I am trying to get the solution of the following symbolic integral using Wolfram-Mathematica:
Integrate[1/(w^2 + l^2 + 2*l*w*Sin[t*w]), w]
but it does not return any solutions. Any ideas how to fix this?
When you encounter trigonometric functions (sin, cos), it is often useful to go to the exponential form (see the Help on TrigToExp).
This solves your integral easily:
solutionExp = Integrate[TrigToExp[w^2 + l^2 + 2 l w Sin[t w]], w]
This solution can be brought back to trigonometric form with ExpToTrig:
solutionTrig = ExpToTrig[solutionExp]
Related
I am trying to write the following expression:
L[y[x]] = y'[x] - 1/h (a0 y[x - h] + a1 y[x] + a2 y[x + h])
I already saw an answer about something similar to this problem: f[y_]:=D[y,x]*2 and I understood the command of delayed definition. The problem is that in my case the argument x is important because I have to evaluate the function y in different points and this is giving me some issue.
How I can write the formula in a proper way?
Thanks in advance
I'm not exactly sure what you are trying to accomplish.
Is there any chance that this helps?
y[x_]:=Sin[x];
L[y_,x_] := (y'[z] - 1/h (a0 y[z - h] + a1 y[z] + a2 y[z + h]))/.z->x;
L[y,x]
L[y,2]
which returns
Cos[x] - (-(a0*Sin[h - x]) + a1*Sin[x] + a2*Sin[h + x])/h
and
Cos[2] - (a1*Sin[2] + a0*Sin[2 - h] + a2*Sin[2 + h])/h
That depends on z and perhaps x not previously having been assigned any values.
There are almost certainly other ways of doing that, like everything else in Mathematica.
Please test this VERY carefully before you even think of depending on this.
[edit] The part about "f" is solved. Here is what I did:
Instead of using:
X = (F * W' - Y);
f = X' * X;
I'm now using:
X = F*W;
A = X'*F*W;
B = -2*X'*Y;
Y1 = Y'*Y;
f = A + B + Y1
This will give a massive speed up. Still, the problem with the Hessian of f remains.
[/edit]
So, I'm having some serious performance "problems" with a quadratic optimization problem I'm trying so solve in Matlab. The problem is not the optimization per se, but the calculation of the target function and the Hessian. Right now it looks like this (F and Y aren't random at all and will have real data, also it is not neccesarily unconstrainted, because then the solution would of course be (F'F)^-1*F'*Y):
W_a = sym('w_a_%d', [1 96]);
W_b = sym('w_b_%d', [1 96]);
for i = 1:96
W(1,2*(i-1)+1) = W_a(1,i);
W(1,2*i) = W_b(1,i);
end
F = rand(10000,192);
Y = rand(10000,1);
q = [];
for i = 1:192
q = [q sum(-Y(:).*F(:,i))];
end
q = 2*q;
q = double(q);
X = (F * W' - Y);
f = X' * X;
H = hessian(f);
H = double(H);
A=[]; b=[];
Aeq=[]; beq=[];
lb=[]; ub=[];
options=optimset('Algorithm', 'active-set', 'Display', 'off');
[xsol,~,exitflag,output]=quadprog(H, q, A, b, Aeq, beq, lb, ub, [], options);
The thing is: calculating f and H takes like forever.
I'm not expecting that there are ways to significantly speed this up, since Matlab is optimized for stuff like this. But maybe someone knows some open license software, that's almost as fast as Matlab, so that I could calculate f and H with that software on a faster machine (which unfortunately has no Matlab license ...) and then let Matlab do the optimization.
Right now I'm kinda lost in this :/
Thank you very much in advance. Even some keywords could help me here like "Look for software xy"
If speed is your concern, using symbolic methods is usually the wrong approach (especially for large systems or if you need to run something repeatedly). You'll need to calculate your Hessian numerically. There's an excellent utility on the MathWorks FileExchange that can do this for you: the DERIVESTsuite. It includes a numeric hessian function. You'll need to formulate your f as a function of X.
I have a differential equation A*dx/dt + B(y-y0) = 0
Where x is a very complicated function of y.
How can I use Mathematica to rearrange y to get a function x in order to solve this?
