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

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-1
votes
2answers
297 views

Performance of numerical optimization with triple integral [closed]

I'm trying to solve a numerical optimisation that looks something like this: ...
3
votes
2answers
356 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 ...
1
vote
1answer
133 views

FindMinimum gives wrong solutions inside a loop

I have a density function $\rho(r,z)$ and I want to calculate the minimum distance $d_{min} = \sqrt{r^2 + z^2}$ from the center (0,0) in which $\rho$ becomes negative. The easiest way is to find where ...
4
votes
0answers
858 views

Numerically solving system of partial differential equation

I am trying to solve a system of partial differential equation with boundary conditions. But I got an error message saying NDSolve::icfail: Unable to find initial ...
0
votes
1answer
233 views

Gram-Schmidt process with Hermite functions on [-1, 1]

Denote by $h_n$ the $n$-th Hermite function. $$ h_n(x) = \frac{(-1)^n }{\sqrt{2^n n! \sqrt{\pi}}} \mathrm{e}^{\frac{x^2}{2}} \frac{\mathrm{d}^n}{\mathrm{d} x^n} \mathrm{e}^{-x^2} $$ I am trying to ...
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 ...
4
votes
2answers
463 views

Why doesn't FindRoot work correctly?

I'm trying to find the roots of the following equation: I need to find λs for different values of ξ. I know that for all ...
5
votes
1answer
81 views

Why is NHoldFirst not propagated to symbolic derivatives?

I encountered a nasty problem that N cannot evaluate expressions containing a symbolic Derivative of a multi-parameter function ...
44
votes
3answers
1k views

When I can assume that all decimal digits returned by Mathematica are provably correct?

How to Control the Precision and Accuracy of Numerical Results Arbitrary-Precision Numbers Mathematica works with exact numbers and with two different types of approximate numbers: ...
3
votes
2answers
274 views
5
votes
1answer
219 views

Accurately evaluating the hypergeometric function

As part of another problem, I am working to evaluate hypergeometric functions such as Hypergeometric2F1[1, 1, n, -1] for large $n$. I am hoping to obtain at ...
3
votes
1answer
614 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 ...
9
votes
1answer
1k views

Computation of Hankel Transform using FFT (Fourier)

To address circular symmetric cases of 2D Fourier Transformations the so called Hankel Transform can be applied (for a detailed derivation of the relation between the 2D Fourier transform and the 1D ...
0
votes
0answers
68 views

Initializing Minimization [duplicate]

I am trying to implement a model predictive control scheme in Mathematica, e.g. I optimize input sequences by predicting future outputs. So every time I call the cost function it will simulate the ...
1
vote
1answer
116 views

Set theoretic operations on sets of real numbers

I have two pieces of code that produce a bunch of real numbers, say $A$ and $B$ respectively. (It is not relevant to the question, but $A$ consists of eigenvalues of the Hamiltonian of some physical ...
5
votes
0answers
123 views

Numerical solution of Schrödinger-type equation in Mathematica [duplicate]

I want to solve the following differential equation numerically: \begin{equation} i\partial_{t}\psi(r,t)=\left[-\frac{\Delta}{2m}+g\left|\psi(r,t)\right|^{2}+V_{d}(r,t)\right]\psi(r,t) \end{equation} ...
1
vote
3answers
87 views

How to calculate solution for each variable automatically

Here I have one problem how to calculate x for each y. In this form code doesn't work ...
1
vote
3answers
358 views

Making a calculation with high precision

I would like to make the following calculation: 1/Sqrt[1 - (150^2 10^(-4))/(9 10^16.)] - 1 Mathematica 8 returns 0. The result is obviously not 0, but my ...
2
votes
0answers
182 views

Speeding up a numerical constrained quadratic optimization

I'm trying to solve a quadratic optimization problem in 35 variables, $\vec{α} = \left< α_1, \ldots, α_{35}\right>$: $$ \begin{aligned} &\operatorname*{maximize}_\vec{α}&&1.0\cdot ...
14
votes
1answer
276 views

How to create internally optimized expression for computing with high WorkingPrecision?

I have large dataset and need to fit rather complicated function on it with different values of one of its parameters (this parameter must be fixed in every fit). I use the ...
2
votes
2answers
343 views

Strange Behavior of NDSolve

I am trying to evaluate the following ODE numerically: ...
2
votes
0answers
43 views

NIntegrate/NSum with parameters [duplicate]

I'm trying to calculate a continuous integral within a discrete integral. Something similar to this (yet more complex): ...
0
votes
1answer
244 views

DAE - varying initial conditions

I want to solve a DAE-system and I want to vary more than one initial conditions and to manipulate them. I looked here: Putting NDSolve into ParametricPlot But it does not work: ...
4
votes
2answers
186 views

Numerical sum does not give consistent results

Consider the function ...
8
votes
0answers
491 views

Numerically solve 2nd order differential equation with singularity

Consider a second order differential equation with a potential that diverges at some generic value in the variable. For example: $$-y^{\prime\prime}(s)+\frac1{\mathrm{cn}{(s\mid k^2)}}y(s)=0$$ where ...
22
votes
3answers
453 views

How to flush machine underflows to zero and prevent conversion to arbitrary precision?

