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Adrian Keister had a wonderful answer to my question. In short, his answer allowed me to make a form of contour integration that picks up (some of the time) only real roots of a function $f(z)$. I started to code this in Python 3.x, but while I was debugging it, sometimes it would give me a negative answer or that there is no roots in an interval I know a root lies in. I can't see anything wrong with my code, so I'm hoping that someone else will point out my folly.

import cmath as cm
import math as m
start=150
end=181
subdiv=100
front=1/(2*cm.pi*1j)
d=1000
eps=1/d
def f(x):
  return x**2 - 358*x + 32040
def f_1(x):
   return 2*(-179 + x)
def g_1_1(x):
  return start+(x*(end-start))+(1j*eps)
def g_1_2(x):
  return (end-start)

def g_2_1(x):
  return end+(1j*(eps-(2*x*eps)))
def g_2_2(x):
  return -2*1j*eps

def g_3_1(x):
  return end+(x*(start-end))-(1j*eps)
def g_3_2(x):
  return (start-end)

def g_4_1(x):
  return start+(1j*((-1*eps)+(2*x*eps)))
def g_4_2(x):
  return 2*1j*eps

def c(g,g_1,x):
  return (f_1(g(x))/f(g(x)))*g_1(x)

def quad(g,g_1):
  total=0
  for i in range(0,subdiv):
    a=(i)*((1)/subdiv)
    b=(i+1)*((1)/subdiv)
    total+=(b-a)*((c(g,g_1,a)+c(g,g_1,b))/2)
  return total

def g_c():
  total=0
  total+=quad(g_1_1,g_1_2)
  total+=quad(g_2_1,g_2_2)
  total+=quad(g_3_1,g_3_2)
  total+=quad(g_4_1,g_4_2)
  return front*total

print(g_c())

In an interval ($150$ to $190$) where two roots lie very close to each other ( both close to$179$), Python returns 0.0031720503705679384+5.624689839008629e-29j when I thought I would get 1.999986474+0.6746345e-99j

EDIT: Here is the new code:

def g_1_1(x):
  return start+((1j*eps)*(1-(2*x)))
def g_1_2(x):
  return -2*1j*eps

def g_2_1(x):
  return start+(x*(end-start))-(1j*eps)
def g_2_2(x):
  return (end-start)

def g_3_1(x):
  return end+((1j*eps)*(-1+(2*x)))
def g_3_2(x):
  return 2*1j*eps

def g_4_1(x):
  return end+(x*(start-end))+(1j*eps)
def g_4_2(x):
  return (start-end)

def c(g,g_1,x):
  return (f_1(g(x))/f(g(x)))*g_1(x)

def quad(g,g_1):
  total=0
  for i in range(0,subdiv):
    a=(i)*((1)/subdiv)
    b=(i+1)*((1)/subdiv)
    total+=(b-a)*((c(g,g_1,a)+c(g,g_1,b))/2)
  return total

def g_c():
  total=0
  total+=quad(g_1_1,g_1_2)
  total+=quad(g_2_1,g_2_2)
  total+=quad(g_3_1,g_3_2)
  total+=quad(g_4_1,g_4_2)
  return front*total

print(g_c())

Now it gives me an answer of -0.0031720503705679384-0j.

  • Please type up your function, and what you expect the answer to be, versus what Python is giving you. – Adrian Keister Oct 01 '19 at 18:19
  • Also, real basic thought: are you using complex numbers everywhere? I should think you would need to do that. – Adrian Keister Oct 01 '19 at 18:20
  • @AdrianKeister 1. Ok. 2. What do you mean? – MathPowers Oct 01 '19 at 18:21
  • The nature of the argument principle is inherently complex, not real. So when you perform the integration, you would need to make sure it is a complex integration. – Adrian Keister Oct 01 '19 at 18:22
  • @AdrianKeister I did (Look at the quad function, where the integration takes place). – MathPowers Oct 01 '19 at 18:23
  • Excellent. Please do give us the function you're working with, as well as what interval you're trying out. – Adrian Keister Oct 01 '19 at 18:24
  • @AdrianKeister Edited. – MathPowers Oct 01 '19 at 18:29
  • Two thoughts: which integration scheme is this? Are you substituting in the parametrizations? – Adrian Keister Oct 01 '19 at 22:29
  • @AdrianKeister Looks like the trapezoidal rule (https://en.wikipedia.org/wiki/Trapezoidal_rule) and it does seem that he is substituting the parametrizations. I'm looking at it myself (and tested it) and I'm definitely getting the same problem and I'm baffled to see where the error lies. – DUO Labs Oct 02 '19 at 15:13
  • @AdrianKeister QuoteDave is right. – MathPowers Oct 02 '19 at 20:50
  • Have you tried a much finer grid of numbers over which to do the trapezoidal rule? When you do that, do the numbers change much? – Adrian Keister Oct 02 '19 at 21:25
  • I've added the other three legs of the contour into my answer. Now you should be able to see if every segment is behaving the way you expect. – Adrian Keister Oct 02 '19 at 21:40
  • @AdrianKeister What do you mean "finer grid"? Also, how small should $\varepsilon$ be. I'm asking because any time I change eps to be smaller or subdiv to be greater, the results change drastically. – MathPowers Oct 02 '19 at 22:18
  • This is something I suspected. You're having numerical issues with your algorithm, where small changes in your setup produce large changes in the results. You might need to change your integration scheme - especially since you're integrating very near a pole of $f'(z)/f(z).$ The smaller your epsilon, the more wild the behavior. Maybe Richardson would work well. – Adrian Keister Oct 02 '19 at 22:44
  • Hmmm, I was thinking that was the problem, as literally everything else was identical to yours. Any others that are reliable and fairly easy to implement. Also, how would I implement Richardson? No Wikipedia article on it. – MathPowers Oct 02 '19 at 22:45
  • By 'finer grid', I meant the width of the trapezoids should be smaller. – Adrian Keister Oct 02 '19 at 22:46
  • I can make them up to $\frac{1}{1000}$ until the code takes too long – MathPowers Oct 02 '19 at 22:47
  • @AdrianKeister Hey, I don't know if you still are here, but I need help with this question: https://math.stackexchange.com/questions/3381019/finding-the-indefinite-integral-of-a-complicated-function – MathPowers Oct 05 '19 at 17:42