Thanks
There are two or three different problems here that you might be asking:
Option 1: The subject line
First, if you really do have a function f[x] defined and you want to rearrange it, you would be doing something like this:
f[x_]=2+x+x^2;
Solve[y==f[x],x]
However, even here you should notice that inverse functions are not necessarily unique. There are two functions given, and the domain of each is only for y>=7/4.
Option 2: Solving a DE
Now, the equation you give is a differential equation. That is not the same as "rearranging a function y=f[x] into x=g[y]" because there are derivatives involved.
Mathematica has a built-in differential-equation solver:
DSolve[a y'[t] + b (y[t] - y0) == 0, y[t], t]
That will give you a function (in terms of constants $a,b,y_0$) that is the answer, and it will include the unspecified constant of integration.
Your system seems to refer to two functions, x(t) and y(t). You cannot solve one equation for two variables, so it is impossible to solve this (Mathematica or otherwise) without more information.
Option 3: Rearranging an expression
As a third alternative, if you are trying to rearrange this equation without solving the differential equation, you can do that:
Solve[a x'[t] + b(y[t]-y0)==0,x'[t]]
This will give you $x'(t)$ in terms of the other constants and the function $y(t)$, but in order to integrate this (i.e. to solve the differential equation) you will need to know more about y[t].
guys! Sorry in advance about this.
Let's say I want to convolve two functions (f and g), a gaussian with a breit-wigner:
f[x_] := 1/(Sqrt[2 \[Pi]] \[Sigma])Exp[-(1/2) ((x - \[Mu])/\[Sigma])^2];
g[x_] := 1/\[Pi] (\[Gamma]/((x - \[Mu])^2 + \[Gamma]^2));
One way is to use Convolve like:
Convolve[f[x],g[x],x,y];
But that gives:
(\[Gamma] Convolve[E^(-((x - \[Mu])^2/(2 \[Sigma]^2))),1/(\[Gamma]^2 + (x - \[Mu])^2), x, y])/(Sqrt[2] \[Pi]^(3/2) \[Sigma])
,which means it couldn't do the convolution.
I then tried the integration (the definition of the convolution):
Integrate[f[x]*g[y - x], {x, 0, y}, Assuptions->{x > 0, y > 0}]
But again, it couldn't integrate. I know that there are functions that can't be integrated analytically, but it seems to me that whenever I go into convolution, I find another function that can't be integrated.
Is the numerical integration the only way to do convolution in Mathematica (besides those simple functions in the examples), or am I doing something wrong?
My target is to convolute a crystal-ball with a breit-weigner. The CB is something like:
Piecewise[{{norm*Exp[-(1/2) ((x - \[Mu])/\[Sigma])^2], (
x - \[Mu])/\[Sigma] > -\[Alpha]},
{norm*(n/Abs[\[Alpha]])^n*
Exp[-(1/2) \[Alpha]^2]*((n/Abs[\[Alpha]] - Abs[\[Alpha]]) - (
x - \[Mu])/\[Sigma])^-n, (x - \[Mu])/\[Sigma] <= -\[Alpha]}}]
I've done this in C++ but I thought I try it in Mathematica and use it to fit some data. So please tell me if I have to make a numerical integration routine in Mathematica or there's more to the analytic integration.
Thank you,
Adrian
I Simplified your functions a little bit(it might look little, but its huge in the spirit).
In this case I have set [Mu] to be zero.
\[Mu] = 0;
Now we have:
f[x_] := 1/(Sqrt[2 \[Pi]] \[Sigma]) Exp[-(1/2) ((x)/\[Sigma])^2];
g[x_] := 1/\[Pi] (\[Gamma]/((x)^2 + \[Gamma]^2));
Asking Mathematica to Convolve:
Convolve[f[x], g[x], x, y]
-((I E^(-((y + I \[Gamma])^2/(2 \[Sigma]^2))) (E^((2 I y \[Gamma])/\[Sigma]^2) \[Pi] Erfi[((y - I \[Gamma]) Sqrt[1/\[Sigma]^2])/Sqrt[2]] - \[Pi] Erfi[((y + I \[Gamma]) Sqrt[1/\[Sigma]^2])/Sqrt[2]] - Log[-y - I \[Gamma]] - E^((2 I y \[Gamma])/\[Sigma]^2) Log[y - I \[Gamma]] + E^((2 I y \[Gamma])/\[Sigma]^2) Log[-y + I \[Gamma]] + Log[y + I \[Gamma]]))/(2 Sqrt[2] \[Pi]^(3/2) \[Sigma]))
Although this is not precisely what you asked for, but it shows if your function was a tiny bit simpler, Mathematica would be able to do the integration. In the case of your question, unless we know some more information about [Mu], I don't think the result of Convolve has a closed form. You can probably ask math.stackexchange.com guys about your integral and see if someone comes up with a closed form.
