1 | initial version |
Symbolic integration is tricky, both for humans and for computers! Various software systems offer symbolic integration functionality, with varying abilities to deal with all sorts of integrals.
Sage delegates integral computations to several integration engines provided by other software.
Currently (in Sage 9.2) for symbolic integrals one can call one of FriCAS, Giac, Maxima, or SymPy.
When integrating in Sage, there is a default choice
of which of these systems to call (currently Maxima),
but the user can also decide which system to call,
using the optional parameter algorithm=...
.
Among the available choices, Giac, Maxima and SymPy are "standard packages", meaning they are (at least in the current version of Sage) always installed with Sage. By contrast, FriCAS is an "optional package" in Sage, meaning it does not come installed by default with Sage, but users can decide to install it additionally.
The integral in the question gets additional complexity from involving a number of constants each with their own quirks:
There are products and sums and quotients all over the place,
extra variables t
and x
, and an offset x_0
...
Hard to think clearly with all those distractions.
Why not make life simpler for ourselves and for the software we use by decomposing things a little bit.
The function to integrate is, really, of the form
F = A * exp(-(a*(p-p0)^2 + b*i*(p-p1)^2))
with A
, a
, b
positive real parameters,
p0
, p1
real parameters of arbitrary sign,
and finally our integration variable p
, also real.
So we might want to try and compute
J = integral(F, p, -oo, +oo)
and if that succeeds, we can then substitute the values of the parameters to get our answer.
(To avoid any risk of confusion with the imaginary unit $i$, let us call our integral $J$ rather than "I for integral".)
Before jumping to computing or to asking software to compute for us, we might pause for a second and wonder if the integral actually converges.
We know the integral of exp(-p^2)
from -oo
to +oo
converges, and neither shifting by p0
nor scaling
by a
can change that.
So G = exp(-a*(p-p0)^2)
, which by the way
takes only real positive values, has a convergent
integral from -oo
to +oo
.
Now exp(-(a*(p-p0)^2 + b*i*(p-p1)^2)) = G * H
where H = exp(-b*i*(p-p1)^2)
, and since the
integral of the real positive valued function G
converges, winding it by H
(which takes values
on the unit circle) is not going to change that:
the integral of G * H
converges and its absolute
value is less than the integral of G
.
Good, so F
converges. Let's compute it!
We want to try
J = integral(F, p, -oo, +oo, algorithm='thing')
For all the available choices of 'thing'
, i.e.,
taking them in reverse alphabetic order (why not),
'sympy'
, 'maxima'
, 'giac'
, 'fricas'
.
Let's try that!
Let's tell Sage to ask SymPy to compute:
sage: J = integral(F, p, -oo, +oo, algorithm='sympy')
Disappointingly, this causes an attribute error:
Traceback (most recent call last)
...
AttributeError: 'And' object has no attribute '_sage_'
Looking more carefully we could figure out what is going on: Sage is calling SymPy, which returns an answer, but converting this answer back to Sage fails.
If we know a little bit of SymPy, we can ask SymPy directly. Maybe someone will cover that in a different answer.
Let's tell Sage to ask Maxima to compute:
sage: J = integral(F, p, -oo, +oo, algorithm='maxima')
Disappointingly, we get an error similar to the one in the question:
Traceback (most recent call last)
...
AttributeError: 'And' object has no attribute '_sage_'
Let's tell Sage to ask Giac to compute:
sage: J = integral(F, p, -oo, +oo, algorithm='giac')
This succeeds and we get the following answer:
sage: J
+Infinity
However we know the integral should have been finite. Either Giac is confused, or there was some communication problem between Sage and Giac, either when asking the question or when interpreting the answer. This would deserve to be investigated more thoroughly.
Let's tell Sage to ask FriCAS to compute:
sage: J = integral(F, p, -oo, +oo, algorithm='fricas')
If FriCAS is not installed we get a long (very long) error message ending with
TypeError: unable to start fricas because the command
'fricas -nosman' failed: The command was not found
or was not executable: fricas.
In order to use the FriCAS interface you need to have FriCAS installed.
You can either run 'sage -i fricas' to install FriCAS as an optional
package within SageMath, or install FriCAS separately, see
http://fricas.sourceforge.net.
Hopefully in some future version of Sage, the message can be made
a lot shorter: when running integrate(..., algorithm='fricas')
,
Sage could maybe check whether FriCAS is available and, if not,
raise an error with a short informative error message (something
like the fragment quoted above for instance).
If FriCAS is installed, he computation succeeds and we get:
sage: J
sqrt(pi)*A*e^((-I*a*b*p0^2 + 2*I*a*b*p0*p1 - I*a*b*p1^2)/(I*a + b))/sqrt(I*a + b)
which seems plausible. The sqrt(pi) reminds us of the integral
of $\int_{-\infty}^{+\infty}e^{-t^2}dt$, and there are some
multiplicative constants involving a
, b
, p0
and p1
,
as one would expect.
Factoring some parts of this expression, this can be rewritten as:
K = sqrt(pi)/sqrt(I*a + b)*A*e^((-I*a*b/(I*a + b)*(p0 - p1)^2))
and we can substitute all the messy constants if we wish.
2 | No.2 Revision |
Symbolic integration is tricky, both for humans and for computers! Various software systems offer symbolic integration functionality, with varying abilities to deal with all sorts of integrals.
