Questions on the use of numerical functions NIntegrate and NDSolve.

learn more… | top users | synonyms

3
votes
1answer
442 views

Multi-dimensional integral in the complex plane with poles and essential singularity

I've passed the last week searching a way to numerically integrate this multi-dimensional integral in the complex plane at the poles and avoiding the singularity at z=0: $$ \oint_{C}\oint_{C\ auound\ ...
0
votes
0answers
137 views

Integrating and plotting pde system solution

I have a trouble with plotting a pde system solution. I'm solving a PDE system in 2-dimensional space and then I want to integrate the solution along one dimension and build a log plot along the ...
1
vote
1answer
345 views

Simpson's rule with ListConvolve or ListCorrelate

I have a function that's represented as a long list of values that I want to integrate. I can do it procedurally with Simpson's rule. ListConvolve generally runs faster then procedural code, so i ...
11
votes
1answer
302 views

WhenEvent and partial derivatives

Can WhenEvent be used to reset the conditions on a PDE at a given time? How would the syntax of that be? This is the code I`m using ...
1
vote
1answer
276 views

NIntegrate converging too slowly when increasing size of array

I have a problem with a numerical integration. I have a 4x4x4x4 array that has for each entry an integral and I want to use NIntegrate to evaluate it. It gives me ...
7
votes
2answers
2k views

Finding y given x from an interpolating function

I would like to put a dot on the point of a curve that has a specific y value but I don't know the x value. A simple example of my code is ...
2
votes
1answer
329 views

Numerical integration involving Inverse Normal CDF

I'd like to evaluate the following numerical integration using Mathematica $$ \ \int_0^T\int_0^\infty xe^{-0.04 s}g(x,s) dxds\ $$ where g(x,s) is a Gaussian copula function with say, marginal ...
8
votes
1answer
766 views

Integration strategies for oscillatory multidimensional function

I am seeking to integrate a highly oscillatory, multidimensional function. I am currently using NIntegrate's QuasiMonteCarlo approach. However, this is time-consuming and, given my current resources, ...
8
votes
1answer
497 views

Numerical contour integrations in the complex plane - contour deformation gives different answer for analytic kernel

I am trying to do a contour integration in Mathematica numerically. In particular, I'm checking the identity: $$ H_m^{(1)}(z) =\frac{i^{-m}}{\pi}\int_{-\pi/2 + i \infty}^{\pi/2 - i \infty} \exp[i m ...
0
votes
0answers
38 views

NIntegrate issue to do with unknown types [duplicate]

I have a numerical function zz: zz[s_ ? NumericQ] := so3toE3[Inverse[yn[s]].ND[yn[k], k, s]]; The other functions involved have 2 pages of code defining them so ...
3
votes
1answer
715 views

Monitoring the Evaluation of NDSolve: time to finish estimation

My problem is quite simple: I run a NDSolve with a system of many ODEs, a calculation that will run for many hours, and I would like to know the progress of the ...
7
votes
1answer
866 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 ...
0
votes
0answers
185 views

Function not recognized by Mathematica?

I'm trying to do triple integration on a bivariate function where one of the upper integration limits is the variable of the outer-most integration. When I execute the following lines, Mathematica ...
1
vote
0answers
408 views

Cauchy principal value integral of a list of numbers. How?

I have a list of numbers that are numerical samples of a function for which I need to find the Cauchy principal value integral. I thought I should be able to combine Interpolation with Integrate to do ...
1
vote
0answers
1k views

NDSolve: methods and step size choosing

I am looking into the documentation of NDSolve[]; more precisely how this function chooses the StepSize and how it chooses which ...
1
vote
1answer
138 views

Double integral 0

I am trying to reproduce the results from a paper in Mathematica. This task involves $K$ double integrals of the form $$\int f(x,y)g(x)dx,$$ where $f(x,y)$ is a bivariate normal density with mean ...
5
votes
0answers
128 views

Numerical solution of Schrödinger-type equation in Mathematica [duplicate]

I want to solve the following differential equation numerically: \begin{equation} i\partial_{t}\psi(r,t)=\left[-\frac{\Delta}{2m}+g\left|\psi(r,t)\right|^{2}+V_{d}(r,t)\right]\psi(r,t) \end{equation} ...
19
votes
4answers
1k views

How to calculate the volume of a convex hull?

Given a spatial curve represented by a parametric equation, is it possible in Mathematica 9 to calculate symbolically (or at least numerically) the volume of its convex hull?
2
votes
2answers
374 views

Strange Behavior of NDSolve

I am trying to evaluate the following ODE numerically: ...
3
votes
0answers
931 views

Using NDSolve for Integro-Differential Equations

I have a fairly complicated set of coupled non-linear integro-differential equations that I am trying to solve using NDSolve. The equations are: ...
3
votes
1answer
493 views

NDSolve with vector function

(Possible duplicate yet I still can't understand.) Basic 2D revolving around origin: ...
5
votes
1answer
469 views

Solving homogeneous Fredholm Equation of the second kind

I am trying to solve a homogeneous Fredholm integral equation of the second kind, i.e. $\lambda y(x) = \int\limits_a^b e^{i[\phi(t)+k(t-x/M)^2]} y(t)\,dt$ where $\lambda$ is the eigenvalue (to be ...
5
votes
2answers
835 views

How to deal with zero in NDSolve in mathematica?

