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I want to calculate the principal value of following two-dimensional integral numerically $$ \int_{0}^{\infty}dx\int_{0}^{\infty}dy\sqrt{xe^{-100x}}\sqrt{ye^{-100y}}\frac{1-e^{1000\imath(x+y)}}{(x+y)(y-0.001)} $$ The mathematica code is

NIntegrate[Sqrt[x E^{-100x}]Sqrt[y E^{-100x}]((1-E^{1000I(x+y)})/(x+y))(1/(y-0.001)),{x,0,∞},{y,0,∞}]

The mathematica gives the following error

Numerical integration converging too slowly; suspect one of the following: singularity, value of the integration is 0, highly oscillatory integrand, or WorkingPrecision too small

NIntegrate failed to converge to prescribed accuracy after 18 recursive bisections in y near {y,x} ={0.000999996,0.00121927}. NIntegrate obtained 0.0509438 +0.00910859I and 0.05892024847005836` for the integral and error estimates.

How can I calculate the principal value of integral without error with NIntegrate? Actually I am encountering with this types of integrals and errors in my line of work frequently. I need a solid method to deal with such integrals.

P.S.: I examined this integral in Matlab and it gave an answer without error. What is the difference between Mathematica and Matlab in this context?

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closed as off-topic by Daniel Lichtblau, MarcoB, m_goldberg, Yves Klett, Feyre Nov 26 '16 at 15:47

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  • $\begingroup$ Did you get any answer at all? I got the error but also got the answer {1.79492*10^10} $\endgroup$ – Jose Enrique Calderon Nov 25 '16 at 7:28
  • $\begingroup$ @JoseECalderon Yes. I Do. But I am not sure that is the correct answer. $\endgroup$ – Farhad Nov 25 '16 at 7:34
  • $\begingroup$ The integrand in your code is different from that in $\LaTeX$, which one is correct? (Just press Ctrl+Shift+N and check your code, the (y-0.001) term is in the numerator. ) $\endgroup$ – xzczd Nov 25 '16 at 12:17
  • $\begingroup$ @xzczd I corrected the mathematica code. $\endgroup$ – Farhad Nov 25 '16 at 12:44
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    $\begingroup$ I'm voting to close this question as off-topic because the behavior indicated is correct: the integral diverges, and for a reason that is fairly clear. $\endgroup$ – Daniel Lichtblau Nov 25 '16 at 17:39
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The integral under consideration diverges in view of the singular line $y=1/1000$ of the integrand. The Integrate command detects it:

Integrate[ Sqrt[x Exp[-100 x]] Sqrt[ y Exp[-100 x]] (1 - Exp[1000 I (x + y)])/((x + y) (y - 0.001)), {x, 0, \[Infinity]}, {y, 0, \[Infinity]}]

Integrate::idiv: Integral of (0.177245 Sqrt[y])/(-0.001+y)-((0.0414551 +0.0375163 I) E^(1000 I y) Sqrt[y])/(-0.001+y)+(3.14159 E^(100 y) y Erf[10 Sqrt[y]])/(-0.001+y)-(3.14159 E^(100 y) y Erf[10 Sqrt[(1-10 I) y]])/(-0.001+y) does not converge on {0,[Infinity]}.

Few syntax errors (e.g. E^{-100x}) are corrected in the above.

Even with PrincipalValue -> True

Integrate[ Sqrt[x Exp[-100 x]] Sqrt[y Exp[-100 x]] (1 - Exp[1000 I (x + y)])/((x + y) (y - 0.001)), {y,0, \[Infinity]}, {x, 0, \[Infinity]}, PrincipalValue -> True]

Integrate[ 1/(0.001 + 1. x) E^(-100 x) ((0. - 0.0993459 I) Sqrt[x] + 3.14159 x + E^(1000 I x) ((0.106478 - 0.0123898 I) Sqrt[x] - 3.14159 x Cos[1000. x] + (0. + 3.14159 I) x Sin[1000. x] + FresnelC[ 25.2313 Sqrt[ x]] ((3.14159 - 3.14159 I) x Cos[ 1000. x] - (3.14159 + 3.14159 I) x Sin[1000. x]) + FresnelS[ 25.2313 Sqrt[ x]] ((3.14159 + 3.14159 I) x Cos[ 1000. x] + (3.14159 - 3.14159 I) x Sin[1000. x]))), {x, 0, [Infinity]}, PrincipalValue -> True] Then

NIntegrate[1/(0.001 + 1. x) E^(-100 x) ((0. - 0.0993459 I) Sqrt[x] + 3.14159 x +E^(1000 I x) ((0.106478 - 0.0123898 I) Sqrt[x] - 
   3.14159 x Cos[1000. x] + (0. + 3.14159 I) x Sin[1000. x] + 
   FresnelC[25.2313 Sqrt[x]] ((3.14159 - 3.14159 I) x Cos[1000. x] - (3.14159 + 3.14159 I) x Sin[1000. x]) + FresnelS[ 25.2313 Sqrt[
       x]] ((3.14159 + 3.14159 I) x Cos[1000. x] + (3.14159 - 3.14159 I) x Sin[1000. x]))), {x,  0, \[Infinity]}]

