How can I evaluate this double integral numerically?

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Discussion Overview

The discussion revolves around the numerical evaluation of a double integral involving a complex integrand that depends on both a variable of integration and a time-dependent temperature function. Participants explore various methods to approach the problem, including series expansions and substitutions.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning

Main Points Raised

  • One participant expresses difficulty in computing the inner integral analytically due to its dependence on the variable t, suggesting the use of numerical methods instead.
  • Another participant questions the assertion that the inner integral cannot be computed analytically and references a related thread that may provide insight.
  • A different participant proposes a substitution to transform the integral into a more manageable form, suggesting the use of power series and polylogarithms to evaluate the integral.
  • The original poster acknowledges the complexity of the integral and expresses a preference for numerical methods, indicating that they do not require an analytical solution as long as they can achieve reasonable accuracy.
  • The temperature function T(t) is described as complex, which may complicate the evaluation of the outer integral.

Areas of Agreement / Disagreement

Participants do not reach a consensus on whether the inner integral can be computed analytically. Multiple competing views are presented regarding the feasibility of analytical versus numerical methods.

Contextual Notes

The discussion includes various assumptions about the integrand and the temperature function, which may affect the applicability of proposed methods. The complexity of T(t) is noted as a potential limitation for analytical evaluation.

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

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

Plugging everything back into the original integral:
[tex] \begin{align*}<br /> \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]<br /> \\<br /> & =\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]<br /> \\<br /> & = \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}})<br /> \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}})<br /> \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:
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.
 

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