Questions on the use of numerical functions NIntegrate and NDSolve.

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14
votes
1answer
577 views

How to guarantee that NDSolve correctly detects abrupt changes in parameters?

When using NDSolve, I often have parameters that, in most of their domain, have a constant or null variation, but that suffer from abrupt variations on a very small ...
14
votes
1answer
271 views

Inconsistent behavior of WhenEvent[ ]

Consider the following simple example: ...
3
votes
2answers
838 views

NDSolve: Normalizing at every step

Suppose I have an transport equation with an initial conditions: ...
13
votes
3answers
1k views

Plot Matlab icon

I started to explore this on a whim and hasn't succeeded yet… Some introduction for the icon is found here but I can't understand it very well. (I admit that, though playing with ...
5
votes
1answer
348 views

NDSolve and WhenEvent Causing Excess Work

When I use the following system model = {x'[t] == x[t] (1 - x[t]) - x[t] y[t], y'[t] == x[t] y[t] - y[t], x[0] == 0.5, y[0] == 0.5} with the ...
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: ...
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) ...
3
votes
1answer
990 views

Monitoring the Evaluation of NDSolve: time to finish estimation

My problem is quite simple: I run a NDSolve with a system of many ODEs, a calculation that will run for many hours, and I would like to know the progress of the ...
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 ...
7
votes
2answers
206 views

NIntegrate fails to converge under almost any PrecisionGoal, MinRecursion etc. How can I trust the result?

I have been getting some ideas by reading other related questions in the forum, but the integral I have to do is not converging in many cases. The integrand is of the form: ...
7
votes
2answers
972 views

How to set the NDSolve method to LSODA

I notice that off all the Method options available for NDSolve[...], LSODA is invoked quite ...
5
votes
2answers
152 views

Example of Integrate applying a numerical evaluation N

Here is a minimal example: Integrate[(a[1] + x)^2, {x, 1., 2.}] 2.33333 + 3. a[1.] + 1. a[1.]^2 The problem is that ...
5
votes
1answer
1k views

Solve system of ordinary differential equations that doesn't have an initial condition (t=0), but has an inifinity condition (t=infinity)?

I have a question for solving t -> Infinity on Mathematica. First, I have a system of ODEs: ...
4
votes
1answer
614 views

Multiple simultaneous events in EventLocator method for NDSolve

I'm using NDSolve to integrate a system of ODEs, and EventLocator to stop the integration when it leaves a certain region in phase space. This works perfectly as it should. However, I've also added ...
3
votes
2answers
530 views

BC for transport equation using NDSolve

First I can solve a transport equation with a source (Is it still called transport equation?) using DSolve. The form of the source serves only as an example. It can ...
2
votes
3answers
126 views

slwcon and eincr in integrating multivariate Gaussian random variables

Why is the following integration involving multivariate Gaussian distribution so slow and generating an error? Is there a better integration strategy? All that I'm doing is considering ...
1
vote
1answer
258 views

Locating Periodic Orbits

Here is the code for the numerical integration of an orbit. First the module for the definition of the equations of motion. ...
1
vote
1answer
903 views

NIntegrate & non-numerical values

I am wondering why I am receiving the message "The integrand ... has evaluated to non-numerical values for all sampling points in the region ..." for a particular calculation I am running. How can I ...
15
votes
1answer
3k views

Parallelizing Numerical Integration in Mathematica

I have an ugly, six dimensional function that I need to integrate numerically. It works, but it currently take twelve hours to complete the calculation. Is there any good way to parallelize the ...
12
votes
1answer
409 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 ...
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 ...
9
votes
2answers
498 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
1answer
321 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、...
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
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 ...
7
votes
1answer
107 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 $$ ...
6
votes
1answer
811 views

WhenEvent in NDSolve

How come this doesn't work as I intended? ...
6
votes
2answers
4k views

How to handle NDSolve::ndsz problem (singularity problem)

I have 2 second order differential equations (non-linear). The physics behind them is correct. I verified the equations many times. It is a solid pendulum with a mass-spring at the end of it. Now, ...
5
votes
1answer
378 views

Numerical solution of IVP for linear ODE with variable coefficient runs wild soon

