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calculus and analysis - NIntegrate and Integrate giving different results for ill-behaved function


I'm trying to integrate the following function with Mathematica 8:


I(a,b)=∫10dx∫10dyθ(1−x−y)1xa2−y(1−y)b2, where θ is the Heaviside function. However, I find different results with Integrate or NIntegrate and I don't understand why.


More specifically, for a=100 and b=90:


NIntegrate[HeavisideTheta[1 - x - y]/(x a^2 - y (1 - y) b^2), {x, 0, 1}, {y, 0, 1}]


gives


0.0000927294,

while


Integrate[HeavisideTheta[1 - x - y]/( x a^2 - y (1 - y) b^2), {x, 0, 1}, {y, 0, 1}, PrincipalValue -> True]

gives


+0.0000600275+0.000314159 I.


What is the correct result? Why does Integrate give a complex result?



Answer



Reversing the order of integration produces a solution:


ans= Integrate[HeavisideTheta[1 - x - y]/(x 100^2 - y (1 - y) 90^2), {y, 0, 1}, {x, 0, 1}, 
  PrincipalValue -> True]
(* Log[(100*10^(38/81))/(81*19^(19/81))]/10000 *)

N[ans]
(* 0.000060027526501455836 *)


Solutions of this sort are what I would expect based on outlining a pencil-and-paper derivation.


Attempting to solve the integral numerically produces error messages. For instance,


NIntegrate[HeavisideTheta[1 - x - y]/(x 100^2 - y (1 - y) 90^2), {y, 0, 1}, {x, 0, 1}, 
  MinRecursion -> 30, MaxRecursion -> 60]

produces


NIntegrate::slwcon: Numerical integration converging too slowly; suspect one of the following: singularity, value of the integration is 0, highly oscillatory integrand, or WorkingPrecision too small. >>
NIntegrate::eincr: The global error of the strategy GlobalAdaptive has increased more than 2000 times. The global error is expected to decrease monotonically after a number of integrand evaluations. Suspect one of the following: the working precision is insufficient for the specified precision goal; the integrand is highly oscillatory or it is not a (piecewise) smooth function; or the true value of the integral is 0. Increasing the value of the GlobalAdaptive option MaxErrorIncreases might lead to a convergent numerical integration. NIntegrate obtained 0.0000591404833446268` and 0.0003356281358114434` for the integral and error estimates. >>
(* 0.0000591404833446268 *)


Of course,NIntegrate has many options, and one or more of them may produce an acceptable answer.


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