PHYSICS · Multi-part · Fermi University Physics · Mathematical Methods for Physics · Computational Physics · Scientific programming for physicists
Scientific Computing for Physicists, Ch The numerical toolkit closed: backward error and the audit of a library routine
Problem
The Fermi-Dirac-type integral I=∫0∞ex+1xdx has the closed form I=π2/12. A library adaptive quadrature routine cannot integrate directly to x=∞.
((a)) Using the substitution x=t/(1−t), which maps [0,∞) to [0,1), rewrite I as an integral over t∈[0,1), giving dx in terms of dt.
((b)) State, without computing further, why the transformed integrand is well behaved as t→1− even though the original domain is infinite there.
((c)) Evaluate I numerically (by this substitution, or by any equivalent standard method) to six significant figures and compare with π2/12.