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Thread: Definite Integral Calculation

092509, 16:27 #1Registered User
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Unanswered: Definite Integral Calculation
Definite Integral interval [a, b]: Sf(x)dx = G(b)  G(a) where G'(x) = f(x) , or differential of G(x) = f(x).
Integrals appear in many practical situations.
Consider a swimming pool. If it is rectangular, then from its length, width, and depth we can easily determine the volume of water it can contain (to fill it), the area of its surface (to cover it), and the length of its edge (to rope it).
But if it is oval with a rounded bottom, all of these quantities call for integrals. Practical approximations may suffice for such trivial examples, but precision engineering (of any discipline) requires exact and rigorous values for these elements.
I create the query which calculate integral of 3 * X^2  2 * X in interval [2, 4]....
S(3 * X^2  2 * X)dx = X^3  X^2 and exact value of integral will be
S = (4^3  4^2)  (2^3  2^2) = 48  4 = 44.
We know nothing in our solution about exact value and differential and suppose to calculate approximate value of integral.
Process will stop when the absolute difference between current value of integral and previous become less or equal some eps real number.
Code:With Source (Xstart, Xfinish, imgFunc, eps) as (select double(2), double(4), '3 * X^2  2 * X', double(1.e3) from sysibm.sysdummy1 ) , Integral_calc (Xs, Xf, Xc, step, curint, prevint, eps, iterno) as (select Xstart, Xfinish, double(Xstart  (Xfinish  Xstart) / 10.) Xc, double((Xfinish  Xstart) / 10.) step, double(0), double(0), eps, int(0) from Source union All select Xs, Xf, Xc + step, step, curint + Fc * step, prevint, eps, iterno + 1 from Integral_calc, table (select 3 * power(Xc + step, 2)  2 * (Xc + step) Fc from sysibm.sysdummy1 ) it where Xc + step <= Xf Union All select Xs, Xf, Xs  (step / 2.), step / 2., 0., curint, eps, iterno + 1 from Integral_calc where Xc + step > Xf and abs(curint  prevint) > eps ) , Integral(integral_value, integral_image) as (select curint, 'interval: ['  varchar(Xs)  ', '  varchar(Xf)  ']: S'  '('  imgFunc  ')dx = '  varchar(round(curint, 3)) from Integral_calc, Source where iterno = (select max(iterno) from Integral_calc) ) select integral_value, integral_image from Integral
INTEGRAL_VALUE............................ INTEGRAL_IMAGE
4.40005859378289E+001............... interval: [2.0E0, 4.0E0]: S(3 * X^2  2 * X)dx = 4.4001E1
Lenny

092509, 16:50 #2Registered User
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This query is working fast for short intervals.
Do not use it for intervals with length > 10....
Also, if you want calculate yours integral, you have to change
Code:table (select 3 * power(Xc + step, 2)  2 * (Xc + step) Fc from sysibm.sysdummy1 ) it
Code:Source (Xstart, Xfinish, imgFunc, eps) as (select double(1), double(12), '3 * X^2  2 * X', double(1.e3) from sysibm.sysdummy1

092609, 00:42 #3Registered User
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Lenny, do you think somebody here remember what is it "definite integral" ?
Kara S.

092709, 00:15 #4Registered User
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Just better look
For me looks better if looks so:
Code:With Source (Xstart, Xfinish, imgFunc, eps) as (select double(2), double(4), '3 * X^2  2 * X', double(1.e3) from sysibm.sysdummy1 ) , Integral_calc (Xs, Xf, Xc, step, CurInt, PrevInt, eps, iterno) as (select Xstart, Xfinish, double(Xstart  (Xfinish  Xstart) / 10.) Xc, double((Xfinish  Xstart) / 10.) step, double(0), double(0), eps, int(0) from Source union All select Xs, Xf, Xc + step, step, CurInt + FuncVal * step, PrevInt, eps, iterno + 1 From Integral_calc, table (select 3 * power(X, 2)  2 * X as FuncVal From (select (Xc + step) as X rom sysibm.sysdummy1 ) ii ) it where Xc + step <= Xf Union All select Xs, Xf, Xs  (step / 2.), step / 2., 0., CurInt, eps, iterno + 1 from Integral_calc where Xc + step > Xf and abs(curint  prevint) > eps ) , Integral(integral_value, integral_image) as (select curint, 'interval: ['  varchar(Xs)  ', '  varchar(Xf)  ']: S'  '('  imgFunc  ')dx = '  varchar(round(curint, 3)) from Integral_calc, Source where iterno = (select max(iterno) from Integral_calc) ) select integral_value, integral_image from Integral

092709, 01:00 #5:)
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Provided Answers: 1Originally Posted by DB2Plus
"It does not work" is not a valid problem statement.

