Questions tagged [numerical-integration]

Questions on the use of numerical functions NIntegrate and NDSolve.

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14
votes
2answers
2k views

Boundary condition with spatial derivative is ignored by NDSolve

Consider the following differential equation: $$\begin{align*}&\rho C_p\left(\frac{\partial T}{\partial t}\right)=k\left[\frac{\partial^2 T}{\partial x^2}\right]+\dot{q}\\ &\text{at }x=0,\;\...
35
votes
2answers
5k views

Determining which rule NIntegrate selects automatically

I need to numerically integrate a highly oscillatory function over the semi-infinite domain $(0,\infty)$: $$\int_0^\infty \frac{\sin^2(x) \sin^2(1000 x)}{x^{5/2}}\mathrm dx$$ Since the Levin rule (...
17
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2answers
1k views

What boundary is added when boundary condition is not sufficient?

When insufficient boundary conditions are given to NDSolve for solving PDE, usually the warning NDSolve::bcart pops up: ...
24
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2answers
2k views

Easy way to plot ODE solutions from NDSolve?

Inspired by the closed question Beautify a NDSolve Graph ! and a comment someone made to me not too long ago: Is there some quick way to plot NDSolve results ...
12
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2answers
13k views

Solving a system of ODEs with the Runge-Kutta method

I´m trying to solve a system of ODEs using a fourth-order Runge-Kutta method. I have to recreate certain results to obtain my degree. But I'm a beginner at Mathematica programming and with the Runge-...
17
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2answers
3k views

What's behind Method -> {"EquationSimplification" -> "Residual"}

In order to solve a quite large system of differential equations, I have the habit to use the NDSolve command without changing any options. As I wanted more ...
18
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6answers
3k views

How do I obtain the enclosed area of this particular parametric plot?

I'm trying to find a way to obtain the enclosed area of this particular plot. Can someone show me how? ...
5
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2answers
2k views

Unexpected result of summation

I wrote a small module that gives me an incorrect output-set. It should be a single number! I don't understand what went wrong. This is the form of summation used: $$\frac{1}{2} (b-a) \sum_{i=1}^n ...
22
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2answers
963 views

NDSolve uses different difference order for different spatial derivative when solving PDE

I found something this tutorial for method of line doesn't tell us. Consider the following toy example: ...
24
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4answers
5k views

How to integrate functions of linearly interpolated data?

At first, consider integration of pure InterpolatingFunction. Importing some data (works in v.9, for earlier versions one can use this link to download zipped <...
8
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4answers
4k views

Nonlinear differential equation: numerical solution

I have to find and plot a numerical solution for this second order differential equation: u''[x] + (u'[x]/x) - (u[x]/(x^2)) + u[x] - u[x]^3 = 0 where $0\leq x &...
6
votes
2answers
2k views

Test a wooden board's vibration mode

Here is a wooden board, with dimensions shown on the picture below. How we can use Mathematica's newly build-in finite element analysis features to show the different modes of its vibrations. Assuming ...
41
votes
2answers
12k views

Nested NIntegrate

Suppose that we have the given simple integral expression $$ \int_{-5}^{5} x \int_{-\infty}^{x} e^{\int_{0}^{z} -y dy} dz dx $$ Writing this out in Mathematica we obtain: ...
24
votes
5answers
12k views

Numerical Fourier transform of a complicated function

Say I have a function $f(x)$ that is given explicitly in its functional form, and I want to find its Fourier transform[1]. If $f$ is too complicated to have an analytic expression for $\hat f(k)$, how ...
24
votes
3answers
7k views

Solving a Volterra integral equation numerically

I would like to solve for $P(t)$, in Mathematica, a Volterra integral equation of the 2nd kind. It is: $$P(t) = R_0(t) + \int_0^t P(t') R_0(t-t')dt'$$ I know the function $R_0$ and would ...
67
votes
3answers
3k views

When can I 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: machine-...
23
votes
2answers
3k views

I failed to solve a set of one-dimension fluid mechanics PDEs with NDSolve

The fluid here has been assumed as single component perfect gas i.e. it obeys the equation $p=ρ R T$, the thermal conductivity is assumed as a constant, so the equation set is: ...
38
votes
2answers
2k views

How to implement custom integration rules for use by NIntegrate?

How can NIntegrate be extended with custom implementation of integration rules? This answer of the question "Monte Carlo integration with random numbers generated ...
25
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2answers
3k views

Using a compiled function inside NIntegrate gives "CompiledFunction::cfsa" message

The following function is defined for Real input: ...
22
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4answers
2k views

Only final result from NDSolve

Finally, I started to play with differential equations in Mathematica. And I have faced the problem, which seems to me so basic that I'm afraid this question is going to be closed soon. However, I'...
20
votes
1answer
2k views

How do I create a triangulated surface from points?

I have a set of points in a nx3 matrix and I would like to convert them into a surface, so that I may calculate its surface area. The function ListSurfacePlot3D creates the surface how I want it. ...
19
votes
3answers
2k views

Numerically solve the initial value problem for the 1-D wave equation

I want to solve the standard 1-dimensional wave equation $y_{xx}=y_{tt}$ using NDSolve (for $y(x,t)$) with the following conditions: ...
10
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2answers
1k views

2D inhomogeneous biharmonic equation

How to solve a 2D inhomogeneous biharmonic equation with NDSolve? I tried the following code: ...
39
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2answers
6k views

Complex valued 2+1D PDE Schrödinger equation, numerical method for `NDSolve`?

