From: Bill Dubuque on
rob(a)trash.whim.org (Rob Johnson) wrote:
>"cronusf(a)gmail.com" <cronusf(a)gmail.com> wrote:
>>
>>I'm looking at a book that solves a differential equation with
>> integrating factor. In the end that get something like:
>>
>> L(x) = exp( int_^x()dx )
>>
>> Note that they omit the lower limit of integration and just keep
>> the upper limit of integration. What does this mean? Is this a
>> shortcut where the lower integration limit is implied somehow
>> (it would be 0 in the context of the problem).
>
> My guess is that
>
> |\x
> L(x) = exp( | () dx )
> \|
>
> was really intended to use the indefinite integral
>
> |\
> L(x) = exp( | () dx )
> \|
>
> Unfortunately, the extra limit, perhaps intended to make something
> more explicit, is not only non-standard, but also confusing.

The OP misread: the integral has the form int^x f(t) dt (not dx)
so it's just a change of variable t -> x in an indefinite integral
cf. bottom of p. 2 in:
http://www.cs.cornell.edu/courses/cs667/2005sp/notes/09wang.pdf
From: Rob Johnson on
In article <l2chbp5nz9f.fsf(a)shaggy.csail.mit.edu>,
Bill Dubuque <wgd(a)nestle.csail.mit.edu> wrote:
>rob(a)trash.whim.org (Rob Johnson) wrote:
>>"cronusf(a)gmail.com" <cronusf(a)gmail.com> wrote:
>>>
>>>I'm looking at a book that solves a differential equation with
>>> integrating factor. In the end that get something like:
>>>
>>> L(x) = exp( int_^x()dx )
>>>
>>> Note that they omit the lower limit of integration and just keep
>>> the upper limit of integration. What does this mean? Is this a
>>> shortcut where the lower integration limit is implied somehow
>>> (it would be 0 in the context of the problem).
>>
>> My guess is that
>>
>> |\x
>> L(x) = exp( | () dx )
>> \|
>>
>> was really intended to use the indefinite integral
>>
>> |\
>> L(x) = exp( | () dx )
>> \|
>>
>> Unfortunately, the extra limit, perhaps intended to make something
>> more explicit, is not only non-standard, but also confusing.
>
>The OP misread: the integral has the form int^x f(t) dt (not dx)
>so it's just a change of variable t -> x in an indefinite integral
>cf. bottom of p. 2 in:
>http://www.cs.cornell.edu/courses/cs667/2005sp/notes/09wang.pdf

Actually, on page 4, section 3.1, the second equation reads

|\t
- | \sigma_a(t) dt
L(t) = C e \|

Where t is used as limit and integrand. However, this is the only
place I see. As Robert Israel mentions, the lower limit could be
set to anything as that only means using a different constant C.

Rob Johnson <rob(a)trash.whim.org>
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From: Bill Dubuque on
rob(a)trash.whim.org (Rob Johnson) wrotw:
>Bill Dubuque <wgd(a)nestle.csail.mit.edu> wrote:
>>rob(a)trash.whim.org (Rob Johnson) wrote:
>>>"cronusf(a)gmail.com" <cronusf(a)gmail.com> wrote:
>>>>
>>>>I'm looking at a book that solves a differential equation with
>>>> integrating factor. In the end that get something like:
>>>>
>>>> L(x) = exp( int_^x()dx )
>>>>
>>>> Note that they omit the lower limit of integration and just keep
>>>> the upper limit of integration. What does this mean? Is this a
>>>> shortcut where the lower integration limit is implied somehow
>>>> (it would be 0 in the context of the problem).
>>>
>>> My guess is that
>>>
>>> |\x
>>> L(x) = exp( | () dx )
>>> \|
>>>
>>> was really intended to use the indefinite integral
>>>
>>> |\
>>> L(x) = exp( | () dx )
>>> \|
>>>
>>> Unfortunately, the extra limit, perhaps intended to make something
>>> more explicit, is not only non-standard, but also confusing.
>>
>> The OP misread: the integral has the form int^x f(t) dt (not dx)
>> so it's just a change of variable t -> x in an indefinite integral
>> cf. bottom of p. 2 in:
>> http://www.cs.cornell.edu/courses/cs667/2005sp/notes/09wang.pdf
>
> Actually, on page 4, section 3.1 [...]

That's not relevant since the OP asked about the integral
on (bottom of) p. 2, which has the form that I said above.

From: Rob Johnson on
In article <l2cd3ztnrvp.fsf(a)shaggy.csail.mit.edu>,
Bill Dubuque <wgd(a)nestle.csail.mit.edu> wrote:
>rob(a)trash.whim.org (Rob Johnson) wrotw:
>>Bill Dubuque <wgd(a)nestle.csail.mit.edu> wrote:
>>>rob(a)trash.whim.org (Rob Johnson) wrote:
>>>>"cronusf(a)gmail.com" <cronusf(a)gmail.com> wrote:
>>>>>
>>>>>I'm looking at a book that solves a differential equation with
>>>>> integrating factor. In the end that get something like:
>>>>>
>>>>> L(x) = exp( int_^x()dx )
>>>>>
>>>>> Note that they omit the lower limit of integration and just keep
>>>>> the upper limit of integration. What does this mean? Is this a
>>>>> shortcut where the lower integration limit is implied somehow
>>>>> (it would be 0 in the context of the problem).
>>>>
>>>> My guess is that
>>>>
>>>> |\x
>>>> L(x) = exp( | () dx )
>>>> \|
>>>>
>>>> was really intended to use the indefinite integral
>>>>
>>>> |\
>>>> L(x) = exp( | () dx )
>>>> \|
>>>>
>>>> Unfortunately, the extra limit, perhaps intended to make something
>>>> more explicit, is not only non-standard, but also confusing.
>>>
>>> The OP misread: the integral has the form int^x f(t) dt (not dx)
>>> so it's just a change of variable t -> x in an indefinite integral
>>> cf. bottom of p. 2 in:
>>> http://www.cs.cornell.edu/courses/cs667/2005sp/notes/09wang.pdf
>>
>> Actually, on page 4, section 3.1 [...]
>
>That's not relevant since the OP asked about the integral
>on (bottom of) p. 2, which has the form that I said above.

Ah, now that I look back to an offshoot of the thread, I see that
the OP mentions page 2. As you say, the form he asks about is not
on page 2. However, the thread to which I was replying did not
mention page 2, and his form does exist on page 4, so it seemed
relevant.

Rob Johnson <rob(a)trash.whim.org>
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