How can I evaluate this double integral numerically?

In summary, the integral \int_0^{t_1} \int_{\nu_0}^{\infty} \left(\frac{h \nu ^3}{c^2}\right) \frac{1}{e^{\frac{h\nu}{k T(t)}}-1} d\nu dt is not easily computed analytically due to the inner integral not having a closed form solution. However, it is possible to evaluate it using numerical methods or by using a substitution and the polylogarithm function. The latter approach may be more effective if the function T(t) is not too complex.
  • #1
Nabeshin
Science Advisor
2,207
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I have come across the following integral which I need to compute:

[tex]\int_0^{t_1} \int_{\nu_0}^{\infty} \left(\frac{h \nu ^3}{c^2}\right) \frac{1}{e^{\frac{h\nu}{k T(t)}}-1} d\nu dt[/tex]

The problem is, since the inner integral cannot be computed analytically, I have to resort to numerical methods. But, I don't think I can use numerical methods since the inner integral contains the variable t and as such is not purely a function of nu. Any idea how to evaluate something like this?

One thought I had was writing a taylor series for the inner integral treating the time dependent factor as a constant, and just taking the first few terms and proceeding with the integration. This seems rather crude though, so I wonder: is there a better way?
 
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  • #2
  • #3
I am not so sure if the usual tricks are going to work seeing as the lower bound is not zero. We could attempt it by using power series.

Substitute [itex]u=\frac{h \nu}{kT}[/itex]

[tex]
\begin{align*}
I=\int_{\nu_0}^{\infty} \left(\frac{h \nu ^3}{c^2}\right) \frac{1}{e^{\frac{h\nu}{k T(t)}}-1} d\nu & = \frac{h}{c^2}\left(\frac{kT}{h}\right)^4 \int_{\frac{h \nu_0}{kT}}^\infty \frac{u^3}{e^u-1}du
\end{align*}
[/tex]

Ignoring the constant in front of the integral, using the geometric series and using the substitution [itex]z=nu[/itex] we get:

[tex]
\begin{align*}
\int_{\frac{h \nu_0}{kT}}^\infty \frac{u^3}{e^u-1}du & = \int_{\frac{h \nu_0}{kT}}^\infty u^3 e^{-u} \frac{1}{1-e^{-u}} du
\\
& = \int_{\frac{h \nu_0}{kT}}^\infty u^3 e^{-u} \sum_{n=0}^\infty e^{-nu} du
\\
& = \int_{\frac{h \nu_0}{kT}}^\infty u^3 \sum_{n=1}^\infty e^{-nu} du
\\
& = \sum_{n=1}^\infty \int_{\frac{h \nu_0}{kT}}^\infty u^3 e^{-nu} du
\\
& = \sum_{n=1}^\infty \left(\frac{1}{n^4}\int_{na}^\infty z^3 e^{-z} dz \right)
\\
& = \sum_{n=1}^\infty \frac{e^{-an}(a^3n^3+3a^2n^2+6an+6)}{n^4}
\end{align*}
[/tex]

With [itex]a=\frac{h \nu_0}{k T}[/itex].

Plugging everything back into the original integral:
[tex]
\begin{align*}
\int_{\nu_0}^{\infty} \left(\frac{h \nu ^3}{c^2}\right) \frac{1}{e^{\frac{h\nu}{k T(t)}}-1} d\nu & =\frac{h}{c^2}\left(\frac{k T}{h}\right)^4 \sum_{n=1}^\infty \frac{e^{-\frac{n h \nu_0}{k T}}}{n^4}\left[ \left(\frac{h \nu_0}{k T}\right)^3 n^3+3\left(\frac{h \nu_0}{k T}\right)^2 n^2+\frac{6 nh \nu_0}{k T}+6\right]
\\
& =\frac{k^4}{c^3 h^3} \sum_{n=1}^\infty \frac{e^{-\frac{n h \nu_0}{k T}}}{n^4}\left[ \left(\frac{h \nu_0}{k}\right)^3 T n^3+3\left(\frac{h \nu_0}{k}\right)^2 T^2 n^2+\frac{6 nh \nu_0}{k}T^3+6T^4\right]
\\
& = \frac{k \nu_0^3 T}{c^3} Li_1(e^{-\frac{h \nu_0}{k T}})+\frac{3 k^2 \nu_0^2T^2}{h c^3} Li_2(e^{-\frac{h \nu_0}{k T}})+\frac{6 \nu_0 k^3 T^3}{c^3 h^2}Li_3(e^{-\frac{h \nu_0}{k T}})+\frac{6k^4 T^4}{c^3 h^3}Li_4(e^{-\frac{h \nu_0}{k T}})
\end{align*}
[/tex]

Here I used the definition of the polylogarithm, [itex]Li_k(z)=\sum_{n=1}^\infty \frac{z^n}{n^k}[/itex].

Using [itex]Li_1(z)=-\log(1-z)[/itex] we get:

[tex]
I= \frac{\nu_0^4h}{c^3}-\frac{k \nu_0^3T}{c^3}\log\left(e^{\frac{h \nu_0}{kT}}-1\right)+\frac{3 k^2 \nu_0^2T^2}{h c^3} Li_2(e^{-\frac{h \nu_0}{k T}})+\frac{6 \nu_0 k^3 T^3}{c^3 h^2}Li_3(e^{-\frac{h \nu_0}{k T}})+\frac{6k^4 T^4}{c^3 h^3}Li_4(e^{-\frac{h \nu_0}{k T}})
\end{align*}
[/tex]

If T(t) is simple enough it may be possible to evaluate the second integral.

ps. I wouldn't be surprised if I made some errors regarding constants.
 
Last edited:
  • #4
Thank you both for the replies,

Marin: I did not think it could be computed analytically because mathematica got nowhere with it, and its basic form didn't lend itself to any methods I am familiar with (I am not familiar with contour integrals, such as those referenced in your post).

Cyosis: This is more what I had in mind for evaluating it, although I am again not familiar with the polylogarithms you used to arrive at an (apparently) closed form for a solution. I will study this a little more and see if I can figure it out using this method.

Also, T(t) does not have a very simple form, in fact it is:
[tex]T(t)=T_0 \frac{ \left(1-Tanh\left[\frac{a_0 t}{c}\right] \cos{\theta}\right) }{\sqrt{1-\frac{\left(c Tanh\left[\frac{a_0 t}{c}\right]\right)^2}{c^2}}}[/tex]

I really don't need an analytical solution though, so long as I get a number to a reasonable amount of accuracy I'm satisfied. Certainly, I should think, numerical methods will be in order for the outer integral.
 

1. What is a double integral?

A double integral is a type of mathematical operation used to calculate the area under a surface in a two-dimensional space. It involves integrating a function over a region in the x-y plane.

2. How is a double integral evaluated?

A double integral is evaluated by breaking the region of integration into smaller, more manageable pieces, and then summing up the contributions from each piece. This is typically done using the Riemann sum or the Trapezoidal rule.

3. What is the difference between a single and a double integral?

The main difference between a single and a double integral is the number of variables involved. A single integral involves one variable, while a double integral involves two variables.

4. What are some applications of double integrals?

Double integrals are used in various fields, such as physics, engineering, and economics, to calculate quantities such as volume, mass, and moments of inertia. They are also used to solve problems related to probability and statistics.

5. Are there any techniques to simplify the evaluation of double integrals?

Yes, there are various techniques such as changing the order of integration, using symmetry, and applying special integration formulas, that can simplify the evaluation of double integrals. It is important to choose the most appropriate technique based on the specific problem at hand.

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