Questions on the use of numerical functions NIntegrate and NDSolve.

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3
votes
2answers
154 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
263 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
265 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
331 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
973 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
874 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
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
797 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
435 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
702 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
945 views

Compute integral symbolically or numerically

I want to compute the integral of the following integrand ...
3
votes
2answers
89 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
44 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
582 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
2answers
106 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
208 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
143 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
446 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
652 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
45 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
68 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
1answer
581 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
96 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
410 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
155 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
914 views

NDSolve: Normalizing at every step

Suppose I have an transport equation with an initial conditions: ...
3
votes
1answer
85 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 ...
3
votes
1answer
189 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
2answers
269 views

Error control for NDSolve

I have a problem controlling the numerical error associated with the following non-linear ODE : ...
3
votes
1answer
216 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
290 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
157 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 ...
3
votes
1answer
120 views

Strange integration

Bug introduced in 9.0 or earlier and fixed in 10.1 Note: Beginning with V10.1, this integral returns unevaluated but without error messages. I tried to evaluate this line ...
3
votes
1answer
296 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
583 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
1answer
1k 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
520 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
votes
1answer
58 views

How can I plot points generated by a Verlet Integration?

So, I have this code for Verlet Integration: ...
3
votes
1answer
182 views

NIntegrate and Integrate giving different results for ill-behaved function

I'm trying to integrate the following function with Mathematica 8: $$ I(a,b)= \int_0^1 \mathrm{d}x\int_0^1\mathrm{d}y \,\theta(1-x-y) \frac{1}{x a^2-y(1-y)b^2},$$ where $\theta$ is the Heaviside ...
3
votes
1answer
164 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
344 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
759 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
279 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
2k 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
474 views

NIntegrate inside NSum

Consider the following function with a numerical integration: ...