Article 53FH6 Elementary approximation to “impossible” integral

Elementary approximation to “impossible” integral

by
John
from John D. Cook on (#53FH6)

The previous post looked an integral that is impossible" in the sense that it cannot be computed in closed form. It can be integrated in terms of special functions, and it can easily be computed numerically to as much accuracy as anyone would want.

In this post I'll present a simple approximation that calculus students should find accessible.

The basic idea is to tweak a Taylor polynomial into something we can take the square root of. Specifically, we will replace the Taylor series

int_sqrt_sin4

with

int_sqrt_sin5.svg

If is small, 5 is extremely small, and so the approximation should be work well for small x, and it doesn't need to work for x very large because the integrand is only real for x less than .

Define

int_sqrt_sin6.svg

Then

int_sqrt_sin7.svg

Here's a plot showing how good the approximation is.

int_sqrt_sin3.svg

So the approximation is good to about seven figures for x < 0.2, and even for x as large as 1.5 the approximation is still good to three figures.

Since the sin is positive for 0 , it's natural to evaluate f(x) for 0 x . Our approximation error would continue to increase if we directly used values of x greater than /2. But because sine is symmetric about /2, we can avoid this problem: If /2 x , then we can compute f(x) as 2f(/2) - f( - x).

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