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Re: NIntegrate with change of variables
*To*: mathgroup at smc.vnet.net
*Subject*: [mg77494] Re: NIntegrate with change of variables
*From*: Jean-Marc Gulliet <jeanmarc.gulliet at gmail.com>
*Date*: Sun, 10 Jun 2007 07:23:46 -0400 (EDT)
*Organization*: The Open University, Milton Keynes, UK
*References*: <f4drmk$gli$1@smc.vnet.net>
chuck009 wrote:
> Hi,
>
> I'm working on contour integrals using NIntegrate. Can I specify a transformation rule that would replace both the variable of integration as well as the differential? For example, suppose I wish to integrate f(z)dz around the unit circle, that is z=Exp[i t]. Well I could make the transformation:
>
> NIntegrate[f[z] /. z->Exp[i t],{t,-pi, pi}] but that does not replace dz with its equivalent in terms of t, that is:
>
> dz=i Exp[i t] dt
>
> The correct form to integrate would be:
>
> NIntegrate[f[Exp[i t]] i Exp[i t],{t,-pi, pi}]
>
> Is there a way to define a transformation rule that would make both those substitutions for unspecified z=g(t)?
You can define a function that handles both the change of variable and
the chain rule [1]. For instance,
In[1]:=
ContourIntegrate[f_, par : (z_ -> g_), {t_, a_, b_}] :=
NIntegrate[Evaluate[(f /. par)*D[g, t]], {t, a, b}]
ContourIntegrate[1/(z - 1/2), z -> Exp[I*t]*(2*Cos[t] + 1),
{t, -Pi, Pi}]
Out[2]=
-17
-5.55112 10 + 12.5664 I
Regards,
Jean-Marc
[1] "Contour integral"
http://forums.wolfram.com/mathgroup/archive/1998/Feb/msg00100.html
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