Questions on the numerical functions of Mathematica, implementing numerical methods and numerical computing with Mathematica.

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13 views

usage of random numbers in recursive loop

I am trying to evalute two functions using iterative process as below S[i+1] = S[i] (1+ rdt +volw *sqrt(dt)) for i= 1 to nts and for j = 1 to path. Optionprice [j] = Max (S[nts] - strike) for j = 1 ...
2
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0answers
31 views

How to speed up solution of system of recurrence equations

I was wondering how I can improve the speed on this method for solving a particular system of coupled recurrence equations. The system is $$ \begin{align*} &V(m)=\alpha + \beta V(m+1)+\beta ...
-1
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1answer
45 views

How to generate normally distributed random number [on hold]

I want to sample or return random number from a distribution which is normally distributed with mean of zero and standard deviation of 1. I am using RandomReal[NormalDistribution[0, 1]] I s this ...
-2
votes
1answer
84 views

Why does Mathematica “sleep” when I don't work at computer? [on hold]

I started using Mathematica few days ago. I'm running this code: ...
0
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1answer
61 views

numerically solving

I am trying to solve for [Lambda] as a function of a (unknown) from this expression ...
0
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0answers
37 views

Second derivative using ND [duplicate]

I have a function g=f(x,t). The function "g" came from a numerical integration: g[x_?NumericQ,t_?NumericQ]:=NIntegrate[tt[x,r,t],{r,rmin,rmax}] and tt(x,r,t) ...
1
vote
1answer
44 views

Imaginary terms in the derivative of Jacobi theta function (2) on the real line

I am trying to calculate/plot the derivative of the second Jacobi theta function $d\theta_2(0, e^{-\pi t} )/dt$. Calculating or plotting the function itself works fine: ...
2
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0answers
30 views

How do I numerically integrate over a data set that has uncertainties? [closed]

I have a 1D data set {xi, yi} with no uncertainties in xi and with uncertainties dyi in yi. The resulting discrete function is monotonic and relatively smooth and I would like to integrate the ...
3
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1answer
83 views

compute the gradient in high dimension

The following code is used to compute the gradient of a given 2D data. ...
0
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0answers
39 views

Integro differential eq boundary difficulties

I'm trying numericaly solve simple integro-differential equation, but have some problems with boundary conditions. System: ...
0
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1answer
58 views

Why does Compile redo the calculation when overflow happens?

When implementing the Numerov method solving Schrodinger equation, I encountered this problem. In order to show the order of the evaluation, Print is added. ...
0
votes
1answer
86 views

How to adjust excel data for NonlinearModelFit?

I'm really new to Mathematica and I'm facing a problem and would really appreciate some help! Maybe my question is similar to one described in How to fit 3 data sets to a model of 4 differential ...
-1
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0answers
24 views

How could I speed up a code including a Module with many functions

I have implemented a big formula through the mathematica function Module. Within this module a lot of definitions are made (i.e. function[x_]:=). The code are working well but it is too slow. I am ...
0
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0answers
29 views

How to use FindFit to find the parameter in Laplace space(numerically inverting Laplace transforms)

I am trying to find the parameter in Laplace space, and a very simple example is shown below: I have known the solution $y_{laplace}$ in the laplace space is $a/s^2$, and I also have some discrete ...
0
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2answers
86 views

Numerical 3D Integration in Mathematica [closed]

My question in short is: Is it possible to make numerical 3D integration in mathematica efficiently? Or am I gonna have to move this to C++? I feel this problem is way too trivial to go to C++, so ...
0
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0answers
57 views

Optimising prime number test code

Is it possible to speed-up this code ? Also, It would be great if people could test this algorithm. I only have a Raspberry Pi to test it on, so I can't be certain it's not a strong probable prime ...
0
votes
2answers
109 views

Compute expectation numerically

I want to compute this expectation numerically with Mathematica. I could not figure out how to solve it numerically. Could you please help me? $$E(x|p)=\sum _{i=0}^m \sum _{j=0}^m ...
1
vote
1answer
103 views

Poisson PDE in a rectangular domain

I found a solution for this problem, but this is in Scilab and I never use Scilab. Can anyone can help me to translate it in Mathematica? Here is the Link:http://imechanica.org/files/TorqueR.pdf I ...
0
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0answers
31 views

numerical integration with parameter

Now I'm trying to integrate a function numerically. But it shows always an error message. x=y is not a valid limit of integration I know that this function ...
3
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1answer
90 views

Define and refine mesh around a hole

I am solving Laplace equation with particular geometry and boundary conditions: ...
0
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1answer
77 views

Floating point arithmetic bug caused by Table[]

I was doing something fairly ordinary and noticed something I can't, for the life of me, explain. For context, I wanted to take make a function that takes an array of data like the one below, then an ...
3
votes
2answers
155 views

NDSolve in Mathematica won't use all the cores avaiable

When I solve a system of differential equations in Matlab, the task manager shows that all the CPU cores are in use. This is not true when I solve the same system in Mathematica. I have six cores. ...
0
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0answers
44 views

Any way of solving this system of nonlinear equations with non integer powers?

I have a system of four nonlinear equations. Some of the exponents are fractions. I was wondering if this is what is causing NSolve to run for hours without giving ...
4
votes
4answers
264 views

Spiral roots, how?