Based on the heat equation of the Mathematica Manual tutorial, I wrote the complex counterpart (Schrödinger) equation, for the free particle propagation of an initial wavepacket. ...
31
votes
3answers
4k 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 $$ r\frac{d}{dr}\left(\frac{1}{r}\frac{d}{dr}A(r)\right)-\xi^2F(r)^2\left(A(r)-1\right)=0 $$ $$ \frac{1}{r}\...
9
votes
2answers
4k views

How to plot and solve the numerical solution of a integro-differential equation

I have a integro-differential equation of the form $y'(t) = - \int_0^t {y(t_1 )} e^{t_1 - t} dt_1, {\rm{ t}} \in {\rm{[0,10], y(0) = 1}}$ My code is: ...
9
votes
2answers
2k views

Why does NDSolve need to solve for the derivatives if the equations are already explicitly solved?

Consider the following test case: ...
29
votes
3answers
3k views

1D Euler equations (fluid dynamics) with NDSolve

Is it possible to accurately solve the 1D Euler equations in Mathematica using NDSolve? For example, let us consider the Sod shock tube problem. Introduction to ...
16
votes
1answer
12k views

How do I prevent NIntegrate::inumr errors within other functions?

I believe this question is best illustrated with a simple example. If I run FunctionInterpolation[NIntegrate[a + b, {a, 0, 1}], {b, 0, 1}] I get errors of the ...
13
votes
1answer
736 views

How to calculate the numerical integral more efficiently?

Rencently, I ecountered the following numerical intergral: $$ \begin{cases} \mathbf I_1=\displaystyle \int_{t}\mathbf N' {\mathbf N'}^{\text T}{\rm d}t\\ \mathbf I_2=\displaystyle \int_{t}\mathbf N'' {...
13
votes
2answers
773 views

Boundary Condition for Schrödinger Equation in Infinite Range

I am trying to simulate the movement of a coherent state in a quantum harmonic oscilator, but for some reason the answer diverges and there is a warning about not enought boundary conditions. Also, ...
5
votes
1answer
719 views

PDE of real-world system, integral boundary condition

I've stripped all the physical-significance for clarity, but I know that u[x,t] will be everywhere positive and continuous. here are the equations in Mathematica code: ...
10
votes
2answers
912 views

Interpolating an Antiderivative

I'd like to be able to make InterpolatingFunctions for antiderivatives of functions that can't be integrated symbolically. However, the following code returns ...
29
votes
3answers
4k views

Programming a numerical method in the functional style

I am new to Mathematica and I would like to learn a bit more about functional programming. At the moment I have assignments like programming different numerical methods (for integration: ...
15
votes
1answer
3k views

Obtaining an NIntegrate error estimate

Is there a way to extract the error that Mathematica estimates when calculating a numerical integral using NIntegrate? Internally Mathematica must keep track of ...
9
votes
3answers
5k views

Is it possible to compute with the trapezoidal rule by numerical integration?

Is it possible to compute trapezoidal rule numerical integration? I know that Mathematica has Interpolation, and that a list of points can be interpolated and then ...
11
votes
2answers
2k views

Monte Carlo integration with random numbers generated from a Gaussian distribution

I want to do numerical integration of some functions using the Monte Carlo method. The default setting for the Monte Carlo method is to use a uniform distribution as far as I know. How can I change ...
10
votes
1answer
864 views

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 non-...
16
votes
2answers
738 views

Conservation of area solving a PDE via finite difference scheme

I have two PDEs that describe the movement of fluid: $h_t + [h^3(1-h)^3((1+\varepsilon h)\sin \theta - \varepsilon h_\theta \cos \theta]_\theta$ = 0 $h_t - [h^3(1-h)^3 \varepsilon h_\theta]_\theta$ = ...
4
votes
2answers
1k views

NIntegrate over a list of functions

This question is the result of these other two questions. Question 1 and 2. I thought it would be better to ask a new question rather than deleting previous one. I think When ...
7
votes
2answers
1k views

NDSolve with vector function

(Possible duplicate yet I still can't understand.) Basic 2D revolving around origin: ...
10
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3answers
2k views

How to solve the differential equation with Duhamel's integral?

How do I solve a differential equation with Duhamel's integral? I tried to solve it with NDSolve, but failed: ...
6
votes
3answers
472 views

Integrating a real function I get a complex value, while after variable transformation the result is real. Bug?

I have the following integral: Integrate[1/Sqrt[0.7 + 0.3*(1 + z)^3], {z, 0, ∞}, Assumptions -> z ∈ Reals] >> -3.36354 - 3.85013 I The output is complex, ...
17
votes
3answers
11k views

Solving a time-dependent Schrödinger equation

I want to solve the time-dependent Schrödinger equation: $$ i\partial_t \psi(t) = H(t)\psi(t)$$ for matrix, time-dependent $H(t)$ and vector $\psi$. What is an efficient way of doing this so that ...
20
votes
3answers
17k 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 ...
22
votes
5answers
5k views

How to speed up the plot of NIntegrate?

Here is a toy example: f[t_] := NIntegrate[Sin[x], {x, 0, t}]; Plot[f[t], {t, 0, 10}] // Timing Even such a simple example will take 2.8 seconds on my computer. ...
18
votes
1answer
658 views

Inconsistent behavior of WhenEvent[ ]

Consider the following simple example: ...
13
votes
3answers
1k views

Solving an integro-differential equation with Mathematica

I try to solve a nonlinear integro-differential equation with this code. Here i used a periodic condition. ...
15
votes
2answers
3k views

NIntegrate error bound

I am trying to evaluate a highly oscillatory integral using NIntegrate. I fear that due to limited resources (time and/or memory), I will not be able to evaluate the integral to the desired precision. ...

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