0
$\begingroup$

EDIT: I just realized this is closely related to a question I asked two years ago, Is FindRoot wrong about its WorkingPrecision? (which is still unanswered). I don't know if the current question counts as a duplicate, but it may ask the same thing more clearly. I hope you still read this one and see if the different phrasing triggers any insights.

I have a similar question as Precision of FindRoot but slightly different. Consider getting an InterpolatingFunction f[t] from NDSolve then finding a root with FindRoot:

Clear[f]
fsol = NDSolve[{f''[t] - f'[t] + f[t] - 1 == 0, f[0] == 1, 
    f'[0] == 1}, f, {t, 0, 20}, WorkingPrecision -> $MachinePrecision];
f[t_] = Evaluate[f[t] /. fsol];

Plot[f[SetPrecision[t, Infinity]], {t, 0, 20}, PlotRange -> All]

t0 = t /. FindRoot[f[t] == 10, {t, 18}, WorkingPrecision -> 50]
Precision@f[t0]
Precision@t0

Output:

f[t]

18.136956334574359755720315216764489747727661914414

11.6327

50.

The precision of my root t0 is equal to the WorkingPrecision I gave in FindRoot, despite that that is higher than the Precision of f itself, which came from NDSolve. My intuition about precision as a concept may be failing me here, but this does not seem right. My hunch is that if you use FindRoot to solve f[t]==number, then your answer for t should be no more precise than the precision of f at that t.

Even if Mathematica is technically right (is it?), I feel it's failing my purposes. There's real error introduced by the imprecision of my f[t]. Once I get t0 and plug it in (in my actual code it won't be back into f[t]!), I want it to reflect that t0 is imprecise because it was solving for an f[t] that was imprecise.

So I'd like answers to (a) Is Mathematica misusing precision here? And if not, then (b) Is there a way to make it reflect precision in a way that seems honest to me?

$\endgroup$

1 Answer 1

1
$\begingroup$

This doesn't answer your question but rather notes that the differential equation can be solved exactly.

Clear[f]

eqns = {f''[t] - f'[t] + f[t] - 1 == 0, f[0] == 1, f'[0] == 1};

fsol = DSolve[eqns, f, t][[1]];

Verifying that the solution satisfies the equations

eqns /. fsol // Simplify

(*  {True, True, True}  *)

f[t_] = f[t] /. fsol // Simplify

(*  1 + (2*E^(t/2)*Sin[(Sqrt[3]*t)/2])/
     Sqrt[3]  *)

There are four solutions for f[t] == 10. These can all be found using NSolve (or Solve or Reduce) rather than FindRoot

f10 = t /. NSolve[{f[t] == 10, 0 < t < 20}, t, Reals,
   WorkingPrecision -> 50]

(*  {7.4711859387099462515468807380311790899637056073604, \
10.843003786966755891571562660309141693335994867762, \
14.516733262382665885039289324062217368693394531490, \
18.136956466215141134109455148326120335487744137331}  *)

Plot[f[t], {t, 0, 20}, PlotRange -> {-800, 150},
 Epilog -> {Red, AbsolutePointSize[6],
   Point[{#, 10} & /@ f10]}]

enter image description here

Precision /@ f10

{50., 50., 50., 50.}

However, some precision is lost in calculating the function

f /@ f10

(*  {10.00000000000000000000000000000000000000000000000, \
10.0000000000000000000000000000000000000000000000, \
10.000000000000000000000000000000000000000000000, \
10.00000000000000000000000000000000000000000000}  *)

Precision /@ %

(*  {48.4669, 47.602, 46.6845, 45.8028}  *)

The precision decreases with increasing magnitude of the first derivative of f

Abs[f'[#]] & /@ f10 // N

(*  {45.6818, 221.584, 1424.41, 8672.91}  *)
$\endgroup$
1
  • $\begingroup$ Apologies for not specifying, but the equation in my question is just a random example. My actual equation is a set of four nonlinear equations in four variables: x, px, y, py. After solving these with NDSolve, I use FindRoot to find the t0 when y[t0]=1. From this I get my desired solution, which is the pair {x[t0], px[t0]}. As far as I know FindRoot is the best tool to get t0 is this situation, but I'd be happy to be contradicted on that opinion. $\endgroup$
    – Max
    Commented Jul 15, 2017 at 4:33

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.