Cross posted in scicomp.SE. A friend of mine showed me this initial value problem (IVP) for a linear ordinary differential equation (ODE) with variable coefficient: $$y''(x)=\left(x^2-1\right) ...
5
votes
1answer
259 views

Obtaining an NIntegrate error estimate

Is there a way to extract the error that Mathematica estimates when calculating a numerical integral using NIntegrate? Internally Mathematica must keep track of ...
5
votes
1answer
236 views

Solution to a T+U = E equation

I needed to solve really easy differential equation (in dimensionless units): $$ \mathcal{T} (\dot{\xi}) + \mathcal{U} (\xi) = \text{const.} \equiv \varepsilon ; \quad T(\dot{\xi}) = \dot{\xi}^2 ; ...
5
votes
2answers
506 views

NDSolve: ProcessEquations and Reinitialize with Piecewise functions

I am having trouble with using NDSolve`Reinitialize when the system consists of a piecewise function. If we define the ODE system ...
4
votes
1answer
738 views

Integrating a functional of an InterpolatingFunction

It is straightforward to Integrate an InterpolatingFunction. However, even for a simple functional of an ...
4
votes
1answer
246 views

Find lengths of contours in a ContourPlot

I am trying to find the lengths of different contours in the following plot: It is a complicated piecewise function evaluated on the unit disk. I am hoping there is an easy, generalized way to ...
4
votes
1answer
586 views

Evaluating function only when its optional argument is numeric

I want to have the argument 'a' for myf2 in form of optional argument, but at the same time I need to evaluate the function only if 'a' is Numeric, see also my previous question. ...
3
votes
1answer
478 views

Numerical integration's speed

Consider this numerical integration of Bessel function: Do[NIntegrate[BesselJ[2, x], {x, 0, 10000}], {i, 1, 100}] // AbsoluteTiming {4.033403, Null} This is ...
3
votes
1answer
515 views

Limitations of ParametricNDSolve family w.r.t objective functions

Observation: I can see even for very simple modification in case of an scalar objective involving an definite integral in time ParametricNDSolve fails. Here is an ...
2
votes
1answer
83 views

Why isn't Table iterator value inserted in failed NIntegrate arguments?

Consider this simplest example: Table[{z, NIntegrate[f[x], {x, 0, z}]}, {z, {1}}] Here f is not defined, so ...
2
votes
1answer
343 views

Area between Contours in ContourPlot

I feel slightly foolish for asking this because I am so close, but I'm having trouble, so I will anyway. I asked this question two days ago regarding finding the lengths of contours. Now, I'd like to ...
1
vote
1answer
70 views

Meniscus outside of a cylinder - axisymmetric Young-Laplace equation in semi-infinite domain

How to solve the axisymmetric Young-Laplace equation $$\frac{z'(r)}{r \sqrt{z'(r)^2+1}}+\frac{z''(r)}{\left(z'(r)^2+1\right)^{3/2}}=z(r)$$ with b.c.s $$z'(1)=-2$$$$z'(\infty)=0$$ where $z=Z/l_c$ ...
1
vote
1answer
262 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 ...
1
vote
1answer
491 views

NDSolve for PDE with discontinuous initial/terminal condition

I have an issue with NDSolve for the case of a PDE with discontinuous initial/terminal condition. Consider the PDE solution ...
1
vote
2answers
634 views

Why Can't Mathematica Integrate this?

I have the following problem from a textbook I am trying to integrate: So, following the directions in text, I am required to integrate each function. However, I cannot get Mathematica to integrate ...
0
votes
1answer
155 views

How to solve constraint differential equations using If function

I have to solve a series of differential equations along with a constraint that has to be satisfied at each point of time where $t\in [0, 100]$ The model parameters are ...
15
votes
2answers
253 views

More efficient method to compute moments of the Johnson $S_B$ distribution

Here is a very specific feature request. I need Mean[JohnsonDistribution["SB", γ, δ, 0, 1]] When I issue e.g. ...
15
votes
1answer
441 views

Why does LogLinearPlot sample its argument outside the specified domain?

Bug introduced in 6.0 and fixed in 9.0.0 I experience a weird bug in the function LogLinearPlot. If the input is an interpolation function, such as the one ...
11
votes
1answer
224 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 - ...
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
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
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 ...