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

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7
votes
2answers
560 views

How to apply restrictions to the “integrated” variable, when using NDSolve?

I have to integrate an energy along a path. I know the energy at the "beginning" of the path (energy[0]), and I can determine the energy change (gain and loss) ...
6
votes
3answers
426 views

RK4 Gravity Simulator

I have the following RK4 solver which splits the two 2nd order ODEs, used to calculate x and y positions under the influence of a gravitating body where $$x''(t)=\frac{G m ...
13
votes
2answers
850 views

Numerical partial derivative

For a one-variable numerical function, it's simple to calculate the derivative at a point with Derivative as Szabolcs has pointed out before: ...
8
votes
1answer
1k views

Minimization by Nelder-Mead

Finding a global minimum for this problem (non-linear optimization by the Nelder-Mead downhill simplex method) may not be possible, but by finding local minimum, I am expecting the value of the ...
7
votes
3answers
293 views
13
votes
3answers
908 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 ...
7
votes
1answer
842 views

Handling failed FindRoot calls

I want to handle FindRoot calls which did not converge (e.g "thrown" error message FindRoot::cvmit) ...
2
votes
1answer
3k views

Forcing FindRoot to return only real solutions

FindRoot documentation reports that if the equation and the initial point are reals, the solutions are searched in the real domain. However, in the following case I ...
7
votes
2answers
785 views

Function to subdivide interval into n evenly-spaced points

[This post needs better tags than I could come up with. Edits to the tags would be particularly welcome.] I realize that it is trivial to define a function that takes an interval (i.e. two ...
5
votes
1answer
167 views

Why does taking advantage of Listable change the results of a numerical computation slightly?

I have two variables: t0, and teta0. The first is computed using several nested sums, the second is computed taking advantage to ...
5
votes
2answers
1k views

how to solve ODE with boundary at infinity

y''[x]-x y[x]==0 y[0]==AiryAi[0], y[infinity]==0 the analytic solution to this ODE is the Airy function y[x]=AiryAi[x] if I ...
5
votes
0answers
454 views

Semidefinite Programming

I want to solve a numerical optimization problem using semi-definite programming. Is there a package or add-on that equips mathematica with this functionality?
4
votes
1answer
349 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
1answer
1k 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 ...
2
votes
1answer
265 views

How to make Mathematica try harder to perform symbolic comparisons?

(I suspect this question is a duplicate, but I didn't find a sufficiently similar question with an answer to it.) I'm having trouble with comparisons of symbolic ...
10
votes
4answers
459 views

Why is Poisson Random Deviate Generation so slow?

I am generating Poisson deviates for some numerical work. Mathematica 9.0.1 is very slow in generating these random numbers, as can be seen below. ...
7
votes
1answer
406 views
4
votes
1answer
203 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. ...
4
votes
1answer
818 views

MaxSteps and Computing time issue for Solving Differential equation in Mathematica

When we solve differential equation numerically using NDSolve then sometimes we get error like NDSolve::mxst: Maximum steps reached According to Mathematica docs ...
3
votes
3answers
733 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 ...
1
vote
2answers
189 views

Mathematica can't minimize a function

Mathematica seems not to be able to minimize this univariate function over integer arguments, $r>2, r \in \mathbb{Z}$. ...
1
vote
3answers
150 views

automatic processing of numerical results in `Plot`

First I want to solve an equation $F(x,y)=0$ for $y$ by supplying a value of $x$. (suppose obtaining the analytic form of $y(x)$ is too difficult) Then I want to plot root $y$ (numerically calculated) ...
1
vote
2answers
567 views
0
votes
1answer
119 views

How can I obtain more significant digits? [closed]

I type f1[x_] := 12 x^5 - 975 x^4 + 28000 x^3 - 345000 x^2 + 1800000 x N[f1[15.5], 15] and obtain 3.74112*10^6 BUT It´s not true!!! the result is larger than ...
29
votes
1answer
896 views

Numerics with Mathematica

From time to time, I would like to use Mathematica purely numerically, e.g., plotting a function which is defined as an integral which cannot be solve analytically or a solution of a differential ...
40
votes
10answers
2k views

Can Mathematica propose an exact value based on an approximate one?

Sometimes, I use Mathematica to do some hypothesis on homeworks to make the question easier. For instance, when I have to compute big sums when $n\to\infty$ and Mathematica can't give the exact ...
21
votes
3answers
635 views

Computing polynomial eigenvalues in Mathematica

MATLAB offers a function polyeig for computing polynomial eigenvalues, which appear, for instance in quadratic eigenvalue problems (see here for some applications) such as: \begin{equation} ...
15
votes
1answer
1k 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 ...
13
votes
1answer
500 views

How to guarantee that NDSolve correctly detects abrupt changes in parameters?

