Hello.
In my code, I can't get a result when parameter H is less than 0.23. Parameter H can be between 0 and 1 but when I put it less than 0.23, It can't work correctly. For example, q_5 in code can't be computed.
Subscript[q, 5] =
NIntegrate[(f0[s])^2*(f0[u])^2, {s, 0, T}, {u, 0, s}] +
NIntegrate[(f0[s])^2*(Subscript[\[Lambda], 2][s, u])^2, {s, 0,
T}, {u, 0, s}] +
2*\[Rho]*
NIntegrate[
f0[s]*f0[s]*Subscript[\[Lambda], 2][s, u] f0[u], {s, 0, T}, {u, 0,
s}]
and one problem is computing the below integral in q_5:
NIntegrate[(f0[s])^2*(Subscript[\[Lambda], 2][s, u])^2, {s, 0, T}, {u,
0, s}]
How can solve this problem? Based on the article I should put H=0.13 and do my computations.
Thanks for your help.
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