Evaluating a complex integral

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Michael Devereux
Michael Devereux on 14 Feb 2019
Answered: Abhishek Hullur on 8 Aug 2021
Hello I'm trying to integrate the following function in MATLAB
but it's returing the wrong answer when I try something like
This is what I have tried so far:
fun = @(t,x,y) exp(1i.*(t.^4+x.*t.^2+y.*t));
P = @(x,y) integral(@(t)fun(t,x,y),-Inf,Inf);
P(1,1)
Any help appreciated and many thanks in advance
  3 Comments
Torsten
Torsten on 15 Feb 2019
exp(i*(t^4+x*t^2+y*t)) does not tend to 0 as | t| -> Inf. Thus your integral does not exist (at least in the usual sense).
Michael Devereux
Michael Devereux on 15 Feb 2019
According to WolframAlpha the answer is 1.20759 + 0.601534 i
Keep in mind it's a complex exponential so there is a finite solution. This is know as the Pearcey Integral. I am more concerned that I have entered the formula incorrectly than the actual integral itself. Is this the correct way to approach the problem.

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Accepted Answer

Torsten
Torsten on 15 Feb 2019
format long
fun = @(t,x,y) exp(-t.^4 + 1i.*y.*t - x.*t.^2 + 1i*pi*0.125);
P = @(x,y) integral(@(t)fun(t,x*exp(-1i*pi*0.25),y*exp(1i*pi*0.125)),-Inf,Inf);
P(1,1)
Reference:
https://arxiv.org/pdf/1601.03615.pdf

More Answers (1)

Abhishek Hullur
Abhishek Hullur on 8 Aug 2021
. Evaluate around the rectangle with vertices

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