I am trying to calculate the inversion Laplace transform of,
F(s) = Erfc[s]
at t = 100
I have tried the following way using Stehfest method(76 Mathematical Journal, 1994),
csteh[n_, i_] = (-1)^(i + n/2) Sum[k^(n/2)(2k) !/((n/2 - k) ! k ! ( k -1 ) !(i - k) !(2k - i) !), {k, Floor[(i + 1)/2], Min[i, n/2]}];
NLInvSteh[F_, s_, t_, n_] := log[2]/t Sum[ csteh[n,i] F /.s -> i log[2]/t, {i, 1, n}] //N
My function:
F[s_] = Erfc[s]
%NLInvSteh[F[s], s, t, N]
NLInvSteh[F[s], s, 100, 6]
The output is-
(Erfc[log[2.]]-49. Erfc[2. log[2.]]+366. Erfc[3. log[2.]]-858. Erfc[4. log[2.]]+810. Erfc[5. log[2.]]-270. Erfc[6. log[2.]]) log[2.]
Can we get the simplify value of the output.
Use upper case Log.
NLInvSteh[F_, s_, t_, n_] :=
Log[2]/t Sum[csteh[n, i] F /. s -> i Log[2]/t, {i, 1, n}] // N
NLInvSteh[F[s], s, 100, 6]
0.000052055
I am very new to Mathematica, and I am trying to solve the following problem.
I have a cubic equation of the form Z = aZ^3 + bZ^2 + a + b. The first thing I want to do is to get a function that solves this analytically for Z and chooses the minimal positive root for that, as a function of a and b.
I thought that in order to get the root I could use:
Z = Solve[z == az^3 + bz^2 + a + b, z];
It seems like I am not quite getting the roots, as I would expect using the general cubic equation solution formula.
I want to integrate the minimal positive root of Z over a and b (again, preferably analytically) from 0 to 1 for a and for a to 1 for b.
I tried
Y = Integrate[Z, {a, 0, 1}, {b, a, 1}];
and that does not seem to give any formula or numerical value, but just returns an integral. (Notice I am not even sure how to pick the minimal positive root, but I am playing around with Mathematica to try to figure it out.)
Any ideas on how to do this?
Spaces between a or b and z are important. You can get the roots by:
sol = z /. Solve[z == a z^3 + b z^2 + a + b, z]
However, are you sure this expression has a solution as you expect? For a=0.5 and b=0.5, the only real root is negative.
sol /. {a->0.5, b->0.5}
{-2.26953,0.634765-0.691601 I,0.634765+0.691601 I}
sol = z /. Solve[z == a z^3 + b z^2 + a + b, z];
zz[a0_ /; NumericQ[a0], b0_ /; NumericQ[b0]] :=
Min[Select[ sol /. {a -> a0, b -> b0} ,
Element[#, Reals] && # > 0 & ]]
This returns -infinty when there are no solutions. As sirintinga noted your example integration limits are not valid..
RegionPlot[NumericQ[zz[a, b] ] , {a, -1, .5}, {b, -.5, 1}]
but you can numerically integrate if you have a valid region..
NIntegrate[zz[a, b], {a, -.5, -.2}, {b, .8, .9}] ->> 0.0370076
Edit ---
there is a bug above Select in Reals is throwin away real solutions with an infinitesimal complex part.. fix as:..
zz[a0_ /; NumericQ[a0], b0_ /; NumericQ[b0]] :=
Min[Select[ Chop[ sol /. {a -> a0, b -> b0} ],
Element[#, Reals] && # > 0 & ]]
Edit2, a cleaner approach if you dont find Chop satisfyting..
zz[a0_ /; NumericQ[a0], b0_ /; NumericQ[b0]] :=
Module[{z, a, b},
Min[z /. Solve[
Reduce[(z > 0 && z == a z^3 + b z^2 + a + b /.
{ a -> a0, b -> b0}), {z}, Reals]]]]
RegionPlot[NumericQ[zz[a, b] ] , {a, -2, 2}, {b, -2, 2}]
NIntegrate[zz[a, b], {a, 0, .5}, {b, 0, .5 - a}] -> 0.0491321
Suppose I have this Mathematica code, whose output, a real number, depends on the input, say, x,y,z. How do I make a real-valued function in x,y,z based on the code?
