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Questions on the use of numerical functions NIntegrate and NDSolve.

2 votes

Second Order Non Linear Differential Equation

This problem seems to be really stiff as whuber has pointed out. Using the BDF method and allowing NDSolve to ruminate about the order, didn't quite change the solution (z value where stiffness was e …
dearN's user avatar
  • 5,381
2 votes

Numerical solution of a differential equation with NIntegrate coefficients

First solve this: a = NIntegrate[Sqrt[1 + E^tt^2 Sin[tt^2]], {tt, 0, 1}] And then do this: DSolve[{D[u[t], t] == a u[t], u[0] == 1}, u[t], t] That should solve the problem.
dearN's user avatar
  • 5,381
7 votes
2 answers
657 views

Starting NDSolve from intermediate time step?

I always wondered if I could start NDSolve from an intermediate time step. What I mean is, in the code sample below, if I were to run my solution from tmin=0 to tmax=2 and then I realize that my sol …
dearN's user avatar
  • 5,381
1 vote
1 answer
290 views

NIntegrate is resetting my variables and not giving me a result?

I am trying to check if mass conservation holds by integrating the area under a curve but to no avail. Needs["DifferentialEquations`InterpolatingFunctionAnatomy`"]; Needs["VectorAnalysis`"] Clear[E …
dearN's user avatar
  • 5,381
1 vote
0 answers
755 views

NDSolve Convergence test failure and significant effect of DifferenceOrder on eventual results

I am solving a non linear partial differential equation with what I call free boundary conditions (solid mechanicists would know this as simply supported). I realized that this boundary condition doe …
dearN's user avatar
  • 5,381
2 votes
0 answers
292 views

EventLocator with LSODA?

Is the EventLocator option not compatible with LSODA on NDSolve. Below is what I tried to do to arrest my simulation if the time step went below a certain value (based on this suggestion). The script …
dearN's user avatar
  • 5,381
29 votes
1 answer
1k views

Publishing results obtained in Mathematica

I've been using Mathematica to solve nonlinear partial differential equations for my doctoral research for the last 2 years or so. I am not an expert in Mathematica or mathematics and I am an engineer …
dearN's user avatar
  • 5,381
9 votes
2 answers
2k views

How to set the NDSolve method to LSODA

I notice that off all the Method options available for NDSolve[...], LSODA is invoked quite automatically for stiff equations when Method -> Automatic. Is there a way to set the Method -> LSODA? I as …
dearN's user avatar
  • 5,381
12 votes
1 answer
6k views

Controlling the time step in NDSolve?

I generally use NDSolve for stiff non linear partial differential equations of 4th order. I find that a BDF1 method generally does well to placate my beast of a PDE. I've also tried out "MaxSteps" to …
dearN's user avatar
  • 5,381
11 votes
1 answer
1k views

How to tell mathematica not to resolve stiffness issues

Very often I solve partial differential equations that are nonlinear and could be up to 4th order. In these cases, it is usual for the solution determined by NDSolve to be stiff during a later stage. …
dearN's user avatar
  • 5,381
17 votes
1 answer
6k views

What method does NDSolve use for solving PDEs?

What is NDSolve's mode of operation? I use it to solve partial differential equations and never gave it too much thought. Recently, I came across this question. Accordingly, I used Trace[...] and re …
dearN's user avatar
  • 5,381
7 votes
1 answer
1k views

What does MaxStepFraction do?

I find that with NDSolve[...] while solving a partial differential equation, changing the MaxStepFraction from 1/10 to say 1/60, improves convergence. Without going into too many details about the PD …
dearN's user avatar
  • 5,381
4 votes
1 answer
491 views

How to demonstrate lack of stability with advection equation

I am trying to that using a coarse grid with an explicit method for, say, the advection equation leads to an unstable solution. The trouble is Mathematica avoids unstable solutions with good Methods o …
dearN's user avatar
  • 5,381
1 vote

Problems with NDSolve and stiffness

As prompted by one of the comments, stiffness switching did help some. I usually go with Method->LSODA for stiff equations but tried Method -> {"StiffnessSwitching", Method -> {"ExplicitRun …
dearN's user avatar
  • 5,381
11 votes
1 answer
1k views

Setting the DifferenceOrder Option

I've been playing around with Method in NDSolve[...] and can't quite seem to figure out how to force NDSolve to use a certain difference order with a certain method. For instance, I am trying to val …
dearN's user avatar
  • 5,381

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