Numerical integration when the integral depend on itself - matlab

I would like to solve numerically an integral than depends on its previous path. Integral 7.14 from here http://www.mathworks.com/matlabcentral/answers/uploaded_files/8998/1.pdf.
With the code below I am getting an error. What is wrong? Am I solving this integral with this code?
"Error using integralCalc/finalInputChecks (line 516) Output of the function must be the same size as the input. If FUN is an array-valued integrand, set the 'ArrayValued' option to true."
Thank you.
z = 0:1/1000:10^-2
dz = z(2)-z(1); %integration step
sigma = 1;
q=0; %Integral value at z=0
for rr = 1:length(z)
fun = #(z) sigma*((10^4-exp(q))/((10^4+exp(q))));
q = integral(fun,0,z(rr))*dz;
end
q

Replace the line :
q = integral(fun,0,z(rr))*dz;
With:
q = integral(fun,0,z(rr),'ArrayValued',true)*dz;

Related

Numerical Integral in MatLab using integral command

I am trying to compute the value of this integral using Matlab
Here the other parameters have been defined or computed in the earlier part of the program as follows
N = 2;
sigma = [0.01 0.1];
l = [15];
meu = 4*pi*10^(-7);
f = logspace ( 1, 6, 500);
w=2*pi.*f;
for j = 1 : length(f)
q2(j)= sqrt(sqrt(-1)*2*pi*f(j)*meu*sigma(2));
q1(j)= sqrt(sqrt(-1)*2*pi*f(j)*meu*sigma(1));
C2(j)= 1/(q2(j));
C1(j)= (q1(j)*C2(j) + tanh(q1(j)*l))/(q1(j)*(1+q1(j)*C2(j)*tanh(q1(j)*l)));
Z(j) = sqrt(-1)*2*pi*f(j)*C1(j);
Apprho(j) = meu*(1/(2*pi*f(j))*(abs(Z(j))^2));
Phi(j) = atan(imag(Z(j))/real(Z(j)));
end
%integration part
c1=w./(2*pi);
rho0=1;
fun = #(x) log(Apprho(x)/rho0)/(x.^2-w^2);
c2= integral(fun,0,Inf);
phin=pi/4-c1.*c2;
I am getting an error like this
could anyone help and tell me where i am going wrong.thanks in advance
Define Apprho in a separate *.m function file, instead of storing it in an array:
function [ result ] = Apprho(x)
%
% Calculate f and Z based on input argument x
%
% ...
%
meu = 4*pi*10^(-7);
result = meu*(1/(2*pi*f)*(abs(Z)^2));
end
How you calculate f and Z is up to you.
MATLAB's integral works by calling the function (in this case, Apprho) repeatedly at many different x values. The x values called by integral don't necessarily correspond to the 1: length(f) values used in your original code, which is why you received errors.