If the code describes a simple relationship among x,y,z, I could define this function directly. The point here is that the given code is a very complicated block (or module).
For example, if the code simply sums x,y,z, I would simply define
f[x_,y_,z_]=x+y+z
What if I have a very complex example, like the one below:
s0[a_, b_, x_] :=
{1, 0, (a + b) x + (1 - a - b)}
s1[a_, b_, c_, d_, p_, q_, n_, x_] :=
Which[0 <= x <= c, {2, n - 1, x/c*q + p},
c <= x <= c + d, {2, n, (x - c)/d*p},
c + d <= x <= 1, {1, n + 1, (x - (c + d))/(1 - c - d)*(1 - a - b)}]
s2[s_, t_, c_, d_, p_, q_, n_, x_] :=
Which[0 <= x <= 1 - s - t, {2, n - 1,
x/(1 - s - t)*(1 - p - q) + p + q},
1 - s - t <= x <= 1 - s, {3,
n - 1, (x - (1 - s - t))/t*(1 - c - d) + c + d},
1 - s <= x <= 1, {3, n, (x - (1 - s))/s*d + c}]
s3[c_, a_, b_, s_, t_, n_, x_] :=
Which[0 <= x <= 1 - a - b, {4, n - 1, x/(1 - a - b)*t + 1 - s - t},
1 - a - b <= x <= 1 - a, {4, n, (x - (1 - a - b))/b*(1 - s - t)},
1 - a <= x <= 1, {3, n + 1, (x - (1 - a))/a*c}]
s4[p_, q_, s_, a_, b_, n_, x_] :=
Which[0 <= x <= p, {4, n - 1, x/p*s + 1 - s},
p <= x <= p + q, {5, n - 1, (x - p)/q*a/(a + b) + b/(a + b)},
p + q <= x <= 1, {5, n, (x - (p + q))/(1 - p - q)*b/(a + b)}]
F[{k_, n_, x_}] :=
Which[k == 0, s0[a, b, x],
k == 1, s1[a, b, c, d, p, q, n, x],
k == 2, s2[s, t, c, d, p, q, n, x],
k == 3, s3[c, a, b, s, t, n, x],
k == 4, s4[p, q, s, a, b, n, x]]
G[x_] := NestWhile[F, {0, 0, x}, Function[e, Extract[e, {1}] != 5]]
H[x_] := Extract[G[x], {2}] + Extract[G[x], {3}]
H[0]
For the above code to run, one needs to specify the list
{a,b,c,d,p,q,s,t}
And the output are real numbers. How does one define a function in a,b,c,d,p,q,s,t that spits out these real numbers?
Your essential problem is that you have a large number of parameters in your auxiliary functions, but your big-letter functions (F, G and H and by the way single-capital-letter function names in Mathematica are a bad idea) only take three parameters and your auxiliary functions (s0 etc) only return three values in the returned list.
You have two possible ways to fix this.
You can either redefine everything to require all the parameters required in the whole system - I'm assuming that common parameter names across the auxiliary functions really are common values - like this:
G[x_, a_, b_, c_, d_, p_, q_, s_, t_] :=
NestWhile[F, {0, 0, x, a, b, c, d, p, q, s, t},
Function[e, Extract[e, {1}] != 5]]
or
You can set some options that set these parameters globally for the whole system. Look up Options and OptionsPattern. You would do something like this:
First, define default options:
Options[mySystem] = {aa -> 0.2, bb -> 1., cc -> 2., dd -> 4.,
pp -> 0.2, qq -> 0.1, ss -> 10., tt -> 20.}
SetOptions[mySystem, {aa->0.2, bb->1., cc->2., dd->4., pp->0.2,
qq->0.1, ss->10., tt->20.}]
Then write your functions like this:
F[{k_, n_, x_}, OptionsPattern[mySystem]] :=
With[{a = OptionValue[aa], b = OptionValue[bb], c = OptionValue[cc],
d = OptionValue[dd], p = OptionValue[pp], q = OptionValue[qq],
s = OptionValue[ss], t = OptionValue[tt]},
Which[k == 0, s0[a, b, x], k == 1, s1[a, b, c, d, p, q, n, x],
k == 2, s2[s, t, c, d, p, q, n, x], k == 3,
s3[c, a, b, s, t, n, x], k == 4, s4[p, q, s, a, b, n, x]] ]
There is also something quite wrong with your use of Extract (you are assuming there are more parts in your list than are actually there in the first few iterations), but this answers your main issue.
