回复: more math related questions

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回复: more math related questions

李峰-2
one hint: calculate square of Q1 first, use polar transformation, x = r cos(theta), y = r sin(theta)
 
 
------------------ 原始邮件 ------------------
发件人: "Hong Yu";
发送时间: 2011年8月10日(星期三) 晚上9:30
收件人: "luigi.ballabio";
抄送: "quantlib-users";
主题: Re: [Quantlib-users] more math related questions
 

Hello.  May I ask how to calculate analytically the integral in the attached 
image?  Thanks!

Regards,

Hong Yu



-----Original Message----- 
From: Hong Yu
Sent: Monday, August 08, 2011 3:31 PM
To: [hidden email]
Cc: [hidden email]
Subject: Re: [Quantlib-users] more math related questions


Thanks for your interest!  I have been doing for a friend on econometrics
related exponential integral calculation and run into a question.  Three
hours ago I got suggestions from other graduate students.  So I will try
further till further questions, then post here.

By the way, I am also interested to know if anyone will recommend some
open-source software on symbolic math calculation, e.g., helping to derive
analytical result of exponential integrals?  Thanks.

Regards,

Hong Yu



-----Original Message----- 
From: Luigi Ballabio
Sent: Monday, August 08, 2011 3:21 PM
To: Hong Yu
Cc: [hidden email]
Subject: Re: [Quantlib-users] more math related questions

On Mon, 2011-08-08 at 12:19 +0800, Hong Yu wrote:
>
> Hello.  Due to memory-RAM compatibility issue, my new workstation is
> now in its local brand maintenance center.  So I can’t work on code
> related things for couple days.  However, is it appropriate to ask
> some math related questions in the QuantLib’s mailing lists?

Go ahead.

Luigi

-- 

When all else fails, pour a pint of Guinness in the gas tank,
advance the spark 20 degrees, cry "God Save the Queen!", and pull
the starter knob.
-- MG "Series MGA" Workshop Manual



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Re: more math related questions

YuHong-4
 
Hello.  Thanks a lot for trying to help! 
 
May I ask about calculating (Q1)^2:
If using polar coordinates, then how to transform the square-shaped integral region?  Thanks!
 
By the way, I have checked in some math manual that, my question is close to the Goodwin-Staton integral (1948); however, the integral region is different.
 
Note:
The related research project is almost completed.  But I believe the project organizer will certainly be happy to know if any even better result.  Smile
 
Hong Yu
 
 
 
Sent: Thursday, August 25, 2011 1:32 PM
Subject: 回复: [Quantlib-users] more math related questions
 
one hint: calculate square of Q1 first, use polar transformation, x = r cos(theta), y = r sin(theta)
 
 
------------------ 原始邮件 ------------------
发件人: "Hong Yu";
发送时间: 2011年8月10日(星期三) 晚上9:30
收件人: "luigi.ballabio";
抄送: "quantlib-users";
主题: Re: [Quantlib-users] more math related questions
 

Hello.  May I ask how to calculate analytically the integral in the attached
image?  Thanks!

Regards,

Hong Yu



-----Original Message-----
From: Hong Yu
Sent: Monday, August 08, 2011 3:31 PM
To: [hidden email]
Cc: [hidden email]
Subject: Re: [Quantlib-users] more math related questions


Thanks for your interest!  I have been doing for a friend on econometrics
related exponential integral calculation and run into a question.  Three
hours ago I got suggestions from other graduate students.  So I will try
further till further questions, then post here.

By the way, I am also interested to know if anyone will recommend some
open-source software on symbolic math calculation, e.g., helping to derive
analytical result of exponential integrals?  Thanks.

Regards,

Hong Yu



-----Original Message-----
From: Luigi Ballabio
Sent: Monday, August 08, 2011 3:21 PM
To: Hong Yu
Cc: [hidden email]
Subject: Re: [Quantlib-users] more math related questions

On Mon, 2011-08-08 at 12:19 +0800, Hong Yu wrote:
>
> Hello.  Due to memory-RAM compatibility issue, my new workstation is
> now in its local brand maintenance center.  So I can’t work on code
> related things for couple days.  However, is it appropriate to ask
> some math related questions in the QuantLib’s mailing lists?

Go ahead.

Luigi

--

When all else fails, pour a pint of Guinness in the gas tank,
advance the spark 20 degrees, cry "God Save the Queen!", and pull
the starter knob.
-- MG "Series MGA" Workshop Manual



------------------------------------------------------------------------------
BlackBerry® DevCon Americas, Oct. 18-20, San Francisco, CA
The must-attend event for mobile developers. Connect with experts.
Get tools for creating Super Apps. See the latest technologies.
Sessions, hands-on labs, demos & much more. Register early & save!
http://p.sf.net/sfu/rim-blackberry-1
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users


------------------------------------------------------------------------------
EMC VNX: the world's simplest storage, starting under $10K
The only unified storage solution that offers unified management
Up to 160% more powerful than alternatives and 25% more efficient.
Guaranteed. http://p.sf.net/sfu/emc-vnx-dev2dev
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users