Questions on the use of numerical functions NIntegrate and NDSolve.

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3
votes
2answers
168 views

Integrate and NIntegrate not the same

Why am I getting two different results here? ...
3
votes
4answers
425 views
3
votes
2answers
338 views

NIntegrate piecewise vector function

Is there a way to numerically integrate a vector function defined via Piecewise? Example: ...
3
votes
2answers
664 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
122 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 ...
3
votes
4answers
266 views

NIntegrate Trapezoid rule with even subdivision producing poor results

NIntegrate[x^2, {x, 5, 9}, Method -> {"TrapezoidalRule", "Points" -> 2, "RombergQuadrature" -> False}, MaxRecursion -> 1] returns the ...
3
votes
1answer
570 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
1answer
185 views

Numerically integrate a plotted function

I used Plot[NIntegrate[...]...] to plot a function of 5 different variables. It took really long. Right now I need to integrate this function one more time over the ...
3
votes
2answers
164 views

Maximizing a function defined using NIntegrate [duplicate]

I have two functions fn[x,y,z] which is in integral form and I have another function gn[x,y] which is also in integral form ...
3
votes
2answers
122 views

How should I tweak the options in NIntegrate?

I'm trying to obtain an accurate result from a difficult-to-integrate function and I've thrown in the kitchen sink worth of options in NIntegrate. I think I'm ...
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
305 views

What method does NIntegrate use by default?

There is a variety of algorithms for performing numerical integration (See wiki). What method does NIntegrate use by default? I looked at the documentation page ...
3
votes
1answer
344 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
1k 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
918 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
3answers
3k views

Retrieve values of InterpolatingFunction

While analyzing a large system of ODE's, I defined a particular ratio p, which contains some variables that are represented by ...
3
votes
2answers
137 views

Integrate on a contour in the complex plane

I want to integrate the function f[z]= z + Conjugate[z] over a circle of radius 2 centered at the origin. For the sake of stating something that I have tried: <...
3
votes
3answers
63 views

Replace variable with value prior to evaluating NIntegrate

The title says it all. Reading posts such as this however, I'm not seeing how to do this. This is the simplest example that can show my problem. ...
3
votes
2answers
859 views

What is the proper way to operate on interpolating functions?

I am trying to multiply an interpolating function by -1. If I do this Mathematica does not seem to allow any further operations. Bear with me while I generate the Interpolating Function in question. ...
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
449 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
711 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
votes
2answers
969 views

Compute integral symbolically or numerically

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

Switching Differential Equation in NDSolve

I am trying to solve the following system of differential equations using NDSolve: $\dot{z}_t=.5(1-z_t)$ $\dot{y}_t=.05y_t+z_t-x_t$ subject to the following constraint: $-y_t-z_t\le0$ where $z_t$ ...
3
votes
1answer
50 views

My NIntegrate expression returns a wildly inaccurate value

I am trying to integrate a function using NIntegrate: ...
3
votes
2answers
2k 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
1k 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
605 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
101 views

Understanding difference between `NIntegrate` result and home-cooked Simpson's rule

In this question I am asking about the different results I get between NIntegrate-ing a function of two variables vs. "doing it myself" with my own implementation ...
3
votes
2answers
108 views

Numerical integration of oscillatory function

I am trying to evaluate the following oscillatory integration numerically but the answers are wrong or not accurate enough. I don't know what the problem is. ...
3
votes
1answer
227 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
147 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
461 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
889 views

Problem with NIntegrate in NonlinearModelFit

We are receiving many error messages when using NIntegrate with NonlinearModelFit. Here is a much-simplified version of the code. It arrives at the correct answer after several messages saying that it ...
3
votes
1answer
665 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 ${}$ http://www.wolframalpha.com/input/?i=weather+in+Rome+vs.+...
3
votes
1answer
50 views

Performance of numerical integral over piecewise function

Using mathematica version 10.3, I observe that an integral over a piecewise function evaluates a factor 10 slower than the same integral without the piecewise distinction. Here is the code: ...
3
votes
1answer
75 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: ...
3
votes
2answers
321 views

Error control for NDSolve

I have a problem controlling the numerical error associated with the following non-linear ODE : ...
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 ...
3
votes
1answer
100 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
472 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
179 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
2answers
937 views

NDSolve: Normalizing at every step

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

Trying to find a temperature profile with a nonlinear 2nd order ODE. NDSolve very sensitive to seemingly arbitrary constant

I am trying to solve this differential equation for a heat transfer problem: \begin{equation} kt\frac{\partial^2 T}{\partial x^2} = \epsilon \sigma T^4, \ \ \ T(0) = T_0, \ \ \ \frac{\partial T}{\...
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 $z=Z/l_c$ ...
3
votes
1answer
224 views

Backward in time numerical integration with fixed time step

Consider simple use of NDSolve[] function used to solve an ODE backward in time ...
3
votes
1answer
236 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
297 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
votes
2answers
161 views

WorkingPrecision causes issue in the NIntegrate

I really can't figure out why my code sometimes is not working. My integrals involve two variables (k and kz). The integration ...