I found this picture on the net, as I can play in mathematica
1
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1answer
35 views

Implicit region is not “valid” in ParamatricNDSolveValue function?

I am trying to solve a geometric problem with relation to my Schrodinger equation and its boundaries. Here is my code: ...
1
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1answer
46 views

Determine whether one value is divisible by another [closed]

How do I determine whether one number is evenly divisible by another in the case of large numbers, for example: 52^52 / 52!
1
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1answer
65 views
1
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1answer
81 views

NIntegrate over a list of functions

This question is the result of these other two questions. Question 1 and 2. I thought it would be better to ask a new question rather than deleting previous one. I think When ...
0
votes
1answer
70 views

Numerical integration and plotting

New to Mathematica, and trying to numerically evaluate two integrals: ...
2
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2answers
154 views

Entropy of the elements of a general data set

I have the following data set, and wish to track the evolution of the entropy of each element within the set. I have evaluated the entropy for some elements, but how does one evaluate the entropy of ...
1
vote
1answer
102 views

Quantum Physics question [closed]

I'm not sure if anyone here would be able to help me. But if you know a more appropriate place where I could ask for help, please let me know. So here's the question: And here's my attempt at ...
1
vote
1answer
140 views

Slow evaluation of NIntegrate when used as a pure function

I asked a perhaps related question here. Here is my code in below. The goal is that to define a function which must be integrated numerically. The function itself first is calculated over different ...
4
votes
4answers
148 views

First digit difference between two numbers

I was trying to build a function that finds the first decimal place difference between two decimal numbers of same sign. An example: ...
0
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0answers
35 views

real eigenvalues, imaginary eigenvectors

Solving the most basic eigenvalue problem, the 1d Schrodinger equation in Mathematica can be tackled either through a ParametricNDSolveValue (which I don't like) or implementing a full numerical ...
2
votes
1answer
69 views

Fixed Points Problem with 2D Mapping

I have been playing with the mapping given by ...
0
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0answers
36 views

NDSolve dependence on initial values

I'm checking some results in this paper and I'm currently having some issues with a numerical integration of a set of differential equations using NDSolve (section 2 and 3.1-3.2 in the paper). I'll ...
3
votes
2answers
97 views

Finding solutions at non-differentiable points of a numerical function

Let's consider a 2D function we can evaluate numerically, but which is opaque to symbolic manipulation (this is just an example): ...
0
votes
1answer
52 views

Numerical integration of a three dimensional array

I need to integrate a scalar valued function $f\left(\boldsymbol{x}\right)$ where $\boldsymbol{x}$ is a three dimensional position vector; in other words: $\int_{\Omega} f\left(\boldsymbol{x}\right) ...
6
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1answer
218 views

How trustworthy is NMaximize?

Suppose I solve a constrained optimisation problem using NMaximize. How confident can I be of the accuracy of the result? For concreteness, suppose that F,G are ...
0
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1answer
72 views

How to obtain a convergent solution iteratively for a linear system of equations

I am working on a problem that requires an iterative procedure to solve a linear system of equations, the system of equations in matrix form is: $$\underbrace{\begin{bmatrix} r_{11} & r_{12} ...
3
votes
2answers
65 views

Slow application of `Outer` on a matrix

I have some performance issue with the calculation of a gaussian kernel applied to a not-that-large dataset. I'm not very good with performance tuning in Mma and I have the feeling this one could be ...
1
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0answers
38 views

Is it possible to circumvent this overflow?

I'm trying to evaluate the following function numerically: $ f(A,B)=\frac{2A\pi ^{5/2} (-1)^B}{(A!)^2B!} \, _4\tilde{F}_3\left({\frac{1}{2},1-A,1-A,1-B\atop ...
1
vote
2answers
75 views

Performance in calculating maximum-likelihood- based estimates

My probability density function is a complicated one for which numerical estimation is necessary. Here my pdf: ...
4
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1answer
82 views

FindFit runs extremely slow for my Function,how do I optimize this?

My function is the first order Bessel Function, and I am basically just trying to get this to fit in a way that does not take forever. I define the function as follows, (it seems to work faster if I ...
0
votes
1answer
32 views

How to force numeric evaluation?

I need to evaluate the PolyLog function at some points, but I'm interested in numeric values. E.g. PolyLog[3, 2.7] works fine, but PolyLog[3, e] just prints the same PolyLog[3, e]. I somehow need to ...
9
votes
2answers
207 views

Solve a PDE over a region defined by a Bezier patch

I am using NDSolve to find the solution to a PDE over an arbitrary domain. The domain is specified by a Bezier patch. ...
11
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1answer
280 views

Does NRoots own an abstract counterpart? If not, can we write one?

We know when solving linear algebra equations, despite its abstract syntax, LinearSolve is much faster compared to Solve: ...
1
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1answer
89 views

NSolve on bounded domain

I don't expect NSolve[] to be able to obtain all solutions in generalfor example. In principle there should be an algorithm that finds all solution to $f(x)=0$ for ...
6
votes
1answer
115 views

Numerical Integration different in Mathematica version 9 and 10 with same options

I have noted that the same function with the same settings gives me different results in Mathematica version 9 and 10. This involves integrating numerically interpolating functions and so on. Here a ...