Questions on the use of numerical functions NIntegrate and NDSolve.

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3
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2answers
673 views

How to avoid this kind of numerical error caused by extreme parameters when using NDSolve?

Here I use a one-dimensional heat conduction equation as the example. I found that when the thermal diffusion coefficient is small enough, Mathematica will give a result against the second law of ...
3
votes
3answers
193 views
3
votes
2answers
149 views

Integrate and NIntegrate not the same

Why am I getting two different results here? ...
3
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4answers
261 views
3
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2answers
467 views

Speed of convergence for NIntegrate

I'm trying to optimise numerically a function that entails computing the expected value of a truncated trivariate normal distribution and this is taking extremely long -I also get warned about ...
3
votes
3answers
1k views

How to integrate a function over a 3D planar polygon?

I am trying to integrate a function over a planar polygon in 3D. In 2D, this is fairly straightforward, using either answer from this question (I use the second answer). If we use an equilateral ...
3
votes
2answers
469 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
208 views

What method does `NIntegrate` uses by default?

There is a variety of algorithm for performing numerical integration (See wiki). What method does NIntegrate uses by default? I looked on the documentation page and I saw that the function ...
3
votes
1answer
229 views

Convergence in NIntegrate vs Integrate

I am faced with this situation that for a certain integration, $\int _0 ^\infty \frac { \tanh (\pi \sqrt{x} )} {\sqrt{x+10} } dx$ - the command Integrate returns ...
3
votes
1answer
598 views

Why this numerical integration takes so long?

Let me explain the problem. I am trying to integrate a one dimensional integral: $$\int {g\left( {{k_x}},parameter1,parameter2,...\right)d{\mkern 1mu} {k_x}} $$ for the sake of clarity, I will give ...
3
votes
1answer
461 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
485 views

Solving the Sine Gordon PDE in mathematica

how can i solve this equation in mathematica? this is sine-gordon eq. but the boundary condition can not recognized by mathematica . thank you for you attention. ...
3
votes
2answers
1k views

Area or NIntegrate curves defined by points?

Is there a convenient method to compute the AUC (Area Under the Curve) metric that quantifies a Receiver Operating Characteristic (ROC) like shown here? The data used to build the ROC are just ...
3
votes
1answer
343 views

Could the PrecisionGoal for NDSolve be a negative number?

The help of Mathematica doesn't say so much about the PrecisionGoal for NDSolve, and I never considered much about it even after ...
3
votes
1answer
641 views

NDSolve Problem

I am trying to solve a chemical equilibrium ODE with NDSolve where one function is the argument to another. I.E. My equations look like: ...
3
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2answers
821 views

Compute integral symbolically or numerically

I want to compute the integral of the following integrand ...
3
votes
2answers
959 views

Problem with setting working precision in NIntegrate

I want to obtain a good numerical approximation (up to 10 decimal place would be ok for me) to an integral: $$ \int^{\infty}_{0} f(r)r^2dr $$ I am using the function $f(r)$, which is related to the ...
3
votes
1answer
649 views

Singular integral: NIntegrate fails to converge

I need to calculate the following singular integral: NIntegrate[Log[1 + y^2]/Cos[Pi y], {y, 0, 1}] However, it is failing to converge. I have tried to specify ...
3
votes
1answer
492 views

Solving an ODE numerically

I really appreciate it if anyone helps me with this: How can I solve this ODE and plot the answer for $x$ on $[0.6,5]$: $$ \begin{align*} -2xy'[x] = y''[x]+ 47.21 (-.0025 x^6 & + ...
3
votes
1answer
103 views

Precision of NIntegrate

At the moment I am considering a "difficult", highly-oscillatory integral in Mathematica. It calculates the integral without any complaints. However, I am also trying out a numerical method with which ...
3
votes
1answer
113 views

How to evaluate differential entropy from raw data?

I want to evaluate the differential entropy according to here $$h(X) = - \int f(x) \log{f(x)} dx$$ where $f$ is the probability density function. Lets create some test data (normal distribution): ...
3
votes
1answer
122 views

Calculate the relationship between the duration of two oscillating functions

I am trying to quantitatively determine the relationship between the length of two oscillating functions. Meaning, what is the duration of the green spike in relation to the blue square? Does anyone ...
3
votes
1answer
355 views

A Bessel & Struve functions related integral

I try to numerically compute this integral and I don't figure out why on earth Mathematica is not able to do it. Is my input correct? Does it possibly have a closed form? ...
3
votes
1answer
536 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) \dot{a}_{\ell} ...
3
votes
1answer
808 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
1answer
554 views

NDSolve with vector function

(Possible duplicate yet I still can't understand.) Basic 2D revolving around origin: ...
3
votes
2answers
573 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: ...
3
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1answer
524 views

Integrating over data points from an external source (wolfram|alpha and weather)

