Product Code Database
Example Keywords: tetris -wi-fi $54-195
barcode-scavenger
   » » Wiki: Trigonometric Integral
Tag Wiki 'Trigonometric Integral'.
Tag

In , trigonometric integrals are a of nonelementary integrals involving trigonometric functions.


Sine integral
The different integral definitions are \operatorname{Si}(x) = \int_0^x\frac{\sin t}{t}\,dt \operatorname{si}(x) = -\int_x^\infty\frac{\sin t}{t}\,dt~.

Note that the integrand \frac{\sin(t)}{t} is the , and also the zeroth . Since is an ( over the entire ), is entire, odd, and the integral in its definition can be taken along any path connecting the endpoints.

By definition, is the of whose value is zero at , and is the antiderivative whose value is zero at . Their difference is given by the Dirichlet integral, \operatorname{Si}(x) - \operatorname{si}(x) = \int_0^\infty\frac{\sin t}{t}\,dt = \frac{\pi}{2} \quad \text{ or } \quad \operatorname{Si}(x) = \frac{\pi}{2} + \operatorname{si}(x) ~.

In signal processing, the oscillations of the sine integral cause overshoot and ringing artifacts when using the , and ringing if using a truncated sinc filter as a .

Related is the : If the sine integral is considered as the of the sinc function with the Heaviside step function, this corresponds to truncating the , which is the cause of the Gibbs phenomenon.


Cosine integral
The different integral definitions are \operatorname{Cin}(x) ~\equiv~ \int_0^x \frac{\ 1 - \cos t\ }{ t }\ \operatorname{d} t ~.

is an even, [[entire function]]. For that reason, some texts define  as the primary function, and derive  in terms of
     

\operatorname{Ci}(x) ~~\equiv~ -\int_x^\infty \frac{\ \cos t\ }{ t }\ \operatorname{d} t ~ ~~ \qquad ~=~~ \gamma ~+~ \ln x ~-~ \int_0^x \frac{\ 1 - \cos t\ }{ t }\ \operatorname{d} t ~

~~ \qquad ~=~~ \gamma ~+~ \ln x ~-~ \operatorname{Cin} x ~ for ~\Bigl|\ \operatorname{Arg}(x)\ \Bigr| < \pi\ , where is the Euler–Mascheroni constant. Some texts use instead of . The restriction on is to avoid a discontinuity (shown as the orange vs blue area on the left half of the plot above) that arises because of a in the standard logarithm function ().

is the antiderivative of  (which vanishes as \ x \to \infty\ ). The two definitions are related by
     
\operatorname{Ci}(x) = \gamma + \ln x - \operatorname{Cin}(x) ~.


Hyperbolic sine integral
The integral is defined as \operatorname{Shi}(x) =\int_0^x \frac {\sinh (t)}{t}\,dt.

It is related to the ordinary sine integral by \operatorname{Si}(ix) = i\operatorname{Shi}(x).


Hyperbolic cosine integral
The hyperbolic cosine integral is \operatorname{Chi}(x) = \gamma+\ln x + \int_0^x\frac{\cosh t-1}{t}\,dt \qquad ~ \text{ for } ~ \left| \operatorname{Arg}(x) \right| < \pi~, where \gamma is the Euler–Mascheroni constant.

It has the series expansion \operatorname{Chi}(x) = \gamma + \ln(x) + \frac {x^2}{4} + \frac {x^4}{96} + \frac {x^6}{4320} + \frac {x^8}{322560} + \frac{x^{10}}{36288000} + O(x^{12}).


Auxiliary functions
Trigonometric integrals can be understood in terms of the so-called "auxiliary functions" \begin{array}{rcl} f(x) &\equiv& \int_0^\infty \frac{\sin(t)}{t+x} \,dt &=& \int_0^\infty \frac{e^{-x t}}{t^2 + 1} \,dt
&=& \operatorname{Ci}(x) \sin(x) + \left[\frac{\pi}{2} - \operatorname{Si}(x) \right] \cos(x)~,  \\
     
g(x) &\equiv& \int_0^\infty \frac{\cos(t)}{t+x} \,dt &=& \int_0^\infty \frac{t e^{-x t}}{t^2 + 1} \,dt
&=& -\operatorname{Ci}(x) \cos(x) + \left[\frac{\pi}{2} - \operatorname{Si}(x) \right] \sin(x)~.
     
