# Tagged Questions

Ordinary Differential Equations (ODEs) contain functions of only one independent variable, and one or more of their derivatives with respect to that variable. This tag is intended for questions on modeling phenomena with ODEs, solving ODEs, and other related aspects.

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### Solving ODE with multiple equilibriums

Consider an ODE of the form: $$u'(t)=-\frac{1}{\varepsilon}u(u-\frac{1}{2})(u-1)$$ with the initial value $$u(0)=u_0.$$ Here $\varepsilon>0$ is a constant. It is easy to verify that $u\equiv0$ ...
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### Radial wave-function using Finite Differences

I want to solve an equation of the form $$\left[\frac{d^2}{d r^2} + \frac{1}{r}\frac{d}{d r}\right]\psi = 0$$ where $\psi$ is a wave function using finite difference method. The equation is more ...
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### Comparison of velocity Verlet and leapfrog algorithms

Many sources present the Euler, Verlet, velocity Verlet, and leapfrog algorithms for integrating Newton's equations. Based on the order of accuracy, it is agreed that velocity Verlet, Verlet, and ...
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### Methods for solving $x'=Ax+b$ for small, sparse, singular $A$

I am in the process of building a robotics physics engine. I have been using the Linear ODE $x' = Ax + b$ for the core of my physics integration, but have never found a really good solution method for ...
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### Problem with Richardson extrapolation method for weak convergence in SDE

I have implemented the Richardson extrapolation of the Euler-Maruyama method to 4th order, to estimate the moments of SDE. The Euler-Maruyama works, and I would expect the Richardson extrapolation to ...
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### Projection on Stiefel manifold after integration step

A few days ago, I asked how constraints like $A^T A = I$ can be implemented if one wishes to integrate differential equations of the form $\dot{A}=f(A,t)$. Kirill was so kind to point out that a ...
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### How to apply asymptotic matching condition in bvp4c?

I want to know how to write the code to apply asymptotic matching condition? In the paper, it is stated that they apply asymptotic matching condition for the range of ...
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### Integration of differential equation with orthogonality constraint

Lets say I have a system of differential equations which has the form $$\dot{C}_{\alpha,\beta,m} = f_{\alpha,\beta,m}(C_{\alpha,\beta,1},\ldots,C_{\alpha,\beta,N};t).$$ The $f$s are some functions of ...
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### How to obtain the reduced model from a subspace projection method?

I have a system of ordinary differential equations (ODEs). It is a large system that has dozens of equations and hundreds of parameters. I wish to reduce its size so it becomes computationally more ...
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### Solving stiff equations in Mathematica

I have problem to solve stiff equations. Any idea on how to solve this? I have tried "StiffSwitching" but it didnt work. Im solving this using Mathematica 10. Here is my code. Im sorry if I wrote the ...
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### Solving second order SDE with Gaussian white noise for first time derivative in Matlab

I'm having trouble solving a second order differential equation with Gaussian white noise. The equation I'm solving follows the form: $$Ax'' + Bx' + \sin(x) = i + i_{n}$$ where $i_{n}$ is the ...
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### Solving first order system in MATLAB

I have problem to solve this in MATLAB. The equation already in first order system, yet I still confused to write the code and solve it. Or this equation cant be solved by using bvp4c perhaps? ...
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### Shooting method MATLAB upper order non linear ODE [duplicate]

How can I solve a system of nonlinear differential equations using Matlab? I know I need to use the shooting method but how should I do it? I know I have to control the value of f'' so that it ...
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### Solving an ODE while maintaining weak positivity and weak monotonicity

I have a system of $N$ ODEs of the form, $$M(z,F(z)) \cdot F'(z) = \Phi(z,F(z))$$ where the mass matrix is $M(z,F): R\times R^N \to R^{N\times N}$ and $\Phi(z,F):R\times R^N \to R^N$ is (potentially)...
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### BDF methods for implicit-explicit method

Are there BDF formulas like the ones given here but one that can be used with implicit-explicit discretization? The right hand side in those formulas is supposed to be implicitly discretized at the ...
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### How can I use ODE events in MATLAB? [closed]

I need to have a better understanding about how to define ODE events. What I know is that if I have my ODE defined as ...
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### Spectral Collocation (or Weighted Residual) Methods to solve Stiff ODEs?

I have a system of ODEs which is (at least moderately) stiff. Consider the class of spectral collocation methods https://en.wikipedia.org/wiki/Spectral_method or the related class of weighted ...
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### Computing solutions with singularities using MATLAB ODE45

I am new to solving numerically ODES and thus it is difficult for me to judge the reliability/trustworthiness of the results that I have produced for the following problem: I am dealing with a 2nd ...
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### Techniques to solve this complicated ODE

I have to solve the following ordinary differential equation: $$A(\rho, \Phi)\Phi'' + C(\rho, \rho', \Phi)\Phi' - D(\rho, \rho')\Phi^2 - \lambda \rho^4 \Phi^3 = 0 \enspace .$$ Here, prime $(')$ ...
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### How can one describe the accuracy of a Runge-Kutta method?

I am solving a nonlinear ODE with a regular singularity using MATLAB ODE45 or ODE113. I am wondering what precision and accuracy they have and what one can say about the numerical error. The idea ...
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### PDEs appropriate for adaptive time stepping algorithms

I'm looking for some physical phenomena for which an adaptive time stepping algorithm would be ideal. A PDE or ODE that showed very large gradients in time at a small period of time and smoother ...
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### ODE events to switch between 5 equations (friction model)

I am modelling a 1 dof spring-mass-damper system with friction. As first attempt I modelled the friction according to the simple Coulomb model (figure A here http://article.sapub.org/image/10.5923.j....
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### Algorithm to Compute Separatrix of Nonlinear ODE

The solution space of a nonlinear ordinary differential equation (ODE) often includes a separatrix that is unstable in the sense that nearby solutions depart exponentially from it. The nonlinear ...
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### What is the meaning of this error in MATLAB?

Warning: Failure at t=6.137539e-04. Unable to meet integration tolerances without reducing the step size below the smallest value allowed (1.734723e-18) at time t. In ode15s (line 730) In ...
I am facing the following problem. I need to solve numerically a set of coupled equations i\frac{d}{dt}f_{n}^{(i)}(t) = \left[U\cdot n(n-1) + \mu\cdot n\right]f_{n}^{(i)}(t) - \sqrt{n+1}\Phi_i^{*}\...