- #1
FrancescoMi
- 5
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Hi, I have to solve one equation on Matlab. The equation is: (p-c)*psi'-psi=0 I have to find p. Where psi is:
and psi' is the derivative of psi. I've written this code:
I've calculated the derivatives by myself, and I hope they are ok. What do you think about the code? It works only if rho>eta. Moreover for different values of sigma it give me some strange results.
Do you think the code is right and the derivatives are correct?
and psi' is the derivative of psi. I've written this code:
Matlab:
rho = 0.04; %In the image is lambda
c = 25;
eta = 0.02;
mu = 40;
sigma = 0.57;
alpha = -rho/eta;
syms p t
F = t^(-alpha-1)*exp(-t^2/2+((p-mu)/sigma*sqrt(2*eta))*t); %Funzione integranda non derivata
F_d = t^(-alpha-1)*(t*sqrt(2*eta))/sigma*exp(-t^2/2+((p-mu)/sigma*sqrt(2*eta))*t); %Funzione integranda derivata
D = (exp(((p-mu)/sigma*sqrt(2*eta))^2/4)/gamma(-alpha))*int(F,t,0,inf); %Funzione cilindrica non derivata
D_d = (exp((((p-mu)/sigma*sqrt(2*eta))^2)/4)/gamma(-alpha))*int(F_d,t,0,inf)+((eta*(p-mu))/(4*(sigma)^2))*(exp((((p-mu)/sigma*sqrt(2*eta))^2)/4)/gamma(-alpha))*int(F,t,0,inf); %Funzione cilindrica derivata
psi = exp((eta*(p-mu)^2)/(2*(sigma)^2))*D;
psi_d = (eta*(p-mu))/(sigma^2)*exp((eta*(p-mu)^2)/(2*(sigma)^2))*D + exp((eta*(p-mu)^2)/(2*(sigma)^2))*D_d; %Derivata di psi
Theta = (p-c)*psi_d-psi;
FreeBoundary = solve(Theta,p)
I've calculated the derivatives by myself, and I hope they are ok. What do you think about the code? It works only if rho>eta. Moreover for different values of sigma it give me some strange results.
Do you think the code is right and the derivatives are correct?