1 Answers1

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So let's apply the argument principle to the function $f(x)=x^2-358x+32040.$ This function has two known zeros, at $178$ and $180$. So, referring to my other answer, let us take the interval from $150$ to $190$. We would have $a=150,\; b=190.$ Let's use the circular contour, since we know there are no poles. We would have \begin{align*} f(z)&=z^2-358z+32040\\ f'(z)&=2z-358\\ c&=170\\ r&=20\\ z&=170+20e^{i\theta}\\ dz&=20\,i\,e^{i\theta}\,d\theta. \end{align*} The necessary contour integral becomes \begin{align*} Z-P&=\frac{1}{2\pi i}\oint_C\frac{f'(z)}{f(z)}\,dz\\ &=\frac{1}{2\pi i}\oint_C\frac{2z-358}{z^2-358z+32040}\,dz\\ &=\frac{1}{2\pi i}\int_0^{2\pi}\frac{2(170+20e^{i\theta})-358}{(170+20e^{i\theta})^2-358(170+20e^{i\theta})+32040}\,20\,i\,e^{i\theta}\,d\theta\\ &=\frac{10}{\pi}\int_0^{2\pi}\frac{40e^{i\theta}-18}{80-360e^{i\theta}+400e^{2i\theta}}\,e^{i\theta}\,d\theta\\ &=\frac{10}{\pi}\int_0^{2\pi}\frac{20e^{i\theta}-9}{40e^{-i\theta}-180+200e^{i\theta}}\,d\theta\\ &=\frac{10}{\pi}\cdot\frac{\pi}{5}\\ &=2, \end{align*} as required! Similarly, if we take the rectangle contour \begin{array}{|c|c|c|c|} \hline &z &t\;\text{interval} &dz\\ \hline \gamma_1 &a+i\varepsilon(1-2t) &[0,1] &-2i\varepsilon\,dt \\ \hline \gamma_2 &a+t(b-a)-i\varepsilon &[0,1] &(b-a)\,dt \\ \hline \gamma_3 &b+i\varepsilon(-1+2t) &[0,1] &2i\varepsilon\,dt \\ \hline \gamma_4 &b+t(a-b)+i\varepsilon &[0,1] &(a-b)\,dt \\ \hline \end{array} this translates to \begin{array}{|c|c|c|c|} \hline &z &t\;\text{interval} &dz\\ \hline \gamma_1 &150+i\varepsilon(1-2t) &[0,1] &-2i\varepsilon\,dt \\ \hline \gamma_2 &150+40t-i\varepsilon &[0,1] &40\,dt \\ \hline \gamma_3 &190+i\varepsilon(-1+2t) &[0,1] &2i\varepsilon\,dt \\ \hline \gamma_4 &190-40t+i\varepsilon &[0,1] &-40\,dt \\ \hline \end{array} For an example, I will take the $\gamma_1$ integral. Let $\gamma=\gamma_1\cup\gamma_2\cup\gamma_3\cup\gamma_4.$ For reference: \begin{align*} Z-P &=\frac{1}{2\pi i}\oint_\gamma\frac{f'(z)}{f(z)}\,dz \\ &=\frac{1}{2\pi i}\left[\sum_{k=1}^4\int_{\gamma_k}\frac{f'(z)}{f(z)}\,dz\right]. \end{align*} So we have \begin{align*} \int_{\gamma_1}\frac{f'(z)}{f(z)}\,dz &=-2i\,\varepsilon\int_0^1\frac{f'(150+i\varepsilon(1-2t))}{f(150+i\varepsilon(1-2t))}\,dt\\ &=-2i\,\varepsilon\int_0^1\frac{2(150+i\varepsilon(1-2t))-358}{(150+i\varepsilon(1-2t))^2-358(150+i\varepsilon(1-2t))+32040}\,dt\\ &=\ln\left(\varepsilon^2-58i\varepsilon-840\right)-\ln((\varepsilon+28i)(\varepsilon+30i))+2i\pi. \end{align*} Here are the results for the other segments: \begin{align*} \int_{\gamma_2}\frac{f'(z)}{f(z)}\,dz&=\ln[(\varepsilon+10i)(\varepsilon+12i)]-\ln[\varepsilon^2-58\varepsilon i-840]\\ \int_{\gamma_3}\frac{f'(z)}{f(z)}\,dz&=\ln(\varepsilon^2-22\varepsilon i-120)-\ln[(\varepsilon+10i)(\varepsilon+12i)]+2\pi i\\ \int_{\gamma_4}\frac{f'(z)}{f(z)}\,dz&=\ln[(\varepsilon+28i)(\varepsilon+30i)]-\ln(\varepsilon^2-22\varepsilon i-120). \end{align*} This makes the sum equal to $4\pi i,$ (all the logarithm terms cancel out) which yields the correct result when you divide by $2\pi i.$