I'm working on some pretty intense computation in Mathematica; when my code started running slowly, I tracked the source of the problem to Exp[]. I need to ...
37
votes
1answer
990 views

How to compare power towers in Mathematica?

First I tried it directly, but it overflowed: ...
9
votes
1answer
520 views

Why can't I change the value of MaxRecursion in NIntegrate when integrating BesselJ?

I am trying to evaluate this integral numerically $$ \int_0^{\infty } J_0(q R) \tanh(q) \, \mathrm{d}q $$ for large values of $R$. This makes the integrand oscillate more quickly and Mathematica ...
1
vote
1answer
232 views

Why is arithmetic faster for inexact arithmetic?

I have been trying to compute eigenvalues of a rather sizable matrix A, about $500 \times 500$ (but sparse). I asked Mathematica to compute ...
2
votes
1answer
445 views

why there is a small imaginary part [closed]

I encountered a problem. I have a eigenvector eigvsI[1] ...
4
votes
1answer
143 views

Minimize failing on a polynomial

Calling: Minimize[{-0.4877 - 0.1190 r^2 - 0.1885 r^4 + 2.9703 z - 0.5531 z^2, 0 <= z <= 3.5 ∧ 0 <= r <= 1.75}, {r, z}] returns ...
1
vote
0answers
286 views

Adapting NDSolve to circumvent NDSolve::bdord: error for 1-D Euler Equations

I attempted to use NDSolve for the 1-D isentropic unsteady flow equations with low subsonic inflow velocity and prescribed inflow total enthalpy; along with a ...
3
votes
0answers
456 views

FindRoot gives a wrong solution which obviously should not be there

I got stuck on FindRoot and I didn't see any similar problem posted, so let me explain what I am trying to do and what problem I meet here. I try to find roots of a particular function, which in the ...
3
votes
1answer
616 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: ...
17
votes
1answer
1k views

Optimizing a Numerical Laplace Equation Solver

Laplace's Equation is an equation on a scalar in which, given the value of the scalar on the boundaries (the boundary conditions), one can determine the value of the scalar at any point in the region ...
2
votes
1answer
881 views

Plot FindRoot for non-trivial function

I would like to plot the results of FindRoot over certain range of inputs. I tried to do this with the code: ...
3
votes
1answer
120 views

Find point at which equation stops having roots (if it exists)

I am interested in the roots of this function: f[M_, b_] := 1 - (2 M Gamma[2, 0, (1/M + b M)/Sqrt[b]])/(1/M + b M) for fixed values of b. In particular I want ...
1
vote
2answers
558 views

How can I use FindRoot on an expression from NDSolve?

I have a second order ODE that I can only solve numerically using NDSolve, but I then need to use the solution in FindRoot and am running into errors. A simplified but analogous problem is the ...
1
vote
1answer
185 views

FindMaximum inconsistency

The code below seems to work for n<11. But for n=11, and above, it outputs newa then just outputs "beep" sound. WhyTheBeep says "The kernel Local has quit ...
1
vote
1answer
379 views

How to guess initial complex value for FindRoot

I have to solve a transcendental equation for a parameter, say $\beta$. Now, the $\beta$ has a range from $ik$ to $k$ where $i$ is the usual imaginary root $\sqrt{-1}$ and $k$ is a real number. ...
2
votes
1answer
603 views

Tutorial for basic numerical methods for PDEs

I'm afraid this is probably not going to be a "good" question, but I'd like to use Mathematica to learn about basic numerical schemes for solving pdes. For example, I'd like to compute the solution of ...
3
votes
1answer
224 views

Numerical Error with Large Matrices

I am writing a Finite Element Analysis program in Mathematica. The code involves handling a large matrix with large entries. I get an error when I try to use Mathematica's "LinearSolve" to solve a ...
3
votes
2answers
247 views

Computing the minimum distance in a contour plot

I have the following Mathematica code ...
13
votes
2answers
825 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: ...
3
votes
1answer
218 views

Strange behaviour of PolyLog Function

I discovered some strange behaviour of the PolyLog[] Function in Mathematica which seems to me like a bug in the function implementation. It looks like ...
0
votes
1answer
343 views

What is the correct way to use NIntegrate inside the FindMinimum function?

I'm having minor issues with the FindMinimum function when using NIntegrate inside. The functions work perfectly well but I get ...
4
votes
4answers
257 views

How can I name “a[[i]]” the parts of Table “a”? Or how to make Table “a” grow inside FindMinimum?

Let's say I want to minimize a function that uses a Table named a with the Conjugate Gradient Method of ...
16
votes
4answers
451 views

How to remove duplicates from set of machine precision 2D points?

I have a set of 2D points with machine precision coordinates. I need to remove all duplicates. Performance is important. This is the most obvious fast solution: ...
1
vote
1answer
248 views

What do these error messages mean when numerically solving differential equations?

I am using Mathematica to numercially solve the following equations: ...
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 ...