Questions on the use of numerical functions NIntegrate and NDSolve.

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6
votes
3answers
800 views

Numerical solution of a differential equation with NIntegrate coefficients

I am trying to solve a linear ODE with a variable coefficient which is given in terms of an integral I can only do numerically. That is, I have an equation of the form $$ ...
3
votes
0answers
244 views

Numerical-Symbolical Integration (Calculus)

I created a simple numeric-symbolic integration. Here you can use symbolical and numerical techniques at the same time. You can also interpolate numerical integrals. The problem with my function is ...
3
votes
1answer
560 views

Solving the Sine Gordon PDE in mathematica

how can i solve this equation in mathematica? this is sine-gordon eq. but the boundary condition can not recognized by mathematica . thank you for you attention. ...
4
votes
1answer
204 views

Construct DifferentialMatrices and Kernel for LevinRule for this integral and ODE set

I've made a lot of progress on my problem the last few days thanks to all the help I've received on here. I think I'm upto the final step of greatly improving the performance of NIntegrate[..] on my ...
3
votes
2answers
1k views

Area or NIntegrate curves defined by points?

Is there a convenient method to compute the AUC (Area Under the Curve) metric that quantifies a Receiver Operating Characteristic (ROC) like shown here? The data used to build the ROC are just ...
4
votes
2answers
206 views

LevinRule and SphericalBessels

I'm currently looking at a simplified problem that approximates another problem I'm looking into. In this simplified problem I at least have an analytic integrand and can easily provide all info on ...
3
votes
0answers
1k views

Solving a system of nonlinear equations self-consistently

I am trying to solve a set of three non-linear equations in Mathematica. I need help with them. The Mathematica code (in plain text format) is attached below. If you copy & paste the code below ...
7
votes
3answers
3k views

Strategies to solve an oscillatory integrand only known numerically

I have an integrand that looks like this: the details of computation are complicated but I only know the integrand numerically (I use NDSolve to solve second ...
1
vote
1answer
820 views

How to build a grid of integrand points and numerically integrate?

If I have some function I know numerically only, say f(x) and each point $x$ takes significant time to compute so I have them all stored in some file as f(1)=0.232423, f(1.1)=0.3243432,....Then is it ...
0
votes
1answer
4k views

Stategies to avoid NIntegrate::slwcon error

I am trying to numerically evaluate an integral whose integrand depends on two parameters, say $(a,b)$ and when $b\gg 1$ I suspect (although it's not guaranteed) that the integrand is very small. Thus ...
3
votes
1answer
659 views

Integrating over data points from an external source (wolfram|alpha and weather)

I moved to another city and the weather sucks. Sometimes I feel like getting sad and so I go to wolfram|alpha and check for example ${}$ ...
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 ...
8
votes
1answer
1k views

1D Euler Equations

Is it possible to accurately solve the 1D Euler equations in Mathematica using NDSolve? For example, let us consider the problem given here: http://www.csun.edu/~jb715473/examples/euler1d.htm Using ...
6
votes
1answer
762 views

Unexpected results from NDSolve

I am trying to solve a stiff reaction diffusion system with NDSolve. However, it does not produce the expected results. My problem is a spherical cell with 5 ...
3
votes
1answer
530 views

Second Order Non Linear Differential Equation

I'm trying to solve the following differential equation numerically: ...
2
votes
1answer
222 views

tricky memoization

Let's say I have the NDSolve example for documentation involving splitting 2nd order into set of 1st order ODEs: ...
4
votes
1answer
478 views

Efficient way to perform elementary integration step with NDSolve internal method

I'm trying to tweak the NDSolve function to perform one elementary integration step (using some explicitly selected stepping algorithm via ...
2
votes
1answer
1k views

Solving a PDE containing DiracDelta

I want to get the answer from a PDE: $$\begin{align*} \frac{\partial \rho(r,t)}{\partial t}&=Dr^{-2}\frac{\partial}{\partial r}r^2h(r)e^{-U(r)}\frac{\partial}{\partial ...
8
votes
1answer
707 views

Animate the scattering of a Wave Packet

I know mathematica is probably not the best choice for intense numerical integration, but its the only software I know. I would like to create an animation (not real-time, but pre-render the ...
2
votes
0answers
205 views

EventLocator with LSODA?