You can use these individual results to debug your code.

Adrian Keister
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  • The fact that the circle contour gave the same answer as the rectangle contour does not work for all functions, only for those with no complex zeros, no? – MathPowers Oct 01 '19 at 19:38
  • Well, it would depend on where the complex zeros are. If the two contours happen to contain the same zeros and poles, then the integrals will yield the same results (the converse is not true!). – Adrian Keister Oct 01 '19 at 19:44
  • Hmmm... Just changed the code. It still isn't working – MathPowers Oct 01 '19 at 19:54
  • Try $\varepsilon=0.1$ on $\gamma_1.$ You should get about $0+0.0138095i.$ This is NOT divided by $2\pi i.$ – Adrian Keister Oct 01 '19 at 19:58
  • I tried it. It worked. Then I did it for all... returned $63$. – MathPowers Oct 01 '19 at 20:04
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    I'm going to post the updated code. – MathPowers Oct 01 '19 at 20:27
  • I have an important meeting coming up - I'll need to get back with you later. – Adrian Keister Oct 01 '19 at 20:33
  • Ok. Posted the code by the way to check on later-- maybe someone else sees the problem. – MathPowers Oct 01 '19 at 20:35
  • @AdrianKeister I think it would make sense to put the numerical approximation of each of the 4 contours with $\varepsilon=\frac{1}{1000}$. Also, why must $\varepsilon$ be above $0$? Why can't it be $0$? – DUO Labs Oct 03 '19 at 15:45
  • If $\varepsilon=0,$ then the contour becomes a straight line; it's unclear how the Argument Principle would locate zeros minus poles for a contour with no interior. $\varepsilon=1/1000$ is a perfectly fine number - probably work for most functions. – Adrian Keister Oct 03 '19 at 15:49
  • @AdrianKeister Why must it be small in the first place? – DUO Labs Oct 03 '19 at 15:54
  • Mainly because some functions could have a complex root just off the real axis, where the real part of that root is in the interval! If $\varepsilon$ gets too big, you could inadvertently count that undesired zero. – Adrian Keister Oct 03 '19 at 15:55
  • Ah, makes sense. Still can't see anything wrong with the code however. – DUO Labs Oct 03 '19 at 15:58
  • The integration, particularly with a small $\varepsilon,$ is passing very close to a pole of $f'(z)/f(z).$ That can make an integration unstable numerically. – Adrian Keister Oct 03 '19 at 16:00
  • Hmmm, how would I fix that? – MathPowers Oct 03 '19 at 20:26
  • @AdrianKeister Something interesting I uncovered: the algorithm works when eps is $1$, not $0.00001$. But when I decrease it, it messes up. You're right: I need something stable. – MathPowers Oct 03 '19 at 21:13
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    I would recommend something more sophisticated than the trapezoidal rule, for sure. You might try multi-step methods, such as Adams-Bashforth-Moulton. That's technically an ODE solver, but it should be possible to adapt it for a straight-forward integration. I'm not well-versed enough in it to point the way, but the nice thing about multi-step methods is that they'll adapt their step size automatically; they'll sort of "tip-toe" around dangerous areas like poles, in this case. – Adrian Keister Oct 03 '19 at 21:23