Use Matlab/Maple to find roots of a nonlinear equation

I am having difficulty in finding roots of a nonlinear equation. I have tried Matlab and Maple both, and both give me the same error which is
Error, (in RootFinding:-NextZero) can only handle isolated zeros
The equation goes like
-100 + 0.1335600000e-5*H + (1/20)*H*arcsinh(2003.40/H)
The variable is H in the equation.
How do I find the roots (or the approximate roots) of this equation?
Matlab Code:
The function file:
function hor_force = horizontal(XY, XZ, Lo, EAo, qc, VA)
syms H
equation = (-1*ZZ) + (H/qc)*(cosh((qc/H)*(XZ- XB))) - H/qc + ZB;
hor_force = `solve(equation);`
The main file:
EAo = 7.5*10^7;
Lo = 100.17;
VA = 2002;
XY = 0;
ZY = 0;
XB = 50;
ZB = -2;
XZ = 100;
ZZ = 0;
ql = 40;
Error which Matlab shows:
Error using sym/solve (line 22)
Error using maplemex
Error, (in RootFinding:-NextZero) can only handle isolated zeros
Error in horizontal (line 8)
hor_force = solve(equation);
Error in main (line 34)
h = horizontal(XY, XZ, Lo, EAo, ql, VA)
http://postimg.org/image/gm93z3b7z/
You don't need the symbolic toolbox for this:
First, create an anonymous function that can take vectors at input (use .* and ./:
equation = #(H) ((-1*ZZ) + (H./qc).*(cosh((qc./H).*(XZ- XB))) - H./qc + ZB);
Second, create a vector that you afterwards insert into the equation to find approximately when the sign of the function changes. In the end, use fzero with x0 as the second input parameter.
H = linspace(1,1e6,1e4);
x0 = H(find(diff(sign(equation(H))))); %// Approximation of when the line crosses zero
x = fzero(equation, x0) %// Use fzero to find the crossing point, using the initial guess x0
x =
2.5013e+04
equation(x)
ans =
0
To verify:
You might want to check out this question for more information about how to find roots of non-polynomials.
In Maple, using the expression from your question,
restart:
ee := -100 + 0.1335600000e-5*H + (1/20)*H*arcsinh(2003.40/H):
Student:-Calculus1:-Roots(ee, -1e6..1e6);
[ 5 ]
[-1.240222868 10 , -21763.54830, 18502.23816]
#plot(ee, H=-1e6..1e6, view=-1..1);

Create flexible function handle

I am using numerical integration in MATLAB, with one varibale to integrate over but the function also contains a variable number of terms depending on the dimension of my data. Right now this looks like the following for the 2-dimensional case:
for t = 1:T
fxt = #(u) exp(-0.5*(x(t,1)-theta*norminv(u,0,1)).^2) .* ...
exp(-0.5*(x(t,2) -theta*norminv(u,0,1)).^2);
f(t) = integral(fxt,1e-4,1-1e-4,'AbsTol',1e-3);
end
I would like to have this function flexible in the sense that there could be any number of data points in, each in the following term:
exp(-0.5*(x(t,i) -theta*norminv(u,0,1)).^2);
I hope this is understandable.
If x and u have a valid dimension match (vector-vector or array-scalar) for the subtraction, you can put the whole matrix x into the handle and pass it to the integral function using the name-parameter pair ('ArrayValued',true):
fxt = #(u) exp(-0.5*(x - theta*norminv(u,0,1)).^2) .* ...
exp(-0.5*(x - theta*norminv(u,0,1)).^2);
f = integral(fxt,1e-4,1-1e-4,'AbsTol',1e-3,'ArrayValued',true);
[Documentation]
You may need a loop if integral ever passes a vector u into the handle.
But in looking at how the integral function is written, the integration nodes are entered as scalars for array-valued functions, so the loop shouldn't be necessary unless some weird dimension-mismatch error is thrown.
Array-Valued Output
In response to the comments below, you could try this function handle:
fx = #(u,t,k) prod(exp(-0.5*(x(t,1:k)-theta*norminv(u,0,1)).^2),2);
Then your current loop would look like
fx = #(u,t,k) prod(exp(-0.5*(x(t,1:k)-theta*norminv(u,0,1)).^2),2);
k = 2;
for t = 1:T
f(t) = integral(#(u)fx(u,t,k),1e-4,1-1e-4,'AbsTol',1e-3,'ArrayValued',true);
end
The ArrayValued flag is needed since x and u will have a dimension mismatch.
In this form, another loop would be needed to sweep through the k indexes.
However, we can improve this function by skipping the loop altogether since each iterate of the loop is independent by using the ArrayValued mode:
fx = #(u,k) prod(exp(-0.5*(x(:,1:k)-theta*norminv(u,0,1)).^2),2);
k = 2;
f = integral(#(u)fx(u,k),1e-4,1-1e-4,'AbsTol',1e-3,'ArrayValued',true);
Vector-Valued Output
If ArrayValued is not desired, which may be the case if the integration requires a lot of subdivisions and a vector-valued u is preferable, you can also try a recursive version of the handle using cell arrays:
% x has size [T,K]
fx = cell(K,1);
fx{1} = #(u,t) exp(-0.5*(x(t,1) - theta*norminv(u,0,1)).^2);
for k = 2:K
fx{k} = #(u,t) fx{k-1}(u,t).*exp(-0.5*(x(t,k) - theta*norminv(u,0,1)).^2);
end
f(T) = 0;
k = 2;
for t = 1:T
f(t) = integral(#(u)fx{k}(u,t),1e-4,1-1e-4,'AbsTol',1e-3);
end
ThanksTroy but now I run into the follwing:
x = [0.3,0.8;1.5,-0.7];
T = size(x,1);
k = size(x,2);
theta= 1;
fx = #(u,t,k) prod(exp(-0.5*(x(t,1:k) - theta*norminv(u,0,1))^2));
for t = 1,T
f(t) = integral(#(u)fx(u,t,k),1e-4,1-1e-4,'AbsTol',1e-3);
end
Error using -
Matrix dimensions must agree.
Error in #(u,t,k)prod(exp(-0.5*(x(t,1:k)-theta*norminv(u,0,1))^2))
Error in #(u)fx(u,t,k)
Error in integralCalc/iterateScalarValued (line 314)
fx = FUN(t);
Error in integralCalc/vadapt (line 133)
[q,errbnd] = iterateScalarValued(u,tinterval,pathlen);
Error in integralCalc (line 76)
[q,errbnd] = vadapt(#AtoBInvTransform,interval);
Error in integral (line 89)
Q = integralCalc(fun,a,b,opstruct);

