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

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13
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3answers
1k views

Strategies to avoid LessEqual::nord in NMinimize?

When using NMinimize on functions with complex intermediate expressions (but a real end result), quite often one gets the error ...
1
vote
1answer
145 views

Can't see updating performed by NMinimize[…,StepMonitor->(…)] outside of Button in which it's called [duplicate]

I've made a peak-fitting GUI in which I have a "Fit" button that, when pressed, calls NMinimize[...,StepMonitor->(step++)] to minimize a sum of squared ...
1
vote
2answers
911 views

Weird NDSolve behavior with Piecewise (MMA9)

NDSolve in Mathematica 9.0.0 (MacOS) is behaving strangely with a piecewise right hand side. The following code (a simplified version of my real problem): ...
16
votes
1answer
2k views

2D Heat equation: inconsistent boundary and initial conditions

I'm attempting to use NDSolve on a 2D boundary value problem with initial conditions. Upon running my code, I get the following message: "NDSolve::ibcinc: Warning: Boundary and initial conditions are ...
3
votes
0answers
436 views

A is fast, B is fast, but together they're Mathematica-crashing slow?

I'm trying to do something with finding solutions to a quantum mechanics problem with n wells. If there are 40 wells, I need to find the solution to an equation in the form: ...
8
votes
4answers
1k views

Numerical integration of a numeric data available as a nested list

I have some numerical data in the form of a list with the following structure: {...{x,y,z},...} defining a surface z=z(x,y) in a 3D space (x,y,z). The data came from a simulation, and I am ...
12
votes
1answer
2k views

Combined numerical minimization and maximization

I want to numerically calculate the maximum of a function defined by the minimization of another function, like the following: ...
0
votes
1answer
270 views

How could we define a function recursively?

Let us first consider the constructon of the following simple iteration ...
2
votes
1answer
1k views

How to solve equations self-consistently

I want to solve the following equation self-consistently. So, H.u = e.u {{1, d}, {d, 1}}.{u1, u2} = e.{u1, u2} I guess an initial value for ...
4
votes
2answers
618 views

Finding all/most roots of a discontinuous function more consistently?

I have the equation: f[x_]:=α Tan[α*a] - Sqrt[c - α^2] and ideally I want to find all of its positive zeros, given a and c, with variable alpha. The problem is ...
5
votes
1answer
945 views

How can I get Mathematica to allow me to apply FindRoot to an expression that contains NIntegrate?

I am trying to run the following command in Mathematica: FindRoot[NIntegrate[D[f[x], x] / Sqrt[1 - x^2], {x, 0, 1}] - d, {a, 245}] As you might expect, a is ...
2
votes
1answer
546 views

intersection between two curves in Mathematica

I have two curves (drawn from points) in a plane, one is drawn with ListLinePlot and the other drawn with ParametricPlot. How ...
2
votes
1answer
413 views

How can I handle curve singularity in this NIntegrate integration?

Yesterday I asked a question about the non converging integral. Woods told me that it is due to the function which has a singularity along a line which passes through the integration region. (Why ...
1
vote
1answer
663 views
1
vote
1answer
400 views

How to calculate an integral of an expression that is determined numerically (in Mathematica)?

First of all, I am fairly new to Mathematica and Stackoverflow, so please feel free to give me any advice whatsoever. I aim to calculate an integral of an expression that has been determined ...
8
votes
1answer
428 views

Converting other C++ classes to MTensor in LibraryLink

Hopefully this will be a quick question + a quick answer: Say I have a C++ (or C) code using LibraryLink. I am using a library that defines a specific matrix class, as many numerical libraries ...
1
vote
1answer
156 views

Seemingly simple optimization problem is slow

I'm trying to generate a demand curve numerically, given a utility function. The function for the demand is defined like so: ...
2
votes
1answer
229 views

Computing derivatives of a moment generating function

Dear Mathematica users, I'm trying to compute higher order derivatives of a moment generating function and then evalutate them in 0 (in order to get some moment conditions for a GMM estimation). ...
8
votes
2answers
419 views

Precision differences

I run this sum and get the symbolic answer below : Sum[ (1/(k^2 - k) - 1/k^2), {k, 2, Infinity}] $2 - \frac{\pi^2}{6}$ I look up the sequence on OEIS and ...
14
votes
3answers
381 views

Make mathematica treat $e_i^2$ as numeric

With NumericQ[symbol] = True, I can declare that a symbol is numeric. I want the expressions matching: $$e_{\text{i$\_$}?\text{IntegerQ}}^2$$ to be treated as ...
12
votes
2answers
458 views

Preventing Numerical value from being evaluated

I have searched stackoverflow (and comparable pages) for quite a while now (got redirected from there to this specialized stack), and I surrender. I am trying to evaluate an expression that is small ...
1
vote
1answer
650 views

How to build a grid of integrand points and numerically integrate?

If I have some function I know numerically only, say f(x) and each point $x$ takes significant time to compute so I have them all stored in some file as f(1)=0.232423, f(1.1)=0.3243432,....Then is it ...
1
vote
1answer
124 views

Non solutions returned by NSolve. And why does it return both phi and Cos[phi]?

