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全部话题 - 话题: integral
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w**a
发帖数: 1024
1
来自主题: Mathematics版 - integral
what 's the integration of
f(x) = exp(i*k*x)*cos(a*x^2)
from x=-L to x=+L. thanks.
h**********k
发帖数: 168
2
来自主题: Mathematics版 - integral question
how to express the following integral in terms of bivariate normal CDF?
Thanks.
\int_-\inf_+\inf{N(b-ax) N(c-ax)n(x)dx} ?
where N(.) is CDF and n(.) is PDF of standard normal distribution.
m****y
发帖数: 74
3
the link
http://mathworld.wolfram.com/ChebyshevSumInequality.html
gives the following two references:
Gradshteyn, I. S. and Ryzhik, I. M. Tables of Integrals, Series, and
Products, 6th ed. San Diego, CA: Academic Press, p. 1092, 2000.
Hardy, G. H.; Littlewood, J. E.; and Pólya, G. Inequalities, 2nd ed.
Cambridge, England: Cambridge University Press, pp. 43-44, 1988
j*****h
发帖数: 3
4
Does there exist a measurable function f:S->R, such that f(x) > 0 for all x
in S, yet the Lebesgue integral of f over S equals 0? S is not a null set.
Thanks!
t****e
发帖数: 25
5
来自主题: Mathematics版 - exp( x^2)dx integral
how to do it? any link?
integral of exp( x^2)dx
what is the answer between (0,1)
Thanks!
a*****x
发帖数: 32
6
来自主题: Mathematics版 - Help on integration please
How to do indefinite integration on f(x) = e^x / x ? Does it has analytical
solution or not?
Thank you!!
S*********k
发帖数: 507
F***u
发帖数: 7
8
来自主题: Mathematics版 - Sphere integration problem from neuroscience
What function is the best for sphere integration fron cylinder on one
direction.
Thank you very much! (from neuroscience)
Q***5
发帖数: 994
9
来自主题: Mathematics版 - stochastic integration
tau 是什么?如果是常数,而且f 不病态的话,应该没问题。其实这个算不上是
stochastic integration。
k*****a
发帖数: 1518
10
ME的Ph.D.可以试试Structural Integrity Associates. 这是一家engineering
consulting 公司,需要大量的analytical 和numerical分析能力。这些技能是多数中国
ME Ph.D. 毕业生说具有的。
http://www.structint.com/
斑竹,不是广告。如果认为是广告,那就删除巴。。
k*****a
发帖数: 1518
11
Same as Structural integrity, ARES is an engineering needing people with
strong analytical background. details in
http://www.arescorporation.com/

h***y
发帖数: 2
12
小弟在美国的ohio读master,貌似一年半后毕业
老师在给我做能融合magnetostrictive和piezo的材料。
现阶段有很多hands-on-experience,比如现在就在想方法生产出材料,会要设计一些
控制压力,温度和移动的系统,需要用些mechatronic的principle
以后是希望就材料模型和工业生产方向出些paper。
integrated material应该在医疗仪器,航空汽车的传感器上有应用,但不知道一个没
卡的中国人能不能找到工作。
真诚希望能有学长给点建议
谢谢
l*i
发帖数: 5732
13
来自主题: MedicalCareer版 - 阿三的问题就是没有integrity
integrity, 最关键的就是要fair, 就事论事, 不能诬陷,编造,另外 live, 也要let
live,
王医生这事要不是他们栽赃陷害, 逼人入绝境, 我想三个孩子的父亲不会大老远从亚
特兰大跑到yale寻个了断把
s******r
发帖数: 30
14
来自主题: Pharmaceutical版 - NP-12, Tideglusib, PK, Thomson reuters Integrity
这个化合物 从结构上看 应该脑中浓度比较高,哪位前辈能帮忙查一下preclinical 的
data? 主要是PK 包括 B/P ratio 等。。。
另外 在纽约哪些高校 研究所可以查Thomson reuters Integrity 这个数据库?
前辈们能否帮忙查一下。。。
万分感谢!!!
w****1
发帖数: 4931
15
take a look at the appendix of Polchinski on path integral.
h**********k
发帖数: 168
16
来自主题: Quant版 - integral
How to express the following integral in bivariate normal CDF/PDF?
