Questions on the use of numerical functions NIntegrate and NDSolve.

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6
votes
1answer
521 views

What does MaxStepFraction do?

I find that with NDSolve[...] while solving a partial differential equation, changing the MaxStepFraction from ...
8
votes
1answer
502 views

Setting the DifferenceOrder Option

I've been playing around with Method in NDSolve[...] and can't quite seem to figure out how to force ...
5
votes
1answer
2k views

NDSolve, Schrödinger equation, and decaying solution

I am trying to solve a Schrödinger equation for a particle hitting a step potential using NDSolve in Mathematica. Here is my code: ...
7
votes
2answers
1k views

How to set the NDSolve method to LSODA

I notice that off all the Method options available for NDSolve[...], LSODA is invoked quite ...
24
votes
1answer
727 views

Publishing results obtained in Mathematica

I've been using Mathematica to solve nonlinear partial differential equations for my doctoral research for the last 2 years or so. I am not an expert in Mathematica or mathematics and I am an engineer ...
16
votes
3answers
2k views

What is NDSolve`FEM`*?

I stumbled on this: ?"NDSolve`FEM`*" ...
14
votes
1answer
3k views

What method does NDSolve use for solving PDEs?

What is NDSolve's mode of operation? I use it to solve partial differential equations and never gave it too much thought. Recently, I came across this question. ...
12
votes
1answer
423 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 ...
13
votes
3answers
877 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: ...
0
votes
1answer
563 views

NDSolve does not give me the expected solution

I have an assignment where I need to compute chemical reactions by solving ODEs. I use NDSolve to do this. However, for one problem it does not give me the ...
3
votes
1answer
702 views

NDSolve Problem

I am trying to solve a chemical equilibrium ODE with NDSolve where one function is the argument to another. I.E. My equations look like: ...
21
votes
2answers
1k views

Why does Mathematica give the wrong answer when integrating?

Bug introduced in 8.0 or earlier and fixed in 9.0.0 I integrate Integrate[Exp[I Cos[b - c]] Cos[b], {b, 0, 2 Pi}] Mathematica gives: ...
7
votes
4answers
648 views

Conditional numerical integration boundaries

I have a multidimensional integration of the form: ...
4
votes
2answers
2k views

PDE Boundary Conditions

I am solving a PDE using Mathematica and I would like to know how to implement the condition that the two-variable function y[t,s] is zero whenever ...
8
votes
5answers
382 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. ...
4
votes
2answers
928 views

How to solve for an Z-Score of a T-Distribution?

I'm looking for the Z-Score for a distribution, where the integrated area sums up to 0.90. Unfortunately I always get an error from Mathematica, ...
3
votes
2answers
944 views

Compute integral symbolically or numerically

I want to compute the integral of the following integrand ...
5
votes
0answers
375 views

Increase precision of custom function

I hope the title is not misleading: Suppose I have a function that is quite complicated, e.g. f[u_] := Exp[-Exp[- Abs[c.u]^a] Sin[d.u] Sin[(Abs[c.u]^a) ... I ...
13
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. ...
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 ...
16
votes
1answer
3k 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
680 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) ...
25
votes
4answers
2k views

How to use NDSolve to track equilibrium?

I am looking for an extension of NDSolve where integration runs until certain variables are settled at an equilibrium. Now I have a working solution in my sleeves ...
14
votes
1answer
596 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 ...
21
votes
1answer
404 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 ...