Questions on the use of numerical functions NIntegrate and NDSolve.

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20
votes
2answers
2k 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
3answers
364 views

Where did I go wrong with my implementation of the trapezoidal rule?

One method for doing quadrature, called the trapezoidal rule, improves accuracy by connecting the points on the curve corresponding to the points of subdivision with line segments, forming trapezoidal ...
1
vote
0answers
904 views

Integro-differential eqn with double integral

I am looking at the following variation of a integro-differential, with y[0]=1. The output is not great, any solutions to this? ...
1
vote
1answer
379 views
5
votes
2answers
94 views

Convergence data for Monte Carlo NIntegrate

I am using NIntegrate with Method -> "MonteCarlo" to evaluate a high dimensional integral. Is there a way I can obtain a list ...
0
votes
1answer
108 views
1
vote
2answers
58 views

Export NDSolve data

I have calculated a solution of a system of differential equations using NDSolve and generated a plot. How could I extract the data of the solutions? The input is ...
8
votes
2answers
537 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 ...
2
votes
1answer
301 views

NDSolve with arrays and Tables of Equations and WhenEvent

I've been toying around with NDSolve for a while, and read through the website. By doing so I discovered that I could use it for vectors and arrays with much pleasure. So I wanted to write a simple ...
0
votes
0answers
39 views

How to solve equation which has three variables and integration?

My equation is in the form x^2+y^2+50[Integrate[Exp[-P^2/10]*Log[(x + y*p + 1)/(x - y*p - 1)],{p,0,100} The range of x and ...
5
votes
2answers
879 views

Animating the Lorenz Equations

I am trying to use the Animate command to vary a parameter of the Lorenz Equations in 3-D phase space and I'm not having much luck. The equations are: ...
7
votes
0answers
618 views

Modelling Hysteresis with a Differential Equation

I want to implement the bulk ferromagnetic hysteresis model (mostly the Jiles-Atherton Model), see http://drum.lib.umd.edu/bitstream/1903/6043/1/PhD_99-1.pdf page 44 equation (30). The needed ...
7
votes
2answers
122 views

inspecting step size and order of $\tt NDSolve$

I am trying to collect information about what step sizes and what orders is using NDSolve internally. I tried wrapping it into a ...
7
votes
1answer
161 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 ...
6
votes
2answers
3k views

Is it possible to compute with the trapezoidal rule by 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 ...
1
vote
0answers
55 views
5
votes
3answers
190 views

How to integrate a Bézier function?

I have: points = {{0, 100}, {250, 0}, {0, 300}, {500, 500}} And I want to know the area below the curve, so I came to: ...
0
votes
1answer
71 views

Integrate over FindRoot solutions

I have a function of bivariate normal PDF and its marginals defined as ...
7
votes
2answers
334 views

Plotting the image of a curve under a flow

I have some explicit time-independent vector field on the plane, and I would like to study how points evolve under the flow generated by this vector field. The flow is rather complicated and cannot be ...
0
votes
0answers
88 views

NIntegrate non-numerical values error occurs when MaxRecursion is increased

I was doing some numerical integration,and found out when MaxRecursion was low(such as the default 9 times),the integration can have a result with the warning: ...
19
votes
1answer
4k views

How to solve a non-linear integral equation?

I have a non-linear integral equation that I'd like to solve with Mathematica: $$ \int_{0}^{1} \mathrm{d}x \frac{B(x) v}{(B(x) + B(v))^2} = 1$$ ...
2
votes
3answers
446 views

Solving an equation involving an integral

How do I get the following into Mathematica, solving for $a$: $$ 0.7 = 1 - \frac{2}{a} \times \left[ \frac{1}{a} \int_0^a \frac{x}{\exp(x)-1}\mathrm dx + \frac{a}{6} - 1\right] $$
4
votes
3answers
604 views

Nonlinear differential equation: numerical solution

I have to find and plot a numerical solution for this second order differential equation: u''[x] + (u'[x]/x) - (u[x]/(x^2)) + u[x] - u[x]^3 = 0 where $0\leq x ...
2
votes
0answers
254 views

NDSolve PDE, not enough boundary condition?

The PDE that I want to solve is: $$ \frac{\partial f}{\partial t} + \frac{1}{m} \left( p_x \frac{\partial f}{\partial x} + p_y \frac{\partial f}{\partial y} + p_z \frac{\partial f}{\partial z} \right) ...
3
votes
4answers
272 views

Using NIntegrate to integrate functions with sharp peaks (Lorentzian-like)

I have a problem with NIntegrate that I do not understand. I want to integrate a function f[x], which has a complicated analytic ...
5
votes
2answers
109 views
1
vote
0answers
37 views

DerivativeFilter[] is scaling down the data by ~100 or so, not a true differentiation? [duplicate]

I'm running the following function vzz = DerivativeFilter[z["Path"][[All, 2]], {1}]; But if I then integrate vzz the output z is about 100 smaller than the ...
8
votes
1answer
69 views

Working Precision in nonlinear control systems

When simulating a nonlinear control system using StateResponse , do the options WorkingPrecision, ...
3
votes
2answers
113 views