0.0257157 - 0.00922848 I

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  • $\begingroup$ Verify.. There is a mistake in the equation. Left the y-0.001 in the numerator. $\endgroup$ – Jose Enrique Calderon Nov 25 '16 at 9:13
  • $\begingroup$ @Jose E Calderon: Thank you. The incorrect addition was deleted by me. $\endgroup$ – user64494 Nov 25 '16 at 9:23
  • $\begingroup$ Which version are you in? In v9.0.1 and v8.0.4 the 2nd integral returns unevaluated with a few warning. $\endgroup$ – xzczd Nov 25 '16 at 14:33
  • $\begingroup$ @xczd: I use v. 11. You are right. Indeed, the true output is Integrate[ 1/(0.001 + 1. x) E^(-100 x) ((0. - 0.0993459 I) Sqrt[x] + 3.14159 x + E^(1000 I x) ((0.106478 - 0.0123898 I) Sqrt[x] - 3.14159 x Cos[1000. x] + (0. + 3.14159 I) x Sin[1000. x] + FresnelC[ 25.2313 Sqrt[ x]] ((3.14159 - 3.14159 I) x Cos[1000. x] - (3.14159 + 3.14159 I) x Sin[1000. x]) + FresnelS[25.2313 Sqrt[ x]] ((3.14159 + 3.14159 I) x Cos[ 1000. x] + (3.14159 - 3.14159 I) x Sin[1000. x]))), {x, 0, [Infinity]}, PrincipalValue -> True] Thank you. I edited my answer. $\endgroup$ – user64494 Nov 25 '16 at 14:56
  • $\begingroup$ Thank you. It seems that the "PrincipalValue" option works for two-dimensional Integrate not NIntegrate. This would do. $\endgroup$ – Farhad Nov 25 '16 at 18:21
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The integrand has a singularity in $y=0.001$, but also have terms than can be separated and integrated firstly wrt x. The integrad is:

 Sqrt[x Exp[-100 x]] Sqrt[y Exp[-100 y]] (1 - Exp[1000 I (x + y)])/((x + y) (y - 0.001)) 

Now, and with $y\geq0$, first integrate the real part:

 Assuming[y >= 0, Integrate[(1 - Cos[1000 (x + y)]) Sqrt[x] Exp[-50. x], {x, 0, \[Infinity]}]]

 (*0.00250663 + 0.0000182432 Cos[1000. y] + 0.0000212049 Sin[1000. y]*)

with respect to $y$ and taking into account the singularity at 0.001:

NIntegrate[1/(-0.001+ y) Sqrt[y] Exp[-50 y] (0.0025066282746310014 + 
0.000018243204055544903 Cos[1000. y] + 
0.000021204895736310885 Sin[1000. y]), {y, 0, .001, \[Infinity]},
Method-> "DoubleExponential", MaxRecursion -> 200]

 (*0.000567425*)

If we do the same for the imaginary part:

Assuming[y >=0, -I Integrate[( Sin[1000 (x + y)]) Sqrt[ x] Exp[-50. (x)], {x, 0, \[Infinity]}]] 

(*-I (0.0000212049 Cos[1000 y] - 0.0000182432 Sin[1000 y])*)

NIntegrate[1/(-0.001 + y) Sqrt[y]
Exp[-50 y] (-I (0.000021204895736310888 Cos[1000 y] - 
0.00001824320405554491 Sin[1000 y])), {y, 0, .001, \[Infinity]},
Method -> "DoubleExponential", MaxRecursion -> 200]

(*2.21313*10^-6 I*)

The value seems to be 0.000567425+2.21313$10^{-6}i$

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  • $\begingroup$ @ José Antonio Díaz Nava : This is another task than the stated one because you integrate with respect to $y$ from $0.001$ to $\infty$. $\endgroup$ – user64494 Nov 25 '16 at 16:09
  • $\begingroup$ @user64494 You are right. I have just edited to take into account the singularity in $y$ $\endgroup$ – José Antonio Díaz Navas Nov 25 '16 at 16:21
  • $\begingroup$ @ José Antonio Díaz Nava : Can you kindly comment your code, especially the following places {y, 0, 0.001, [Infinity]} and "SymbolicProcessing" -> 5? A good code is a commented code. I am not an expert in Mathematica. TIA. $\endgroup$ – user64494 Nov 25 '16 at 16:46
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    $\begingroup$ Basically you can include the singularities in the integration domain. The number in SymbolicProcessing option tells Mathematica how many seconds for preprocessing the integrand symbolically. Please write my name correctly. $\endgroup$ – José Antonio Díaz Navas Nov 25 '16 at 16:51
  • $\begingroup$ @ José Antonio Díaz Navas : I am very sorry for the incorrect spelling of your name. Thank you. I did find it (i.e. "Basically you can include the singularities in the integration domain" ) in reference.wolfram.com/language/tutorial/… . However, the integral under consideration diverges. Is a certain generalized value of it calculated in your answer? $\endgroup$ – user64494 Nov 25 '16 at 17:05

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