\end{array} Using these functions, the trigonometric integrals may be re-expressed as (cf. Abramowitz & Stegun, p. 232) \begin{array}{rcl} \frac{\pi}{2} - \operatorname{Si}(x) = -\operatorname{si}(x) &=& f(x) \cos(x) + g(x) \sin(x)~, \qquad \text{ and } \\ \operatorname{Ci}(x) &=& f(x) \sin(x) - g(x) \cos(x)~. \\ \end{array}


Nielsen's spiral
The formed by parametric plot of is known as Nielsen's spiral. x(t) = a \times \operatorname{ci}(t) y(t) = a \times \operatorname{si}(t)

The spiral is closely related to the and the . Nielsen's spiral has applications in vision processing, road and track construction and other areas.


Expansion
Various expansions can be used for evaluation of trigonometric integrals, depending on the range of the argument.


Asymptotic series (for large argument)
\operatorname{Si}(x) \sim \frac{\pi}{2}
- \frac{\cos x}{x}\left(1-\frac{2!}{x^2}+\frac{4!}{x^4}-\frac{6!}{x^6}\cdots\right)
- \frac{\sin x}{x}\left(\frac{1}{x}-\frac{3!}{x^3}+\frac{5!}{x^5}-\frac{7!}{x^7}\cdots\right)
     
\operatorname{Ci}(x) \sim \frac{\sin x}{x}\left(1-\frac{2!}{x^2}+\frac{4!}{x^4}-\frac{6!}{x^6}\cdots\right)
- \frac{\cos x}{x}\left(\frac{1}{x}-\frac{3!}{x^{3}}+\frac{5!}{x^5}-\frac{7!}{x^7}\cdots\right) ~.
     

These series are asymptotic and divergent, although can be used for estimates and even precise evaluation at .


Convergent series
\operatorname{Si}(x)= \sum_{n=0}^\infty \frac{(-1)^{n}x^{2n+1}}{(2n+1)(2n+1)!}=x-\frac{x^3}{3!\cdot3}+\frac{x^5}{5!\cdot5}-\frac{x^7}{7! \cdot7}\pm\cdots \operatorname{Ci}(x)= \gamma+\ln x+\sum_{n=1}^{\infty}\frac{(-1)^{n}x^{2n}}{2n(2n)!}=\gamma+\ln x-\frac{x^2}{2!\cdot2} + \frac{x^4}{4! \cdot4}\mp\cdots

These series are convergent at any complex , although for , the series will converge slowly initially, requiring many terms for high precision.


Derivation of series expansion
From the expansion of sine: \sin\,x = x - \frac{x^3}{3!}+\frac{x^5}{5!}- \frac{x^7}{7!}+\frac{x^9}{9!}-\frac{x^{11}}{11!} + \cdots \frac{\sin\,x}{x} = 1 - \frac{x^2}{3!}+\frac{x^4}{5!}- \frac{x^6}{7!}+\frac{x^8}{9!}-\frac{x^{10}}{11!}+\cdots \therefore\int \frac{\sin\,x}{x}dx = x - \frac{x^3}{3!\cdot3}+\frac{x^5}{5!\cdot5}- \frac{x^7}{7!\cdot7}+\frac{x^9}{9!\cdot9}-\frac{x^{11}}{11!\cdot11}+\cdots


Relation with the exponential integral of imaginary argument
The function \operatorname{E}_1(z) = \int_1^\infty \frac{\exp(-zt)}{t}\,dt \qquad~\text{ for }~ \Re(z) \ge 0 is called the exponential integral. It is closely related to and , \operatorname{E}_1(i x) = i\left(-\frac{\pi}{2} + \operatorname{Si}(x)\right)-\operatorname{Ci}(x) = i \operatorname{si}(x) - \operatorname{Ci}(x) \qquad ~\text{ for }~ x > 0 ~.

As each respective function is analytic except for the cut at negative values of the argument, the area of validity of the relation should be extended to (Outside this range, additional terms which are integer factors of appear in the expression.)

