Questions on the use of numerical functions NIntegrate and NDSolve.

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15
votes
6answers
2k views

How do I obtain the enclosed area of this particular parametric plot?

I'm trying to find a way to obtain the enclosed area of this particular plot. Can someone show me how? ...
20
votes
2answers
2k views

Determining which rule NIntegrate selects automatically

I need to numerically integrate a highly oscillatory function over the semi-infinite domain $(0,\infty)$: $$\int_0^\infty \frac{\sin^2(x) \sin^2(1000 x)}{x^{5/2}}\mathrm dx$$ Since the Levin rule (...
22
votes
4answers
2k views

How to integrate functions of linearly interpolated data?

At first, consider integration of pure InterpolatingFunction. Importing some data (works in v.9, for earlier versions one can use this link to download zipped <...
18
votes
3answers
4k views

Solving a Volterra integral equation numerically

I would like to solve for $P(t)$, in Mathematica, a Volterra integral equation of the 2nd kind. It is: $$P(t) = R_0(t) + \int_0^t P(t') R_0(t-t')dt'$$ I know the function $R_0$ and would ...
52
votes
2answers
2k views

When I can assume that all decimal digits returned by Mathematica are provably correct?

How to Control the Precision and Accuracy of Numerical Results Arbitrary-Precision Numbers Mathematica works with exact numbers and with two different types of approximate numbers: machine-...
5
votes
1answer
1k views

Test a wooden board's vibration mode

Here is a wooden board, with dimensions shown on the picture below. How we can use Mathematica's newly build-in finite element analysis features to show the different modes of its vibrations. Assuming ...
17
votes
2answers
1k views

Using a compiled function inside NIntegrate gives “CompiledFunction::cfsa” message

The following function is defined for Real input: ...
8
votes
2answers
6k views

Solving a system of ODEs with the Runge-Kutta method

I´m trying to solve a system of ODEs using a fourth-order Runge-Kutta method. I have to recreate certain results to obtain my degree. But I'm a beginner at Mathematica programming and with the Runge-...
5
votes
2answers
2k views

How to plot and solve the numerical solution of a integro-differential equation

I have a integro-differential equation of the form $y'(t) = - \int_0^t {y(t_1 )} e^{t_1 - t} dt_1, {\rm{ t}} \in {\rm{[0,10], y(0) = 1}}$ My code is: ...
30
votes
2answers
3k views

Complex valued 2+1D PDE Schrödinger equation, numerical method for `NDSolve`?

Based on the heat equation of the Mathematica Manual tutorial, I wrote the complex counterpart (Schrödinger) equation, for the free particle propagation of an initial wavepacket. ...
25
votes
2answers
5k views

Nested NIntegrate

Suppose that we have the given simple integral expression $$ \int_{-5}^{5} x \int_{-\infty}^{x} e^{\int_{0}^{z} -y dy} dz dx $$ Writing this out in Mathematica we obtain: ...
16
votes
1answer
1k views

I failed to solve a set of one-dimension fluid mechanics PDEs with NDSolve

The fluid here has been assumed as single component perfect gas i.e. it obeys the equation $p=ρ R T$, the thermal conductivity is assumed as a constant, so the equation set is: ...
14
votes
3answers
6k views

Solving a time-dependent Schrödinger equation

I want to solve the time-dependent Schrödinger equation: $$ i\partial_t \psi(t) = H(t)\psi(t)$$ for matrix, time-dependent $H(t)$ and vector $\psi$. What is an efficient way of doing this so that ...
4
votes
1answer
782 views

NDSolve with vector function

(Possible duplicate yet I still can't understand.) Basic 2D revolving around origin: ...
12
votes
1answer
3k views

Numerically solving an inhomogeneous partial differential equation

I'm trying to solve a cylindrical partial differential equation with boundary conditions. But I got an error message saying ...
9
votes
1answer
4k views

How do I prevent NIntegrate::inumr errors within other functions?