Similarly to this thread NSolve gives additional solutions that don't satisfy the equations! NSolve returns "spurious" solutions, even increasing the working precision ...
4
votes
1answer
231 views

How to solve this trigonometric system of equations numerically?

How can the following trigonometric system of equations be solved numerically? ...
1
vote
1answer
282 views

Why does NSum fail here?

I want to evaluate a sum of integrals; each integral has a pole on the real axis and I handle this via the Cauchy Principal Value $ ...
2
votes
0answers
456 views

Numerically/Analytically Solving a System of Equations

I have $6$ functions $f_i(x,y,z)$, $(i = 1, \ldots, 6)$ in three variables $x,y,z$, and I would like to find a simultaneous instance of these variables, say $(x_0, y_0, z_0)$, such that $f_i(x_0, y_0, ...
3
votes
3answers
811 views

How can I solve Tan[t] - t == F[x] for t as a function of x?

How can I solve the equation Tan[t] - t = Ax, where A is a constant for t[x]? I know that ...
0
votes
1answer
143 views

Industrial Level Applications. Recipe for mixed notation of equations set

I am working with large (linear) equations set within Mathematica in numerical notation. For example, set from 4056 eq. is solved for a second, no more. There is no doubt, result is great. But even ...
4
votes
1answer
206 views

How do I get a list of digits for a number?

I have this 200 digit number where I want to get the IntegerDigits, but the decimal point is in the way. ...
13
votes
3answers
2k views

Finding a fit to a multi-dimensioned function

I have a model function $f:\mathbb{R}^2\rightarrow\mathbb{R}^2$, and a bunch of data points for which I'd like Mathematica to fit for me. Unfortunately FindFit ...
3
votes
1answer
199 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 ...
1
vote
0answers
197 views

Parallel linear algebra with arbitrary precision

Is it possible to do parallel linear algebra with arbitrary precision within Mathematica (in a simple manner, as is done for the machine precision)?
4
votes
1answer
420 views

Is there a way to globally set when to treat a very small number as zero?

I understand that I can use Chop to force a very small number to be treated as 0 and can use ...
3
votes
2answers
330 views

Numerically finding a derivative jump of a function

How would I numerically find where a function has derivative jumps? In particular, I'm working with this function: ...
0
votes
1answer
272 views

How do I numerically solve a custom function?

Whenever I use functions like FindRoot or NDSolve, it sends x through the function and deals ...
8
votes
1answer
1k views

Implementation of Incomplete Fermi-Dirac Integral in Mathematica

I'm working on a special algorithm to implement a more accurate effective mass calculation for hole carriers in silicon in Mathematica. This rather involved algorithm uses incomplete Fermi-Dirac ...
8
votes
1answer
624 views

Is there any automatic differentiation package?

I'm wondering if an automatic differentiation package exists for Mathematica. This is what I mean by automatic differentiation.
5
votes
2answers
933 views

Can the CholeskyDecomposition function in Mathematica be made to work on non-symmetric matrices?

The CholeskyDecomposition[m] function in Mathematica requires a symmetric and positive definite matrix m. For instance, the ...
5
votes
1answer
1k views

Symbolic integration in the complex plane

Context While answering this question, I defined (symbolic and numerical) path integrations as follows ...
3
votes
0answers
451 views

Numerically solving PDE with high precision

I want to numerically solve the PDE $\partial_t u(t,x)=c\partial_x u(t,x)+(mx-l)u(t,x)$ with some initial and boundary conditions and given parameters $c$, $m$ and $l$. Consider the code ...
7
votes
1answer
2k views

Is Abs[z]^2 a bad way to calculate the square modulus of z?

For a numerical quantity z, Abs[z] returns the square root of the sum of the squares of the real and imaginary parts of ...
5
votes
1answer
995 views

Mathematica NDSolve and 'Compile'?

Since the consensus is usually that NDSolve speeds fares badly against compiled code such as c++ ODE solvers using GSL say, is it possible to make up for this lag ...
9
votes
1answer
237 views

RandomReal closed on left & open on right?

I have a number of algorithms that depend on uniform random reals in half-open intervals such as $[0,1)$. In particular, I need a (pseudo) random-number generator that produces machine-precision ...
1
vote
1answer
305 views

Why is NDSolve solving in term of two 1st order ODE slower than 2nd order?

As mentioned in the documentation for NDSolve it's often convenient to reduce a 2nd order ODE to a system of first order equations. When I do this however I seem to see a significant speed reduction ...
2
votes
1answer
848 views

NDSolve runs out of memory

I need to solve a second order ODE numerically. The ODE depends on two parameters (a,b). Things work fine when 'a' is small, but for large 'a' the solutions are oscillating rapidly and Mathematica ...
14
votes
1answer
1k views

Poisson solver using Mathematica

I am looking for some help with a Poisson solver I am writing in Mathematica. The code is quite long with Arrays plugged in, so the full details can be found at http://pastebin.com/uSrSDcW6 I am ...