Questions on the use of numerical functions NIntegrate and NDSolve.

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10
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2answers
260 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
463 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
87 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
236 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
1answer
360 views

Mathematica9: NDSolve slows down after repeated calls

I have noted that in Mathematica 9 my code, which involves a lot of calls to NDSolve, slows down considerably after some time. Apparently, the problem is NDSolve itself and it seems to be related to ...
9
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. ...
9
votes
2answers
500 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 ...
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 ...
9
votes
4answers
529 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: ...
9
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 ...
9
votes
1answer
380 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
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
630 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
322 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
868 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 ...
9
votes
1answer
950 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
380 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
5k 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 ...
8
votes
2answers
461 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
266 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
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 ...
8
votes
2answers
322 views

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

Bug fixed in version 10.2.0 My code is: ...
8
votes
1answer
2k 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 ...
8
votes
2answers
272 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 $\int_0^1\int_0^1\int_0^1\frac{1}{xyz}\,dz\,dy\,dx=0$. ...
8
votes
2answers
170 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 $h(r)$ ...
8
votes
2answers
453 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 ...
8
votes
2answers
217 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 ...
8
votes
2answers
379 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 ...
8
votes
1answer
1k 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
1answer
206 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: ...
8
votes
2answers
385 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
199 views

SymplecticPartitionedRungeKutta shows strange error

Bug introduced in 9.0 or earlier and persisting through 10.2 or later I tried to solve Hamiltonian system ($Q$ is a vector of all generalized coordinates, $P$ - of generalized momentum) $$ ...
8
votes
1answer
182 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 ...
8
votes
1answer
942 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
484 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
votes
1answer
616 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
659 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
1k views

Controlling the time step in NDSolve?

I generally use NDSolve for stiff non linear partial differential equations of 4th order. I find that a BDF1 method generally does well to placate my beast of a PDE. I've also tried out ...
8
votes
1answer
442 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) ...
8
votes
1answer
189 views

Using a Mathematica index as a DiscreteVariable in NDSolve when solving a coupled set of ordinary differential equations

Context Since the explanation below of the problem to be solved is lengthy, let me preamble this by saying that I have code that works to solve the problem, but I don't know whether (1) it's ...
8
votes
1answer
732 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
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|) ...
7
votes
2answers
335 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 ...
7
votes
3answers
2k 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
628 views

Conditional numerical integration boundaries

I have a multidimensional integration of the form: ...
7
votes
1answer
1k 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 ...
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 $\dot{x}=f(x), \quad \dot{y}=g(x,y)$ ...
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 ...
7
votes
2answers
973 views

How to set the NDSolve method to LSODA

I notice that off all the Method options available for NDSolve[...], LSODA is invoked quite ...