Questions on the use of numerical functions NIntegrate and NDSolve.

learn more… | top users | synonyms

12
votes
2answers
842 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 10.4. I am trying to evaluate this integral numerically $$ \int_0^{\infty } J_0(q R) \tanh(q) \, \mathrm{d}q $$ for large values of $R$. ...
12
votes
1answer
414 views

Mathematica9: NDSolve slows down after repeated calls

Bug introduced in 9.0 or earlier and persisting through 10.4.1 or later I have noted that in Mathematica 9 my code, which involves a lot of calls to NDSolve, ...
12
votes
1answer
862 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 ...
12
votes
1answer
432 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 ...
11
votes
6answers
889 views

Integrate gives wrong results

Integrate[a/(Sin[t]^2 + a^2), {t, 0, 2 Pi}] $$\int_0^{2 \pi } \frac{a}{a^2+\sin ^2(t)} \, dt$$ gives $0$ This cannot be true. What is going on? If I insert a ...
11
votes
2answers
2k views

Is it possible to calculate a Lebesgue integral in Mathematica?

As the title says, I wonder if it is possible to calculate a Lebesgue integral in Mathematica, especially when the domain of integration is $\mathbb{R}^N$, or in other words multivatiate Lebesgue ...
11
votes
2answers
590 views

Why do I get a different value when I change the order of integration?

I think the following two-dimensional integrals should be equal, since they both integrate the function over the half plane defined by $t>\tau$. $$\int_{-\infty}^\infty \mathrm{d}t \int_{-\infty}^...
11
votes
2answers
2k views

Convolution with interpolated function

I have some problems to calculate in reasonable speed the convolution of an interpolated function with a Gauss function. I have here (ExampleData.txt, alternate Pastebin link) data which I ...
11
votes
1answer
458 views

Nintegrate has memory leak

Bug introduced in 6.0 and fixed in 10.2.0 NIntegrates uses memory and does not release it. For long loops with NIntegrate ...
11
votes
1answer
250 views

NDEigensystem returns incorrect eigenvalues for 2D coulomb problem, eigenfunctions contain discontinuity

I posted a similar question a short time ago regarding the 3D Coulomb problem. Jens' excellent answer to this thread allowed me to obtain the correct eigenvalues and eigenenergies for that system. I ...
11
votes
2answers
127 views

Why NIntegrate is badly-behaved on $J_{\frac{9}{2}}(x)$ by default?

A friend of mine showed me this example: Plot[BesselJ[9/2, x], {x, 0, 1}, PlotLabel -> Style["The integrand seems to be simple", 14]] ...
11
votes
1answer
325 views

How can I use Mathematica to numerically compute a Wigner spectrogram of an optical pulse?

This question was inspired by this question where it is necessary to numerically compute the Fourier transform of a Gaussian optical pulse with a Gaussian chirp function. $$E(t)=e^{-t^2} \cos(50 t - ...
11
votes
1answer
263 views

Numerically evaluating an integral related to Cantor's staircase

Cantor's staircase $F_C(x)$ is a well-known "pathological" function: Plot[CantorStaircase[x], {x, 0, 1}] The MathWorld link given above claims that $$\int_0^1 ...
10
votes
3answers
1k views

Different results for integration using Mathematica and MATLAB

I have the following integration: $$\text{y}=2 \sqrt{\frac{1}{\pi }} \int_0^{\infty } \frac{e^{-z} \left(1-e^{-\frac{z}{b}} \left(\frac{a}{a+c z}\right)^L\right)}{\sqrt{z}} \, dz$$ I get different ...
10
votes
2answers
423 views

Symbolic integration fails while numerical integration succeeds

I am hoping to evaluate the following integral Integrate[((r^3 - 7)^(2/3)*(1 - (r^3 - 7)^(2/3)/r^2))/r^3, {r, 2, Infinity}] but Mathematica informs me that this ...
10
votes
2answers
305 views

How to use NDSolve with discontinuities at internal boundaries?

I don’t know how to impose discontinuous internal boundary conditions (BCs) in NDSolve, so I’ve set up an example problem to illustrate my issue. Consider the simple first-order ODE for $f(z)$ on the ...
10
votes
2answers
538 views

Interpolating an Antiderivative

I'd like to be able to make InterpolatingFunctions for antiderivatives of functions that can't be integrated symbolically. However, the following code returns ...
10
votes
1answer
99 views

How to speed up the evaluation of a function with a large LeafCount but many repeated sub-functions for use in NIntegrate

General Context Apparently, the memory leak in NIntegrate is unavoidable pre-MMA-10.2. I have some (two-dimensional) numerical integration to do on a complicated ...
10
votes
1answer
237 views

NDEigensystem cannot solve numerically the 3D Coulomb problem, while DSolve returns the right answer

After having derived by hand the eigenvalues and eigenfunctions for the 3D and 2D hydrogen atom, I want to solve the systems numerically using Mathematica. I need to do this because my next step is to ...
10
votes
1answer
248 views

Is this a bug in NIntegrate?

