Questions on the use of numerical functions NIntegrate and NDSolve.

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4
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1answer
782 views

NDSolve with vector function

(Possible duplicate yet I still can't understand.) Basic 2D revolving around origin: ...
4
votes
1answer
260 views

How to find derivative of a numerical solution, where precision is ambiguous?

I am trying to take the derivative of a numerical solution. I am concerned that the way I'm doing this may be problematic due to numerical error; I think there must be a better way but I'm not very ...
4
votes
1answer
473 views

Differential Equations with Matrices

I'm trying to implement the differential equation of a Cellular Neural Network in Mathematica as seen below: ...
4
votes
1answer
1k views

Incorrect solution of diffusion equation with Neumann boundary conditions

I want to set up a PDE model, which takes a two-dimensional diffusion equation into account. The key problem is that I have some trouble in solving the two-dimensional diffusion equation numerically. ...
4
votes
1answer
83 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 ...
4
votes
1answer
131 views

Saved InterpolatingFunction behaving badly

Bug introduced in 10 and persists through 10.3.1 or later I created this InterpolatingFunction, and NIntegrate gives an ...
4
votes
2answers
216 views

How to speed up a high dimensional numerical integration of Gaussian-form integrand [duplicate]

My integral has the following form: $$\int \sin(\theta) d\theta d\phi\left| \int d^3p_1 d^3p_2d^3p_3 \frac{f(p,\theta,\phi)}{g(p,\theta,\phi)}e^{-\frac{1}{2}(p^\mathrm{T} .A.p)}\right |^2,$$ where $p=...
4
votes
1answer
108 views

WhenEvent used in a PDE to output independent variable

I want to use WhenEvent with a PDE after it has reached steady state. I'm posting a system of 2 equations (my real system has 6) and I'm solving the advection-diffusion-reaction 2nd order PDE. First ...
4
votes
1answer
219 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): <...
4
votes
1answer
228 views

Efficient Dyson series implementation

I'm trying to implement a Dyson series \begin{array}{lcl} U(x,x_0) & = & 1 + \int_{x_0}^{x}{dy_1V(y_1)}+\int_{x_0}^x{dy_1\int_{x_0}^{y_1}{dy_2V(y_1)V(y_2)}}+\cdots \\ & &{} + \int_{x_0}...
4
votes
1answer
100 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
1answer
120 views

Parametric numerical integration [closed]

I would like to solve the integral: $$ \iiint\frac{e^{-\sqrt{x^2 + k^2}}x^2 \sin{\theta}}{\sqrt{x^2 + k^2}} dx d\theta d\phi$$ defined in $x \in [0,+\infty]$, $\theta \in [0,\pi]$, $\phi \in [0,2 \pi]...
4
votes
1answer
130 views

A 1D numerical integral Mathematica cannot compute, from physics

A well know result in theoretical physics is that a sum over Matsubara fermionic frequencies, i.e.: $$ S = \sum_{n=-\infty}^{\infty} h(\omega_n) \hspace{32pt} \omega_n=(2n+1)\frac{\pi}{\beta} $$ can ...
4
votes
2answers
119 views

How should I evaluate the numerical integral of a function with divergent part substracted?

I want to evaluate the following integral numerically in Mathematica, $$\int_0^{\infty}(\frac{1}{(1 - e^t)^{10}} - (\frac{1}{t^{10}} - \frac{5}{t^9} + \frac{145}{12 t^8} - \frac{75}{ 4 t^7} + \frac{...
4
votes
1answer
462 views

Understanding of method for NDSolve

I used automatic method for NDSolve. Then I asked myself - which method Mathemathica prefered? I got an answer for this question on this forum, that I need to use: ...
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
1answer
227 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 <...
4
votes
1answer
56 views

NIntegrate crashes without error message when using high precision integrand with non-zero tailing digits

I have a numerical integral that evaluates fine for floating point arguments with low precision (e.g., 4 digits), with argument where only zeros follow the first, e.g., 4 non-zero digits, or with ...
4
votes
1answer
2k views

Combining Gravity Turn and Orbit Models

I have a mathematical model for the motion of an orbiting spacecraft about Earth: ...
4
votes
1answer
127 views

Possible bug / numerical issues with HypergeometricU — any suggestions for a fast workaround?

I've encountered some problematic behaviour with HypergeometricU. I have a probability distribution on the positive integers that takes the following form after ...
4
votes
1answer
977 views

Integrating a functional of an InterpolatingFunction

It is straightforward to Integrate an InterpolatingFunction. However, even for a simple functional of an ...
4
votes
2answers
1k views

Why does this integral have a complex component?

I wanted to find the probability of my normally-distributed random variable being at least 15, so I set up this integral: ...
4
votes
1answer
301 views

How to demonstrate lack of stability with advection equation

I am trying to that using a coarse grid with an explicit method for, say, the advection equation leads to an unstable solution. The trouble is Mathematica avoids unstable solutions with good ...
4
votes
1answer
584 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\ ...
4
votes
1answer
422 views

Error Interpretation in NIntegrate

I am using a recursion algorithm developed by Migdal for Lattice Field Theory, and I have the following code: ...
4
votes
2answers
990 views

How to Solve this ODE with Mixed Boundary condition

I have an ODE equation which is sort of y''[x] + 2 y'[x]/x + .0001 (y[x])^3 ==0 subject to the boundary conditions ...
4
votes
1answer
59 views

How to speed up NIntegrate when using an interpolating function output from NDEigensystem?

