Questions on the symbolic (DSolve, DifferentialRoot) and numerical (NDSolve) solutions of differential equations in Mathematica.

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12
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0answers
201 views

Possible bug with FourierTransform linearity

Each component is easily transformed but the sum is not: FourierTransform[f''[x], x, k] FourierTransform[f'[x], x, k] ...
10
votes
0answers
109 views

Differential equations with rational functions as solution

I have some families of nonlinear, first order differential equations. When I try to use DSolve, I usually get a mess (if anything at all) in terms of ...
7
votes
0answers
412 views

Problems when solving a nonlinear PDE system with NDSolve

The nonlinear PDE system is actually extracted from a research paper published in 2000 Here is the paper link The authors solved the system by using an ordinary differential equation integrator in ...
7
votes
0answers
210 views

DSolve returns an answer that is not a solution

Investigating DSolve misses a solution of a differential equation, I came across this odd behavior of DSolve. The following DSolve command returns an answer to the ...
7
votes
0answers
591 views

Modelling Hysteresis with a Differential Equation

I want to implement the bulk ferromagnetic hysteresis model (mostly the Jiles-Atherton Model), see http://drum.lib.umd.edu/bitstream/1903/6043/1/PhD_99-1.pdf page 44 equation (30). The needed ...
6
votes
0answers
195 views

Problems with NDSolve for solving coupled Schrödinger-like PDEs with perfectly matched layer boundary condition

I'm trying to solve a full-vectorial wave equation for an arbitrarily shaped wave guide, by using NDSolve and perfectly matched layer (PML) conditions. The PML ...
6
votes
0answers
141 views

Heat convection differential equations from 1952 - Mathematica “fails to converge”

I am trying to solve a fundamental problem in analytical convective heat transfer: laminar free convection flow and heat transfer from a flat plate parallel to the direction of the generating body ...
6
votes
0answers
471 views

NDSolve and memory usage

After some googling, i've found similar problems around, but didn't find a 100% satisfactory answer, so let me ask here: I'd like to solve a 1+1 problem using the method of lines. In spherical ...
5
votes
0answers
39 views

EventLocator in NDSolve seemingly hogs memory in Windows, but not Mac

I have written a function (ftest in my code) which does the following: Takes a vector {x,vx,vy} as input Numerically solves (with high precision) a specific ...
5
votes
0answers
92 views

unhandled win32 exception in WolframKernel.exe in DSolve of non-linear ODE in one variable

Bug persisting through 10.4. (windows 7, 64 bit) Installed 10.3.1 and started to run some old ode's. in V 9, this ode used to return unsolved, which is ok, but in 10.3.1 now the kernel crashes. ...
5
votes
0answers
73 views

Error with DSolve

I am trying to solve the following partial differential equation for the function $f(x,y,z)$ $\frac{(\alpha -\beta y)}{1-y^2}\left(\frac{\partial f}{\partial x} + \frac{(\alpha y-\beta ) ...
5
votes
0answers
77 views

Applying method of dominant balance directly to an equation

The non-linear equation $y''(x) = \sin k x y$ for $k\in \mathbb R$ cannot be solved analytically to yield a closed form solution. However, by applying the method of dominant balance one may obtain ...
5
votes
0answers
105 views

Compiling FoldList implementation for RK4

Original I'm looking to write an integrator for a function of two variables. Here is my implementation for the RK4 update rule using FoldList. ...
5
votes
0answers
64 views

Why DSolve doesn't handle duplicate boundary condition

This code works well. DSolve[{y''[x] + 10 y'[x] == 0, y[0] == 0}, y[x], x] (*{{y[x] -> 1/10 E^(-10 x) (-1 + E^(10 x)) C[1]}}*) But why mma gives ...
5
votes
0answers
269 views

Alternatives to FiniteElement as Spatial Discretization Method for NDSolve

Finite Element Programming: [...] It is possible to skip this section and continue with the discretization stage and make use of the initialized data structures ...
5
votes
0answers
120 views

DSolve breaks when the ordering of independent variables aren't proper?

