problem with integration of gaussian distribution



On Mon, Jul 6, 2009 at 3:20 PM, Riemann, Robert <
robert.riemann at physik.hu-berlin.de> wrote:

> Maxima computes the integration.
> The result may be right, but is to complicated to interpret.
> Exponentialze doesnt seem to work for this solution.
>
> I thought i could help maxima with some "wise" ;) substitutions.
> I found out that Maxima solves something like this as expected:
> integrate(exp(-x^2-2*x),x,minf,inf);
>

Well, this has no parameters, while your integral has 6 (A, m, d, P_0, h,
t). So it is not surprising that the result is more complicated.


> What must I do, to let Maxima sort some summands in powers of p?
>

I'm sorry, I don't understand.


> Is it possible to force Maxima to use a given substitution to make the
> terms easier?
>

I'm sorry, I don't understand.  You can do any substitutions you want -- see
? changevar.  But you can't control how the 'integrate' command performs the
integral internally.

The simplest form I could find with basic Maxima functions, by the way, used
scanmap(gfactor,...).  See below.

              -s

-------------------------


(%i1) phi(p)*%e^(%i*(p*x-p^2*t/(2*m))/h)/(2*%pi*h);
(%o1) %e^(%i*(p*x-p^2*t/(2*m))/h-d^2*(p-p_0)^2/h^2)*A/(2*%pi*h)
(%i2) integrate(%,p,minf,inf);
Is  %e^(d^2*p_0/h^2)-1  positive, negative, or zero?

p;
Is  t  positive, negative, or zero?

p;
Is  x  positive, negative, or zero?

p;
Is  p_0  positive, negative, or zero?

p;
Is
sqrt(sqrt(h^2*t^2+4*d^4*m^2)-2*d^2*m)*(sqrt(h^2*t^2+4*d^4*m^2)+2*d^2*m)^(3/2)-h^2*t^2
positive, negative, or zero?

p;
(%o2) (%i*(sqrt(%pi)*h*sqrt(m)*sqrt(sqrt(h^2*t^2+4*d^4*m^2)+2*d^2*m)
                    *%e^(-2*d^2*m^2*x^2/(2*h^2*t^2+8*d^4*m^2)
                        +4*d^2*m*p_0*t*x/(2*h^2*t^2+8*d^4*m^2)

+8*d^6*m^2*p_0^2/(2*h^4*t^2+8*d^4*h^2*m^2)-d^2*p_0^2/h^2)
                    *sin(m*(h^2*t*x^2+8*d^4*m*p_0*x-4*d^4*p_0^2*t)
                          /(2*h*(h^2*t^2+4*d^4*m^2)))
          /sqrt(h^2*t^2+4*d^4*m^2)
          -sqrt(%pi)*h*sqrt(m)*sqrt(sqrt(h^2*t^2+4*d^4*m^2)-2*d^2*m)
                    *%e^(-2*d^2*m^2*x^2/(2*h^2*t^2+8*d^4*m^2)
                        +4*d^2*m*p_0*t*x/(2*h^2*t^2+8*d^4*m^2)

+8*d^6*m^2*p_0^2/(2*h^4*t^2+8*d^4*h^2*m^2)-d^2*p_0^2/h^2)
                    *cos(m*(h^2*t*x^2+8*d^4*m*p_0*x-4*d^4*p_0^2*t)
                          /(2*h*(h^2*t^2+4*d^4*m^2)))
           /sqrt(h^2*t^2+4*d^4*m^2))
       +sqrt(%pi)*h*sqrt(m)*sqrt(sqrt(h^2*t^2+4*d^4*m^2)-2*d^2*m)
                 *%e^(-2*d^2*m^2*x^2/(2*h^2*t^2+8*d^4*m^2)
                     +4*d^2*m*p_0*t*x/(2*h^2*t^2+8*d^4*m^2)

+8*d^6*m^2*p_0^2/(2*h^4*t^2+8*d^4*h^2*m^2)-d^2*p_0^2/h^2)

*sin(m*(h^2*t*x^2+8*d^4*m*p_0*x-4*d^4*p_0^2*t)/(2*h*(h^2*t^2+4*d^4*m^2)))
        /sqrt(h^2*t^2+4*d^4*m^2)
       +sqrt(%pi)*h*sqrt(m)*sqrt(sqrt(h^2*t^2+4*d^4*m^2)+2*d^2*m)
                 *%e^(-2*d^2*m^2*x^2/(2*h^2*t^2+8*d^4*m^2)
                     +4*d^2*m*p_0*t*x/(2*h^2*t^2+8*d^4*m^2)

+8*d^6*m^2*p_0^2/(2*h^4*t^2+8*d^4*h^2*m^2)-d^2*p_0^2/h^2)

*cos(m*(h^2*t*x^2+8*d^4*m*p_0*x-4*d^4*p_0^2*t)/(2*h*(h^2*t^2+4*d^4*m^2)))
        /sqrt(h^2*t^2+4*d^4*m^2))
       *A
       /(2*%pi*h)
(%i3) scanmap(gfactor,exponentialize(%));
(%o3) sqrt(m)*sqrt((h*t-2*%i*d^2*m)*(h*t+2*%i*d^2*m))
             *(sqrt(sqrt((h*t-2*%i*d^2*m)*(h*t+2*%i*d^2*m))+2*d^2*m)
              -%i*sqrt(sqrt((h*t-2*%i*d^2*m)*(h*t+2*%i*d^2*m))-2*d^2*m))

*%e^(%i*(h*m*x^2-4*%i*d^2*m*p_0*x+2*%i*d^2*p_0^2*t)/(2*h*(h*t-2*%i*d^2*m)))*A
       /(2*sqrt(%pi)*(h*t-2*%i*d^2*m)*(h*t+2*%i*d^2*m))
(%i4)