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Conference rusure::math

Title:Mathematics at DEC
Moderator:RUSURE::EDP
Created:Mon Feb 03 1986
Last Modified:Fri Jun 06 1997
Last Successful Update:Fri Jun 06 1997
Number of topics:2083
Total number of notes:14613

25.0. "A curious integral" by HARE::STAN () Wed Feb 01 1984 01:52

The VAX-11 FORTRAN language reference card (order number AV-M763A-TE),
dated October 1982, has an interesting integral on the cover (as a
decoration).  It claims that

  /   dx              1           a + x * sqrt(-ab)
 |  -------   =  -----------  log -----------------	.
/   a+b*x^2      2 sqrt(-ab)      a - x * sqrt(-ab)

I decided to check this result.  Using a symbolic algebra program,
and considering only the case ab<0, the program gave me the answer

  /   dx              1           bx - sqrt(-ab)
 |  -------   =  -----------  log --------------   .
/   a+b*x^2      2 sqrt(-ab)      bx + sqrt(-ab)

These two results are not identical; nor are they equal.
How do you explain the disrepancy?  Which is correct?
(It took me a while to figure this out; I leave it here as a challenge
to other readers.)
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25.1ORPHAN::BRETTSun Feb 19 1984 03:0212
Its late at night, and its 5 years since I was doing complex calc. and 7 since
I was doing real calc., but at a quick look and a hunch I would say it is
because    1/(a+bx^2)    has a discontinuity at   x^2 = -a/b   and that the
two fomulae are the results for the restrictions of the function to one side
or the other of this point.

/bevin

PS: Yes, another mathematician making a living playing with computers.  My
favorite areas were group theory and algebraic topology - the results in the
later are some of the most obscure and beautiful around...
25.2ORPHAN::BRETTMon Feb 20 1984 12:4489
A little deeper analysis, and an explanation...

	1
    ---------   has a discontinuity at   x^2 = -a/b,   x = +/-(a^0.5*b^-0.5)
    a + b*x^2
								     ^
						    call this side K |


Sure enough, the two formulae given have the following behaviour, ignoring
irrelevant constants...

	 -----
    a+x\/ -ab                 -ve           +ve         +ve         +ve

    ----------              --------(-K)----------0----------(+K)---------
	 -----
    a-x\/ -ab                 +ve           +ve         +ve         -ve

	    division result:  -ve           +ve         +ve         -ve

section where LOG defined:              ************************



	 -----
    bx-\/ -ab                 -ve           -ve         -ve         +ve

    ----------              --------(-K)----------0----------(+K)---------
	 -----
    bx+\/ -ab                 -ve           +ve         +ve         +ve

	    division result:  +ve           -ve         -ve         +ve

section where LOG defined:  ********                            **********



Okay, so that explains why the two formulae are 'different',  now why does
this happen since there is only one discontinuity????   Well it turns out that
there is a natural 'center' on the complex plane where the integration 'begins'
and a circle around this center through the discontinuity.  Different formula
are required inside and outside this circle.  For example if we viewed this
problem from above the complex plane, what would be seen is the following, with
the             working inside the circle,  and                 working outside!
	a+...                                         bx-...
    log ------                                    log ------
	a-...                                         bx+...


				   iY          circle around center through K
				    |         /
				    |        /
			      --------------         discontinuity at K
			    /       |        \      /
			   /        |         \    /
			  /         |          \  /
			 |          |           |/
	----------------------------+-----------*---------------------X
			 |          |           |
			  \         |          /
			   \        |         /
			    \       |        /
			     ---------------
				    |
				    |
				    |



So, while my first reply that it was caused by actually crossing the
discontinuity was 'wrong', it hinted at the truth, it is caused by crossing the
discontinuities 'interference'.    This stuff often explains the breakdown of
Taylor and MacLaurin series, since even a discontinuity that is not on the real
number line causes this effect!!!   If memory serves me correctly, the series
for LOG itself shows this.


/Bevin


PS: In case you hadn't even got the following...


	  -------
	\/  -ab                            -a
    _________________       =       ----------------
	    b                           --------
				      \/   -ab
25.3HARE::STANFri Feb 24 1984 17:5115
Bevin probably remembers a lot more complex analysis than I do,
but I will give my analysis anyhow and let readers comment some more.

It is my feeling that both answers are correct and that they both
apply to the same region (ab<0).

The reason that they can both be correct even though they are not
the same is because THEY DIFFER BY A CONSTANT. (Remember the +C
that everyone omits when evaluating indefinite integrals...)

To verify that they differ by a constant, note that log P - log Q
is the same as log (P/Q), so it suffices to show that P/Q is a constant.
In our case, P=(bx-sqrt(-ab))/(bx+sqrt(-ab)) and
Q=(a+x sqrt(-ab))/(a-x sqrt(-ab)).  Dividing P by Q, clearing
fractions and simplifying results in P/Q=-1, a constant.
25.4ORPHAN::BRETTTue Feb 28 1984 01:1816
Stan, I think you've missed a critical issue.  The DOMAINS of the two solutions
are different.  Consider the case where a=1, b=-1, x=0.  The two formulae are
then

	1 + 0*...
    log ---------
	1 + 0*...		ie.  log(1) which is defined,

	0 - k
    log ---------
	0 + k			ie.  log(-1) which is NOT defined

/Bevin

PS: This is midnight math again, so...
25.5ORPHAN::BRETTTue Feb 28 1984 01:213
PS: At a quick glance, the problem with .3 seems to be that log P - log Q
is the same as log (P/Q)  IFF  P, Q > 0