Re: Re: Factor 2 error in Inverse Laplace Transform

*To*: mathgroup at smc.vnet.net*Subject*: [mg51314] Re: [mg51286] Re: Factor 2 error in Inverse Laplace Transform*From*: DrBob <drbob at bigfoot.com>*Date*: Thu, 14 Oct 2004 06:35:53 -0400 (EDT)*References*: <ck87ta$9mf$1@smc.vnet.net> <ckajqc$m6v$1@smc.vnet.net> <200410120557.BAA19233@smc.vnet.net>*Reply-to*: drbob at bigfoot.com*Sender*: owner-wri-mathgroup at wolfram.com

>> I suggest to put a little "safeguard" into InverseLaplaceTransform and >> force it to avoid this trap. > Problem 3a: > InverseLaplaceTransform[Apart[s/(1+s)^(3/2)],s,t] If this works in a single example, that doesn't mean it's a reliable strategy in general. Everything I've seen on the group in three years says the Laplace functions are unreliable. You'd best check every answer. Bobby On Tue, 12 Oct 2004 01:57:50 -0400 (EDT), Peter Valko <p-valko at tamu.edu> wrote: > Maxim, > > As far as your Log example is considered, it really shows > inconsistency. > The other examples are also interesting, but you make very general > comments and they bother me a bit. Somehow I feel they are unfair. > > For instance, in your second example, first you consider the > input-output pair > In[1]= > Integrate[DiracDelta[x - a], {x, 0, 1}] > Out[1]= > UnitStep[1 - a]*UnitStep[a] > then you are substituting a->1 into the result and Mathematica gives 0. > > You compare this to the pair > In[2]= > Integrate[DiracDelta[x], {x, 0, 1}] > Out[2]= > 1/2 > > and draw the conclusion that something is wrong. > I respectfully disaggree with you. > > In the Help of Integrate, Mathematica explicitely warns us: > "When an integrand depends on a parameter, the indefinite integral > should be considered valid for "generic" values of the parameter. For > certain values the reported integral may be meaningless,..." > > In general, it is extremely easy to ask Mathematica to "derive" a parametric > result, and then to substitute something very special into the > parameter to obtain contradiction. > > Personally, I am not really interested in that. > My examples try to mimic the situation when a user wants to solve a > specific problem, arrives at a Laplace transform and tries to find the > original using the "InverseLaplaceTransform" service of Mathematica. > In such a situation a factor of 2 error is dangerous and I think with > a little modification Mathematica could avoid it. > > For instance here is Problem 3: > InverseLaplaceTransform[s/(1+s)^(3/2),s,t] > It gives an answer that is wrong by a factor of two, while > Problem 3a: > InverseLaplaceTransform[Apart[s/(1+s)^(3/2)],s,t] > gives the right answer because then Mathematica finds other rules to apply and > they are correct. >I suggest to put a little "safeguard" into InverseLaplaceTransform and > force it to avoid this trap. This can be done without redefining > DiracDelta and UnitStep. (Those are used extensively by Mathematica and > therefore any change would impact the whole system in too many ways.) > > Regards > Peter > > > > ab_def at prontomail.com (Maxim) wrote in message news:<ckajqc$m6v$1 at smc.vnet.net>... >> p-valko at tamu.edu (Peter Valko) wrote in message news:<ck87ta$9mf$1 at smc.vnet.net>... >> > Hi, >> > >> > InverseLaplaceTransform is an extremely useful part of Mathematica >> > (since v 4.1). >> > However, in the following simple problem it gives the wrong answer: >> > Problem 1: >> > InverseLaplaceTransform[s/(s+1),s,t] >> > -1/(2*E^t)+DiracDelta[t] >> > where the factor 2 is completely wrong. >> > >> > To see that I slightly rewrite Problem 1 into >> > Problem 1a: >> > InverseLaplaceTransform[Apart[s/(s+1)],s,t] >> > and then I get the correct answer: >> > -E^(-t)+DiracDelta[t] >> > >> > Of course one can "Unprotect" InverseLaplaceTransform and teach it to >> > give the correct answer but that is not the point. >> > (Also one can start a long debate about the meaning of DiracDelta in >> > Mathematica, but that is also not the point here. ) >> > >> > There are several similar simple examples when the wrong factor of two >> > shows up, for instance >> > Problem 2: >> > InverseLaplaceTransform[ s ArcTan[1/s],s,t] >> > >> > Using the Trace one can find out that all these "factor 2" errors have >> > a common origin. >> > Solving Problem 1 Mathematica calculates the convolution integral >> > >> > Integrate[E^(-t+x)*Derivative[1][DiracDelta][x],{x,0,t}] >> > >> > and because the lower limit is exactly zero,the factor 2 shows up in >> > -1/(2*E^t), that is Mathematica "halves" the Dirac delta and all its >> > derivatives at the origin. >> > >> > I think the InverseLaplaceTransform function could be much improved if >> > the above convolution integral would be evaluated more carefully. >> > >> > For instance, doing it in two steps: >> > res1=Integrate[E^(-t+x)*Derivative[1][DiracDelta][x],{x,-eps,t}, >> > Assumptions -> eps>0]; >> > res2=res1/.eps -> 0 >> > would give the right result. >> > (This caution is necessary only, if generalized functions are involved >> > in the integration.) >> > >> > I wonder if further examples/suggestions are welcome in this group >> > regarding InverseLaplaceTransform??? >> > >> > Peter >> >> I'd say that this is two messes mixed together. One is a rather poor >> implementation of integral transforms, especially when there are >> generalized functions involved. For example: >> >> In[1]:= >> LaplaceTransform[InverseLaplaceTransform[Log[p], p, t], t, p] - Log[p] >> LaplaceTransform[InverseLaplaceTransform[PolyGamma[p], p, t], t, p] - >> PolyGamma[p] >> >> Out[1]= >> EulerGamma >> >> Out[2]= >> EulerGamma >> >> We can see that LaplaceTransform/InverseLaplaceTransform aren't >> consistenly defined for these functions (here Mathematica doesn't >> internally take integrals of distributions). Another issue is the >> question of how the integral of DiracDelta on [0,a] should be >> interpreted: >> >> In[3]:= >> Integrate[DiracDelta[x], {x, 0, 1}] >> Integrate[DiracDelta[x - a], {x, 0, 1}] >> Integrate[DiracDelta[x - 1], {x, 1, 2}] >> >> Out[3]= >> 1/2 >> >> Out[4]= >> UnitStep[1 - a]*UnitStep[a] >> >> Out[5]= >> 0 >> >> The value of the first integral is by convention taken to be 1/2; >> however, substituting a=0 into Out[4] we obtain 1, and making the >> change of variables x->x-1 (the third integral) we get 0. Similarly >> for the integrals of the DiracDelta derivatives: >> >> In[6]:= >> Integrate[DiracDelta'[x]*phi[x], {x, -eps, Infinity}] >> Integrate[DiracDelta'[x]*phi[x], {x, 0, Infinity}] >> Integrate[DiracDelta'[x]*x, {x, 0, Infinity}] >> >> Out[6]= >> (-DiracDelta[eps])*phi[0] - phi'[0] >> >> Out[7]= >> 0 >> >> Out[8]= >> -(1/2) >> >> The value of the first integral for eps<0 is incorrect in any case, >> and Out[7] and Out[8] are not consistent with each other. >> >> Maxim Rytin >> m.r at inbox.ru > > > > -- DrBob at bigfoot.com www.eclecticdreams.net

**References**:**Re: Factor 2 error in Inverse Laplace Transform***From:*p-valko@tamu.edu (Peter Valko)

**Re: Eigenvalues and eigenvectors of a matrix with nonpolynomial elements.**

**Re: Re: Re: normal distribution random number generation**

**Re: Factor 2 error in Inverse Laplace Transform**

**Re: Factor 2 error in Inverse Laplace Transform**