I moved to another city and the weather sucks. Sometimes I feel like getting sad and so I go to wolfram|alpha and check for example ${}$ ...
3
votes
1answer
269 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
79 views

NIntegrate on tetrahedron

I've been trying to numerically calculate an integral in a tetrahedron of a discretized domain. In some cases when I specify a method I've been getting the error message NIntegrate::femonly ...
3
votes
2answers
216 views

NIntegrate giving message NIntegrate::slwcon:

I got this interesting answer from Mathematica when trying to integrate my function numerically: f[x_] := Sqrt[17*x^2 + x^4] NIntegrate[f[x], {x, -1, 2}] ...
3
votes
1answer
98 views

NDSolve break condition

I'm solving a differential equation numerically by NDSolve[{p'[r] == -function[r,p[r]], p[0] == pcenter}, p,{r, 0, rmax}] with function>0. At some r, p[r] ...
3
votes
1answer
176 views

How to do this complex integration on the real line?

$m, r$ are parameters in the following integral: Integrate[z Exp[I z r]/Sqrt[z^2 + m^2], {z, -∞, ∞}] How to do this integration directly? The result should be ...
3
votes
2answers
1k views

How does one specify Neumann conditions for NDSolve?

I have a series of functions defined in my notebook, and then want to use this to solve a diffusion-reaction type equation. At the moment, something like this works: ...
3
votes
2answers
717 views

NDSolve: Normalizing at every step

Suppose I have an transport equation with an initial conditions: ...
3
votes
1answer
100 views

Evaluating a numerical integration with infinity as limit

I am trying to evaluate a numerical integration (to get an expression of the constant Ω) Suppose that h[x_] := 1/(1 + a x^2) ...
3
votes
1answer
233 views

Approximate $h$ in $F(\theta)=\sin \theta \int_{-L}^{+L}h(z)e^{-ikz\cos \theta} \,dz$

Consider $$F(\theta)=\sin \theta \int_{-L}^{+L}h(z)e^{-ikz\cos \theta} \,dz$$ $$|z|\le L$$ $$0 \le \theta \le \pi$$ By having knowledge of $F(\theta)$, how can one approximate $h(z)$? In ...
3
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1answer
431 views

Integrating a functional of an InterpolatingFunction

It is straightforward to Integrate an InterpolatingFunction. However, even for a simple functional of an ...
3
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1answer
247 views

Integrate equations of motion when force depends on position

I'm fairly new to Mathematica. I'm trying to test my C++ implementation of a fourth order Runge Kutta method for Newton's equations of motion. I want to test my integrator when the applied force is ...
3
votes
1answer
770 views

NDSolve for a large system of simple ODEs

I am solving a system of many (more than 100) ODEs. It is the kind of standard rate equation encountered in semiconductor physics. Here is the system: ...
3
votes
2answers
437 views

How to set the initial condition? (to make IC and BC consistent)

I want to find the initial condition which fits mixed boundary condition of Phi[r, Theta, t]. The original initial condition in text is Phi[r, Theta, 0] == 1 . ...
3
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1answer
95 views

NIntegrate and Interval regions

NIntegrate does not seem to like Intervals as regions. Consider the following example function defined for a parameter "a" ...
3
votes
1answer
245 views

Surface area of intersecting spheres

Given a sphere of radius 1 centered at the origin and $n$ spheres with radii $r_i$ centered at predefined coordinates, $c_i$, in space, I am after the surface area of the unit sphere that is not ...
3
votes
1answer
496 views

Question on accuracy and precision of NIntegrate

As a Mathematica newbie, I was testing the accuracy/precision of NIntegrate (9.0.1.0 on Mac) and have obtained a very peculiar result. ...
3
votes
1answer
218 views

NDSolve: Reinitialize fails with If condition

I have found a weird problem using If conditions containing an state inequality of the form state<=. First consider the simple ODE with an If condition ...
3
votes
1answer
472 views

Multi-dimensional integral in the complex plane with poles and essential singularity

I've passed the last week searching a way to numerically integrate this multi-dimensional integral in the complex plane at the poles and avoiding the singularity at z=0: $$ \oint_{C}\oint_{C\ auound\ ...
3
votes
1answer
1k views

NDSolve does not respond

For some sets of constants, NDSolve gives me true solutions, but when I try for example, T = 1/(2*2200), Mathematica does not respond. What can I do? The code below ...
3
votes
1answer
401 views

NIntegrate inside NSum

Consider the following function with a numerical integration: ...
3
votes
1answer
113 views

What boundary is added when NDSolve::bcart pops up?

When insufficient boundary conditions are given to NDSolve for solving PDE, the warning NDSolve::bcart pops up: ...
3
votes
1answer
122 views

List interpolation

Hi mathematica people! So i am looking for the best way to interpolate a function given a list of its values. I have an iterative algorithm which needs high precision otherwise the numerical noise is ...