Numerical Integration
N[
Integrate[
expr,{
x,
xmin,
xmax}]]
try to perform an integral exactly, then find numerical approximations to the parts that remain
NIntegrate[
expr,{
x,
xmin,
xmax}]
find a numerical approximation to an integral
multidimensional numerical integral
do a numerical integral along a line, starting at , going through the points , and ending at
Numerical integration functions.
This finds a numerical approximation to the integral .
Here is the numerical value of the double integral .
An important feature of
NIntegrate is its ability to deal with functions that "blow up" at known points.
NIntegrate automatically checks for such problems at the endpoints of the integration region.
The function blows up at , but
NIntegrate still succeeds in getting the correct value for the integral.
Mathematica can find the integral of exactly.
NIntegrate detects that the singularity in at is not integrable.
NIntegrate automatically looks for singularities at the endpoints of the integration region and any subregions defined by piecewise functions (such as
Piecewise and
Abs ) in the integrand. If additional singularities are present,
NIntegrate may not give you the right answer for the integral. Nevertheless, in following its adaptive procedure,
NIntegrate will often detect the presence of potentially singular behavior, and will warn you about it.
NIntegrate warns you of a possible problem due to the singularity in the middle of the integration region. The final result is numerically quite close to the correct answer.
If you know that your integrand has singularities at particular points, you can explicitly tell
NIntegrate to deal with them.
NIntegrate integrates
expr from to , looking for possible singularities at each of the intermediate points .
This gives the same integral, but now explicitly deals with the singularity at .
You can also use the list of intermediate points in
NIntegrate to specify an integration contour to follow in the complex plane. The contour is taken to consist of a sequence of line segments, starting at , going through each of the , and ending at .
This integrates around a closed contour in the complex plane, going from through the points , , and , then back to .
The integral gives , as expected from Cauchy's theorem.
option name
default value
MinRecursion 0 minimum number of recursions for the integration method
MaxPoints
Automatic maximum total number of times to sample the integrand
Special options for NIntegrate .
When
NIntegrate tries to evaluate a numerical integral, it samples the integrand at a sequence of points. If it finds that the integrand changes rapidly in a particular region, then it recursively takes more sample points in that region. The parameters and
MaxRecursion specify the minimum and maximum number of recursions to use. Increasing the value of guarantees that
NIntegrate will use a larger number of sample points. and
MaxRecursion limit the number of sample points which
NIntegrate will ever try to use. Increasing or
MaxRecursion will make
NIntegrate work more slowly.
With the default settings for all options,
NIntegrate misses the peak in near , and gives the wrong answer for the integral.
With the option ,
NIntegrate samples enough points that it notices the peak around . With the default setting of
MaxRecursion , however,
NIntegrate cannot use enough sample points to be able to expect an accurate answer.
Another way to solve the problem is to make
NIntegrate break the integration region into several pieces, with a small piece that explicitly covers the neighborhood of the peak.
For integrals in many dimensions, it can take a long time for
NIntegrate to get a precise answer. However, by setting the option , you can tell
NIntegrate to give you just a rough estimate, sampling the integrand only a limited number of times.
Here is a way to get a rough estimate for an integral that takes a long time to compute.