I have a very complicated mathematica expression that I'd like to simplify by using a new, possibly dimensionless parameter.
An example of my expression is:
K=a*b*t/((t+f)c*d);
(the actual expression is monstrously large, thousands of characters). I'd like to replace all occurrences of the expression t/(t+f) with p
p=t/(t+f);
The goal here is to find a replacement so that all t's and f's are replaced by p. In this case, the replacement p is a nondimensionalized parameter, so it seems like a good candidate replacement.
I've not been able to figure out how to do this in mathematica (or if its possible). I tried:
eq1= K==a*b*t/((t+f)c*d);
eq2= p==t/(t+f);
Solve[{eq1,eq2},K]
Not surprisingly, this doesn't work. If there were a way to force it to solve for K in terms of p,a,b,c,d, this might work, but I can't figure out how to do that either. Thoughts?
Edit #1 (11/10/11 - 1:30)
[deleted to simplify]
OK, new tact. I've taken p=ton/(ton+toff) and multiplied p by several expressions. I know that p can be completely eliminated. The new expression (in terms of p) is
testEQ = A B p + A^2 B p^2 + (A+B)p^3;
Then I made the substitution for p, and called (normal) FullSimplify, giving me this expression.
testEQ2= (ton (B ton^2 + A^2 B ton (toff + ton) +
A (ton^2 + B (toff + ton)^2)))/(toff + ton)^3;
Finally, I tried all of the suggestions below, except the last (not sure how it works yet!)
Only the eliminate option worked. So I guess I'll try this method from now on. Thank you.
EQ1 = a1 == (ton (B ton^2 + A^2 B ton (toff + ton) +
A (ton^2 + B (toff + ton)^2)))/(toff + ton)^3;
EQ2 = P1 == ton/(ton + toff);
Eliminate[{EQ1, EQ2}, {ton, toff}]
A B P1 + A^2 B P1^2 + (A + B) P1^3 == a1
I should add, if the goal is to make all substitutions that are possible, leaving the rest, I still don't know how to do that. But it appears that if a substitution can completely eliminate a few variables, Eliminate[] works best.
Have you tried this?
K = a*b*t/((t + f) c*d);
Solve[p == t/(t + f), t]
-> {{t -> -((f p)/(-1 + p))}}
Simplify[K /. %[[1]] ]
-> (a b p)/(c d)
EDIT: Oh, and are you aware of Eliminiate?
Eliminate[{eq1, eq2}, {t,f}]
-> a b p == c d K && c != 0 && d != 0
Solve[%, K]
-> {{K -> (a b p)/(c d)}}
EDIT 2: Also, in this simple case, solving for K and t simultaneously seems to do the trick, too:
Solve[{eq1, eq2}, {K, t}]
-> {{K -> (a b p)/(c d), t -> -((f p)/(-1 + p))}}
Something along these lines is discussed in the MathGroup post at
http://forums.wolfram.com/mathgroup/archive/2009/Oct/msg00023.html
(I see it has an apocryphal note that is quite relevant, at least to the author of that post.)
Here is how it might be applied in the example above. For purposes of keeping this self contained I'll repeat the replacement code.
replacementFunction[expr_, rep_, vars_] :=
Module[{num = Numerator[expr], den = Denominator[expr],
hed = Head[expr], base, expon},
If[PolynomialQ[num, vars] &&
PolynomialQ[den, vars] && ! NumberQ[den],
replacementFunction[num, rep, vars]/
replacementFunction[den, rep, vars],
If[hed === Power && Length[expr] == 2,
base = replacementFunction[expr[[1]], rep, vars];
expon = replacementFunction[expr[[2]], rep, vars];
PolynomialReduce[base^expon, rep, vars][[2]],
If[Head[hed] === Symbol &&
MemberQ[Attributes[hed], NumericFunction],
Map[replacementFunction[#, rep, vars] &, expr],
PolynomialReduce[expr, rep, vars][[2]]]]]]
Your example is now as follows. We take the input, and also the replacement. For the latter we make an equivalent polynomial by clearing denominators.
kK = a*b*t/((t + f) c*d);
rep = Numerator[Together[p - t/(t + f)]];
Now we can invoke the replacement. We list the variables we are interested in replacing, treating 'p' as a parameter. This way it will get ordered lower than the others, meaning the replacements will try to remove them in favor of 'p'.
