Questions on the use of numerical functions NIntegrate and NDSolve.

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8
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1answer
899 views

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

The following function is defined for Real input: FFc = Compile[{{x, _Real}, {EF, _Real}},If[x > EF, 0., If[x == EF, 0.5, 1.]]] FFc is now used in the ...
8
votes
2answers
323 views

Adding a constant vector to a vector differential equation seems to break NDSolve. Why?

I'm trying to solve a differential equation that's phrased in terms of matrices and vectors. My minimum working example is this: ...
8
votes
1answer
793 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 ...
8
votes
1answer
403 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 ...
8
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4answers
518 views

NIntegrate extremely piecewised functions

I often need to integrate extremely piecewised functions, like the following one (not extreme, but gives an idea): ...
8
votes
1answer
500 views

Complex valued 2+1D nonlinear PDE using NDSolve

I am trying to follow the main ideas presented in this question, applying it to my own problem, which is a complex, time-dependent, nonlinear PDE: $$i \frac{\partial \psi}{\partial t} = \left[ ...
8
votes
1answer
831 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
594 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 ...
8
votes
1answer
526 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 ...
8
votes
0answers
1k views

Integro-differential equation

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|) ...
7
votes
3answers
1k 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 ...
7
votes
4answers
572 views

Conditional numerical integration boundaries

I have a multidimensional integration of the form: ...
7
votes
2answers
1k 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 ...
7
votes
2answers
161 views

Efficient way to obtain values of a function defined by an Integral

Consider the following equation: $$S(q)=\frac{(4 \pi \rho ) \int r (h(r)-1) \sin (q r) \, dr}{q}$$ I want to numerically obtain values for $S(q)$ given that I have data points representing $h(r)$ ...
7
votes
2answers
209 views

Why does Mathematica say $\int_0^1\int_0^1\int_0^1\frac{1.0}{xyz}\,dz\,dy\,dx=0$?

Mathematica 9 says that $\int_0^1\int_0^1\int_0^1\frac{1.0}{xyz}\,dz\,dy\,dx=0$ and $\int_0^1\int_0^1\int_0^1\frac{1}{xyz}\,dz\,dy\,dx=0$. ...
7
votes
2answers
843 views

How to set the NDSolve method to LSODA

I notice that off all the Method options available for NDSolve[...], LSODA is invoked quite ...
7
votes
2answers
193 views

Why is mathematica giving wrong and incomparable results for the integral?

1) Integration of Gaussian Distribution with $(x,y,z)$ ranging from $-\infty$ to $\infty$ gives 1 as expected using this command in mathematica. (Total Probability = 1) $\sigma = 200000$ and ...
7
votes
1answer
169 views

How do I speed up a plotting of NIntegrate when repeated multiple times inside Plot?

I am studying a set of functions (many of which I know only as a definite integral) and I have assembled into a list. Here is a sample: ...
7
votes
1answer
635 views

Speeding up numerical Fourier Transform

I wrote this function NFourierTransform, which takes a function $f(k)$ and numerically calculates the fourier transform integral for discrete values of $k \in ...
7
votes
2answers
1k 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 ...
7
votes
2answers
326 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: ...
7
votes
2answers
605 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) ...
7
votes
1answer
121 views

Difficulty in getting correct Gaussian curve for diffusion of point source

I want to solve diffusion of a point source numerically and check it against analytical solution. first I define initial profile, ...
7
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2answers
194 views

Integrating a function over a surface integral

From a first principles bandstructure calculation I get an energy scalar field in three dimensions $E(x,y,z)$. It's now easy to plot a constant energy (contour)-surface for dedicated values ...
7
votes
1answer
937 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 ...
7
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1answer
469 views
7
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1answer
89 views

Unify the sampling of NIntegrate[ {f, g, h} w ]

I'm trying to numerically integrate a function which has a vector-valued slow part and a much faster component which is shared by all the components, i.e. an integral of the form $$ ...
7
votes
1answer
406 views