When using NDSolve, I often have parameters that, in most of their domain, have a constant or null variation, but that suffer from abrupt variations on a very small ...
20
votes
3answers
443 views

Real Numbers in the Wolfram Language

Epilog: Much of the discussion in the answers below revolves around the distinction between Real as a data type and real numbers as a domain or class of numbers (irrespective of the form in which ...
20
votes
2answers
229 views

BitShiftRight produces incorrect results in Version 10

fixed in 10.0.2 With Mathematica 10 for Mac, BitShiftRight works properly on lists of up to 100000 numbers, but appears to give incorrect results when threaded ...
12
votes
0answers
585 views

Dual complex integral over implicit path using contour plot

Context I am interested in doing double contour integral over paths which are defined implicitely. For the sake of debugging, let's assume its $$\oint_{\cal C}\oint_{\cal C} \frac{1}{u\, x} d u d x$$ ...
7
votes
1answer
785 views

What are the algorithm details of FindRoot?

The Help page of FindRoot says: "by default, FindRoot uses Newton's method (Newton-Raphson) to solve a nonlinear system". But I ...
3
votes
1answer
670 views

Monitoring the Evaluation of NDSolve: time to finish estimation

My problem is quite simple: I run a NDSolve with a system of many ODEs, a calculation that will run for many hours, and I would like to know the progress of the ...
12
votes
1answer
1k views

Numerical solution of coupled ODEs with boundary conditions

I have to solve the following set of ODEs and just can't get good results using Mathematica $$ r\frac{d}{dr}\left(\frac{1}{r}\frac{d}{dr}A(r)\right)-\xi^2F(r)^2\left(A(r)-1\right)=0 $$ $$ ...
10
votes
2answers
371 views

Determining the default Method used in optimization and root-finding algorithms

Is it possible to extract the Method which is used in functions like NMinimize, FindRoot, ...
5
votes
1answer
97 views

How to enforce numerical precision throughout a package

I developed a big package that does quite a bit of numerics. Is there a way to enforce that all numerical computations are done with a pre-defined accuracy? For example, can one use something like ...
4
votes
1answer
140 views

NDSolve - sampling for result during the computation

I am using NDSolve for a Langevin dynamics problem. I want to the know long term behaviour of my system ($t>1$) but it has to be simulated with very small time steps ($dt\sim 10^{-9}$). An example ...
4
votes
2answers
554 views

Numeric calculation of Hessian

I want to calculate the Hessian matrix for a function that can only be evaluated numerically. So far, I have the following (where f is just for testing): ...
4
votes
3answers
331 views

How to cancel floating point factors?

I am currently having problems with some floating points. I have a function, which gives as an intermediate result (for example) ...
0
votes
1answer
254 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 ...
14
votes
1answer
2k views

Parallelizing Numerical Integration in Mathematica

I have an ugly, six dimensional function that I need to integrate numerically. It works, but it currently take twelve hours to complete the calculation. Is there any good way to parallelize the ...
13
votes
2answers
331 views

Why do NumberForm and Round apparently use different tie-breaking methods?

When rounding numbers (for example, rounding a real number to the nearest integer), the "round to nearest" rule is usually used. For example, 1.4 is rounded down to 1 and 1.6 is rounded up to 2. ...
12
votes
4answers
403 views

Elegant high precision `log1p`?

Sometimes it is hard to understand how numerical expressions are evaluated. I remember reading claims by Wolfram on how smart the Kernel is to evaluate expressions trees numerically by recognizing ...
8
votes
4answers
349 views

Numerical instability in cosh and sinh - integral functions [duplicate]

I'm trying to calculate the function: CoshIntegral[x] Sinh[x] - Cosh[x] SinhIntegral[x] Unfortunately Mathematica seems to hit a point (x~20) and things become ...
8
votes
1answer
358 views

Symbolic Integration along contour: branch cut problem?

Context Following this question on path integrals in the complex plane, having defined again a numerical and symbolic integrator along a path as ...
8
votes
1answer
406 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 ...
5
votes
0answers
114 views

NMinimize seems to call function with the same values multiple times

I have to minimize a function where the evaluation of one parameter set takes very long (around 5sec) and discovered alongside, that NMinimize seems to call this ...
5
votes
1answer
784 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 ...
5
votes
3answers
902 views

Solution for equation system with piece-wise defined functions

As I could swear this worked just yesterday, I am probably just doing something stupid here and I am sorry to bother you :) I am trying to find the point where a curve crosses a line. In this case, ...