Cases of imaginary argument of the generalized integro-exponential function are \int_1^\infty \cos(ax)\frac{\ln x}{x} \, dx = -\frac{\pi^2}{24}+\gamma\left(\frac{\gamma}{2}+\ln a\right)+\frac{\ln^2a}{2} +\sum_{n\ge 1} \frac{(-a^2)^n}{(2n)!(2n)^2} ~, which is the real part of \int_1^\infty e^{iax}\frac{\ln x}{x}\,dx = -\frac{\pi^2}{24} + \gamma\left(\frac{\gamma}{2}+\ln a\right)+\frac{\ln^2 a}{2} -\frac{\pi}{2}i\left(\gamma+\ln a\right) + \sum_{n\ge 1}\frac{(ia)^n}{n!n^2} ~.

Similarly \int_1^\infty e^{iax}\frac{\ln x}{x^2}\,dx =

1 + ia\left[ -\frac{\pi^2}{24} + \gamma \left( \frac{\gamma}{2} + \ln a - 1 \right) + \frac{\ln^2 a}{2} - \ln a + 1 \right]
+ \frac{\pi a}{2} \Bigl( \gamma+\ln a - 1 \Bigr)
+ \sum_{n\ge 1}\frac{(ia)^{n+1}}{(n+1)!n^2}~.
     


Efficient evaluation
Padé approximants of the convergent Taylor series provide an efficient way to evaluate the functions for small arguments. The following formulae, given by Rowe et al. (2015), are accurate to better than for , \begin{array}{rcl} \operatorname{Si}(x) &\approx & x \cdot \left( \frac{ \begin{array}{l} 1 -4.54393409816329991\cdot 10^{-2} \cdot x^2 + 1.15457225751016682\cdot 10^{-3} \cdot x^4 - 1.41018536821330254\cdot 10^{-5} \cdot x^6 \\ ~~~ + 9.43280809438713025 \cdot 10^{-8} \cdot x^8 - 3.53201978997168357 \cdot 10^{-10} \cdot x^{10} + 7.08240282274875911 \cdot 10^{-13} \cdot x^{12} \\ ~~~ - 6.05338212010422477 \cdot 10^{-16} \cdot x^{14} \end{array} } { \begin{array}{l} 1 + 1.01162145739225565 \cdot 10^{-2} \cdot x^2 + 4.99175116169755106 \cdot 10^{-5} \cdot x^4 + 1.55654986308745614 \cdot 10^{-7} \cdot x^6 \\ ~~~ + 3.28067571055789734 \cdot 10^{-10} \cdot x^8 + 4.5049097575386581 \cdot 10^{-13} \cdot x^{10} + 3.21107051193712168 \cdot 10^{-16} \cdot x^{12} \end{array} } \right)\\ &~&\\ \operatorname{Ci}(x) &\approx & \gamma + \ln(x) +\\ && x^2 \cdot \left( \frac{ \begin{array}{l} -0.25 + 7.51851524438898291 \cdot 10^{-3} \cdot x^2 - 1.27528342240267686 \cdot 10^{-4} \cdot x^4 + 1.05297363846239184 \cdot 10^{-6} \cdot x^6 \\ ~~~ -4.68889508144848019 \cdot 10^{-9} \cdot x^8 + 1.06480802891189243 \cdot 10^{-11} \cdot x^{10} - 9.93728488857585407 \cdot 10^{-15} \cdot x^{12} \\ \end{array} } { \begin{array}{l} 1 + 1.1592605689110735 \cdot 10^{-2} \cdot x^2 + 6.72126800814254432 \cdot 10^{-5} \cdot x^4 + 2.55533277086129636 \cdot 10^{-7} \cdot x^6 \\ ~~~ + 6.97071295760958946 \cdot 10^{-10} \cdot x^8 + 1.38536352772778619 \cdot 10^{-12} \cdot x^{10} + 1.89106054713059759 \cdot 10^{-15} \cdot x^{12} \\ ~~~ + 1.39759616731376855 \cdot 10^{-18} \cdot x^{14} \\ \end{array} } \right) \end{array}

The integrals may be evaluated indirectly via auxiliary functions f(x) and g(x), which are defined by

\operatorname{Si}(x)=\frac{\pi}{2}-f(x)\cos(x)-g(x)\sin(x) \operatorname{Ci}(x)=f(x)\sin(x)-g(x)\cos(x)
or equivalently
f(x) \equiv \left\frac{\pi}{2} \cos(x) + \operatorname{Ci}(x) \sin(x) g(x) \equiv \left\frac{\pi}{2} \sin(x) - \operatorname{Ci}(x) \cos(x)