In[127]:= replacementFunction[kK, rep, {t, f}]
Out[127]= (a b p)/(c d)
This approach has a bit of magic in figuring out what should be the listed "variables". Possibly some further tweakage could be done to improve on that. But I believe that, generally, simply not listing the things we want to use as new replacements is the right way to go.
Over the years there have been variants of this idea on MathGroup. It is possible that some others may be better suited to the specific expression(s) you wish to handle.
--- edit ---
The idea behind this is to use PolynomialReduce to do algebraic replacement. That is to say, we do not try for pattern matching but instead use polynomial "canonicalization" a method. But in general we're not working with polynomial inputs. So we apply this idea recursively on PolynomialQ arguments inside NumericQ functions.
Earlier versions of this idea, along with some more explanation, can be found at the note referenced below, as well as in notes it references (how's that for explanatory recursion?).
http://forums.wolfram.com/mathgroup/archive/2006/Aug/msg00283.html
--- end edit ---
--- edit 2 ---
As observed in the wild, this approach is not always a simplifier. It does algebraic replacement, which involves, under the hood, a notion of "term ordering" (roughly, "which things get replaced by which others?") and thus simple variables may expand to longer expressions.
Another form of term rewriting is syntactic replacement via pattern matching, and other responses discuss using that approach. It has a different drawback, insofar as the generality of patterns to consider might become overwhelming. For example, what does one do with k^2/(w + p^4)^3 when the rule is to replace k/(w + p^4) with q? (Specifically, how do we recognize this as being equivalent to (k/(w + p^4))^2*1/(w + p^4)?)
The upshot is one needs to have an idea of what is desired and what methods might be feasible. This of course is generally problem specific.
One thing that occurs is perhaps you want to find and replace all commonly occurring "complicated" expressions with simpler ones. This is referred to as common subexpression elimination (CSE). In Mathematica this can be done using a function called Experimental`OptimizeExpression[]. Here are several links to MathGroup posts that discuss this.
http://forums.wolfram.com/mathgroup/archive/2009/Jul/msg00138.html
http://forums.wolfram.com/mathgroup/archive/2007/Nov/msg00270.html
http://forums.wolfram.com/mathgroup/archive/2006/Sep/msg00300.html
http://forums.wolfram.com/mathgroup/archive/2005/Jan/msg00387.html
http://forums.wolfram.com/mathgroup/archive/2002/Jan/msg00369.html
Here is an example from one of those notes.
InputForm[Experimental`OptimizeExpression[(3 + 3*a^2 + Sqrt[5 + 6*a + 5*a^2] +
a*(4 + Sqrt[5 + 6*a + 5*a^2]))/6]]
Out[206]//InputForm=
Experimental`OptimizedExpression[Block[{Compile`$1, Compile`$3, Compile`$4,
Compile`$5, Compile`$6}, Compile`$1 = a^2; Compile`$3 = 6*a;
Compile`$4 = 5*Compile`$1; Compile`$5 = 5 + Compile`$3 + Compile`$4;
Compile`$6 = Sqrt[Compile`$5]; (3 + 3*Compile`$1 + Compile`$6 +
a*(4 + Compile`$6))/6]]
--- end edit 2 ---
Daniel Lichtblau
K = a*b*t/((t+f)c*d);
FullSimplify[ K,
TransformationFunctions -> {(# /. t/(t + f) -> p &), Automatic}]
(a b p) / (c d)
Corrected update to show another method:
EQ1 = a1 == (ton (B ton^2 + A^2 B ton (toff + ton) +
A (ton^2 + B (toff + ton)^2)))/(toff + ton)^3;
f = # /. ton + toff -> ton/p &;
FullSimplify[f # EQ1]
a1 == p (A B + A^2 B p + (A + B) p^2)
I don't know if this is of any value at this point, but hopefully at least it works.