I have been working with NDEigensystem in order to find the resonant frequencies of different shaped drums. I would also like the coefficients of the different eigenfunctions so that each of these ...
4
votes
1answer
206 views

Construct DifferentialMatrices and Kernel for LevinRule for this integral and ODE set

I've made a lot of progress on my problem the last few days thanks to all the help I've received on here. I think I'm upto the final step of greatly improving the performance of NIntegrate[..] on my ...
4
votes
1answer
481 views

Efficient way to perform elementary integration step with NDSolve internal method

I'm trying to tweak the NDSolve function to perform one elementary integration step (using some explicitly selected stepping algorithm via ...
4
votes
2answers
2k views

PDE Boundary Conditions

I am solving a PDE using Mathematica and I would like to know how to implement the condition that the two-variable function y[t,s] is zero whenever ...
4
votes
1answer
137 views

Using `N` gives strange result

Consider these two functions which are almost the same: ...
4
votes
1answer
383 views

How to choose MaxStepFraction for optimal speed of NDSolve

I'm trying to use NDSolve to solve a 1D Schrodinger's equation, and it seems that MaxStepFraction has huge effect on the ...
4
votes
1answer
672 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 ...
4
votes
0answers
57 views

How can I make NIntegrate aware of a singularity along a curve, e.g. a circle in a 3D integral?

I am having some trouble trying to get Mathematica to do a numerical integral over three dimensions which contains a singularity of dimension 1, and I would like some pointers to solid resources on ...
4
votes
0answers
64 views

N[Integrate] failing to return an accurate result from an interpolated integrand

I need to N[Integrate] a function Cos[alpha*x]*f(x) between x=0 and 30 at increasing alpha-values. Here f(x) is an interpolated function derived from a set of 120 ...
4
votes
0answers
65 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
0answers
72 views

Avoid Evaluation of Function at NDSolve

I have a huge "black-box" f function, which I want to integrate. Let's define it: f[x_,y_,a_]:=a*Exp[-(a*10000)(x^3+y^3)] as ...
4
votes
0answers
112 views

Using indexed array elements as integration dummy variables with EvaluationMonitor. Bug?

As part of a routine that must cope with integration of varying numbers of dimensions, I would like to use indexed variable names (e.g., x[0], x[1],...) as dummy integration variables. However, it ...
4
votes
1answer
541 views

How can I invoke the solution of NDSolve to determine a parameter in my equation just inside NDSlove?

I am trying to solve a differential equation by NDSlove for $h(x,t)$. It reads $$h_t=h_{xx}-V_h-\lambda(t)$$ where $V_h$ is a given function of $h(x,t)$ denoted by <...
4
votes
0answers
90 views

Integrate yields complex value, while after variable transformation the result is real. Bug?

I have the follwoing integral: Integrate[1/Sqrt[0.7 + 0.3*(1 + z)^3], {z, 0, Infinity}, Assumptions -> z \[Element] Reals] >> -3.36354 - 3.85013 I the ...
4
votes
0answers
419 views

Solve integral equation for upper bound

I need to find the upper bound of an integral knowing the value of the lower bound and the result of the integral. Here is my function: f[t_] = Sqrt[1 + E^(-2 t)] ...
4
votes
0answers
73 views

NIntegrate::ncvbr: How should we interpret and handle this error not mentioned in any documentation?

I have some user-defined module describing my integrand which has to be computed numerically (it's much more complicated than this but bear with me): ...
4
votes
0answers
167 views

How to specify the time variable for NDSolve

I recall that it is possible to specify which independent variable is the "time" variable in NDSolve, but I can't find it documented anywhere. Does anyone recall ...
4
votes
0answers
108 views

What are good/best practices to take the Fourier transform of an InterpolatingFunction?

I have a function which I have obtained from numerical integration of a differential equation, and I would like to take its Fourier transform. What are good practices for doing this? To make things ...
3
votes
2answers
728 views

Unexpected result of summation

I wrote a small module that gives me an incorrect output-set. It should be a single number! I don't understand what went wrong. This is the form of summation used: $$\frac{1}{2} (b-a) \sum_{i=1}^n ...
3
votes
3answers
174 views

Inefficient NIntegrate and Which

In version 10 a simple numerical integraton of piecewise function is highly inefficient: ...
3
votes
4answers
307 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 ...
3
votes
2answers
196 views

Error in NIntegrate command

I am trying to evaluate (numerically) the integral $$\int_0^1\int_0^1\int_0^1\int_0^1\int_0^1\int_0^1\frac{dx\,dy\,dz\,ds\,dt\,du}{(x - s)^2 + (y - t)^2 + (z - u)^2}$$ with Mathematica using the ...
3
votes
3answers
222 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 ...
3
votes
2answers
641 views

How to numerically integrate this integral

I am unable to do this definite integral in Mathematica 9. Is there any command so that I can get the numerical value of the above integration? Code: ...