3
$\begingroup$

When I evaluate

NIntegrate[a(x - y)^2, {x, 0, 1}, {y, 0, 1}, AccuracyGoal -> 8]

Mathematica returns 0 without giving a non-numerical value error, despite that fact that there is an undefined a in the integrand. If I get rid of the AccuracyGoal specification then the expected error is raised. It is also raised if I multiply a by pretty much any function other than (x-y)^2.

I'm wondering why, in the particular instance describe above, NIntegrate does not warn me that I'm using incorrect syntax.

EDIT: Using evaluation monitor

Reap[NIntegrate[a (x - y)^2, {x, -1, 1}, {y, -1, 1}, AccuracyGoal -> 8, EvaluationMonitor :> Sow[{x, y}]]]

results in

{0., {{{0., 0.}, {0.948683, 0.948683}, {-0.948683, -0.948683}, {-0.688247, -0.688247}, {0.688247, 0.688247}}}}.

This explains why no error was given: NIntegrate evaluates the integrand only at points where it evaluates to the nonsymbolic value zero. I suppose my remaining question is why NIntegrate only evaluated the integrand at those points? If I do the same with an explicit value for a (say 1) I find

Reap[NIntegrate[1 (x - y)^2, {x, -1, 1}, {y, -1, 1}, AccuracyGoal -> 8, EvaluationMonitor :> Sow[{x, y}]]]

{2.66667, {{{0., 0.}, {0.358569, 0.}, {-0.358569, 0.}, {0.948683, 0.}, {-0.948683, 0.}, {0., 0.358569}, {0., -0.358569}, {0., 0.948683}, {0., -0.948683}, {0.948683, 0.948683}, {0.948683, -0.948683}, {-0.948683, -0.948683},{-0.948683, 0.948683}, {-0.688247, -0.688247}, {-0.688247,0.688247}, {0.688247, -0.688247}, {0.688247, 0.688247}}}}

in disagreement with the case where a is symbolic.

Improve this question
$\endgroup$
10
  • $\begingroup$ This is weird. It happens only when the AccuracyGoal is less then infinite. $\endgroup$
    – DeadlosZ
    Feb 5, 2021 at 23:26
  • 3
    $\begingroup$ These kind of situations are fairly well explained in NIntegrate's advanced documentation. See, for example, "Examples of Pathological Behavior". $\endgroup$
    – Anton Antonov
    Feb 5, 2021 at 23:42
  • 2
    $\begingroup$ @justacalculator The limit is ag = -Log10[$MinMachineNumber/2^52] + Log10[2], a double-precision floating-point limit. $\endgroup$
    – Michael E2
    Feb 6, 2021 at 2:52
  • 3
    $\begingroup$ NIntegrate treats nonnumeric results as singularities and they are discarded. If there are numeric function values, it assumes that the singularities will be handled in the course of refinement. In this case because of the symmetry, the error estimate is 0. and the integration stops. Try ii[x_?NumericQ, y_?NumericQ] := (Sow[{x, y}, "xy"]; a (x - y)^2); NIntegrate[ii[x, y], {x, 0, 1}, {y, 0, 1}, AccuracyGoal -> 8] // Reap to see the integrand is actually evaluated throughout the domain. $\endgroup$
    – Michael E2
    Feb 6, 2021 at 3:02
  • 2
    $\begingroup$ The initial error is 0. and Accuracy[0.] is almost 324. Ignoring PrecisionGoal for now, if you set AccuracyGoal higher than Accuracy[error], NIntegrate will subdivide the region with the largest error (which at the first step is the whole domain). As subdivision goes on, not all of the new regions will be symmetric with respect to the integrand and two things can happen: The error is no longer zero on a subregion, or the integrand is nonnumeric on the entire subregion. In the first case you get more subdivision. In the second, you get an error. $\endgroup$
    – Michael E2
    Feb 6, 2021 at 20:09

1 Answer 1

Reset to default
1
$\begingroup$

NIntegrate treats nonnumeric results as singularities and they are discarded. If there are numeric function values, it assumes that the singularities will be handled in the course of refinement. If there are no numeric function values at all sampling points, you get a NIntegrate::inumr error.

Try the following to see the integrand is actually evaluated throughout the domain.

ii[x_?NumericQ, y_?NumericQ] := (Sow[{x, y}, "All"]; a (x - y)^2);
Reap[
   NIntegrate[
    ii[x, y], {x, 0, 1}, {y, 0, 1},
    AccuracyGoal -> 8,
    EvaluationMonitor :> Sow[{x, y}, "Used"]],
   {"All", "Used"}
   ][[2, All, 1]] // 
 ListPlot[#, AspectRatio -> 1, PlotLegends -> {"All", "Used"}] &

Since only points with x == y are used, the integral and error are both 0.:

NIntegrate[a (x - y)^2, {x, 0, 1}, {y, 0, 1}, AccuracyGoal -> 8, 
  IntegrationMonitor :> (Sow[Through[#@"Error"]] &)] // Reap

(*  {0., {{{0.}}}}  *)

The OP observes that an error message does not appear until AccuracyGoal is at least 324. The actual limit is connected to the smallest (subnormal) machine-precision number, which is the same as Accuracy[0.], accuracy of the error:

ag = -Log10[$MinMachineNumber] + Log10[2^53]
Accuracy[0.]

(*
  323.607
  323.607
*)

NIntegrate[a (x - y)^2, {x, 0, 1}, {y, 0, 1}, 
 AccuracyGoal -> (1 - $MachineEpsilon/2) ag]  (* no error *)

(*  0.  *)

NIntegrate[a (x - y)^2, {x, 0, 1}, {y, 0, 1}, 
 AccuracyGoal -> ag]                          (*  error   *)

NIntegrate::inumr: The integrand a (x-y)^2 has evaluated to non-numerical values for all sampling points in the region with boundaries {{0,0.5},{0,1}}. >>

Ignoring PrecisionGoal for this case, if you set AccuracyGoal higher than the Accuracy of the error, NIntegrate will subdivide the region with the largest error (which at the first step is the whole domain). As subdivision goes on, not all of the new regions will be symmetric with respect to the integrand and two things can happen: The integrand is nonnumeric on the entire subregion, or the error is at best 0. on a subregion. If the first happens, you get a NIntegrate::inumr error and integration stops. In the second, you get more subdivision.

Improve this answer
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.