Fixed in 10.1 Bug is present as of version 10.0.2 checked on windows 7, 64 bit Is this a bug or I missed something? NIntegrate seems to give a different ...
10
votes
0answers
161 views

Strange behaviour of integrals with Cos, Sin, and Exp

During the study of the problem How to solve this integration? I have discovered a strange behaviour of some integrals. I would consider it a bug. ...
9
votes
3answers
2k 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 ...
9
votes
4answers
617 views

Calculating an integral by the Romberg Algorithm

In my "Numerical Analysis" course, I learned the Romberg Algorithm to numerically calculate the integral. The Romberg Algorithm as shown below: $$T_{2n}(f)+\frac{1}{4^1-1}[T_{2n}(f)-T_{n}(f)]=...
9
votes
4answers
1k views

Numerical integration of a numeric data available as a nested list

I have some numerical data in the form of a list with the following structure: {...{x,y,z},...} defining a surface z=z(x,y) in a 3D space (x,y,z). The data came from a simulation, and I am post-...
9
votes
2answers
183 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 $h(r)$ ...
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 ...
9
votes
2answers
284 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 $\int_0^1\int_0^1\int_0^1\frac{1}{xyz}\,dz\,dy\,dx=0$. ...
9
votes
1answer
438 views

Is there a way to see the result of NIntegrate's symbolic preprocessing?

NIntegrate can do a number of different types of symbolic preprocessing on the integrand before starting the numerical calculations, including changes of variables. ...
9
votes
2answers
436 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: ...
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 ...
9
votes
1answer
1k 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, ...
9
votes
4answers
718 views

NIntegrate extremely piecewised functions

I often need to integrate extremely piecewised functions, like the following one (not extreme, but gives an idea): ...
9
votes
1answer
680 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[ -\...
9
votes
1answer
355 views

The only usage for the option InterpolationOrder in NDSolve is to be set to All?

We know that changing the option InterpolationOrder in ListLinePlotListPlot3D、...
9
votes
1answer
950 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 NDSolve...
9
votes
1answer
76 views

Working Precision in nonlinear control systems

When simulating a nonlinear control system using StateResponse , do the options WorkingPrecision, ...
9
votes
1answer
1k views

NDSolve::ndcf: Repeated convergence test failure. How to solve?

I am trying to simulate a system of $n$ pendulums with some friction in Mathematica 9. This is the code I am using: ...
8
votes
5answers
385 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. ...
8
votes
2answers
6k 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 Runge-...
8
votes
2answers
578 views

How to solve the differential equation with Duhamel's integral?

How do I solve a differential equation with Duhamel's integral? I tried to solve it with NDSolve, but failed: ...
8
votes
3answers
295 views

NIntegrate of surface area of intersecting spheres yields zero

I have a bunch of spheres (it's actually diamond cubic structure. The 0.6 radius doesn't matter), ...
8
votes
2answers
432 views

How much time should one give Mathematica for an integral evaluation?

Sometimes when I do integrals in Mathematica (M), it keeps thinking and thinking and I have no idea what is going on inside M. For how long should one wait or how does one know whether M has not got ...
8
votes
2answers
353 views

What's wrong with NIntegrate with “MonteCarlo” Method?

Bug fixed in version 10.2.0 My code is: ...
8
votes
2answers
284 views

NIntegrate appears to give incorrect results

I am trying to specify a bivariate probability density function in Mathematica. As a check, I would like to confirm that it integrates to one. Here is the function: ...
8
votes
2answers
602 views

Monte Carlo integration with random numbers generated from a Gaussian distribution

I want to do numerical integration of some functions using the Monte Carlo method. The default setting for the Monte Carlo method is to use a uniform distribution as far as I know. How can I change ...
8
votes
2answers
518 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 one....
8
votes
1answer
2k views

Efficient evaluation of functions defined by NIntegrate

I have a complicated function $f$ and I want to plot the function $F(x)$ defined by the definite integral of $f$ from $0$ to $x$: $$ F(x) = \int_0^x f(y)\mathrm dy. $$ Apparently $f$ cannot be ...
8
votes
2answers
162 views

How to improve accuracy of NIntegrate over ImplicitRegion

I'm trying to compute the area of a implicit region given as ...
8
votes
2answers
240 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 $\mu=...
8
votes
2answers
456 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 ...