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

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3
votes
3answers
784 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 ...
4
votes
2answers
450 views

Any ideas on how GeneralMiniMaxApproximation is implemented?

GeneralMiniMaxApproximation is used to construct minimax approximations of parametrically defined functions. I am curious about how ...
1
vote
1answer
206 views
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
204 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. ...
1
vote
0answers
191 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)?
3
votes
2answers
305 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: ...
1
vote
3answers
2k views

Tricks for solving (lots of) coupled nonlinear equations numerically?

I have a system of 6 non-linear (quadratic) coupled equations with 6 complex unknowns \begin{align*} |x_1|^2 + |x_2|^2 + |x_3|^2 &= a\\ x_1 x_4^* + x_3 x_5^* &= b + c i\\ x_1 ...
14
votes
2answers
431 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, ...
4
votes
1answer
386 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 ...
4
votes
1answer
198 views

Why to do parentheses change the results of a calculation?

I'm getting results that are sensitive to where I place parentheses with respect to operations that are associative1 (and should thus be insensitive to such placement). For example, if I define2 ...
10
votes
4answers
3k views

How can I differentiate Numerically?

Mathematica has two ways to integrate: Integrate and NIntegrate. But what about D? ...
0
votes
1answer
267 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 ...
10
votes
1answer
386 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 ...
16
votes
2answers
932 views

How to compute the inverse CDF properly?

Note: this has been fixed in version 9. I want to compute the CDF and inverse CDF of the hyperbolic distribution: ...
5
votes
2answers
881 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 ...
14
votes
0answers
616 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 $$\oint_{\cal C}\oint_{\cal C} \frac{1}{u\, x} d u d x$$ ...
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
435 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
1k 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 ...
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 ...
9
votes
1answer
230 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 ...
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 ...
5
votes
1answer
932 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 ...
12
votes
2answers
446 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
303 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
814 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 ...
1
vote
1answer
591 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 ...
11
votes
3answers
3k views

NDSolve with Euler method

I want to solve this equation with NDSolve[] using the Euler method: x'[t] == 0.5*x[t]-0.04*(x[t])^2 with initial condition ...
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 ...
2
votes
1answer
229 views

Numerical comparisons of matrices

I have a matrix which should be equal to a null matrix. However due to the numerical precision, a brutal equality test with a matrix initialized with zeros does not work. How should I perform the ...
1
vote
2answers
105 views

NSum generates a warning message when getting the sum of a list

I know what I'm doing can be done with Total: a = Range@3; Total@a And if I simply choose ...
10
votes
1answer
998 views

How do I find all the solutions of three simultaneous equations within a given box?

Sometimes, one needs to find all the solutions of three simultaneous nonlinear equations in three unknowns $$\begin{align*}f(x,y,z)&=0\\g(x,y,z)&=0\\h(x,y,z)&=0\end{align*}$$ within a ...
19
votes
3answers
1k views

Can Mathematica Handle Open Intervals? Interval complements?

Open Intervals Following up on this question, I was wondering whether Mma can handle open intervals. For example, the union of the intervals, $$1<x<5$$ and $$5<x<8$$ should not ...
2
votes
1answer
477 views

How to solve simultaneous equations faster with Compile?

I have large 6x6 matrix Uwhich is a multiplication of 15 rotational matrix. All of the elements are Sin\[theta] and ...
5
votes
1answer
872 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 ...
1
vote
3answers
378 views

equation solving problems

I have some equation: $$ veq=-2-lr-l^2r+2(r+ir^3\omega) v' + (-2+r)r^2v'^2 + (-2+r) r^2 v''==0 $$ or in Mathematica form: ...
8
votes
1answer
346 views

ReplaceAll[] and Limit[] don't give correct results for this expression under extreme variables [duplicate]

Possible Duplicate: Funny behaviour when plotting a polynomial of high degree and large coefficients 1/x^2 + (3 + x)/(6 (1 - Exp[x] + x)) ——This is a ...
26
votes
1answer
853 views

Fast Spherical Harmonics radiative transfer

This is a rather specific question and I apologize for spamming you with some lengthy code. But it could be interesting for some reader and maybe you can help out, so please bear with me. I am using ...
5
votes
4answers
2k views

Numerical Differentiation using 1500 data points

I have a set of 1500 data points (which are some energy eigenvalues) corresponding to a parameter H0 (which represents magnetic field. H0 values are equispaced going from $-3.0$ to $3.0$ in steps of ...
2
votes
4answers
282 views
12
votes
2answers
2k views

How to discretize a nonlinear PDE fast?

I wish to numerically solve the following PDE. Although there are some complete discussions for solving PDEs in tutorial/NDSolvePDE, there is no hint for the nonlinear case by discretization. Thus, I ...
1
vote
1answer
1k views

Problem while solving system of two second order non linear coupled differential equations using NDSolve function

I am a completely new to Mathematica, and I am sorry if this question is dumb. I have to solve a system of two second order non linear coupled differential equations (that I got from the Lagrangian ...
16
votes
2answers
1k views

Higher order periodic interpolation (curve fitting)

I have a list of points in 3D, and I want to get a smooth interpolation or curve fit (it is more for illustration) of these points such that the first and second derivatives at the start and end ...
13
votes
1answer
408 views

What strategies can I use to evaluate a limit when Limit[] returns unevaluated

I'm trying to find the following limit using Mathematica: $$\lim_{N\to\infty}\sum_{k=1}^N\left(\frac{k-1}{N}\right)^N$$ The problem is taken from here and is known to converge to ...
34
votes
3answers
2k views

Identifying critical points/lines of 2/3D image/cubes

Upshot I am interested in identifying critical points of a 3D field/cubes (maxima, minima, tube-like and wall-like saddle points) and 2D field/image (maxima, minima, saddle points). I.e. the ...
3
votes
2answers
934 views

Numerically Solving two dependent Transcendental Equations

I need to solve a system similar to the following (Except it is quite large. Solving this ought to do the job): $$ \tan[2f(t)] = 1+ t^2\ $$ and $ f(t) $ is $ k $, such that$$ \tan[2kt]-(1+k^2) = 0\ ...
21
votes
3answers
697 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} ...
3
votes
0answers
199 views

LeastSquare Solution for the Continuous Time Lyapunov Equation

I have been working with a problem which involves solving the continuous time Lyapunov equation $$A R + R A^\top = G$$ for the symmetric positive definite matrix $R$. Here $A$ is real, invertible ...
12
votes
1answer
1k views

AccuracyGoal, PrecisionGoal, WorkingPrecision and NDSolve

I'm trying to understand exactly what WorkingPrecision, AccuracyGoal and PrecisionGoal mean ...