Problem with definite integrals having symbolic limits
- To: mathgroup at smc.vnet.net
- Subject: [mg21850] Problem with definite integrals having symbolic limits
- From: "Wolter Kaper" <kaper at chem.uva.nl>
- Date: Sun, 30 Jan 2000 18:53:31 -0500 (EST)
- Sender: owner-wri-mathgroup at wolfram.com
Dear MathGroup, I discovered what I think is an inconsistency and would like to check my opinion and offer a suggestion to Wolfram. When you do a "definite" integration with symbolic limits (instead of concrete numbers), the result you get may not be unconditionally true. The necessary conditions are not stated by Mathematica, although "GenerateConditions" is set to True. The notebook added demonstrates this problem. I suggest that a warning message should be given, that describes the conditions for the stated result. With best regards, Wolter Kaper dept. of Chemistry Univ. of Amsterdam Notebook follows (*********************************************************************** Mathematica-Compatible Notebook This notebook can be used on any computer system with Mathematica 4.0, MathReader 4.0, or any compatible application. The data for the notebook starts with the line containing stars above. 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For more information on notebooks and Mathematica-compatible applications, contact Wolfram Research: web: http://www.wolfram.com email: info at wolfram.com phone: +1-217-398-0700 (U.S.) Notebook reader applications are available free of charge from Wolfram Research. ***********************************************************************) (*CacheID: 232*) (*NotebookFileLineBreakTest NotebookFileLineBreakTest*) (*NotebookOptionsPosition[ 56107, 1779]*) (*NotebookOutlinePosition[ 56895, 1809]*) (* CellTagsIndexPosition[ 56821, 1803]*) (*WindowFrame->Normal*) Notebook[{ Cell["A problem with definite integration", "Title"], Cell[TextData[{ StyleBox["Summary:", FontWeight->"Bold"], " When you do a \"definite\" integration with symbolic limits (instead of \ concrete numbers), the result you get may not be unconditionally true. The \ necessary conditions are not stated by ", StyleBox["Mathematica", FontSlant->"Italic"], ", although \"GenerateConditions\" is set to True." }], "Text"], Cell[CellGroupData[{ Cell[TextData[{ StyleBox["Demonstration/Explanation", FontWeight->"Bold"], ". The ", StyleBox["Mathematica", FontSlant->"Italic"], " book explains that even when you can find the indefinite form of an \ integral, you will often not get the right answer for a definit integral if \ you just subtract values of the limits at each point. ", StyleBox["Mathematica", FontSlant->"Italic"], ", however, knows about this possibility and gives the right answer if you \ supply the limits in numerical form. (Open to see an example)" }], "Text"], Cell["Example:", "Text", CellTags->"Example"], Cell[CellGroupData[{ Cell[BoxData[ \(F[x_] = \[Integral]\(1\/x\^2\) \[DifferentialD]x\)], "Input"], Cell[BoxData[ \(\(-\(1\/x\)\)\)], "Output"] }, Open ]], Cell[CellGroupData[{ Cell[BoxData[ \(F[2] - F[\(-2\)]\)], "Input"], Cell[BoxData[ \(\(-1\)\)], "Output"] }, Open ]], Cell[CellGroupData[{ Cell[BoxData[ \(\[Integral]\_\(-2\)\%2\( 1\/x\^2\) \[DifferentialD]x\)], "Input"], Cell[BoxData[ InterpretationBox["\[Infinity]", DirectedInfinity[ 1]]], "Output"] }, Open ]], Cell["\<\ The last answer is correct. It is not equal to -1 because the two limits are \ situated on either side of a discontinuity in F.\ \>", "Text"] }, Closed]], Cell["\<\ Now I want to determine the value of the definite integral as a function of \ its end point.\ \>", "Text"], Cell[CellGroupData[{ Cell[BoxData[ \(Int[ xend_] = ntegral]\_\(-2\)\%xend\( 1\/x\^2\) \[DifferentialD]x\)], "Input"], Cell[BoxData[ \(\(-\(1\/2\)\) - 1\/xend\)], "Output"] }, Open ]], Cell[CellGroupData[{ Cell[BoxData[ \(Int[xend_] = Integrate[1\/x\^2, {x, \(-2\), xend}, \ GenerateConditions \[Rule] True]\)], "Input"], Cell[BoxData[ \(\(-\(\(2 + xend\)\/\(2\ xend\)\)\)\)], "Output"] }, Open ]], Cell["\<\ This result is of limited validity, it holds only for xend < 0, although no \ condition is stated. If I insert a positive value...