Recent content by phonic

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    How to simulate a random walk on a sphere

    Dear All, I am simulating a random walk on a sphere with unit radius. I want to move from current location p_t to the new location p_{t+1} along the big circle, whose arc has an angle omega relative to p_t's latitude. I tried using the law of cosine. But at the poles, the law of cosine...
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    How to Solve this Second Order PDE with Fixed Boundaries in Y?

    Hi All, I try to solve second order PDE: \frac{\partial^2 f(x,y)}{\partial x^2}=-a^2f(x,y) \frac{\partial^2 f(x,y)}{\partial y^2}=-a^2f(x,y) where a >2, f(x,y) is a periodic function in x, but has fixed boundaries in y. Is there a way to solve it? What does the solution look like? Any...
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    Test of two distributions/functions

    Dear All, I have two functions that are defined on a table, i.e. f1(x,y), f2(x,y), where x and y are bin indices, and 1\leq f1(x,y) \leq 1 , 1\leq f2(x,y) \leq 1 . I would like to perform some test to show whether f1(x,y) and f2(x,y) are significantly different. Is there some way to do...
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    Integration of function in a region

    Using your idea, define u=(e^{ik(x-x_0)+il(y-y0)}+e^{-ik(x-x_0)-il(y-y0)})/2 and v=(e^{-ik(x-x_0)-il(y-y0)}+e^{-ik(x-x_0)+il(y-y0)})/2, then the intergration region A looks simpler: A: u+v>b , but then \cos(k(x+y))\cos(ly) is not possible to write as a function of u and v.Is there other...
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    Integration of function in a region

    Dear All, I want to calculate some convolution like integrations: g_1(k,l)=\int\int_A \cos(k(x+y))\cos(ly) f(x,y)dx dy g_2(k,l)=\int\int_A \cos(k(x+y))\sin(ly) f(x,y)dx dy g_3(k,l)=\int\int_A \sin(k(x+y))\cos(ly) f(x,y)dx dy g_4(k,l)=\int\int_A \sin(k(x+y))\sin(ly) f(x,y)dx dy f(x,y)...
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    How can I find the derivative of an integration with respect to y?

    Dear all, I have a function in the form of f(y) = \int_{-h(y)}^{h(y)} g(x,y)dx . Then how to calculate its derivative w.r.t. y? i.e. \frac{d f(y)}{dy} Thank you very much for your input!
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    Solving Simple PDEs: A Guide for Beginners

    Dear All, I got some trobule in solving the following simple-looking PDE's. Can anyone give a hint about how to solve it? thanks a lot! I guess the solution is of the form y(u,v)=A[\cos(k(u-f(v))-B]\cosh(v)-C. But I don't know a formal way to solve. \frac{\partial^4y(u,v)}{\partial u^2 \partial...
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    A sum of Cosines (Fouries series)

    Dear All, I wonder how to calculate the sum of the following Cosines: \sum_{n=1}^\infty \cos(nx) Can anyone give a hint? Thanks a lot!
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    Upper bound on exponential function

    Xevarion and EnumaElish, Thanks for helping. Actually, I am working on 2). It is about error analysis. Each of the exponential function in the summation is an error term. I want to bound the total error by a function f(x), which is preferably an exponential function. In my case, x_is are...
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    Upper bound on exponential function

    upper bound on exponential function? Dear All, I am searching for an upper bound of exponential function (or sum of experiential functions): 1) \exp(x)\leq f(x) or: 2) \sum_{i=1}^n \exp(x_i) \leq f(x_1,\cdots,x_n, n) . Since exponential function is convex, it is not possible to use...
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    Upper bound on exponential function

    Dear All, I am searching for an upper bound of exponential function (or sum of experiential functions): 1) \exp(x)\leq f(x) or: 2) \sum_{i=1}^n \exp(x_i) \leq f(x_1,\cdots,x_n, n) . Since exponential function is convex, it is not possible to use Jenssen's inequality to get an upper bound...
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    Probability inequality for the sum of independent normal random variables

    Tanks for your reply. Then the problem is to bound the tail probability of this normal variable. I know one inequality is (R. D. Gordon, The Annals of Mathematical Statistics, 1941(12), pp 364-366) P(z \geq x) = \int_x^\infty \frac{1}{\sqrt{2\pi}} e^{-\frac{1}{2}z^2} dz \leq \frac{1}{x}...
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    Probability inequality for the sum of independent normal random variables

    Dear all, I wonder wheather there exsits a probability inequality for the sum of independent normal random variables (X_i are i.i.d. normal random varianble with mean \mu and variance \sigma^2): P\left(\frac{1}{n}\sum_{i=1}^n X_i - \mu> \epsilon\right)\leq f(\epsilon, \sigma^2,n) \right). We...
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    The inverse function of x exp(-1/x^2)

    Dear All, Is it possible to have an analytical inverse function of y=x e^{-\frac{1}{x^2}}. Since y is monotonously increasing, its inverse function exists. But is it possible to get a close form? Thanks a lot! Phonic
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    Applying Chernoff bound on normal distribution

    s can be considered as a constant number. Since the Markov inequality holds for any s. Is there some bounds on the tail probability of a normal distribution?
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