Re: Numerical integration

*To*: mathgroup at smc.vnet.net*Subject*: [mg79725] Re: Numerical integration*From*: dimitris <dimmechan at yahoo.com>*Date*: Thu, 2 Aug 2007 04:01:48 -0400 (EDT)*References*: <f8pia5$1nu$1@smc.vnet.net>

On 1 , 12:04, chuck009 <dmili... at comcast.com> wrote: > Personally, I would suspect the symbolic result as well unless you know f= rom independent means that the results returned by Integrate is indeed the = correct result. This I say in regards to another similar situation with: > > Log[1+1/(e^x Sqrt[x])] > > which returns an incorrect result symbolically. When I use the Method->O= scillatory I get: > > In[24]:= > NIntegrate[f[x],{x,0,Infinity},Method->Oscillatory,WorkingPrecision\[Rule= ]2=AD0] > > Out[24]= > 0.871 1)I don't have another source to check the integral. But based that both Mathematica and the other (very good!) CAS I used gave symbolic results which their numerical estimation agree I think that the symbolic result is ok. 2) Mathematica 6 as it shown by Bob Hanlon has problems both numerically and symbolically. Symbolically, that it returns an incorrect result is of course a bug. As regards numerically, the result itslef is quite incorrect but I think that "playing with" the options we can achieve better numerical estimation. The problem is that Mathematica 6 does not return any warning message indicating that the result might be wrong. For example something like the following "NIntegrate failed to converge" etc 3) You must be careful with the Method->Oscillatory. The method cannot be used for integrands like the current one. See here for a good reference http://reference.wolfram.com/mathematica/tutorial/NIntegrateIntegrationStra= tegies.html#775797877 and in particular the section under the title Extrapolating Oscillatory Strategy Mathematica 6 is thousand of years advanced as regards the numerical integration algorithms compare to 5.2. A good example is the handling of oscillatory kernels in version 6. Anyway, below I use Mathematica 5.2. In[8]:= Plot[Log[1 + z^2]*(BesselJ[1, z]^2/z), {z, 0, 10}] This is not an oscillatory function. There is not an alternation in the slope of the function between the successive zeros. On the contrary, compare In[68]:= Plot[{Sin[x]/Sqrt[1 + x^2], 1.*BesselJ[0, x]}, {x, 0, 20}, PlotStyle - > {Green, Orange}] Off[Integrate::gener] Integrate[{Sin[x]/Sqrt[1 + x^2], BesselJ[0, x]}, {x, 0, Infinity}, GenerateConditions -> True] N[%, 10] NIntegrate[{Sin[x]/Sqrt[1 + x^2], N[1, 20]*BesselJ[0, x]}, {x, 0, Infinity}, Method -> Oscillatory, WorkingPrecision -> 20, PrecisionGoal -> 10] On[Integrate::gener] Out[68]= Graphics Out[70]= {(1/2)*Pi*(BesselI[0, 1] - StruveL[0, 1]), 1} Out[71]= {0.8730842426508674934616911159`10., 1.`10.} Out[72]= {0.8730842426508677087735429131`10.274488994624038, 1=2E0000000000000010826934578504`11.824627444142767} Dimitris