\int_-\inf_+\inf{N(b-ax)N(c-ax)n(x)dx}
where N(.) is CDF and n(.) is PDF of standard normal distribution.
a******6
发帖数: 78
17
来自主题: Quant版 - An integral question
What is the result of the following integral?
\int_0^1 W dt
where W is a std Brownian motion.
Thanks a lot.
Q***5
发帖数: 994
18
来自主题: Quant版 - An integral question
=\int_0^1 (\int_0^t dW(s)) dt
Switching integration order to get
=\int_0^1 (\int_s^1 dt) dW(s)
=\int_0^1 (1-s) dW(s)
By Ito Isometry Thm, it is normally distributed with mean 0, var 1/3
J******d
发帖数: 506
19
来自主题: Quant版 - An integral question
You don't want Newton Lebnitz to hold for Ito Integral?
t********t
发帖数: 1264
20
来自主题: Quant版 - Ito Integral
I didn't mean its distribution.
Is it possible to write this integral in an explicit form?
just like \int_0^t\W_s\dW_s = 1/2(W_t^2-t)
t**********a
发帖数: 166
21
来自主题: Quant版 - Ito Integral
No, I think you probably need to think about what solution Ito's integral is
. I think iz is looking for a strong
solution - like path-wise... The distribution is not even a week solution....
Imagine, a rv with same distribution can live in a totally different
probability space.

with
o****e
发帖数: 80
22
来自主题: Quant版 - Ito Integral
这个integral为什么是 normal distribution?
by Ito isometry, 只能得到 mean=0, variance=t^3/3阿
d*j
发帖数: 13780
23
来自主题: Quant版 - Ito Integral
\int_0^t\s\dW_s
integral is like a sum
hehe
n******0
发帖数: 298
24
直接抽样应该是monte carlo integration吧?我想找一个convergence更快的方法。
b***k
发帖数: 2673
25
来自主题: Quant版 - 关于ito integral的一个问题
suppose ito integral: int_0^t f(s,B_s) dB_s = X_t
那么这个X_t具备什么特别的性质吗?
比如X_t是martingale吗? E[X_t]=0?
我觉得对X_t做ito lemma有
d(X_t)=f(t,B_t)dB_t (no drift term)
可是又不是很肯定,如何解释这个结果?
请大拿出来帮我理理思路,多谢了.呵呵
c*********g
发帖数: 154
26
来自主题: Quant版 - 关于ito integral的一个问题
啊,不好意思理解错你的意思了。你是先定义ito integral,那么X_0当然是等于0。但
是我不记得如何取d(X_t)了。直接用ito lemma不知道行不行,用ito lemma的要求是G(
t,Y_t)中的G是二次连续可导的函数。这里int_0^t f(s,B_s) dB_s不知道是否二次连续
可导。嗯,还需要继续学习。。。
反过来如果先有导数d(X_t)=f(t,B_t)dB_t,那么X_t = X_0 + int_0^t f(s,B_s) dB_s
。这就是我之前说X_0不一定等于0的原因,是我理解错你先定义哪个了。
j*****4
发帖数: 292
27
来自主题: Quant版 - 关于ito integral的一个问题
What I know is f() need to be square integrable, otherwise, the E(X_t) even
does not exist and X_t becomes a martingale only locally.(without considerin
g the property in infinity). The defination of local martingle arises accord
ingly.
m******g
发帖数: 12
28
来自主题: Quant版 - how to differentiate this integral?
this is the definition of stochastic integral.
f********y
发帖数: 278
29
来自主题: Quant版 - Gaussian Integral
Gaussian integral 是 \int_-\infty^\infty e^(-t^2)dt=\Pi^0.5
这是从负无穷积分到正无穷,如果给定任意两个值 a 和 b,那个积分从 a 到 b是不是
没有解析解的?
