Re: Integration error
- To: mathgroup at smc.vnet.net
- Subject: [mg108921] Re: Integration error
- From: dh <dh at metrohm.com>
- Date: Wed, 7 Apr 2010 03:20:43 -0400 (EDT)
Hi Jason, here the integrand is a complex function In your case, the trouble maker is the factor: (-(1/4) + x)^(-3/2); this is clearly imaginary for x<1/4 Daniel On 06.04.2010 15:47, J. McKenzie Alexander wrote: > Just a follow-up... > > Here's another problem with Mathematica's integration engine: take the PDF for the (0,1) - L=E9vy distribution, shift it 1/4 to the right, then calculate the area under the curve between -1/4 and 0. I get an imaginary answer... > > In[41]:== PDF[LevyDistribution[0, 1]][x] /. {x -> (x - 1/4)} > > Out[41]== E^(-(1/(2 (-(1/4) + x))))/(Sqrt[2 \[Pi]] (-(1/4) + x)^(3/2)) > > and > > In[42]:== Integrate[ > E^(-(1/(2 (-(1/4) + x))))/( > Sqrt[2 \[Pi]] (-(1/4) + x)^(3/2)), {x, -1/4, 0} > ] > > Out[42]== -I (Erfi[1] - Erfi[Sqrt[2]]) > > Cheers, > > Jason > >> Hi Jason, >> looks like a bug to me. You have a rational real integrand without >> poles in R, therefore, the definite integral must be real. >> Please report this bug to Wolfram. >> Daniel >> >> >> -- >> >> Daniel Huber >> Metrohm Ltd. >> Oberdorfstr. 68 >> CH-9100 Herisau >> Tel. +41 71 353 8585, Fax +41 71 353 8907 >> E-Mail:<mailto:dh at metrohm.com> >> Internet:<http://www.metrohm.com> >> >> > > -- > Dr J. McKenzie Alexander > Department of Philosophy, Logic and Scientific Method > London School of Economics and Political Science > Houghton Street, London WC2A 2AE > > > > > > -- Daniel Huber Metrohm AG International Headquarters Oberdorfstr. 68, CH-9101 Herisau / Switzerland Phone +41 71 353 8606, Fax +41 71 353 89 01 Mail <mailto:dh at metrohm.com> Web <http://www.metrohm.com