Is the EventLocator option not compatible with LSODA on NDSolve. Below is what I tried to do ...
2
votes
1answer
178 views
4
votes
3answers
618 views

How could I get the value of y[t] at each specific interpolation point?

sol = NDSolve[{Derivative[2][y][t] + Sin[y[t]] == 0, Derivative[1][y][0] == 0, y[0] == 1}, y, {t, 0, 2}] the above-mentioned differential equations can be solved ...
2
votes
4answers
289 views
22
votes
2answers
4k 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: ...
1
vote
1answer
1k views

Problem while solving system of two second order non linear coupled differential equations using NDSolve function

I am a completely new to Mathematica, and I am sorry if this question is dumb. I have to solve a system of two second order non linear coupled differential equations (that I got from the Lagrangian ...
2
votes
1answer
294 views

Integrating over a region without singularity gives an error indicating the function has singularity in that region

Bug introduced in 8.0.0 or earlier and fixed in 8.0.4 I have the following 2D region over which I want to integrate a function: ...
3
votes
2answers
855 views

How to avoid this kind of numerical error caused by extreme parameters when using NDSolve?

Here I use a one-dimensional heat conduction equation as the example. I found that when the thermal diffusion coefficient is small enough, Mathematica will give a result against the second law of ...
1
vote
1answer
163 views

How to collect q[t] from the following integration

As shown in the following program, the q[t] in a can be collected from the integration by defining the integration of ...
6
votes
2answers
5k views

How to handle NDSolve::ndsz problem (singularity problem)

I have 2 second order differential equations (non-linear). The physics behind them is correct. I verified the equations many times. It is a solid pendulum with a mass-spring at the end of it. Now, ...
8
votes
1answer
894 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 ...
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 ...
8
votes
0answers
2k views

Integro-differential equation [closed]

I have to numerically solve a nonlinear partial integro-differential equation using Mathematica. This is my equation, $$\frac{\partial y(x,t)}{\partial t}=\int_{-\infty}^\infty K_0(|x-u|) ...
15
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: ...
4
votes
1answer
654 views

Multiple simultaneous events in EventLocator method for NDSolve

I'm using NDSolve to integrate a system of ODEs, and EventLocator to stop the integration when it leaves a certain region in phase space. This works perfectly as it should. However, I've also added ...
3
votes
1answer
441 views

Could the PrecisionGoal for NDSolve be a negative number?

The help of Mathematica doesn't say so much about the PrecisionGoal for NDSolve, and I never considered much about it even after ...
6
votes
2answers
499 views

How to work out the parameter in a definite integration which has an exact value while the integration doesn't have an analytical solution?

Here is the equation I'm trying to solve: NIntegrate[1/(E^(1/(λ T)) - 1), {λ, 200, 220}] == 1000 T is the parameter I'm ...
3
votes
2answers
525 views

How to set the initial condition? (to make IC and BC consistent)

I want to find the initial condition which fits mixed boundary condition of Phi[r, Theta, t]. The original initial condition in text is Phi[r, Theta, 0] == 1 . ...
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 ...
1
vote
1answer
603 views

I ran into an error when I was trying to solve a PDE with a piecewise initial condition by NDSolve

This is a very simple one-dimensional heat-conduct equation, the only special part of it is the piecewise initial condition: ...
6
votes
1answer
686 views

Preconditioning the objective function of NIntegrate for higher PrecisionGoal

By default, NIntegrate works with MachinePrecision and its PrecisionGoal is set to ...
3
votes
1answer
2k views

Methods to speed up numerical NDSolve, NIntegrate,

I am not very used to do numerical simulations on Mathematica. Do you have any ideas how to improve i.e. speed up my code? ...
7
votes
3answers
3k views

How to use results of NDsolve[] for further solving of ODEs?

I have a system of ODEs with 10 eqns. I can solve the first 5 independently. How can I use those results to solve for the remaining 5? An easy example would be $\dot{x}=f(x), \quad \dot{y}=g(x,y)$ ...
0
votes
1answer
387 views

Problem with Eventlocator Method for NDSolve

I want to solve the ode and plot the solution v[x] for different values of parameter a where ...
9
votes
1answer
920 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 ...
3
votes
2answers
713 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 ...
4
votes
1answer
413 views

Error Interpretation in NIntegrate

I am using a recursion algorithm developed by Migdal for Lattice Field Theory, and I have the following code: ...
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: ...
2
votes
1answer
1k views

Optimizing a function involving NDSolve results in error messages

I want to minimize a function f with NMinimize but an error occurs that says: ...
1
vote
2answers
391 views

Numerical Integration in Laplace domain

I need to calculate two different integrals containing a Bessel function in the Laplace domain. I have tried different kinds of quadrature but didn't have any luck. I don’t know how to help ...
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 ...