Thanks!
f********y
发帖数: 278
30
来自主题: Quant版 - Gaussian Integral
谢谢 projective,你总是那么博学!:-)
那除了numerical integral外,又没有什么近似解析解?
f*******d
发帖数: 339
31
I need to calculate at points r1, r2, ... r_max the function f(r)
given
by
f(r)= \int_0^\infty g(k) sinc(kr) dk, where sinc(x)=sin(x)/x, g(k)
is a tabulated function. Now I can certainly do the integral one by
one, but hoping to use FFT to improve efficience, I observed that this
can be rewritten as
f(r)=1/r \int_0^\infty g(k)/k dk, which is just the sine
transformation.
So, I used the program sinft given in numerical recipes to
do the calculation. However, it seems that the result is very
bad a
l**********n
发帖数: 72
32
One simple example for the Delta function:
e approaches zero: 1/(2*pi*e)^0.5*exp(-(x^2)/2e^2), it's the
Gaussian distribution in 1D and as e approaches zero, it
becomes delta function. So as you can see from your example,
after you square the funtion, the denominator becomes 1/e
and it simply diverge at zero after integration.
Delta square function can be regularized by some technique
and if it's only the intermediate step in your calculations,
you can take it as the funtion proposed here. You c
d*n
发帖数: 137
33
Integrals and series
volume 3: more special functions
A.P.Prudnikov, etc
Mathematical methods for physicists
G.Arfken, etc,
P754
H****h
发帖数: 1037
34
\int_0^t X_s ds=\int_0^t \int_0^s dBr ds
=\int_0^t \int_r^t ds dBr
=\int_0^t (t-r)dBr
The integration is a Gaussion distribution
of mean 0 and variance \int_0^t (t-r)^2 dr
=t^3/3.
n******0
发帖数: 298
35
来自主题: Statistics版 - high dimensional integration
本人对此不太熟,想请教有经验的大牛。如果算5-10 dimensional 的数值积分(比如
都是normal distribution),有什么好的方法和现成的软件?我的理解是传统的方法,
比如Guassian quadrature,在这么多维的情况下,太繁琐,计算速度也会很慢。我没试
过,不知道说的对不对?还有一个我知道的方法是monte carlo integration,不知道
精确性如何?
S******y
发帖数: 1123
36
I am curious about how well SAS/IML studio is integrating with R. Has
anybody had experience with that?
Does it allow R to directly read in SAS data files (xx.sas7bdat) without
manually going through conversion via CSV format?
How large a R data frame can SAS/IML studio handle?
Can SAS and R call each other ‘s functions/PROCs?
Is SAS/IML is a separate product users have to purchase in addition to SAS/
STAT?
Thanks.
p********r
发帖数: 1465
37
来自主题: Statistics版 - 请教用SAS做Monte Carlo integration
举个例子好了,prior follow gamma dist
likelihood - Poisson
L, b bar 值给定的
请问如何用sas以Monte Carlo integration approximate出最后的积分?
谢谢大家喽
m******t
发帖数: 273
38
I need to solve a mathematical optimization model with integral as
constraints.
Min. | s1 - k1 | + | s2- k2 |
s.t.
integral_from_0_to_M of f(x) = 1
s1 = integral_from_0_to_M of x * f(x)
s2 = integral_from_0_to_M of x^2 * f(x)
M, k1 and k2 are positive numbers
f(x) is a probability density function of x with arguments of
(alpha, beta, 0, M)
f(x) = G * (x * beta)^(alpha -1) * e^(-x * beta)
G = alpha * beta / [( gamma(al... 阅读全帖
h*****n
发帖数: 2023
39
在美国,有没有办法免费使用Thomson Reuters Integrity?请问各位前辈
x***i
发帖数: 395
40
来自主题: MedicalDevice版 - Looking for a haptic device integration engineer
Hi,
My start up company in California bay area has an immediate opening for a
haptic device integration engineer. Hope to find one who had experience with
haptic device programming for robotics control. Our company is still in
stealth mode. If you are interested, please feel free to contact me and we
could discuss more details.
Please also help forward this email to appropriate candidates. Thank you
very much.
j****[email protected]
x***i
发帖数: 395
41
来自主题: MedicalDevice版 - Looking for a haptic device integration engineer
Hi,
My start up company in California bay area has an immediate opening for a
haptic device integration engineer. Hope to find one who had experience with
haptic device programming for robotics control. Our company is still in
stealth mode. If you are interested, please feel free to contact me and we
could discuss more details.
