Laplacian of the value function

Jeffrey Eiyike
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Homework Statement



Laplacian of the function V(x,t)=-1/2* x' D x + h' *x + D

Homework Equations

The Attempt at a Solution


is equals D.
 
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Your answer is wrong, please explain your reasoning. Note that D is a matrix and the Laplacian of a scalar function should be a scalar.

Edit: Note that I am assuming your x is a vector and x' its transpose. You really have not made this point clear in your post.
 
Laplacian of the function V(x,t)=-1/2* x' D x + h' *x - Z

x is a vector D is a matrix which depends on time h is a vector which depends on time Z is also a vector depends on time
 
D is a square matrix..
 
Jeffrey Eiyike said:

Homework Statement



Laplacian of the function V(x,t)=-1/2* x' D x + h' *x + D

Homework Equations

The Attempt at a Solution


is equals D.

PF rules require you to show your work. What is preventing you from just going ahead and actually computing the Laplacian?
 
Prove $$\int\limits_0^{\sqrt2/4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx = \frac{\pi^2}{8}.$$ Let $$I = \int\limits_0^{\sqrt 2 / 4}\frac{1}{\sqrt{x-x^2}}\arcsin\sqrt{\frac{(x-1)\left(x-1+x\sqrt{9-16x}\right)}{1-2x}} \, \mathrm dx. \tag{1}$$ The representation integral of ##\arcsin## is $$\arcsin u = \int\limits_{0}^{1} \frac{\mathrm dt}{\sqrt{1-t^2}}, \qquad 0 \leqslant u \leqslant 1.$$ Plugging identity above into ##(1)## with ##u...
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