Derivative of function in MATLAB

I have the following matlab code. 1st line after while gives error. i am trying to make Newtons method to find roots. for that i need derivative f`(p0).
plz guide me what i am doing wrong and how can i get derivative of function f;
I also tried D(f(p0)) but that didn't work, gives error: Undefined function or method 'D' for input arguments of type 'double'.
format long;
f=#(x) cos(x)-x;
p0 = 0.5;
TOLL = 1e-4;
N = 100;
i = 1;
while (i <= N)
p = p0-f(p0)/diff(f(p0)); %Error, returns empty results this produced error
if ( abs(p-p0) < TOLL)
fprintf('Root of given equation is %f\n', p);
return;
end
i=i+1;
p0 = p;
end
fprintf('Method failed after %d iteration\n', i);
The error is because p0 is a scalar, so f(p0) is a scalar. Then taking diff(f(p0)) wont work.
To find the derivative at p0, you could use this definition of the derivative:
f'(p0) = limit as h->0 of (f(x+h)-f(x))/h.
Pick h as some small number (say 1e-3), using (f(p0+h) and f(p0)), you should be able to get an approximation of the derivative of f at p0.

Using fsolve to solve Differential Equation with Varying Parameters

I am using the following code to produce a numerical solution to a system of ODE's with 6 boundary conditions.
I am using the initial conditions to obtain a solution but I must vary three other conditions in order to find the true solution. The function I have is as follows:
function diff = prob5diff(M,Fx,Fy)
u0 = [pi/2 0 0]';
sSpan = [0 13];
p = #(t,u) prob5(t,u,M,Fx,Fy);
options = odeset('reltol',1e-6,'abstol',1e-6);
[s,u] = ode45(p,sSpan,u0,options);
L = length(s);
x = u(:,2); y = u(:,3); theta = u(:,1);
diff(1) = x(L) - 5;
diff(2) = y(L);
diff(3) = theta(L) + pi/2;
end
Ultimately, different values of M,Fx, and Fy will produce different solutions and I would like a solution such that the values in diff are as close to zero as possible so I want fsolve to iterate through different values of M,Fx, and Fy
I am receiving the following error: when I call it in this way:
opt = optimset('Display','iter','TolFun',1e-6);
guess = [1;1;1];
soln = fsolve(#prob5diff,guess,opt);
Error in line:
soln = fsolve(#prob5diff,guess,opt);
Caused by:
Failure in initial user-supplied objective function evaluation. FSOLVE cannot continue.
Thanks!
One problem is that you have to call fsolve on prob5diff which takes a single vector input since your guess is a single vector:
prob5diff(x)
M = x(1);
Fx = x(2);
Fy = x(3);