Exp[-3 #^2/4] &, Exp[-5 #^2/6] &, 6] //
 Quiet

0.00081979

Checking this:

h2[f_, g_, alpha_] :=
 Integrate[f[alpha - x]*k[x]/
    Integrate[g[alpha - x - y]*k[y],
     {y, -Infinity, Infinity}],
  {x, -Infinity, Infinity}]

h2[Exp[-3 #^2/4] &, Exp[-5 #^2/6] &, 6]

(7*Sqrt[2/71])/E^(516/71)

% // N

0.00081979


Bob Hanlon

---- "Hagwood wrote: 

=============

Does anyone know how to  make the following work using pure functions in Mathematica?   Given two functions f and g compute and for a fixed k[x]

h[f_,g_,alpha]:=NIntegrate[f[alpha-x]*k[x]/NIntegrate[g[alpha-x-y]*k[y],{y,-Infinity,Infinity}],{x,-Infinity,Infinity}]


I want to put arbitrary  functions f and g into h and get an answer.

Charles




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