Integral of function with Bessel function. 0 to infinity

5 vues (au cours des 30 derniers jours)
Sebastian
Sebastian le 9 Août 2014
Commenté : Yu Jiang le 9 Août 2014
So I'm quite new to Matlab and just want to solve a function using a few different parameters.
The function is:
where Iq(.) is the modified Bessel function of the first kind of order q.
I cant seem to get any good answer from the code below:
syms x
theta=0.1;
V_t=0.02;
kappa=1;
tau=30/365;
sigma=0.1425;
B=((1-exp(-kappa*tau))/(kappa*tau));
c=(2*kappa)/((sigma^2)*(1-exp(-kappa*tau)));
u=c*V_t*exp(-kappa*tau);
q=((2*kappa*theta)/(sigma^2))-1;
f= (sqrt(((1-B)*theta)+B*x)*c*exp(-u-(c*x))*((u/(c*x))^q/2))*(besseli(q,(2*sqrt(u*(c*x)))));
int(f, 0, inf)
all i get is
ans =
int((2744904123399207*exp(- (2744904123399207*x)/2199023255552 - 6472494767983165/281474976710656)*((8646976715685959*x)/9007199254740992 + 4610848499904423/1152921504606846976)^(1/2)*besseli(28751/3249, 2*((17766377577316783221931550350155*x)/618970019642690137449562112)^(1/2))*(6472494767983165/(351347727795098496*x))^(28751/3249))/4398046511104, x, 0, Inf)
Please help me!
  1 commentaire
Yu Jiang
Yu Jiang le 9 Août 2014
Hi Sebastian
To let me better help you, could you let me know what is the definition of I_q? It does not seem to be besseli(q,(2*sqrt(u*(c*x))), since besseli(q,(2*sqrt(u*(c*x))) is not a number when x=10.
-Yu

Connectez-vous pour commenter.

Réponses (0)

Catégories

En savoir plus sur Bessel functions dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by