Large error when integrating around point of discontinuity
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- Julia
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Description
Describe the bug 🐞
The numerical solution has a large discrepancy from the analytical solution when the bound is close to the point of discontinuity.
Expected behavior
I expect the difference should be really small (much smaller than 0.00059).
Minimal Reproducible Example 👇
using Integrals
function f(x)
if x < 1
return exp(x)
elseif x >=1
return exp(2x)
end
end
function F(x0, x1)
if x0 < 1 && x1 < 1
return exp(x1) - exp(x0)
elseif x0 < 1 && x1 >= 1
return exp(2x1) / 2 - exp(2) / 2 + exp(1) - exp(x0)
elseif x0 >= 1 && x1 >= 1
return exp(2x1) / 2 - exp(2x0) / 2
end
end
x0 = 0.997
x1 = 2.0
prob = IntegralProblem((x,p) -> f(x), (x0,x1))
sol1 = solve(prob, QuadGKJL(), reltol=1e-12, abstol=1e-12).u
sol0 = F(x0, x1)
sol1 - sol0
(sol1 - sol0) ./ sol0
Environment (please complete the following information):
- Output of
using Pkg; Pkg.status()
[de52edbc] Integrals v4.6.0
- Output of
versioninfo()
Julia Version 1.11.5
Commit 760b2e5b739 (2025-04-14 06:53 UTC)
Build Info:
Official https://julialang.org/ release
Platform Info:
OS: macOS (arm64-apple-darwin24.0.0)
CPU: 14 × Apple M4 Pro
WORD_SIZE: 64
LLVM: libLLVM-16.0.6 (ORCJIT, apple-m1)
Threads: 1 default, 0 interactive, 1 GC (on 10 virtual cores)
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
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Research direction
Reproduce the minimal example using IntegralProblem and QuadGKJL() with the stated tolerances, then inspect the integration path for bounds near the discontinuity at x=1. Compare the numerical result with F(x0, x1); done means the discrepancy is substantially smaller than 0.00059 or the issue is clearly explained and covered by a regression test.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- julia
- Domain
- backend
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100