For x \ge 4 the Padé rational functions given below approximate f(x) and g(x) with error less than 10−16:

\begin{array}{rcl} f(x) &\approx & \dfrac{1}{x} \cdot \left(\frac{ \begin{array}{l} 1 + 7.44437068161936700618 \cdot 10^2 \cdot x^{-2} + 1.96396372895146869801 \cdot 10^5 \cdot x^{-4} + 2.37750310125431834034 \cdot 10^7 \cdot x^{-6} \\ ~~~ + 1.43073403821274636888 \cdot 10^9 \cdot x^{-8} + 4.33736238870432522765 \cdot 10^{10} \cdot x^{-10} + 6.40533830574022022911 \cdot 10^{11} \cdot x^{-12} \\ ~~~ + 4.20968180571076940208 \cdot 10^{12} \cdot x^{-14} + 1.00795182980368574617 \cdot 10^{13} \cdot x^{-16} + 4.94816688199951963482 \cdot 10^{12} \cdot x^{-18} \\ ~~~ - 4.94701168645415959931 \cdot 10^{11} \cdot x^{-20} \end{array} }{ \begin{array}{l} 1 + 7.46437068161927678031 \cdot 10^2 \cdot x^{-2} + 1.97865247031583951450 \cdot 10^5 \cdot x^{-4} + 2.41535670165126845144 \cdot 10^7 \cdot x^{-6} \\ ~~~ + 1.47478952192985464958 \cdot 10^9 \cdot x^{-8} + 4.58595115847765779830 \cdot 10^{10} \cdot x^{-10} + 7.08501308149515401563 \cdot 10^{11} \cdot x^{-12} \\ ~~~ + 5.06084464593475076774 \cdot 10^{12} \cdot x^{-14} + 1.43468549171581016479 \cdot 10^{13} \cdot x^{-16} + 1.11535493509914254097 \cdot 10^{13} \cdot x^{-18} \end{array} } \right) \\ & &\\ g(x) &\approx & \dfrac{1}{x^2} \cdot \left(\frac{ \begin{array}{l} 1 + 8.1359520115168615 \cdot 10^2 \cdot x^{-2} + 2.35239181626478200 \cdot 10^5 \cdot x^{-4} +3.12557570795778731 \cdot 10^7 \cdot x^{-6} \\ ~~~ + 2.06297595146763354 \cdot 10^9 \cdot x^{-8} + 6.83052205423625007 \cdot 10^{10} \cdot x^{-10} + 1.09049528450362786 \cdot 10^{12} \cdot x^{-12} \\ ~~~ + 7.57664583257834349 \cdot 10^{12} \cdot x^{-14} + 1.81004487464664575 \cdot 10^{13} \cdot x^{-16} + 6.43291613143049485 \cdot 10^{12} \cdot x^{-18} \\ ~~~ - 1.36517137670871689 \cdot 10^{12} \cdot x^{-20} \end{array} }{ \begin{array}{l} 1 + 8.19595201151451564 \cdot 10^2 \cdot x^{-2} + 2.40036752835578777 \cdot 10^5 \cdot x^{-4} + 3.26026661647090822 \cdot 10^7 \cdot x^{-6} \\ ~~~ + 2.23355543278099360 \cdot 10^9 \cdot x^{-8} + 7.87465017341829930 \cdot 10^{10} \cdot x^{-10} + 1.39866710696414565 \cdot 10^{12} \cdot x^{-12} \\ ~~~ + 1.17164723371736605 \cdot 10^{13} \cdot x^{-14} + 4.01839087307656620 \cdot 10^{13} \cdot x^{-16} + 3.99653257887490811 \cdot 10^{13} \cdot x^{-18} \end{array} } \right) \\ \end{array}


See also


Further reading


External links
  • http://mathworld.wolfram.com/SineIntegral.html

Page 1 of 1
1
Page 1 of 1
1

Account

Social:
Pages:  ..   .. 
Items:  .. 

Navigation

General: Atom Feed Atom Feed  .. 
Help:  ..   .. 
Category:  ..   .. 
Media:  ..   .. 
Posts:  ..   ..   .. 

Statistics

Page:  .. 
Summary:  .. 
1 Tags
10/10 Page Rank
5 Page Refs
2s Time