I need to find fixed points of iterative map x[n] == 1/2 x[n-1]^2 - Mu.
My approach:
Subscript[g, n_ ][Mu_, x_] := Nest[0.5 * x^2 - Mu, x, n]
fixedPoints[n_] := Solve[Subscript[g, n][Mu, x] == x, x]
Plot[
Evaluate[{x,
Table[Subscript[g, 1][Mu, x], {Mu, 0.5, 4, 0.5}]}
], {x, 0, 0.5}, Frame -> True]
I'll change notation slightly (mostly so I myself can understand it). You might want something like this.
y[n_, mu_, x_] := Nest[#^2/2 - mu &, x, n]
fixedPoints[n_] := Solve[y[n, mu, x] == x, x]
The salient feature is that the "function" being nested now really is a function, in correct format.
Example:
fixedPoints[2]
Out[18]= {{x -> -1 - Sqrt[-3 + 2*mu]},
{x -> -1 + Sqrt[-3 + 2*mu]},
{x -> 1 - Sqrt[ 1 + 2*mu]},
{x -> 1 + Sqrt[ 1 + 2*mu]}}
Daniel Lichtblau
First of all, there is an error in your approach. Nest takes a pure function. Also I would use exact input, i.e. 1/2 instead of 0.5 since Solve is a symbolic rather than numeric solver.
Subscript[g, n_Integer][Mu_, x_] := Nest[Function[z, 1/2 z^2 - Mu], x, n]
Then
In[17]:= fixedPoints[1]
Out[17]= {{x -> 1 - Sqrt[1 + 2 Mu]}, {x -> 1 + Sqrt[1 + 2 Mu]}}
A side note:
Look what happens when you start very near to a fixed point (weird :) :
f[z_, Mu_, n_] := Abs[N#Nest[1/2 #^2 - Mu &, z, n] - z]
g[mu_] := f[1 + Sqrt[1 + 2*mu] - mu 10^-8, mu, 10^4]
Plot[g[mu], {mu, 0, 3}, PlotRange -> {0, 7}]
Edit
In fact, it seems you have an autosimilar structure there:
I have a function, let's say for example,
D[x^2*Exp[x^2], {x, 6}] /. x -> 0
And I want to replace 6 by a general integer n,
Or cases like the following:
Limit[Limit[D[D[x /((-1 + x) (1 - y) (-1 + x + x y)), {x, 3}], {y, 5}], {x -> 0}], {y -> 0}]
And I want to replace 3 and 5 by a general integer m and n respectively.
How to solve these two kinds of problems in general in mma?
Many thanks.
Can use SeriesCoefficient, sometimes.
InputForm[n! * SeriesCoefficient[x^2*Exp[x^2], {x,0,n}]]
Out[21]//InputForm=
n!*Piecewise[{{Gamma[n/2]^(-1), Mod[n, 2] == 0 && n >= 2}}, 0]
InputForm[mncoeff = m!*n! *
SeriesCoefficient[x/((-1+x)*(1-y)*(-1+x+x*y)), {x,0,m}, {y,0,n}]]
Out[22]//InputForm=
m!*n!*Piecewise[{{-1 + Binomial[m, 1 + n]*Hypergeometric2F1[1, -1 - n, m - n,
-1], m >= 1 && n > -1}}, 0]
Good luck extracting limits for m, n integer, in this second case.
Daniel Lichtblau
Wolfram Research
No sure if this is what you want, but you may try:
D[x^2*Exp[x^2], {x, n}] /. n -> 4 /. x -> 0
Another way:
f[x0_, n_] := n! SeriesCoefficient[x^2*Exp[x^2], {x, x0, n}]
f[0,4]
24
And of course, in the same line, for your other question:
f[m_, n_] :=
Limit[Limit[
D[D[x/((-1 + x) (1 - y) (-1 + x + x y)), {x, m}], {y, n}], {x ->
0}], {y -> 0}]
These answers don't give you an explicit form for the derivatives, though.