Reaction-diffusion PDE with NDSolve: either very slow or very inaccurate

I am struggling to have Mathematica 10.3 solve a system of PDE's (with periodic boundary conditions and random initial conditions), but either it produces a set of very noisy InterpolatingFunction ...
1
vote
1answer
114 views

How to Minimize an NIntegral

My problem is to minimize in Mathematica a numerical integral. The command FindMinimum[With[{R=2.5},NIntegrate[(R*r1*a)*Sin[r1*a],{r1,1,R}]],a] does calculate ...
13
votes
2answers
1k views

NIntegrate error bound

I am trying to evaluate a highly oscillatory integral using NIntegrate. I fear that due to limited resources (time and/or memory), I will not be able to evaluate the integral to the desired precision. ...
2
votes
1answer
46 views

How to couple NIntegrate with FindMinValue

I have a problem with a correct transfer of values of parameters when NIntegrate (and some subsequent functions) are coupled with minimizing procedures in ...
1
vote
1answer
69 views

NIntegrate::inumri: error [closed]

I am getting the following error: NIntegrate::inumri: The integrand c (1-0.6 (1-(1+Times[<<2>>])^0.5)-0.4 (1- (1+Times[<<2>>])^0.5)) (1-0.6 (1-(1+Times[<<2>>])^0.5)-0.4 (1- ...
0
votes
1answer
55 views

Multiple stopping constraints in NDSolve

I need to numerically solve several differential equations, with several constraints, like this : ...
1
vote
1answer
46 views

numerical integration errors

I have plotted the following integrals with numerical integration nicely without any error: ...
0
votes
0answers
63 views

How to define an exclusion zone for NDSolve

I need to numerically integrate a differential equation and define two exclusion zones to stop the integration. The Mathematica code looks like this : ...
11
votes
3answers
519 views

Using NDSolve to find particle trajectory

I'm trying to simulate a particle in an electric and magnetic fields, but numerically instead of analytically. This is basically solving the equation $$q \cdot \left(p'\times B\right) + q\cdot E = m ...
1
vote
1answer
74 views

Estimating error in NDSolve

I would like to give a theoretical estimation of local truncation error (and then for the global one) for a solution to a numerical initial value problem by ...
2
votes
1answer
229 views

Existence of an analytical form for integral

Can the following integration be performed with an analytical output? ...
4
votes
1answer
95 views

System of equations is solved by NDSolve over just a tiny domain

I'm solving numerically a system of differential equations with the use of NDSolve. The numerical integration works only a very small interval of the argument. I'm ...
4
votes
0answers
60 views

Numerical instabilities of a convection-(non-)diffusion equation when shrinking from a square to a triangular domain

I am trying to evaluate a parameter-dependent indefinite integral using a PDE-based scheme I described here, and I'm having some trouble when I try and cut down the domain from a square to a triangle. ...
4
votes
1answer
79 views

How can I numerically pre-compute an indefinite integral with a parameter?

Suppose I have a function $f(t)$, and I want to compute its indefinite integral $$F(t)=\int_0^tf(\tau)\mathrm d\tau.$$ Moreover, suppose that, for any of a number of reasons, I require this integral ...
3
votes
1answer
70 views

Split Boundary Value Problems win Algebraic Equations

Is it possible at all to solve with NDSolve (or other built in function) a split boundary value problem with algebraic equations? Please look at the following example: ...
0
votes
0answers
40 views

Integration by using NDSolve [duplicate]

I have no idea how to calculate the problems. For example consider following differential equation (DE): ...
2
votes
1answer
105 views

FindRoot of interpolating function from NDSolve

I am having issues finding the root of an interpolating function obtained from NDSolve. For example: ...
4
votes
1answer
758 views

Tips for efficiently solving large system coupled (nonlinear) ODEs

I'm trying to solve a system of nonlinear, coupled ODEs, where the governing equation for the $n$-th ODE is of the form: $$\sum_k^M Q_{nk} \ddot{a}_k -\sum_{\ell}^M\sum_k^M S_n(\ell,k) ...
0
votes
0answers
40 views

Multiple numerical integrations and green's functions propagation of the solution

I have to solve a system of equations where the coefficients have to be computed from numerical integrations. My problem is that my codes is to extremely slow because I each time that it has to ...
5
votes
1answer
158 views

Mathematica 10.2 is slow to NIntegrate highly oscillatory integrals

I noticed that Mathematica V10.2 is taking much longer to run my code when compared with V9. One function that seems affected is NIntegrate. For example, for a ...
1
vote
1answer
133 views

NIntegrate (Helium Singlet and Triplet) [closed]

I have two integrals that I am calculating using nested NIntegrate. One is for the singlet helium atom and another for triplet. (here, I am calculating variationally the approximate energies and ...
0
votes
0answers
31 views

How do I numerically integrate the result of NDSolve if it depends on several variables?

I am trying to numerically integrate solution of NDSolve. I am trying to integrate my result of NDsolve in line 97 of my notebook, but am getting the error ...