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6
votes
0answers
205 views
Minkowski's Inequality for Integrals in Orlicz spaces
EDIT: I have changed the question to have less parameters, fitting it into the context of Orlicz spaces.
Suppose $f:[0,\infty)\to[0,\infty)$ is convex and increasing, ...
3
votes
0answers
114 views
Evaluation of an $n$-dimensional integral
I asked the same question on math.se but got no answer there. Since it pertains to my current research, I decided to ask here:
Let $n\in 2\mathbb{N}$ be an even number. I want to evaluate
$$I_n
:=
...
3
votes
0answers
132 views
An isoperimetric inequality for “order” polytopes
I am looking for an isoperimetric inequality for order-like polytopes.
An order polytope $K\in \mathbb{R}^n$ is defined by a set of linear inequaities:
$$ \forall i \; 0\leq x_i \leq 1 $$
and
$ ...
2
votes
0answers
21 views
Expectation involving the ratio of normal pdf to normal cdf?
i need to calculate some expectations which involving the ratio of normal pdf to normal cdf.
Specifically, they are $E\{\phi(x)/\Phi(x)\}$ and $E\{x\phi(x)/\Phi(x)\}$ where $x\sim N(0,1)$.
Written ...
2
votes
0answers
79 views
How to get an expression for this integral(Numerically/Analytically)
I have the following problem:
I need to evaluate the integral $$\int_{\cos(\alpha)}^{1} P_l(t)P_{l'}(t) dt $$ for $\alpha \in [0,\pi]$ and each combination of $l$ and $l'$, where $P_l$ is the l-th ...
2
votes
0answers
56 views
Integrate the exponential of sum of circular differences?
Given positive integer $N$ and parameters $T>0$, $a$, $b$, what is
$\int_{t_1=0}^T \cdots \int_{t_N=0}^T e^{a(t_1+\cdots+t_N)+b(|t_1-t_2|+\cdots+|t_{i-1}-t_i|+|t_N-t_1|)} dt_1 \cdots dt_N$ ?
Any ...
2
votes
0answers
57 views
Hubbard-Stratonovich Transformation
Hello,
The Hubbard-Stratonovich transformation
$\exp(x^2) = \frac{1}{\sqrt{4 \pi}} \int_{-\infty}^{+\infty} du \exp(-\frac{u^2}{4} - xu)$
allows one to wirte the exponential of a the square of a ...
2
votes
0answers
150 views
Coutour Integral of Gamma Functions
How do I solve the Integral
$$ \frac{1}{2\pi j} \oint
\frac{b^{ - s} \Gamma[2 + i - s] \Gamma[s] \Gamma[-1 - i + s]}{
(2 + i - s) \Gamma[3 + i - s]} \:\mathrm{d}s$$
This integral is an inverse ...
1
vote
0answers
51 views
multivariate integral calculation in closed form
I am looking for a closed form for the below integral but since I don't have the necessary backgrounds I am not able to solve it: i know the final solution is in the form of modified Bessel functions ...
1
vote
0answers
27 views
Marginalizing multivariate normal over defined interval
Hello everyone,
I am trying to obtain an analytic expression for the following Gaussian integral
$$\frac{1}{\sqrt{(2 \pi)^n |\Sigma|}} \int \kern-0.2em \cdots \kern-0.2em \int d\mathbf{x}_{\sim i} ...
1
vote
0answers
119 views
computing an integral involving standard normal pdf and cdf
recently, i need to compute this kind of integral:
$$ \int ^\infty _c \Phi(ax+b) \phi(x) dx$$
where a, b and c are all constants and $\Phi(x)$ denotes the CDF of standard normal distribution and ...
1
vote
0answers
162 views
convergence of sets and limit of an integral
Let $X\subset\mathbb{R}$ and $Y\subset\mathbb{R}$ be compact sets.
Let $f:X\times Y\rightarrow\mathbb{R}$ be a $C^{1}$ function.
Let $s:Y\rightarrow X$ be a function (not necessarily continuous).
...
1
vote
0answers
59 views
Integrating B-Spline composed with log
If $f$ is a real B-Spline and $a, b$ are real numbers, then is there a numerically stable way to evaluate the following expression?
$\int_a^b f (\log x) \mathrm{d}x$
1
vote
0answers
92 views
Variation of a Function
Let $g$ be a function of finite $q$ Variation and $f$ be a function of finite $p$ Variation, and $\frac{1}{q}+\frac{1}{p}>1$.
What can be said about the variation of $H$ with ...
1
vote
0answers
62 views
Semi implicit DAE integration using an implicit Runge Kutta scheme
I'm looking for some references regarding integration of DAEs in the form
$M(t) \frac{dy}{dt} + G(y(t),t) + f(t) = 0, \quad y \in R^n, M(t) \in R^{nxn}$
using a high order implicit Runge Kutta ...
