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Question: discretization a definite integral (using fft?)

Question:discretization a definite integral (using fft?)

brian bovril 889 Maple
April 28 2013
0

Hello

I have a nasty definite integral to evaluate. I need to integrate w.r.t X[2] and leave the integrated expression as a function of   X[1].

int(-(1/781250)*exp(-(1/1250)*X[1]^2)*X[2]*exp(-(1/1250)*X[2]^2)/((1+exp((1/67)*X[2]-(1/67)*X[1]))*Pi), X[2] = -infinity .. infinity)

The discretization is via the fast fourrier transform, which I am not really familiar with, but it relates to integral(-infinity..infinity) so applies well here. I think there is a FFT function in maple, isn’t there? How does one implement it here?

int_def.mw

 

 
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