Bug introduced in 5.2 or earlier and persisting through 10.4.1. I encountered this when trying to solve this problem with DSolve: ...
5
votes
0answers
1k views

Numerically solving system of partial differential equation

I am trying to solve a system of partial differential equation with boundary conditions. But I got an error message saying NDSolve::icfail: Unable to find initial ...
5
votes
0answers
101 views

Modify NDSolve`StateData (if possible)

I am trying to solve a PDE that needs to be scaled constantly (refer to this). @andre suggests I modify NDSolve`StateData. Now, the problem is, I'm not used to ...
5
votes
0answers
633 views

Kalman filter by hand

I am now learning the Kalman filter and wants to implement it by hand to understand it better. To be specific I want to first simulate a sequence of data by $$ \dot x=Ax+Bw\\ y=Cx+Dv,\\ ...
4
votes
0answers
58 views

Numerical instabilities of a convection-(non-)diffusion equation when shrinking from a square to a triangular domain

I am trying to evaluate a parameter-dependent indefinite integral using a PDE-based scheme I described here, and I'm having some trouble when I try and cut down the domain from a square to a triangle. ...
4
votes
0answers
127 views

new kernel crashes using DSolve in 10.3.1

Update: I added small movie showing the crash, since others who tried it so far could not reproduce it on their system. Original question I am finding new problems with ...
4
votes
0answers
60 views

How to put 2 or 3 NeumannValue conditions?

I want to solve numerically the heat exchange of a fin in transient state and two-dimentional, here is my attempt but instead of put DirichletCondition on ...
4
votes
0answers
64 views

Avoid Evaluation of Function at NDSolve

I have a huge "black-box" f function, which I want to integrate. Let's define it: f[x_,y_,a_]:=a*Exp[-(a*10000)(x^3+y^3)] as ...
4
votes
0answers
356 views

Precision and accuracy in NDSolve and NMinimize

I use NDSolve quite a lot and have noticed that setting values for AccuracyGoal and ...
4
votes
0answers
47 views

Strange behaviour of suggestion bar to solve an ODE, potential bug

InputE^(-(1/2) x[t]^2) (Derivative[1][x][t]^2 - (x^\[Prime]\[Prime])[t]) == 0and evaluate, then press the solve ode button on the suggestion bar. It will return ...
4
votes
0answers
110 views

EquationTrekker-like behavior for state space?

EquationTrekker is great for phase space plots, however I want to plot the results of $$\phi '(t)=-b \sin (\phi (t))+g \sin (\Phi (t)-\phi (t))+1\\\Phi '(t)=g y ...
4
votes
0answers
956 views

Solving a diffusion equation

I need to solve a particular diffusion equation with NO boundaries (see eqn. (2.10) in: Ann. Rev. Astron. Astrophys. 19:137-62 (1981).) with nu = cost. ...
4
votes
0answers
127 views

Symbolic solution to ODE, pure InverseFunction not evaluated

I'm new to Mathematica and I don't understand why in the solution of the following ODE, the #1 in the pure function is not immediately replaced by the corresponding ...
3
votes
0answers
35 views

Constraining Function to be positive with NDSolve, Allee effect

I am trying to numerically solve the steady-state behaviour of the Allee effect (with one spatial dimension, diffusion): $\frac{\partial n}{\partial t} = D \frac{\partial^2 n }{\partial x^2} + ...
3
votes
0answers
74 views

Kernel crashes when computing finite difference mixed derivative with respect to y & z but works fine when computing with respect to x & y or x & z?

I am using Mathematica 10.4.0 on Ubuntu 16.04. I am trying to solve a set of differential equations using finite difference method on an NxNxN cubic grid (x, y, z directions). I am getting a weird ...
3
votes
0answers
53 views

EvaluationMonitor slows down NDSolve considerably

Hi guys I'm solving a nonlinear system of ODEs with NDSolve. Since the dimension of the system ranges from 2700 to 20000 equations, depending on the parameters, the time required to solve the entire ...
3
votes
0answers
116 views

Dealing with two dimensional Black-Scholes partial differential equation

As far as I can see in $\mathtt{http://mathematica.stackexchange.com/}$, there are some questions/answers to solve Black-Scholes PDE, but all for one dimensional case. So, I hope this question be ...
3
votes
0answers
82 views

Implementing the Numerov method for solving ODEs with NDSolve

I'd like to implement the Numerov scheme for solving an ODE (Scroedinger Eq time-independent) with NDSolve. I tried in analogy with the Runge Kutta example in the ...
3
votes
0answers
163 views

How to solve the Tsunami model and animate the shallow water wave?

