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Re: How to solve this type of equation in Mathematica?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg59921] Re: How to solve this type of equation in Mathematica?
  • From: Ronald Bruck <bruck at math.usc.edu>
  • Date: Thu, 25 Aug 2005 06:34:29 -0400 (EDT)
  • References: <dehk97$cbs$1@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

In article <dehk97$cbs$1 at smc.vnet.net>, Jeffrey Lyons
<not-me at nospam.net> wrote:

> Hi, I would like to be able to solve the equation:
> 
> Equal[Integrate[Times[Plus[P, x], f[x]], List[x, P,
> DirectedInfinity[1]]], 1]
> 
> in Mathematica.  Is there any way to do this?
> 
> That is I would like to solve for f(x) when we know that 
> integrating  (x + P) f(x) from P to Infinity over x equals 1.
> 

Nothing beats mathematics.  Not even Mathematica.

Your equation (in LaTeX) is, as I make it out,

  \int_P^\infty (x+P)f(x) dx = 1.

Assuming f is continuous (!), we can differentiate both sides wrt P to
obtain

    -2P f(P) + \int_P^\infty f(x) dx = 0.

This implies f is differentiable (except maybe at 0); so we can
differentiate again wrt P,

   -2f(P) - 2P f'(P) - f(P) = 0.

Thus    f'(P) = -3/2 f(P)/P.

It follows that  f(P) = k P^(-3/2).  But now you have a problem,
because (x+P)f(x) is NOT integrable at infinity (asymptotically, it's
like k/sqrt(x)).

I don't think there is such a function.  However, I haven't examined
what happens at points of discontinuity.

--Ron Bruck


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