Questions on the use of numerical functions NIntegrate and NDSolve.

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9
votes
1answer
224 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 ...
9
votes
1answer
724 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
376 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
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. ...
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
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 ...
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
3answers
364 views

Calculating integral by Romberg Algorithm

In my "Numeric Anasyis" course, I learned the Romberg Alogrithm to calculate the numerical integral. The Romberg Alogrithm as shown below: $$ ...
8
votes
2answers
205 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
1answer
310 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. ...
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
2answers
337 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
836 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
431 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
4answers
555 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
538 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
909 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
600 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
577 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

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
4k 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 ...
7
votes
3answers
212 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), ...
7
votes
2answers
306 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: ...
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
594 views

Conditional numerical integration boundaries

I have a multidimensional integration of the form: ...
7
votes
2answers
163 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
3answers
594 views

Only final result from NDSolve

Finally, I started to play with differential equations in Mathematica. And I have faced the problem, which seems to me so basic that I'm afraid this question is going to be closed soon. However, ...
7
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 $\dot{x}=f(x), \quad \dot{y}=g(x,y)$ ...
7
votes
2answers
274 views

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

Bug fixed in version 10.2.0 My code is: ...
7
votes
2answers
227 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
896 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
1answer
177 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
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
1answer
673 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
1answer
139 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 ...
7
votes
2answers
335 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
616 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
139 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
votes
2answers
296 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
1k 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
votes
1answer
521 views
7
votes
1answer
120 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 ...
7
votes
1answer
96 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
468 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
votes
1answer
433 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
478 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
493 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
2answers
465 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
386 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 ...