Questions on the use of numerical functions NIntegrate and NDSolve.

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8
votes
2answers
692 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) ...
5
votes
1answer
365 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 ...
11
votes
1answer
241 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 ...
9
votes
4answers
606 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)]=...
7
votes
3answers
4k 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 $\dot{x}=f(x), \quad \dot{y}=g(x,y)$ ...
5
votes
2answers
168 views

How to speed up Integration of interpolation function?

I have a list of data, and I interpolate it to a function. Then I need to do an integration with the interpolating function. But I found that the speed is unacceptably slow. My data is here (a little ...
5
votes
1answer
704 views

How to improve the solution of a double pendulum system

First, the code: ...
4
votes
1answer
1k 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 ...
3
votes
3answers
212 views

When using NDsolve, how to determine the positions of steady states?

I am currently trying to numerically solve a set of ordinary differential equations of chemical kinetics. However, I want to implement perturbations only when system reach steady states. For example ...
14
votes
1answer
3k views

What method does NDSolve use for solving PDEs?

What is NDSolve's mode of operation? I use it to solve partial differential equations and never gave it too much thought. Recently, I came across this question. ...
8
votes
1answer
281 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
115 views

Bug in NDSolve/WhenEvent?

Bug introduced in v10. I'm fairly sure the following is a bug, and I would normally just report it to WRI. However, this is related to my answer to When using NDsolve, how to determine the ...
7
votes
2answers
1k 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
2answers
271 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: ...
5
votes
5answers
1k views

NIntegrate::slwcon Problem

I have a problem with numerical integration of this function. Integral value is zero, but NIntegrate[] needs a lot of time to calculate this. Is there any way to ...
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: ...
5
votes
2answers
896 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: $\begin{...
4
votes
2answers
575 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 ...
3
votes
1answer
118 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 $z=Z/l_c$ ...
2
votes
3answers
169 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 $(X_1,X_2,X_3,...
1
vote
1answer
1k 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 ...
16
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
430 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
2answers
298 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
1answer
246 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
2answers
573 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}^...
10
votes
1answer
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 ...
9
votes
1answer
346 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
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|) \frac{\...
8
votes
2answers
351 views

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

Bug fixed in version 10.2.0 My code is: ...
7
votes
2answers
175 views

Multiply integrand with -1, and the precision changes?

"After multiplying the integrand of NIntegrate with -1, the Precision of the output will ...
7
votes
1answer
125 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 $$ \int_a^b\begin{...
6
votes
2answers
582 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 ...
5
votes
1answer
95 views

In a PDE solution let us integrate out one of two coordinates

Here is a trapezoid within which I am solving a simple Laplace equation with the Dirichlet boundary conditions set at its top and bottom: ...
5
votes
1answer
515 views

Proper use of arbitrary number of variables

So, I'm working on a project where the number of independent variables is not fixed. Consider a problem of $N$ independent variables, $\boldsymbol{r}$. I want to perform different things with them. ...
5
votes
1answer
412 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: $$y''(x)=\left(x^2-1\right) y(x)$$...
5
votes
4answers
252 views

error with NIntegrate and RegionPlot

Bug introduced in 10.2 or earlier and persisting through 10.2 or later Here's a simplified example of what I'm trying to do: ...
4
votes
1answer
255 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
2answers
334 views

Approximate value for the area between the curve

I've got this task: Use Mathematica to obtain an approximate value for the area between the curve $y=1/4$ and the x-axis over the interval $[1,2]$ with $50$ subintervals using the left ...
4
votes
1answer
955 views

Integrating a functional of an InterpolatingFunction

It is straightforward to Integrate an InterpolatingFunction. However, even for a simple functional of an ...
3
votes
3answers
296 views

NIntegrate-ing a compiled function

I'm trying to integrate numerically in 6 dimensions a very long expression and I read about the option to NIntegrate a compiled function which should be faster. ...
3
votes
1answer
616 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 ...
3
votes
0answers
2k views

NDSolve: methods and step size choosing

I am looking into the documentation of NDSolve[]; more precisely how this function chooses the StepSize and how it chooses which ...
3
votes
1answer
621 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 ...
2
votes
1answer
414 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 ...
2
votes
1answer
107 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
67 views

Will the solution NDSolveValue finds outside of the region I give it give me bogus results?

I'm using NDSolveValue to solve Laplace's equation for a relatively simple system. I have two rectangles, separated by a small gap, which I define using RegionDifference: ...
1
vote
1answer
552 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
1answer
240 views

Why Integral does not converge?

I am trying to solve for $\Omega$ this nonlinear integral equation: $$1+\dfrac{z}{k^2}-\dfrac{z^2}{K_2(z)} \dfrac{\Omega}{k^3} \displaystyle\int_{1}^{\infty} \gamma^2\, \text{ArcTanh} \left(\sqrt{\...
1
vote
1answer
668 views

4th-order Runge-Kutta method to solve a system of coupled ODEs [duplicate]

I am a beginner at Mathematica programming and with the Runge-Kutta method as well. I'm trying to solve a system of coupled ODEs using a 4th-order Runge-Kutta method for my project work. I have ...