Recently when I was learning differential equations, I noticed there is a shallow water wave equation to model the tsunami propagation. How to establish and solve the initial and boundary conditions ...
3
votes
0answers
81 views

Measuring Temp on a cubical using heat equation with Neumann and Dirichlet boundary conditions

I'm trying to solve 3D heat equation to understand how the temperature varies with time on cubical. i have mixed boundary conditions: Dirichlet on the bottom surface (constant Temp) Neumann on all the ...
3
votes
0answers
57 views

Weird behaviour for a vector InterpolatingFunction inside an NDSolve

I have run into some weird behaviour on the part of NDSolve which I find pretty bizarre and which I would like to understand better. Suppose, for the sake of ...
3
votes
0answers
94 views

Constructing the coefficient matrix in discretization of a PDE

In order to solve the following two dimensional PDE $$\frac{\partial u(x,y,t)}{\partial t}-\frac{1}{2} \sigma _1^2 x^2 \frac{\partial ^2u(x,y,t)}{\partial x\, \partial x}-\frac{1}{2} \sigma _2^2 y^2 ...
3
votes
0answers
113 views

How to solve partial differential equation

How to solve in Mathematica this partial differential equation: $0.5\frac{\partial t(x,y)}{\partial x}+1.5\frac{\partial t(x,y)}{\partial y}+t(x,y)=y\cdot \sqrt{1+x^{3}}$ with condition $t(1,y)=y+2$? ...
3
votes
0answers
138 views

Complex boundary conditions and NDEigensystem

I am having difficulties implementing a Neumann value when numerically solving the Navier equation using NDEigensystem. The Navier equation is given by $\nabla^2 \vec u + (p^2 - 1) ...
3
votes
0answers
167 views

solve tricky nonlinear ODE on a grid

I've been working on the same question for a while now and would appreciate any advice on what I'm doing wrong or any direction on how to actually solve the problem. :) On xzczd's advice, I retried ...
3
votes
0answers
50 views

Does NDSolve automatically simplify the system of equations for Hermitian matices?

I am currently starting to solve numerically a system of differential equations like this: $\dot{A}(t)=S(A)A(t)$ Here, the matrices are of dimension $d\times d$. $S(A)$ is some superoperator that ...
3
votes
0answers
73 views

Diagonalisation of equations for NDSolve

I have a linear matrix differential equation and I wish to speed up evaluation by diagonalising using eigenvectors. There is an example in Help for finite elements under "swinging beam" that is ...
3
votes
0answers
92 views

Using NIntegrate and DiscretePlot to visualize pseudodifferential operators

In harmonic analysis, pseudodifferential operators are a way to generalize the notions of derivatives, through the use of Fourier transforms. The basic idea being, Let ...
3
votes
0answers
78 views

Verification of results given by NDSolve

I am trying to solve a system of ODEs using NDSolve. The differential equations used are obtained by applying method of lines to actual governing equation. The system includes differential equations ...
3
votes
0answers
83 views

Orthogonality relations of Hermite polynomials

The Hermite polynomials are orthogonal. $$ \int_{-\infty}^\infty H_m(x) H_n(x) e^{-x^2}\, \mathrm{d}x = \sqrt{ \pi} 2^n n! \delta_{nm} $$ Does Mathematica not use this relationship? Because running ...
3
votes
0answers
149 views

How to control pedestrians to enter the simulation region with random functions?

I am working on simulating crowds of a cross-typed region, given that pedestrians entering from 4 gates of north, east, west and south, ...
3
votes
0answers
248 views

Fractals or other patterns in the quadruple linked pendulum

This will seem like a physics question, but I'm looking for something to do in Mathematica specifically. I've successfully modeled a quadruple linked pendulum by setting up the ODEs and solving them ...
3
votes
0answers
195 views

Increasing MaxPoints in NDSolve results in memory issue

I am interested in increasing "MaxPoints" in NDSolve's "MethodOfLines" in attempt to increase the resolution of the plot of the solution of linearly damped wave equation with transparent boundary ...
3
votes
0answers
700 views

How to solve a nonlinear coupled PDE with initial and some boundary values

I would like to solve the following nonlinear coupled PDE with a mix of initial conditions and boundary values: ...
3
votes
0answers
71 views

Error solving third order ODE in version 10. No error in V9. DSolve`DSolveKovacicDump`

This is an ode which is solved with no error in V9, but gives a very strange error in V10. Is this a regression bug? On version 9, the ode is solved with no error ...