I need to write a loop within a loop for something like this;

for i from 1 to n for j from i to n do;
A[i,j]:= rand();
A[j,i]:= A[i,j]

end do; end do;

(just random sample code, not what I need to do)

But I don't want the loop to carry this out for when i=j ie. A[i,i] for i = 1 to n. How can I do this?

This is on Simple Harmonic Motion. I have
KE= 2*v(t)^2 ,
PE= 3*x(t)^2 + 4*x(t)^4.       and I also have given
diff(x(t),t) = v(t).

I needed help plotting it because I know that TE = PE + KE is a constant and I just want to plot it into a straight line. ( I have simplified the equations so don't worry about the equations being wrong).

Help Needed, really appreciated.

Thanks, 

Hi,

I tried to find the limit of the following equation using l'hopital's rule, when sigma approches to zero find i couldn't find it.

Now i want to use Taylor series to find the limit of the following equation, when sigma approches zero.

Hello! And thanks for looking and helping!

I've been working on programming an algorithm that requires that I find the polynomials A, B
such that Af + Bg=Res(f, g, x) [the resultant] where f and g are given. In all my searching I couldn't find something that would spit out A and B for me. No luck that route so...

Hi!

I've a problem with maple. I wonder to see the visualisation of the solutions of a system of partial equations :

with(PDEtools);
EDP := [diff(s(x, y, t), t) = -.45*i(x, y, t)*s(x, y, t), diff(i(x, y, t), t) = .45*i(x, y, t)*s(x, y, t)-.2*i(x, y, t)-.7*(diff(i(x, y, t), x)+diff(i(x, y, t), y))];
IBC := {s(0, y, t) = 1, s(x, y, 0) = f(x, y), i(x, y, 0) = g(x)};
f := proc (x) options operator, arrow; 1-g(x) end proc; g := proc (x) options operator, arrow; piecewise(x = 20, .2, 0) end proc

But when I write :

Hi

I have an old maple document written as 1-D math input. In order to make the document more clear I used the convert to 2-D math input funtion.

The following expression containing a unknown function phi[0] and a guess on this function has both been converted to 2-D math input.

U0:=1/2/mu*exp(-I*theta)*(kappa*phi[0](z)-z*conjugate(diff(phi[0](z),z))-conjugate(psi[0](z)));

phi[1](z) := A[1]*z^(lambda+I*epsilon)+B[1]*z^(lambda-I*epsilon);

Hi there, I'm trying to express the following expression

sin(c + I * (sin (d + k * sin(t)))

in terms of Bessel functions. I've been knocking my head against it trying to do it by hand for a while now and someone suggested maple could help.

Hello everybody!
 

I have a problem that's cracking my skull for the past few days and i can't seem to find an answer.
I have three equations with three variables, wich i have to solve.

> f1 := (x, y, l) -> x*z-l*x+2*z*l;

> f2 := (x, y, l) -> x^2+4*l*x;

> f3 := (x, y, l) -> -x^2+4*x*z-12;

I want to generate values which have a N(0,1) distribution (and also some which have a N(0,1/2)+I*N(0,1/2))

I have found the RandomVariable(Normal(0,1)) command but this just tells me things like _R44 and I need the numerical value.

Please can you help? (with both distribution cases)

How do I change the size of a plot? For instance, how do I make a plot fill an entire page?

I am trying to replicate the Parrondo paradox which can be found for example here books.google.co.uk/books  and

Why does the binary entropy function have the form   H := -p*log(p)-(1-p)*log(1-p);
Why does not the maximum occur when H=1 and p=0.5 ?

H := -p*log(p)-(1-p)*log(1-p);
plot(H, p = 0 .. 1);

> x := [1, 5, 3, 7];
                                  [1, 5, 3, 7]
> y := sort(x);
                                  [1, 3, 5, 7]