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Re: NIntegrate problem

  • To: mathgroup at smc.vnet.net
  • Subject: [mg27819] Re: NIntegrate problem
  • From: "Allan Hayes" <hay at haystack.demon.co.uk>
  • Date: Mon, 19 Mar 2001 01:29:10 -0500 (EST)
  • References: <98vh78$8t6@smc.vnet.net>
  • Sender: owner-wri-mathgroup at wolfram.com

Martin,
I  can't tell you what the problem is, but below I get the same answer
without warning messages by making some adjustments.
The problem seems to lie at about  t = 2/3.

SeasonTab={{0/12,-0.5},{1/12,-.2},{2/12,-0.5},{3/12,-0.5},{4/12,0.-.25},{5/1
2,
        0.1},{6/12,0.5},{7/12,0.7},{8/12,
        1.1},{9/12,-0.3},{10/12,-0.7},{11/12,-0.6},{12/12,-0.5}};

SeasonFunction=
    Interpolation[SeasonTab,PeriodicInterpolation->True,
      InterpolationOrder->3];

NIntegrate[SeasonFunction[t]*Cos[2*Pi*t],{t,0,1}]

[messages

 NIntegrate::slwcon: Numerical integration converging too slowly; suspect
one \
of the following: singularity, value of the integration being 0, oscillatory
\
integrand, or insufficient WorkingPrecision. If your integrand is
oscillatory \
try using the option Method->Oscillatory in NIntegrate.

NIntegrate::ncvb: NIntegrate failed to converge to prescribed accuracy after
\
7 recursive bisections in t near t = 0.66796875`.

]

-0.283902


Here I respond to the first message by changing the range of integration to
[0.1, 1.1] (noting the periodicity)
and to the second message by increasing MaxRecursion.

NIntegrate[SeasonFunction[t]*Cos[2*Pi*t],{t,0.1,1.1},
    MaxRecursion -> 7
    ]

-0.283903

For a second attempt I increase the GuassPoints

NIntegrate[SeasonFunction[t]*Cos[2*Pi*t],{t,0.,1.},
    GaussPoints->25
    ]

-0.283903

The following seems to localize the problem

NIntegrate[SeasonFunction[t]*Cos[2*Pi*t],{t,.62,.7}
  ]

[message:
NIntegrate::slwcon: Numerical integration converging too slowly; suspect one
\
of the following: singularity, value of the integration being 0, oscillatory
\
integrand, or insufficient WorkingPrecision. If your integrand is
oscillatory \
try using the option Method->Oscillatory in NIntegrate.
]

-0.0426937

--
Allan
---------------------
Allan Hayes
Mathematica Training and Consulting
Leicester UK
www.haystack.demon.co.uk
hay at haystack.demon.co.uk
Voice: +44 (0)116 271 4198
Fax: +44 (0)870 164 0565

"Martin Richter" <mrMICE.fi at cbs.dk> wrote in message
news:98vh78$8t6 at smc.vnet.net...
> Hi
>
> I'm trying to integrate a simple function, defined as follows:
>
> SeasonTab = {{0/12, -0.5}, {1/12, -.2}, {2/12, -0.5}, {3/12, -0.5}, {4/12,
>         0. - .25}, {5/12, 0.1}, {6/12, 0.5}, {7/12, 0.7}, {8/12,
>         1.1}, {9/12, -0.3}, {10/12, -0.7}, {11/12, -0.6}, {12/12, -0.5}};
> SeasonFunction =
>     Interpolation[SeasonTab, PeriodicInterpolation -> True,
>       InterpolationOrder -> 3];
> NIntegrate[SeasonFunction[t]*Cos[2*Pi*t], {t, 0, 1}]
>
> I think I have tried every setting in NIntegrate.
>
> The function SeasonFunction[t]*Cos[2*Pi*t] is of course not C\infinity but
> it should not give any problems. So at the moment I'm just ignoring
> the error message but if anyone could tell what this the problem is it
would
> be great.
>
> Martin
>
>
> NIntegrate::"slwcon": "Numerical integration converging too slowly;
suspect
> \
> one of the following: singularity, value of the integration being 0, \
> oscillatory integrand, or insufficient WorkingPrecision. If your integrand
> is \
> oscillatory try using the option Method->Oscillatory in NIntegrate."
>
>
> --
> ---------------------------------------
> Please remove PET to reply by email
>
>
>




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