I believe this question is best illustrated with a simple example. If I run FunctionInterpolation[NIntegrate[a + b, {a, 0, 1}], {b, 0, 1}] I get errors of the ...
4
votes
3answers
662 views

Nonlinear differential equation: numerical solution

I have to find and plot a numerical solution for this second order differential equation: u''[x] + (u'[x]/x) - (u[x]/(x^2)) + u[x] - u[x]^3 = 0 where $0\leq x &...
9
votes
1answer
947 views

How to tell mathematica not to resolve stiffness issues

Very often I solve partial differential equations that are nonlinear and could be up to 4th order. In these cases, it is usual for the solution determined by NDSolve...
0
votes
3answers
1k views

Plotting multivariable integration

If I have a multivariable integration like NIntegrate[x^2 + y^2, {x, 1, 5}, {y, 6, 10}] But I need to plot its result in terms of ...
16
votes
3answers
905 views

Only final result from NDSolve

Finally, I started to play with differential equations in Mathematica. And I have faced the problem, which seems to me so basic that I'm afraid this question is going to be closed soon. However, I'...
12
votes
3answers
6k views

NDSolve with Euler method

I want to solve this equation with NDSolve[] using the Euler method: x'[t] == 0.5*x[t]-0.04*(x[t])^2 with initial condition ...
9
votes
1answer
437 views

Is there a way to see the result of NIntegrate's symbolic preprocessing?

NIntegrate can do a number of different types of symbolic preprocessing on the integrand before starting the numerical calculations, including changes of variables. ...
14
votes
1answer
446 views

How do I create a triangulated surface from points?

I have a set of points in a nx3 matrix and I would like to convert them into a surface, so that I may calculate its surface area. The function ListSurfacePlot3D creates the surface how I want it. ...
9
votes
3answers
2k views

NDSolve with vectors

I'm stumped. I'm trying to write this using vectors, but the 2nd derivative isn't being expanded like I expected it to be. This is a system of equations for a projectile with quadratic drag and ...
9
votes
4answers
1k views

Numerical integration of a numeric data available as a nested list

I have some numerical data in the form of a list with the following structure: {...{x,y,z},...} defining a surface z=z(x,y) in a 3D space (x,y,z). The data came from a simulation, and I am post-...
6
votes
2answers
3k views

Is it possible to compute with the trapezoidal rule by numerical integration?

Is it possible to compute trapezoidal rule numerical integration? I know that Mathematica has Interpolation, and that a list of points can be interpolated and then ...
16
votes
3answers
2k views

What is NDSolve`FEM`*?

I stumbled on this: ?"NDSolve`FEM`*" ...
12
votes
1answer
414 views

Mathematica9: NDSolve slows down after repeated calls

Bug introduced in 9.0 or earlier and persisting through 10.4.1 or later I have noted that in Mathematica 9 my code, which involves a lot of calls to NDSolve, ...
2
votes
2answers
375 views

NIntegrate over a list of functions

This question is the result of these other two questions. Question 1 and 2. I thought it would be better to ask a new question rather than deleting previous one. I think When ...
10
votes
2answers
533 views

Interpolating an Antiderivative

I'd like to be able to make InterpolatingFunctions for antiderivatives of functions that can't be integrated symbolically. However, the following code returns ...
7
votes
1answer
872 views
5
votes
2answers
291 views

Integrating a list of functions

For the purpose of this minimal example, let's say we have a list of functions, like this: f[y_?NumericQ] := {NIntegrate[z*y, {z, 0, 1}], a y} I want to ...
19
votes
1answer
2k views

Optimizing a Numerical Laplace Equation Solver

Laplace's Equation is an equation on a scalar in which, given the value of the scalar on the boundaries (the boundary conditions), one can determine the value of the scalar at any point in the region ...
18
votes
4answers
6k views

Numerical Fourier transform of a complicated function

Say I have a function $f(x)$ that is given explicitly in its functional form, and I want to find its Fourier transform[1]. If $f$ is too complicated to have an analytic expression for $\hat f(k)$, how ...
15
votes
5answers
3k views

How to speed up the plot of NIntegrate?