I would like to solve the following ODEs $$\begin{cases} x'(t)&=y\\ y'(t)&=-y(t)/t-e^{x(t)},\\ x(0)&=1,\\y(0)&=0, \end{cases}$$ (EDIT : The second equation used to be $y'(t) = ...
4
votes
1answer
712 views

Getting MemoryAllocationFailure from NIntegrate

When numerically calculating a double integral using NIntegrate over an infinite domain (with all options at their default), Mathematica 7 calculates my integral ...
2
votes
0answers
44 views

NIntegrate/NSum with parameters [duplicate]

I'm trying to calculate a continuous integral within a discrete integral. Something similar to this (yet more complex): ...
1
vote
1answer
539 views

NDSolve diffusion equation over/underdetermined

I have a feeling the solution to my problem is very simple… but my knowledge of differential equations is pretty weak. I am trying to solve a scalar diffusion equation (used in NMR spectroscopy, but ...
0
votes
1answer
262 views

DAE - varying initial conditions

I want to solve a DAE-system and I want to vary more than one initial conditions and to manipulate them. I looked here: Putting NDSolve into ParametricPlot But it does not work: ...
19
votes
2answers
1k views

3D orbits and inaccuracy over time

I wrote a little program to use Newton's Law of Universal Gravitation to animate 3 planets orbiting a central star, but I have run into a problem. Here is the code that I used to create the program (I ...
2
votes
1answer
508 views

How to adjust parameters to experimental data on a NDSolve problem

I have 2 differential equations with 2 variables, x and y,which are a function of t and I have the parameters k1, k2 y k3. ...
8
votes
0answers
569 views

Numerically solve 2nd order differential equation with singularity

Consider a second order differential equation with a potential that diverges at some generic value in the variable. For example: $$-y^{\prime\prime}(s)+\frac1{\mathrm{cn}{(s\mid k^2)}}y(s)=0$$ where ...
5
votes
1answer
140 views
10
votes
1answer
571 views

Why can't I change the value of MaxRecursion in NIntegrate when integrating BesselJ?

Bug introduced in 8.0.4 or earlier and persists through 10.0.2. I am trying to evaluate this integral numerically $$ \int_0^{\infty } J_0(q R) \tanh(q) \, \mathrm{d}q $$ for large values of $R$. ...
3
votes
1answer
1k 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: ...
2
votes
0answers
274 views

Is mathematica storing information it shouldn't store?

I'm seeking to find solutions to a numerical integration with a large set of parameter combinations (basically, I'm doing a brute parameter sampling). Yet, I believe the memory of the computer is ...
0
votes
1answer
149 views

Notation for numerical solutions to differential equations

Can somebody explain this notation to me? Using Mathematica's first example in the NDSolve documentation: ...
1
vote
0answers
306 views

Adapting NDSolve to circumvent NDSolve::bdord: error for 1-D Euler Equations

I attempted to use NDSolve for the 1-D isentropic unsteady flow equations with low subsonic inflow velocity and prescribed inflow total enthalpy; along with a ...
2
votes
1answer
528 views

Infinite Expression Error from NDSolve

I am trying to solve a differential equation numerically. So I have ...
7
votes
2answers
323 views

Problem with NIntegrate when WorkingPrecision is specified

I am trying to evaluate this integral numerically: $$ \int_0^{\infty } m \exp (-m) J_1(m){}^2 \, dm $$ Everything is OK when only the integration method is specified: ...
2
votes
1answer
310 views

How to integrate ParametricNDSolve solution with respect to a parameter?

I have just upgraded to the new version of Mathematica because of its new built-in ParametricNDSolve function. I need to solve a first-order non-linear ordinary ...
3
votes
1answer
685 views

NDSolve for a large system of simple ODEs

I am solving a system of many (more than 100) ODEs. It is the kind of standard rate equation encountered in semiconductor physics. Here is the system: ...
4
votes
1answer
245 views

Differentiating ParametricNDSolve solutions

Is there any way to differentiate a solution obtained by ParametricNDSolve? For instance, I have the position $\phi_\gamma(t)$ as a function of time, parametrized ...
0
votes
2answers
508 views

NDSolve solution for driven damped pendulum diverges

I want to solve numerically for the system of the driven damped pendulum using Mathematica. This is the second-order nonlinear equation \begin{equation} \ddot{x} + 2 \beta \dot{x}+ \omega_0^2 \sin ...
3
votes
2answers
498 views

Animating the Lorenz Equations

I am trying to use the Animate command to vary a parameter of the Lorenz Equations in 3-D phase space and I'm not having much luck. The equations are: ...
0
votes
1answer
152 views

Error messages when using NInverseFourierTransform

I have two functions that I need to inverse Fourier transform and I was trying to get Mathematica to help me. I tried simply using theInverseFourierTransform ...
1
vote
2answers
1k views

How does one specify Neumann conditions for NDSolve?

I have a series of functions defined in my notebook, and then want to use this to solve a diffusion-reaction type equation. At the moment, something like this works: ...
6
votes
3answers
2k 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. ...
0
votes
2answers
324 views

Problems with NDSolve and stiffness

I am trying to solve an ODE in chemical kinetics: $$\begin{align*} \frac{\mathrm d[x]}{\mathrm dt} &= -k_1 [x][y]\\ \frac{\mathrm d[y]}{\mathrm dt} &= k_1 [x][y] - k_3[y] \end{align*}$$ My ...
1
vote
1answer
773 views

NIntegrate fails while Integrate works

I have a function $f(t)$ defined as $f(t)=\int\limits_0^t(t-\xi)^{\alpha-1}\ \cos(\xi)\ d\xi$ where $0<\alpha<1$. I now want to evaluate this integral at various values of time. Therefore, my ...
17
votes
1answer
1k 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 ...