092709, 03:03 #6SPAMMER
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wow that is so difficul for me...to bad

092709, 09:14 #7Registered User
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Originally Posted by n_i
Kara S.

092709, 13:39 #8Registered User
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In my opinion when interval includes special numbers pi or e, we have to use something special,
because we don't know exact values of these two numbers and have to use scalar functions, e.g.
pi = 2 * asin(1.0) , e = exp(1.)
Kara S.Last edited by DB2Plus; 092709 at 16:49.

092709, 14:15 #9Registered User
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Example with trigonometric function
For example: interval [0, 3/4pi] S sin(x)dx:
Code:With Source (Xstart, Xfinish, imgFunc, eps) as (select double(0), 1.5 * asin(1.), 'sin(x)', double(1.e4) from sysibm.sysdummy1 ) , Integral_calc (Xs, Xf, Xc, step, CurInt, PrevInt, eps, iterno) as (select Xstart, Xfinish, double(Xstart  (Xfinish  Xstart) / 10.) Xc, double((Xfinish  Xstart) / 10.) step, double(0), double(0), eps, int(0) from Source union All select Xs, Xf, Xc + step, step, CurInt + FuncVal * step, PrevInt, eps, iterno + 1 From Integral_calc, table (select sin(x) as FuncVal From (select (Xc + step) as X rom sysibm.sysdummy1 ) ii ) it where Xc + step <= Xf Union All select Xs, Xf, Xs  (step / 2.), step / 2., 0., CurInt, eps, iterno + 1 from Integral_calc where Xc + step > Xf and abs(curint  prevint) > eps ) , Integral(integral_value, integral_image) as (select curint, 'interval: ['  varchar(Xs)  ', '  varchar(Xf)  ']: S'  '('  imgFunc  ')dx = '  varchar(round(curint, 4)) from Integral_calc, Source where iterno = (select max(iterno) from Integral_calc) ) select integral_value, integral_image from Integral

092709, 18:20 #10Registered User
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Some notes
Originally Posted by Lenny77
We have to change
Code:Integral(integral_value, integral_image) as (select curint, 'interval: ['  varchar(Xs)  ', '  varchar(Xf)  ']: S'  '('  imgFunc  ')dx = '  varchar(round(curint, 3)) from Integral_calc, Source where iterno = (select max(iterno) from Integral_calc)
round(curint, 3)
Kara S.

092909, 12:20 #11Registered User
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Small correction to trigonometric integral
Thank you Kara for yours trigonometric example !
One small correction:
Code:With Source (Xstart, Xfinish, imgFunc, eps) as (select double(0), 1.5 * asin(1.), 'sin(x)', double(1.e4) from sysibm.sysdummy1 ) , Integral_calc (Xs, Xf, Xc, step, CurInt, PrevInt, eps, iterno) as (select Xstart, Xfinish, double(Xstart  (Xfinish  Xstart) / 10.) Xc, double((Xfinish  Xstart) / 10.) step, double(0), double(0), eps, int(0) from Source union All select Xs, Xf, Xc + step, step, CurInt + FuncVal * step, PrevInt, eps, iterno + 1 From Integral_calc, table (select sin(x) as FuncVal From (select (Xc + step) as X from sysibm.sysdummy1 ) ii ) it where Xc + step <= Xf Union All select Xs, Xf, Xs  (step / 2.), step / 2., 0., CurInt, eps, iterno + 1 from Integral_calc where Xc + step > Xf and abs(curint  prevint) > eps ) , Integral(integral_value, integral_image) as (select curint, 'interval: ['  varchar(Xs)  ', '  varchar(Xf)  ']: S'  '('  imgFunc  ')dx = '  varchar(round(curint, 4)) from Integral_calc, Source where iterno = (select max(iterno) from Integral_calc) ) select integral_value, integral_image from Integral
Result:
interval: [0E0, 2.35619449019234E0]: S(sin(x))dx = 1.7072E0

092909, 12:57 #12Registered User
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Check the result
We can check the result of calculation (less then 1 second).
We know, or you can find in the smart books:
S(six(x))dx = cos(x)
So, on interval: [0E0, 2.35619449019234E0] exact value of integral will be:
Code:select cos(2.35619449019234E0)  (cos(0E0)) from sysibm.sysdummy1
S(six(x))dx = 1.70710678118654E+000

092909, 22:16 #13Registered User
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Thank you, Lenny.
But where is my mistake ?
Kara S.Last edited by DB2Plus; 092909 at 22:21.

092909, 22:19 #14Registered User
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Lenny, thanks.
Now I found my mistake:
(select (Xc + step) as X rom sysibm.sysdummy1 ) ii ....
where has to be:
Code:(select (Xc + step) as X From sysibm.sysdummy1 ) ii ....
I have made this query without test, because I don't have DB2 at my home.
Kara S.