Fitting a numerical integral via NonLinearModelFit to magnetic data

I'm new to Mathematica and I'm currently trying to fit $$m_T (H,T) = N_T \int\limits_0^{\infty} \frac{x k_\text{B} T}{\mu_0 H} \mathcal{L}(x) \text{pdf}(D_\text{mag}) \text{d}D_\text{mag}$$ with ...
7
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1answer
430 views

Issue with the NDSolve code

With this procedure, one may determine an eigen-value function $R(a)$ for any given $\Xi$ (say 0, 25, 50, 75, 100) ...
6
votes
2answers
471 views

Starting NDSolve from intermediate time step?

I always wondered if I could start NDSolve from an intermediate time step. What I mean is, in the code sample below, if I were to run my solution from ...
6
votes
3answers
468 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 ...
6
votes
3answers
1k 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. ...
6
votes
2answers
455 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 ...
6
votes
2answers
3k 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 ...
6
votes
3answers
2k 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 $\dot{x}=f(x), \quad \dot{y}=g(x,y)$ ...
6
votes
2answers
377 views

Catching only the first event in NDSolve EventLocator

I have a system of ODEs that I solve. During the integration process, there's an event that I want to catch, but I want to (a) continue the integration after the event and (b) catch only the first ...
6
votes
2answers
2k views

Is it possible to compute trapezoidal rule 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 ...
6
votes
3answers
244 views

Numerically integrating a list-valued function [duplicate]

I want to NIntegrate a List valued function foo[x] which is only defined for numerical ...
6
votes
2answers
259 views

Problem when defining function through NIntegrate and NDSolve and Interpolation - Bug?

More than a single question, I have some doubts about the output of certain functions when defined through the result of other calculations. I am an active user of Mathematica, but maybe I haven't ...
6
votes
1answer
155 views

Strange Behaviour of NIntegrate

I found some of the values remained unevaluated using the following code Table[NIntegrate[Sin[i x]/((2^x + 1) (Sin[x])), {x, -Pi/2, Pi/2}], {i,70, 90}] Pick them ...
6
votes
1answer
120 views

Numerical Integration different in Mathematica version 9 and 10 with same options

I have noted that the same function with the same settings gives me different results in Mathematica version 9 and 10. This involves integrating numerically interpolating functions and so on. Here a ...
6
votes
2answers
150 views

How to use WhenEvent with a vector ODE in NDSolve

I have an ODE system I'd like to specify as a vector equation in NDSolve. I'm not clear on how to use WhenEvent for a system ...
6
votes
2answers
289 views

Cannot Get Numerical Results to Match

I try this numerical summation (in two parts) ...
6
votes
2answers
172 views

How to force Mathematica to throw an error for NIntegrate

Consider this: NIntegrate[BesselJ[2, x], {x, 0, Infinity}] 0.9999999999904574 This is the correct answer. Now: ...
6
votes
1answer
2k 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 ...
6
votes
1answer
285 views

Getting Integrate to perform numerical integration

I am trying to calculate the mutual impedance of two antennas which is just a big integral. I defined my function in terms of my variable, but when I execute it, Mathematica runs for a while and then ...
6
votes
1answer
419 views

What does MaxStepFraction do?

I find that with NDSolve[...] while solving a partial differential equation, changing the MaxStepFraction from ...
6
votes
1answer
99 views

Detecting nearly simultaneous WhenEvents in NDSolve

I am trying to solve a system of (many) coupled nonlinear ODEs. I need to decouple some of the equations (i.e. set the time derivatives of some of the dependent variables to zero) at various points in ...
6
votes
2answers
360 views

NDSolve Plotting issue

I am trying to solve a system of ODEs with one extra boundary condition. ...
6
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1answer
300 views

Specifying mesh in NDSolve

I am trying to solve a system of one-dimensional two-point boundary-value problems with NDSolve. I would like use a fixed mesh (specified by me) in the calculation. Is there a way to do this? The ...