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MathGroup Archive 2007

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Re: AiryAi

  • To: mathgroup at smc.vnet.net
  • Subject: [mg75601] Re: AiryAi
  • From: Roman <rschmied at gmail.com>
  • Date: Sun, 6 May 2007 01:51:43 -0400 (EDT)
  • References: <f1hlg0$p7q$1@smc.vnet.net>

Dimitris,

The Airy function has terrible convergence: for x -> -Infinity, you
have, to very good accuracy,

AiryAi[x] ~~ Sin[Pi/4 - (2*Sqrt[-x]*x)/3]/(Sqrt[Pi]*(-x)^(1/4))

Just plot the two; they differ by very little for x < -20 or so. Let's
call f[x] the approximation.

So you have an oscillatory function decreasing as slowly as (-
x)^(-1/4). Numerically integrating this requires adding an infinity of
terms of alternating signs (the integrals over the positive and
negative sine arcs, respectively), which have to very delicately
cancel out in order to produce a small result. The reason why this
cancellation only works analytically but not numerically in this case
is that while f[x] is integrable over (-Infinity,0], its square f[x]^2
is not. This is like the classical calculus example of a series that
is convergent but not absolutely convergent, giving rise to numerical
hell. The sum of all the positive terms is +Infinity, and the sum of
all negative terms is -Infinity, but the total sum of all terms (the
integral) is 2/3 (or Sqrt[2/3] for f[x]). Maybe you remember from
calculus class that by re-ordering the terms in such a series you can
get any final result you desire, i.e., the result of numerically
integrating will depend very much on how you integrate (which is bad),
so I'm not sure that in practice you could ever get a numerical
integral of your Airy function without analytical insights.

Another way of seeing the problem is that as the numerical integration
progresses from 0 backward to -Infinity, the resulting integral may
well converge in theory, but the estimated numerical error increases
the longer we integrate, instead of decreasing or stabilizing as is
required for a well-determined result.

Roman.

On May 5, 12:15 pm, dimitris <dimmec... at yahoo.com> wrote:
> Hello.
>
> Consider the integral
>
> In[678]:=
> f = HoldForm[Integrate[AiryAi[o], {o, a, b}]]
>
> Then
>
> In[679]:=
> {ReleaseHold[f /. {a -> 0, b -> Infinity}], (Rationalize[#1, 10^(-12)]
> & )[
>    ReleaseHold[f /. Integrate -> NIntegrate /. {a -> 0, b ->
> Infinity}]]}
>
> Out[679]=
> {1/3, 1/3}
>
> Hence, the symbolic and the numerical result agree.
>
> Next,
>
> In[682]:=
> ReleaseHold[f /. {a -> -Infinity, b -> 0}]
> N@%
>
> Out[682]=
> 2/3
> Out[683]=
> 0.6666666666666666
>
> I think I can trust the last analytic result.
>
> However, no matter what options I set for NIntegrate, I could get a
> satisfactory
> result from its application for the integral in (-infinity,0].
>
> I really appreciate any help.
>
> Thanks
> Dimitris




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