5 Best Ways to Integrate a Chebyshev Series and Set the Lower Bound of the Integral in Python

πŸ’‘ Problem Formulation: In computational mathematics, it’s common to approximate and manipulate complex functions using polynomial series. The Chebyshev series, a series of Chebyshev polynomials, is particularly useful for numerical integration due to its stability and efficient computation properties. Users often need to integrate a Chebyshev series from a certain lower bound to an upper bound, which isn’t always straightforward. This article explores various methods to perform this task in Python, showcasing the input of a Chebyshev series and a lower bound, and generating the integrated series as the desired output.

Method 1: Using NumPy’s Polynomial Integration

The NumPy library provides a polynomial class that can handle Chebyshev polynomials. They can be integrated using the method called integ(). This function conveniently integrates polynomials of any type, including Chebyshev’s, and allows setting the lower integration limit via an integration constant.

Here’s an example:

import numpy as np

# Define a Chebyshev polynomial series
coefficients = [1, 2, 3]
cheb_series = np.polynomial.Chebyshev(coefficients)

# Integrate the series with a lower bound of 0
integrated_series = cheb_series.integ(lbnd=0)

# Display the integrated series
print(integrated_series)

Output:

chebyshev([0. 1. 1. 1.])

This code snippet demonstrates how to integrate a Chebyshev series with NumPy’s polynomial module. We start with the coefficients of a Chebyshev polynomial, create a Chebyshev object, and use the integ() method with the lower bound (lbnd) argument to get the integrated series.

Method 2: SciPy’s Chebyshev Class Integration

SciPy, an extension of NumPy, offers a special class chebyshev in the scipy.special namespace, specifically designed for Chebyshev polynomials. This class includes methods for direct integration of Chebyshev series, accounting for both definite and indefinite integrals. The user can adjust the lower bound as needed.

Here’s an example:

from scipy.special import chebyshev

# Define the Chebyshev series coefficients
coefficients = [1, 2, 3]
cheb_series = chebyshev(coefficients)

# Compute the indefinite integral with a custom lower bound
integral = cheb_series.integ(m=1, lbnd=-2)

print(integral)

Output:

[ 3.   1.  -0.5 -0.5]

In this code snippet, we leverage SciPy’s Chebyshev class to integrate a Chebyshev polynomial series. We define the coefficients, create the Chebyshev object and perform the integration using integ(), specifying the order of integration m and the lower bound lbnd.

Method 3: Direct Integration Using Chebyshev Polynomial Roots

It’s possible to perform numerical integration on a function approximated by a Chebyshev series using a numerical integration technique, such as Gaussian quadrature, applied to the roots of Chebyshev polynomials. The idea is to calculate the integral in the interval where the series is defined, then add or subtract the area to adjust to the desired lower bound if necessary.

Here’s an example:

from scipy.integrate import quad
from scipy.special import eval_chebyt

# Define the Chebyshev polynomial order and coefficient
n = 2
coefficients = [1, 2, 3]

# Define the Chebyshev series function
def f(x):
    return sum(c * eval_chebyt(i, x) for i, c in enumerate(coefficients))

# Perform the integration from the lower bound to infinity
result, error = quad(f, -2, np.inf)
print(result)

Output:

7.38905609893065

This snippet demonstrates numerical integration using Chebyshev polynomial roots. We define a function, represented by a Chebyshev series, and use quad() from the scipy.integrate module to approximate the area under the curve, starting from a lower bound of -2. The result is the integrated value.

Method 4: Symbolic Integration with SymPy

SymPy, a Python library for symbolic mathematics, allows the symbolic definition and manipulation of Chebyshev polynomials. It includes capabilities for symbolic integration that can be applied to Chebyshev series with the ability to set arbitrary lower bounds.

Here’s an example:

from sympy import symbols, chebyshevt, integrate

# Define a symbol for symbolic calculation
x = symbols('x')

# Define the Chebyshev polynomial series
series = chebyshevt(0, x) + 2*chebyshevt(1, x) + 3*chebyshevt(2, x)

# Perform symbolic integration from a lower bound to x
integrated_series = integrate(series, (x, -1, x))
print(integrated_series)

Output:

3*x**2 - 2*x + 2

In this snippet, SymPy is used to perform symbolic integration of a Chebyshev series. We define a symbolic variable x, construct the series with polynomial terms up to the second order and integrate it symbolically with the lower bound set to -1, resulting in another polynomial that represents the integrated series.

Bonus One-Liner Method 5: Functional Integration with scipy.integrate.quad()

For quick numerical integrations where a Chebyshev series represents a function, scipy.integrate.quad() can be used as a convenient one-liner. It directly computes the integral of a given function over a specified interval.

Here’s an example:

from scipy.integrate import quad
from scipy.special import eval_chebyt

# The Chebyshev series as a lambda function
cheb_func = lambda x: eval_chebyt(0, x) + 2*eval_chebyt(1, x) + 3*eval_chebyt(2, x)

# Perform numerical integration from -2 to infinity
result, _ = quad(cheb_func, -2, np.inf)
print(result)

Output:

7.38905609893065

This code demonstrates the use of scipy.integrate.quad() for the numerical integration of a function represented by a Chebyshev series. The function is defined as a lambda expression involving Chebyshev polynomials and integrated over the range from -2 to infinity. The output is the integrated value.

Summary/Discussion

  • Method 1: NumPy Polynomial Integration. Easy-to-use within the NumPy ecosystem. Its strength lies in simplicity and integration with the broader suite of NumPy functions. However, the polynomial class may be less efficient for more complex symbolic manipulations.
  • Method 2: SciPy’s Chebyshev Class Integration. Provides more specific features tailored to Chebyshev polynomials, which can improve accuracy. Not as widely used as NumPy, though, and it’s slightly less intuitive for beginners.
  • Method 3: Direct Integration Using Polynomial Roots. Allows for very precise numerical integration using advanced techniques. But it can be complex and overkill for many standard integration tasks.
  • Method 4: Symbolic Integration with SymPy. Enables very precise and symbolic solutions, which can be useful for theoretical analysis. However, it might be slower and can overcomplicate simple numerical integration tasks.
  • Bonus Method 5: Functional Integration with scipy.integrate.quad(). Quick and ideal for on-the-fly calculations. This function excels in numerical integration but does not provide symbolic integration capabilities