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MathGroup Archive 2006

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Re: question about DiracDelta

  • To: mathgroup at smc.vnet.net
  • Subject: [mg69618] Re: question about DiracDelta
  • From: dimmechan at yahoo.com
  • Date: Sun, 17 Sep 2006 22:45:53 -0400 (EDT)
  • References: <eejamr$3g1$1@smc.vnet.net>

Dear Andrzej,

Thanks for your response.
I had also the opinion that NIntegrate cannot deal with distributions.
However, as you may have seen from my posts I work in NIntegrate
very much, collecting material, and many questions appear again and
again.

As regards the excellent package of Maxim Rytin's Piecewise you
mentioned I have already downloaded and test it. This was essentaiall
the reason I made the question.
Based on PiecewiseIntegrate package I believe  you could make somehow
the relevant PiecewiseNIntegrate.
But after I thought more about the subject I came to the conclusion
that this is impossible.

Regards
Dimitris



Î?/Î? dimmechan at yahoo.com έγÏ?αÏ?ε:
> Dear everyone,
>
> Mathematica is able to integrate numerically functions with peaks.
> E.g.
>
>
> Clear["Global*"]
>
> Plot[Exp[-x^2], {x, -10, 10}, PlotRange -> All]
>
> Integrate[Exp[-x^2], {x, -1000, 1000}]
> N[%]
> NIntegrate[Exp[-x^2], {x, -1000, 1000}]
> Sqrt[Pi]*Erf[1000]
> 1.7724538509055159
> 1.7724538509054621
>
> With the default settings for all options, NIntegrate misses the peak
> at x=0 here.
>
> NIntegrate[Exp[-x^2], {x, -10000, 10000}]
> NIntegrate::ploss: Numerical integration stopping due to loss of
> precision. \
> Achieved neither the requested PrecisionGoal nor AccuracyGoal; suspect
> one of \
> the following: highly oscillatory integrand or the true value of the
> integral \
> is 0. If your integrand is oscillatory on a (semi-)infinite interval
> try \
> using the option Method->Oscillatory in NIntegrate.
> 0.
>
> However,
>
> NIntegrate[Exp[-x^2], {x, -10000, 10000}, MinRecursion -> 6,
> MaxRecursion -> 12]
> NIntegrate[Exp[-x^2], {x, -10000, -10, 0, 10, 10000}]
> 1.7724538509054268
> 1.7724538509055054
>
> My question is if, somehow, can NIntegrate treat functions with
> "spikes" like DiracDelta?
>
> Integrate[DiracDelta[x - 1], {x, -1, 3}]
> Block[{Message},NIntegrate[DiracDelta[x - 1], {x, -1,1, 3}]]
> Block[{Message},NIntegrate[DiracDelta[x - 1], {x, -1, 1, 3},
> WorkingPrecision -> 50, MinRecursion -> 10, MaxRecursion -> 20]]
> 1
> 0.
> 0.
>
> I know that I am asking essentially Mathematica to do a numerical
> integral of a function that will be zero everywhere except x=1. So,
> unless NIntegrate causes the function to be sampled at x=1, it will
> evaluate to zero.
>
> Anyway, here are the sampled points used by NIntegrate.
>
> Block[{Message}, ListPlot[Reap[a1=NIntegrate[DiracDelta[x - 1], {x, -1,
> 1, 3}, EvaluationMonitor :> Sow[x]]][[2,1]]]]
> Block[{Message}, ListPlot[a2=Reap[NIntegrate[DiracDelta[x - 1], {x, -1,
> 1, 3}, WorkingPrecision->50,MinRecursion -> 10, MaxRecursion -> 20,
> EvaluationMonitor :> Sow[x]]][[2,1]]]]
>
> Length[Select[a1, 0.95 < #1 < 1.05 & ]]
> 2
> Length[Select[a2, 0.95 < #1 < 1.05 & ]]
> 1688
> 
> Thanks in advance for any help.
> 
> Dimitris Anagnostou


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