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rendonely

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Integrate double...

rendonely 0
February 12 2009
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Hi, I'm traying to make a double integrate this expresion: P(A(t+Deltat),A(t)) But, I don't known how indicate in Maple that the first integration is in function of  dA(t) and the second one is in function of dA(t + Deltat).

Does exist any way to uses Delta de t ?

All the variables defined are constant except A(t +Delta de t) and A(t).

Thanks for your help!

> F:=proc()

>    global pd,Sa,da,Am,dr,Sr;
>    Sa = 2.103;
>    da = 0.2607e-3;
>    Am = 0.50549e-3;
>    dr = 0.1852e-3;
>    Sr = 2.02;
>    Rm = 0.1674e-2;
> pd = exp(Sa^2*exp(-da*Deltat)-1)/exp(Sa^2-1);
> eval(pd);
> P(A(t+Deltat),A(t)) = exp(-(((ln(A(t+Deltat))-ln(Am))^2)/Sa^2+((ln(A(t)-ln(Am))))^2/Sa^2-2*(pd(ln(A(t+Deltat))-ln(Am)))(ln(A(t))-ln(Am))/Sa^2)/(2*(1-pd^2)))/(2*`πSa`^2*A(t)*A(t-Deltat)*sqrt(1-pd^2));
> end:
> F();

 

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