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calculus and analysis - Variable integration limits over real numbers only



I have a simple question regarding this code:


Maximize[{Integrate[1/(10 - e)
    Integrate[((x - 5)/(10 - 5))^(9)*5/x, {x, 5, y}]
   , {y, e, 10}], e >= 0, e <= 10}, e]

I get the following error message: "Unable to prove that integration limits {10,e} are real. Adding assumptions may help." I tried some things already mentioned in other questions, but I didn't get it to work. Any tips?



Answer



Adding Assumptions -> y > 0 in the outer-most integral gives



Maximize[{Integrate[1/(10 - e)
        Integrate[((x - 5)/(10 - 5))^(9)*5/x, {x, 5, y}]
      , {y, e, 10}, Assumptions -> y > 0], 0 <= e <= 10}, e] // Simplify


{1879/504 - Log[32], {e -> 0}}



N @ %



{0.262439, {e -> 0.}}



although with warnings:



Integrate::pwrl: "Unable to prove that integration limits {10,e} are real. Adding assumptions may help.



and



Maximize::wksol: Warning: there is no maximum in the region in which the objective function is defined and the constraints are satisfied; a result on the boundary will be returned.




Let's investigate the procedure step by step:



First, compute the inner integral


f[y_] = Normal[Integrate[(((x - 5)/(10 - 5))^9*5)/x, {x, 5, y}]]

enter image description here


Without Normal, it's a ConditionalExpression with y>0. So, taking it into account in the outer integral:


g[e_] = Integrate[f[y]/
        (10 - e), {y, e, 10}, Assumptions -> y > 0 && 0 < e < 10]


enter image description here


where without 0 < e < 10 it is also a ConditionalExpression with this condition.


For visual inspection


Plot[g[e], {e, 0, 10}]

enter image description here


hence the maximum might indeed be at e = 0 (or e = 10), but g[0] yields Indeterminate (g[10] yields ComplexInfinity), so


Limit[g[e], e -> 0]
Limit[g[e], e -> 10]



1879/504 - 5 Log[2]


1879/504 - 5 Log[2]



So the function does not have a local maximum in 0 < e < 10; it reaches its (finite) maximal values only asymptotically at the boundaries of the interval.


So, wrapping it up, this


Maximize[{Integrate[1/(10 - e)
         Integrate[((x - 5)/(10 - 5))^(9)*5/x, {x, 5, y}]
       , {y, e, 10}, Assumptions -> y > 0 && 0 < e < 10], 
   0 <= e <= 10}, e] // Simplify


gives the proper answer, with a warning due to the limit. Constraining e to 9 <= e <= 10 in the last expression confirms that at e->0 and e->10 the expression yields the same value.



Additionally,


Minimize[{Integrate[1/(10 - e)
         Integrate[((x - 5)/(10 - 5))^(9)*5/x, {x, 5, y}]
       , {y, e, 10}, Assumptions -> y > 0 && 0 < e < 10], 
   0 <= e <= 10}, e] // N



{0.0156124, {e -> 1.76903}}



without warnings (without N the output is a complicated and uninsightful Root expression).


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