Please also help forward this email to appropriate candidates. Thank you
very much.
j****[email protected]
z*******n
发帖数: 1034
42
December 11, 2014 6:09 AM
Harrison Weber
Today, Microsoft announced that it has acquired HockeyApp, a startup that
lets developers beta test their apps on iOS, Android, and Windows.
This deal follow’s Apple’s February acquisition of Burstly, the parent
company of HockeyApp competitor TestFlight.
Microsoft says it plans to integrate aspects of HockeyApp into “Visual
Studio Online to expand Application Insights support for iOS and Android.”
More specifically, Microsoft intends to build HockeyApp’s... 阅读全帖
z*******n
发帖数: 1034
43
January 17, 2015 3:40 PM
Ryan Craig, University Ventures
Last month, New Oriental Education, China’s largest provider of private
educational services, and Tencent, the leading texting provider in China
with nearly 500 million users on its WeChat app, agreed to launch an
integrated, chat-centric education service. The question every university
should be asking is: What does this mean for online learning?
Just 10 years ago, many of us thought online learning meant earning a degree
anytime, anywher... 阅读全帖
C******g
发帖数: 2930
44
Earlier today, website Scrawl stumbled upon what appears to be an
unintentional first glimpse at a major PS3 firmware update. The somewhat
tiny images Scrawl found buried, yet publicly accessible on Sony Computer
Entertainment Europe's website, seem to hint at native Facebook integration
on the console, along with the ability to change "gamer card" colors (as if
the current friends list wasn't obnoxious enough) and view thumbnails of
photos in a grid layout.
The images are still up as of this po
k*********a
发帖数: 766
45
不错,得个奖杯就发到wall上。

integration
if
simply
.
C******g
发帖数: 2930
46
BioWare CEO Ray Muzyka has revealed to VG247 that Mass Effect 2's Cerberus
Network DLC will be available for the PS3 version in a "full way." While he
didn't get too specific, he indicated that "a lot," if not all of the post-
release content that's been released for the Xbox 360 and PC versions of the
game will be integrated into the initial PS3 release. Additionally, the PS3
port will feature some form of an "introduction experience that provides
the backstory and the things that have happene
B*Z
发帖数: 7062
47
copy一段网上的quote:
To make the best use of scavenging effect, an equal-length exhaust manifold
is a must. Besides, to reduce the interence between the exhaust gas pulses f
rom different cylinders, the individual pipes shall be long. This explains w
hy most racing engines and high-performance engines employ tuned exhaust man
ifolds with very long and strangely routed pipes.
前两天碳大在比较新nsx和gtr的时候说到integrated exhaust manifold是个好事。好像
和这段话不一样。请问如和理解?
w*******y
发帖数: 60932
48
Viewsonic VX2250wm-LED 22" Widescreen LED Monitor - 1080p, 1920x1080, 16:9,
1000:1, 10000000:1 Dynamic, 5ms, DVI, VGA, Integrated Speakers $165 + Free
SH at Tigerdirect
Link:
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PS. no tax to CA
w*******y
发帖数: 60932
49
Excellent revolver for conceal carry able to fire 38 +P ammo.
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Type Revolver
Action Double Action Only
Caliber 38 Special
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Weight 14.3 oz
Finish PVD Coated
Link:
http://www.jetguns.com/bodyguard-wlaser-black-p-1413.html
w*******y
发帖数: 60932
50
Panasonic KX-TG7644M Link-To-Cell 1.9 GHz Digital DECT 6.0 4X Handsets
Cordless Phones Integrated Answering Machine
Best price I've seen since it was $100 at Amazon back in July. This is a
fantastic phone system for the house, and can link two cell phones!
This system is highly rated at Amazon:
http://www.amazon.com/Panasonic-KX-TG7644M-Bluetooth-Cordless-A
, where it is currently selling for $109.00.
Link at Newegg:
http://www.newegg.com/Product/Product.aspx?Item=N82E16876101396
.
Use promo co... 阅读全帖
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