\ \>", "Text"], Cell[CellGroupData[{ Cell[BoxData[ \(Int[2]\)], "Input"], Cell[BoxData[ \(\(-1\)\)], "Output"] }, Open ]], Cell[TextData[{ "...I get the old wrong result again (compare with ", ButtonBox["Example", ButtonData:>"Example", ButtonStyle->"Hyperlink"], ").\n\nBecause \"GenerateConditions\" is True (the ", StyleBox["default valu", FontSlant->"Italic"], "e!) and \"xend\" may be termed a parameter of the definite integral, I \ think the condition \"", StyleBox["xend < 0", FontWeight->"Bold"], "\" should be stated together with the formula ", Cell[BoxData[ \(\(-\(1\/2\)\) - 1\/xend\)]], ".\n\nThis would:\n- be more consistent than say nothing\n- increase the \ usefulness of the program for unattended student-use in education. " }], "Text"], Cell[CellGroupData[{ Cell["Where did I meet the problem", "Subsection"], Cell["\<\ In a thermodynamics course for chemistry students, I asked them to calculate \ the work done and the heat taken up by a reversible heat engine, that \ contains 1 mole of a Van der Waals gas, and follows a cyclic process. 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Values given are for carbon dioxide \ gas. The heat absorbed by the engine during one cycle should then be:\ \>", "Text"], Cell[CellGroupData[{ Cell[BoxData[ \(\[Integral]\_0\%\(2*\[Pi]\)dqdt \[DifferentialD]t\)], "Input"], Cell[BoxData[ \(\(\(13698.118108694445`\)\(\[InvisibleSpace]\)\) + 0.`\ \[ImaginaryI]\)], "Output"] }, Open ]], Cell["\<\ It has absorbed 13.7 kiloJoules. Now I want to see how the heat taken up depends on the process parameter t.\ \>", "Text"], Cell[CellGroupData[{ Cell[BoxData[ \(qt = \[Integral]\_0\%tend dqdt \[DifferentialD]t\)], "Input"], Cell[BoxData[ \(\(-4864.860375412931`\) + 4667.304754213977`\ tend + 2487.181546158651`\ \[ImaginaryI]\ Log[\(1.2886469044942739`\ \ \((\(\(0.5520155234337794`\)\(\[InvisibleSpace]\)\) + 1.`\ \ \[ExponentialE]\^\(\[ImaginaryI]\ tend\))\)\)\/\(\(\(1.`\)\(\[InvisibleSpace]\ \)\) + 1.`\ \[ExponentialE]\^\(\[ImaginaryI]\ tend\)\)] - 2487.181546158651`\ \[ImaginaryI]\ Log[\(0.7113530955057261`\ \ \((\(\(1.8115432583844022`\)\(\[InvisibleSpace]\)\) + 1.`\ \ \[ExponentialE]\^\(\[ImaginaryI]\ tend\))\)\)\/\(\(\(1.`\)\(\[InvisibleSpace]\ \)\) + 1.`\ \[ExponentialE]\^\(\[ImaginaryI]\ tend\)\)] + 6235.875000000001`\ \ Log[\(\(1.1817793909090908`\)\(\[InvisibleSpace]\)\) + 1.`\ Cos[tend]] - 17629.3875`\ Sin[tend]\)], "Output"] }, Open ]], Cell[CellGroupData[{ Cell[BoxData[ \(Plot[qt, \ {tend, \ 0, \ 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8Goo003oOolQOol00?moob5oo`00ogoo8Goo003oOolQOol00?moob5oo`00ogoo8Goo003oOolQ Ool0 0001\ \>"], ImageRangeCache->{{{0, 287}, {176.938, 0}} -> {-1.01804, -17486.2, \ 0.0259872, 259.443}}], Cell[BoxData[ TagBox[\(\[SkeletonIndicator] Graphics \[SkeletonIndicator]\), False, Editable->False]], "Output"] }, Open ]], Cell[TextData[{ "...the function to be integrated had no poles or other discontinuities.\nI \ told my students that ", StyleBox["Mathematica", FontSlant->"Italic"], " had determined a faulty indefinite integral and that they should use \ NIntegrate to obtain correct results. Only some months later I understood the \ real reason:\n\nAlthough the function to be integrated is continuous, ", StyleBox["Mathematica", FontSlant->"Italic"], " has determined an indefinite integral that contains (unexpected, to me) \ discontinuities. This indefinite integral is allright, ", StyleBox["but you should be careful with definite integration across the \ discontinuities", FontSlant->"Italic"], ". I think the mechanism of \"GenerateConditions\" should be used to warn \ users, because they can unexpectedly get results that may seem (and indeed, \ are) contradictory.\n\nWe like it when students can experiment freely with \ the program and understand its results. In this case, they could not, and it \ took me some time to find out what's wrong.\nThe useability of the program \ would increase if it gave users a clear warning in cases like these. The \ \"GenerateConditions\" mechanism seems designed to do so. And so it should. 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