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Re: Bug in NIntegrate[]?

  • To: mathgroup at smc.vnet.net
  • Subject: [mg126892] Re: Bug in NIntegrate[]?
  • From: Andrew Moylan <amoylan at wolfram.com>
  • Date: Fri, 15 Jun 2012 15:29:30 -0400 (EDT)
  • Delivered-to: l-mathgroup@mail-archive0.wolfram.com

This part of your definition,

f[x_] := 1

applies to *symbolic* values of x such as in f[x]. Therefore the evaluation precedes effectively along these lines:

NIntegrate[f[x], {x, -1, 2}]
=> NIntegrate[1, {x, -1, 2}]
=> 3.

To fix it:

One option is to restrict the class of cases where f[x] == 1 to only numbers:

Clear[f]
f[x_] := 0 /; x < 0 || x > 1
f[x_] := 1 /; Element[x, Reals]

This is not ideal (you will see NIntegrate works hard to locate the discontinuities at x==0 and x==1).

Better is to use Mathematica's piecewise functions: Piecewise, If, etc.

In[5]:= g[x_] := If[x < 0 || x > 1, 0, 1]

In[6]:= NIntegrate[g[x], {x, -1, 2}]
Out[6]= 1.

This is because NIntegrate recognizes such functions as likely sources of discontinuities and uses symbolic processing to split them up / simplify them first.




----- Original Message -----
> From: "GS" <vokaputs at gmail.com>
> To: mathgroup at smc.vnet.net
> Sent: Friday, June 15, 2012 12:41:03 AM
> Subject: Bug in NIntegrate[]?
> 
> I define the function f[x] as follows:
> 
> f[x_] := 0 /; x < 0 || x > 1;
> f[x_] := 1
> 
> It is zero outside of the interval [0,1]. This can be verified by
> plotting
> Plot[f[x], {x, -1, 2}]
> 
> Now I integrate it from -1 to 2:
> In[270]:= NIntegrate[f[x], {x, -1, 2}]
> Out[270]= 3.
> 
> The result should be 1, but it is 3. Clearly Mathematica ignores the
> fact that f[x] is zero outside of [0,1].
> 
> This caused a lot of headache for me recently when I encountered such
> behavior in one of my research code.
> GS
> 
> 



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