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Math Help - Constrained Integral

  1. #1
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    Constrained Integral

    I have a difficult integral to solve. I can do it numerically, except i have two rigid constraints on the integral bounds

    Can someone suggest reading ares on either how to numerically solve this or analytically.

    thanks

    sam
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  2. #2
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    Quote Originally Posted by chogo View Post
    I have a difficult integral to solve. I can do it numerically, except i have two rigid constraints on the integral bounds

    Can someone suggest reading ares on either how to numerically solve this or analytically.

    thanks

    sam
    At the moment there's a third constraint making it impossible to give an answer: There's no integral ......
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  3. #3
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    P(u<T_1<v | O_1,...,O_k,N) = A \int_u^v \int  T_1^{O_1} \prod_{i=2}^k T_i^{O_i}

    k={1,2,3 or 4}

    0<O<N

    A is a constant

    ------- The bounds constraints for the second integral are

    \sum_{j=2}^k T_i \in [1-v,1-u]

    and

    0 \leq T_i \leq 1 ~~ \forall = 2,...,k
    Last edited by chogo; May 22nd 2008 at 06:35 AM.
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  4. #4
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    is that enough information?
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