Here is a toy example: f[t_] := NIntegrate[Sin[x], {x, 0, t}]; Plot[f[t], {t, 0, 10}] // Timing Even such a simple example will take 2.8 seconds on my computer. ...
19
votes
1answer
4k views

How to solve a non-linear integral equation?

I have a non-linear integral equation that I'd like to solve with Mathematica: $$ \int_{0}^{1} \mathrm{d}x \frac{B(x) v}{(B(x) + B(v))^2} = 1$$ ...
6
votes
3answers
633 views

RK4 Gravity Simulator

I have the following RK4 solver which splits the two 2nd order ODEs, used to calculate x and y positions under the influence of a gravitating body where $$x''(t)=\frac{G m x(t)}{(x(t)^2+y(t)^2)^{3/2}}$...
6
votes
1answer
807 views

NestList and Euler's method

I am new to mathematica and so just experimenting with various programming constructs. Recently have been looking at NestList and how I could use this to implement ...
18
votes
1answer
506 views

Numerical inverse Laplace-Hankel transform

When trying to reproduce the result of this paper about numerical solution of Lamb's problem, I encountered the following double integral (to be more precise, the 0-order inverse Hankel-Laplace ...
13
votes
3answers
903 views

NIntegrating within an Ellipsoid

I need to numerically integrate an expensive positive-definite function over a 2D domain. I know by other ways that the function is basically zero for values outside the following ellipse: ...
8
votes
1answer
961 views

The difference between “SymbolicProcessing” -> 0 and restricting the function definition to numeric values only

The Documentation tells us that there are two ways to disable symbolic processing of the integrand by the NIntegrate function when it is known that it just slows ...
8
votes
2answers
598 views

Monte Carlo integration with random numbers generated from a Gaussian distribution

I want to do numerical integration of some functions using the Monte Carlo method. The default setting for the Monte Carlo method is to use a uniform distribution as far as I know. How can I change ...
3
votes
2answers
728 views

Unexpected result of summation

I wrote a small module that gives me an incorrect output-set. It should be a single number! I don't understand what went wrong. This is the form of summation used: $$\frac{1}{2} (b-a) \sum_{i=1}^n ...
2
votes
2answers
1k views

optimization problem with NDSolve

I want to minimize the function fcc. When fcc is calculated for a specified point the answer is correct: ...
11
votes
1answer
457 views

Nintegrate has memory leak

Bug introduced in 6.0 and fixed in 10.2.0 NIntegrates uses memory and does not release it. For long loops with NIntegrate ...
9
votes
1answer
3k views

Is it possible to set a variable as a positive one in the whole notebook?

I'm having issues during integration due to the fact that Mathematica doesn't know if an undefined variable is positive or not (it gives me complexes which bothers me in the end). For example I do ...
8
votes
2answers
577 views

How to solve the differential equation with Duhamel's integral?

How do I solve a differential equation with Duhamel's integral? I tried to solve it with NDSolve, but failed: ...
4
votes
3answers
195 views

How to solve this integration? [closed]

I need to find the integration of the following expression $$H(k)=\frac{\tau_0}{\pi}\int_0^{\infty}\exp\left(-u^{\delta}\cos\left(\frac{\delta\pi}{2}\right)\right)\cos\left(u^{\delta}\sin\left(\frac{\...
2
votes
2answers
1k views

Putting NDSolve into ParametricPlot

I am having issues using Manipulate to plot the (numeric) solution to an ODE for different parameter values. I have a code that has several stages, which seem to ...
1
vote
1answer
426 views

To solve Cylinderical PDE

I want to solve this PDE. I have tried to solve it with NDSolve but found error 'Boundary values may only be specified for one independent variable. Initial values ...