Mathematica complaints that convergent integral diverges

Question

Bug introduced in 10.0 and fixed in 10.0.2

---

Trying to do the integral

Integrate[
E^(-((201 x1^2)/101))
x1^2 (15 - 20 x1^2 + 4 x1^4) (5913508078417951503 + 
1124782662003060300000 x1^2 - 2983951574394000000000 x1^4 + 
2591462040000000000000 x1^6 - 797900000000000000000 x1^8 + 
80000000000000000000 x1^10), {x1, -Infinity, Infinity}]

Mathmatica tells me that it does not converge. However it certainly does due to the Gaussian term upfront. It seems to be an issue with the large oscillations due to the polynomials and I was wondering what options I need to supply so that Mathematica can evaluate the integral. (I will have to do this with hundreds of similar polynomials, so I am looking for a general solution to this problem)

Thanks so much

EDIT: Based on the answers and comments I contacted Wolfram and they acknowledged the issue. Here is their response:

Thank you for your email.

I agree that Mathematica should return a result in this case and have filed a report with our developers on this issue. This may allow them to fix the problem in a future version of Mathematica. I believe that you have received several workarounds to this problem in the StackExchange thread that you cite, so I will not repeat them here.

Please let me know if you have any further questions.

Answer 1

Expectation, interestingly, does not have the same problem as Integrate, and it is much faster. If you "have to do this with hundreds of similar polynomials," then I recommend using Expectation.

First the exponential factor of the integrand corresponds to the pdf of a normal distribution, scaled by a constant:

1 / Sqrt[(201/(101 π))] * PDF[NormalDistribution[0, Sqrt[101/201/2]]][x1]

(* E^(-((201 x1^2)/101)) *)

The Expectation returns quite quickly, about 160 times faster than either Integrate method in the present answers, suggesting that the expectation of polynomials over normal distributions is a special case:

1/Sqrt[(201/(101 π))] * Expectation[ 
   x1^2 (15 - 20 x1^2 + 4 x1^4) (5913508078417951503 + 
      1124782662003060300000 x1^2 - 2983951574394000000000 x1^4 + 
      2591462040000000000000 x1^6 - 797900000000000000000 x1^8 + 
      80000000000000000000 x1^10), 
   x1 \[Distributed] NormalDistribution[0, Sqrt[101/201/2]]]

(* (368559503694222488015947879582225000 Sqrt[(101 π)/201])/32891481882087921 *)

One can check that this is equal to the result obtained by Fred Simons.

Update -- Further explanation

Examining the Trace,

integrand = 
  E^(-((201 x1^2)/101)) x1^2 (15 - 20 x1^2 + 
     4 x1^4) (5913508078417951503 + 1124782662003060300000 x1^2 - 
     2983951574394000000000 x1^4 + 2591462040000000000000 x1^6 - 
     797900000000000000000 x1^8 + 80000000000000000000 x1^10);
trace = With[{f = integrand /. E^_ -> 1},
   Trace[Expectation[f, 
     x1 \[Distributed] NormalDistribution[0, Sqrt[101/201/2]]], 
    TraceInternal -> True]
   ];

one observes that the integrand is detected to be a polynomial and that for each power x1^n, the coefficient of x1^n is multiplied by Moment[NormalDistribution[0, Sqrt[101/402]], n].

Timing

Needs["GeneralUtilities`"]

Integrate[integrand, {x1, -Infinity, Infinity}, PrincipalValue -> True] // AccurateTiming

(* 0.368640 *)

Integrate[#, {x1, -Infinity, Infinity}] & /@ Expand[integrand] // AccurateTiming

(* 0.306265 *)

Integrate[integrand, {x1, -Infinity, Infinity}, GenerateConditions -> False] // AccurateTiming

(* 0.216459 *)

1/Sqrt[(201/(101 \[Pi]))] *
  Expectation[integrand /. E^_ -> 1, 
   x1 \[Distributed] NormalDistribution[0, Sqrt[101/201/2]]] // AccurateTiming

(* 0.00135676 *)

Answer 2

I have no idea why Mathematica complains about the convergence. When you expand the integrand, then integrate each of the terms and add, you will find the exact result:

E^(-((201 x1^2)/101)) x1^2 (15 - 20 x1^2 + 
4 x1^4) (5913508078417951503 + 1124782662003060300000 x1^2 - 
2983951574394000000000 x1^4 + 2591462040000000000000 x1^6 - 
797900000000000000000 x1^8 + 80000000000000000000 x1^10) // Expand;
Integrate[#, {x1, -\[Infinity], \[Infinity]}] & /@ %


(*-((209432594936834177932282080417913954555 Sqrt[(101 \[Pi])/201])/65782963764175842)+(9561258132402170537415665 Sqrt[(303 \[Pi])/67])/8978*)

You could also use NIntegrate, with the option WorkingPrecision->20 to force Mathematica to use arbitrary precision numbers, and the obtain numerically the same result as above.

Answer 3

Integrate[E^(-((201 x1^2)/101))
x1^2 (15 - 20 x1^2 + 4 x1^4) (5913508078417951503 + 
1124782662003060300000 x1^2 - 2983951574394000000000 x1^4 + 
2591462040000000000000 x1^6 - 797900000000000000000 x1^8 + 
80000000000000000000 x1^10), {x1, -Infinity, Infinity}, PrincipalValue -> True]

(*(368559503694222488015947879582225000 Sqrt[(
 101 \[Pi])/201])/32891481882087921*)

Answer 4

Mathmatica tells me that it does not converge

This has been fixed in V 10.0.2. On windows 7, 64 bit.

Integrate[E^(-((201 x1^2)/101)) x1^2 (15 - 20 x1^2 + 4 x1^4) 
     (5913508078417951503 + 1124782662003060300000 x1^2 - 
    2983951574394000000000 x1^4 + 2591462040000000000000 x1^6 - 
    797900000000000000000 x1^8 + 
    80000000000000000000 x1^10), {x1, -Infinity, Infinity}]

 Integrate[Exp[-x^2] x^8 (1 + x^2 + x^4 + x^8), {x, -\[Infinity], \[Infinity]}]