Skip to main content

numerics - Symbolic integration in the complex plane


Context


While answering this question, I defined (symbolic and numerical) path integrations as follows



 ContourIntegrate[f_, par : (z_ -> g_), {t_, a_, b_}] := 
       Integrate[Evaluate[(f /. par) D[g, t]], {t, a, b}]

 NContourIntegrate[f_, par : (z_ -> g_), {t_, a_, b_}] := 
       NIntegrate[Evaluate[D[g, t] (f /. par) /. t -> t1], {t1, a, b}]

I also defined a piecewise contour


Clear[pw]; 
pw[t_, a_: 1] = Piecewise[{{a Exp[I t], t < Pi}, {-a + 2 a (t - Pi)/Pi, t >= Pi}}]
ParametricPlot[pw[t] // {Re[#], Im[#]} &, {t, 0, 2 Pi}]


Mathematica graphics


While checking these routines on wikipedia examples, I tried numerically


 Table[NContourIntegrate[Exp[I i x]/(x^2 + 1), x -> pw[t, 2], {t, 0, 2 Pi}], {i, 2, 5}] // Chop

(* {0.425168,0.156411,0.0575403,0.0211679} *)

which corresponds accurately to (see example II for Cauchy distributions)


Table[Exp[-i] Pi, {i, 2, 5}] // N


On the other hand, the symbolic integration


ContourIntegrate[Exp[I x]/(x^2 + 1), x -> pw[t, 2], {t, 0, 2 Pi}] // FullSimplify

returns 0.


Question


What am I doing wrong?


Attempts


Example I and III work ;-)


ContourIntegrate[1/(x^2 + 1)^2, x -> pw[ t, 2], {t, 0, 2 Pi}] // FullSimplify
NContourIntegrate[1/(x^2 + 1)^2, x -> pw[ t, 2], {t, 0, 2 Pi}] // Chop


(* Pi/2  1.5708 *)

and


NContourIntegrate[1/I/x/(1 + 3 ((x + 1/x)/2)^2), x -> Exp[I t], {t, 0, 2 Pi}]//Chop
ContourIntegrate[1/I/x/(1 + 3 ((x + 1/x)/2)^2), x -> Exp[I t], {t, 0, 2 Pi}]

(* 3.14159  Pi *)

Answer



The problem lies with the fact that my init.m file has



 SetOptions[Integrate, GenerateConditions -> False]

If I use


 SetOptions[Integrate, GenerateConditions -> True]

or define


 ContourIntegrate[f_, par : (z_ -> g_), {t_, a_, b_}] := 
   Integrate[Evaluate[(f /. par) D[g, t]], {t, a, b}, GenerateConditions -> True]

the discrepency vanishes.



I guess this makes this question too narrow to be of general interest!


In any case, the bring home message is don't do complex integration without paying attention to branch-cuts !


Comments

Post a Comment

Popular posts from this blog

front end - keyboard shortcut to invoke Insert new matrix

I frequently need to type in some matrices, and the menu command Insert > Table/Matrix > New... allows matrices with lines drawn between columns and rows, which is very helpful. I would like to make a keyboard shortcut for it, but cannot find the relevant frontend token command (4209405) for it. Since the FullForm[] and InputForm[] of matrices with lines drawn between rows and columns is the same as those without lines, it's hard to do this via 3rd party system-wide text expanders (e.g. autohotkey or atext on mac). How does one assign a keyboard shortcut for the menu item Insert > Table/Matrix > New... , preferably using only mathematica? Thanks! Answer In the MenuSetup.tr (for linux located in the $InstallationDirectory/SystemFiles/FrontEnd/TextResources/X/ directory), I changed the line MenuItem["&New...", "CreateGridBoxDialog"] to read MenuItem["&New...", "CreateGridBoxDialog", MenuKey["m", Modifiers-...
Post a Comment
Read more

How to thread a list

I have data in format data = {{a1, a2}, {b1, b2}, {c1, c2}, {d1, d2}} Tableform: I want to thread it to : tdata = {{{a1, b1}, {a2, b2}}, {{a1, c1}, {a2, c2}}, {{a1, d1}, {a2, d2}}} Tableform: And I would like to do better then pseudofunction[n_] := Transpose[{data2[[1]], data2[[n]]}]; SetAttributes[pseudofunction, Listable]; Range[2, 4] // pseudofunction Here is my benchmark data, where data3 is normal sample of real data. data3 = Drop[ExcelWorkBook[[Column1 ;; Column4]], None, 1]; data2 = {a #, b #, c #, d #} & /@ Range[1, 10^5]; data = RandomReal[{0, 1}, {10^6, 4}]; Here is my benchmark code kptnw[list_] := Transpose[{Table[First@#, {Length@# - 1}], Rest@#}, {3, 1, 2}] &@list kptnw2[list_] := Transpose[{ConstantArray[First@#, Length@# - 1], Rest@#}, {3, 1, 2}] &@list OleksandrR[list_] := Flatten[Outer[List, List@First[list], Rest[list], 1], {{2}, {1, 4}}] paradox2[list_] := Partition[Riffle[list[[1]], #], 2] & /@ Drop[list, 1] RM[list_] := FoldList[Transpose[{First@li...
Post a Comment
Read more

dynamic - How can I make a clickable ArrayPlot that returns input?

I would like to create a dynamic ArrayPlot so that the rectangles, when clicked, provide the input. Can I use ArrayPlot for this? Or is there something else I should have to use? Answer ArrayPlot is much more than just a simple array like Grid : it represents a ranged 2D dataset, and its visualization can be finetuned by options like DataReversed and DataRange . These features make it quite complicated to reproduce the same layout and order with Grid . Here I offer AnnotatedArrayPlot which comes in handy when your dataset is more than just a flat 2D array. The dynamic interface allows highlighting individual cells and possibly interacting with them. AnnotatedArrayPlot works the same way as ArrayPlot and accepts the same options plus Enabled , HighlightCoordinates , HighlightStyle and HighlightElementFunction . data = {{Missing["HasSomeMoreData"], GrayLevel[ 1], {RGBColor[0, 1, 1], RGBColor[0, 0, 1], GrayLevel[1]}, RGBColor[0, 1, 0]}, {GrayLevel[0], GrayLevel...
Post a Comment
Read more