Sage delegates integral computations to several
the computation of many symbolic integrals
to integration engines provided by other software.
Currently (in Sage 9.2) for symbolic integrals
integrals one can call call
one of FriCAS, Giac, Maxima, or SymPy.
When integrating in Sage, there FriCAS, Giac, Maxima, or SymPy.
The is a default choice
of which of these systems choice is to call (currently Maxima),
Maxima, but the user users can also also
decide which system to call,
using to call, via the optional parameter algorithm=...
.
Among the available choices, Giac, Maxima and SymPy
are SymPy are
"standard packages", meaning they are (at least
in the current version of Sage) always installed with
installed
with Sage. By contrast, FriCAS is an "optional package"
in Sage, meaning it does not come installed by default
with Sage, but users can decide to install it additionally.
The integral in the question gets additional complexity from involving a number of constants each with their own quirks:
There are products and extra variables t
and x
, an offset x_0
,
products, sums and quotients all over the place,
extra variables place...t
and x
, and an offset x_0
...
Hard to think clearly with all those distractions.
Why not make life simpler for ourselves and for the software we use by decomposing things a little bit.
The function to integrate is, really, of the form
F = A * exp(-(a*(p-p0)^2 + b*i*(p-p1)^2))
with A
, a
, b
positive real parameters,
p0
, p1
real parameters of arbitrary sign,
and finally our integration variable p
, also real.
So we might want to try and compute
J = integral(F, p, -oo, +oo)
and if that succeeds, we can then substitute the values of the parameters to get our answer.
(To avoid any risk of confusion with the imaginary unit $i$, let us call our integral $J$ rather than "I for integral".)
Before jumping to computing or to asking software to compute for us, we might pause for a second and wonder if the integral actually converges.
We know the integral of exp(-p^2)
from -oo
to +oo
converges, and neither shifting by p0
nor scaling
by a
can change that.
So G = exp(-a*(p-p0)^2)
, which by the way
takes only real positive values, has a convergent
integral from -oo
to +oo
.
Now exp(-(a*(p-p0)^2 + b*i*(p-p1)^2)) = G * H
where H = exp(-b*i*(p-p1)^2)
, and since the
integral of the real positive valued function G
converges, winding it by H
(which takes values
on the unit circle) is not going to change that:
the integral of G * H
converges and its absolute
value is less than the integral of G
.
Good, so F
converges. Let's compute it!
We want to try
J = integral(F, p, -oo, +oo, algorithm='thing')
For all the available choices of 'thing'
, i.e.,
taking them in reverse alphabetic order (why not),
'sympy'
, 'maxima'
, 'giac'
, 'fricas'
.
Let's try that!
Let's tell Sage to ask SymPy to compute:
sage: J = integral(F, p, -oo, +oo, algorithm='sympy')
Disappointingly, this causes an attribute error:
Traceback (most recent call last)
...
AttributeError: 'And' object has no attribute '_sage_'
Looking more carefully we could figure out what is going on: Sage is calling SymPy, which returns an answer, but converting this answer back to Sage fails.
If we know a little bit of SymPy, we can ask SymPy directly. Maybe someone will cover that in a different answer.
Let's tell Sage to ask Maxima to compute:
sage: J = integral(F, p, -oo, +oo, algorithm='maxima')
Disappointingly, we get an error similar to the one in the question:
Traceback (most recent call last)
...
AttributeError: 'And' object has no attribute '_sage_'
Let's tell Sage to ask Giac to compute:
sage: J = integral(F, p, -oo, +oo, algorithm='giac')
This succeeds and we get the following answer:
sage: J
+Infinity
However we know the integral should have been finite. Either Giac is confused, or there was some communication problem between Sage and Giac, either when asking the question or when interpreting the answer. This would deserve to be investigated more thoroughly.
Let's tell Sage to ask FriCAS to compute:
sage: J = integral(F, p, -oo, +oo, algorithm='fricas')
If FriCAS is not installed we get a long (very long) error message ending with
TypeError: unable to start fricas because the command
'fricas -nosman' failed: The command was not found
or was not executable: fricas.
In order to use the FriCAS interface you need to have FriCAS installed.
You can either run 'sage -i fricas' to install FriCAS as an optional
package within SageMath, or install FriCAS separately, see
http://fricas.sourceforge.net.
Hopefully in some future version of Sage, the message can be made
a lot shorter: when running integrate(..., algorithm='fricas')
,
Sage could maybe check whether FriCAS is available and, if not,
raise an error with a short informative error message (something
like the fragment quoted above for instance).
If FriCAS is installed, he the computation succeeds and we get:
sage: J
sqrt(pi)*A*e^((-I*a*b*p0^2 + 2*I*a*b*p0*p1 - I*a*b*p1^2)/(I*a + b))/sqrt(I*a + b)
which seems plausible. The sqrt(pi) reminds us of the integral
of $\int_{-\infty}^{+\infty}e^{-t^2}dt$, and there are some
multiplicative constants involving a
, b
, p0
and p1
,
as one would expect.
Factoring some parts of this expression, this can be rewritten as:
K = sqrt(pi)/sqrt(I*a + b)*A*e^((-I*a*b/(I*a + b)*(p0 - p1)^2))
and we can substitute all the messy constants if we wish.
Note that the Sage + FriCAS combination is installed both at SageCell and at CoCalc, so one can try it online without having to install FriCAS oneself.