a bug in many variables integration ?
- To: mathgroup at smc.vnet.net
- Subject: [mg52467] a bug in many variables integration ?
- From: vivien lecomte <vivien.lecomte at th.u-psud.fr>
- Date: Sun, 28 Nov 2004 01:06:52 -0500 (EST)
- Reply-to: vivien.lecomte at th.u-psud.fr
- Sender: owner-wri-mathgroup at wolfram.com
Hi all, Mathematica 5 behaves in a strange way when integrating gaussian functions. Consider the following quadratic form in u and v : q[u_, v_] := (2 - c) u^2 - 2 e u v + c v^2 Mathematica 5.0 gives 0 when computing its interal over R^2 : In[2]:= Integrate[Exp[-q[u, v]], {u, -Infinity, Infinity}, {v, -Infinity, Infinity}] Out[2]= 0 without any warning. This is of course absurd, as : Exp[-q[u, v]] > 0 ... q can be written as {{u, v}}.Q.{{u}, {v}} where M is the following matrix : Q := {{ 2-c , -e }, { -e , c }} When |e|<1, one can easily see that there always exists values of c such that Q is a positive definite matrix, prooving that the integral above exists, and is : Pi / Sqrt[ Det[Q] ] This is the result given by Mathematica 4.1 : Pi Out[2]= ------------------------ 2 e Sqrt[c] Sqrt[2 - c - --] c So, where is the bug, if any ? - Does math5 forget to tell me he makes contradictory assumptions on the parameters c and e ? - Does he proceeds the 2-variable integration in some wrong order ? With best wishes, Vivien Lecomte
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