Questions on the use of numerical functions NIntegrate and NDSolve.

learn more… | top users | synonyms

1
vote
1answer
184 views

NIntegrate is resetting my variables and not giving me a result?

I am trying to check if mass conservation holds by integrating the area under a curve but to no avail. ...
8
votes
5answers
357 views

How to distinguish between lists and values?

I have a (hopefully small) problem with some numerical integration algorithm, more specifically I want to integrate the imaginary part of a complex valued function, e.g. ...
11
votes
1answer
325 views

Boosting the performance of expensive NIntegrate by feeding in a cheap approximation of the integrand

I need to integrate an expensive likelihood L[x] over its n-dimensional domain. I know that L[x] is decently approximated by a ...
12
votes
3answers
631 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: ...
7
votes
4answers
469 views

Conditional numerical integration boundaries

I have a multidimensional integration of the form: ...
15
votes
2answers
836 views

Why does Mathematica give the wrong answer when integrating?

I integrate Integrate[Exp[I Cos[b - c]] Cos[b], {b, 0, 2 Pi}] Mathematica gives: 2 I Pi BesselJ[1, 1] Which is indepedent ...
3
votes
2answers
610 views

Compute integral symbolically or numerically

I want to compute the integral of the following integrand ...
11
votes
1answer
2k views

Kramers-Kronig in Mathematica

I am trying to calculate the change of the refractive index from the change of the absorption coefficient using the Kramers-Kronig relations, in Mathematica. ...
14
votes
1answer
2k views

Parallelizing Numerical Integration in Mathematica

I have an ugly, six dimensional function that I need to integrate numerically. It works, but it currently take twelve hours to complete the calculation. Is there any good way to parallelize the ...
7
votes
2answers
471 views

How to apply restrictions to the “integrated” variable, when using NDSolve?

I have to integrate an energy along a path. I know the energy at the "beginning" of the path (energy[0]), and I can determine the energy change (gain and loss) ...
18
votes
1answer
328 views

Is there an NDSolve`ProcessEquations analog for NIntegrate?

NDSolve has an interface for repeatedly solving an equation with different initial conditions without having to analyze the equation and set up the solving algorithm each time. This can improve ...
13
votes
1answer
458 views

How to guarantee that NDSolve correctly detects abrupt changes in parameters?

When using NDSolve, I often have parameters that, in most of their domain, have a constant or null variation, but that suffer from abrupt variations on a very small ...