Questions tagged [differential-equations]
The differential-equations tag has no usage guidance.
132
questions
0
votes
0answers
21 views
Why does this Non-Standard FDTD implementation lead to infinite increase in the magnitude of an EM pulse?
I have been working on a Particle-In-Cell Framework in Python and have noticed an issue where the magnitude of a EM pulse increasing infinitely as the simulation updates.
Currently, I am using the Non-...
5
votes
2answers
529 views
Specifying ode solver options to speed up compute time
I'm specifying the 'JPattern', sparsity_pattern in the ode options to speed up the compute time of my actual system. I am sharing a sample code below to show how I ...
0
votes
0answers
51 views
Can I get a symbolic solution for these coupled ODEs?
I found this IPython notebook called ‘Roller Coaster’ from", "numfys.net, where they model the movement of a ball over a path described by a third-degree polynomial $y(x)$ with slope $\...
1
vote
1answer
105 views
Solving numerically the 1D Kuramoto-Sivashinsky Equation using spectral methods
Lately, I've been trying to solve numerically the 1D Kuramoto-Sivashinsky Equation using spectral methods.
Let $\nu$ be the viscosity and $[0,L]$ the domain. The 1D equation is,
$$
u_t + uu_x + u_{xx} ...
4
votes
1answer
69 views
Geometric integrators besides midpoint/Crank-Nicolson?
I have a first-order ODE
$$
\dot{x} = a(t) \times x, \quad x(0) \in\mathbb{R}^3.
$$
with $\|a(t)\| = 1 \;\forall t$.
Consequently, $\|x(t)\|=\|x(0)\|$ for all $t>0$. I would like this to be ...
3
votes
2answers
199 views
How to solve second order coupled non linear differential equations
For a project I am doing, I have to solve the following system of differential equations numerically using my own code:
$$
x^2K'' = KH^2 + K(K^2-1)
$$
and,
$$
x^2H'' = 2K^2H + \alpha H(H^2-x^2)
$$
...
1
vote
1answer
84 views
Numerical integrator for $a'(t)=e^{-a(t)}f(t)$
Suppose I know a function $f(t)$ and all its derivatives in $t$ in closed form. Given $a(0)$ and some $t_0>0$, I'm looking for an explicit integrator that can estimate $a(t_0)$, where $a(\cdot)$ ...
1
vote
1answer
44 views
Finite Element Method for 1D Poisson Equation with Inhomogeneous Boundary Conditions
Im trying to solve the Poisson equation in 1D: $$-u_{xx} = f(x), \hspace{6mm} u(a) = d1, \hspace{2mm} u(b) = d2$$Assuming a uniform partition such that $x_n = a + nh$, where $h = (b-a)/N$ and $n \in [...
2
votes
0answers
90 views
Find time step for Euler method in numerical solving of a system of non linear differential equations
I have a system of non linear differential equations in the form :
$$\frac{dy_i}{dt}=\sum_j a_{ij} y_i y_j $$.
I first tried to solve it with Python suing ...
0
votes
1answer
59 views
2 point BVP solver: how to compute errors
Background
I am working with chapter 2 in LeVeque's book: https://faculty.washington.edu/rjl/fdmbook/
I have build my own solver in Python to solve the 2 point BVP:
$$
\epsilon u''+u(u'-1) =0 , \\
u(0)...
1
vote
0answers
59 views
Stochastic differential equation system (SDE) : overflow encountered in double-scalars
I'm trying to integrate the following SDE system from Dekker et al.
To do that I'm using the Euler-Maruyama method which is basically a forward-Euler scheme plus a Gaussian noise term where the mean ...
3
votes
2answers
322 views
CUDA & Python for numerical integration and solving differential equations
Can anyone please suggest some libraries which allow use CUDA in Python for numerical integration and/or solving of differential equations?
My goal is to solve large (~1000 equations) of coupled non-...
3
votes
0answers
48 views
Difference between wave vector and density matrix in numerical calculation of Schrödinger equation
I solved Schrödinger equation for a following tow-level time-dependent Hamiltonian numerically in two ways:
...
0
votes
0answers
162 views
Numerov method for solving Schrödinger equation
I have just begun learning computer science to apply it to Physics and I am trying to write a code for solving Schrödinger's equation of the harmonic oscillator (setting $V=\frac{x^2}{2}$) in one ...
-2
votes
1answer
40 views
Solving differential equation by setting vectorization `on` in MATLAB
This is a follow up to my previous question posted here.
I've set up an ode system in MATLAB and I'm trying to vectorize the code to increase the speed of computation.
The follow is the code for my ...
1
vote
1answer
48 views
solving differential equations with jacobian pattern
I'm trying to compare the simulation time for solving a system of differential equations with and without jacobian pattern for a toy model using ode15s in MATLAB.
...
2
votes
0answers
67 views
Linearising Nonlinear Coupled Partial Differential Equations - Alfvénic Diffusion
I am trying to solve the following coupled partial differential equations with a finite difference scheme:
$$\partial_tf+v\partial_zf+\partial_z\frac{1}{W}\partial_zf=0$$
$$\partial_tW+v\partial_zW-\...
0
votes
2answers
220 views
Solve a system of coupled differential equations in Python
I have a system of two coupled differential equations, one is a third-order and the second is second-order. I am looking for a way to solve it in Python.
I would be extremely grateful for any advice ...
7
votes
1answer
153 views
Which finite difference better approximates $uu'$?
I want to approximate $uu'$ with a finite difference. On the one hand, it seems to be
$$(uu')_i=u_i\frac{u_{i+1}-u_{i-1}}{2\Delta t}=\frac{u_iu_{i+1}-u_iu_{i-1}}{2\Delta t}$$
On the other hand,
$$(uu')...
-1
votes
1answer
305 views
ODEintWarning: Excess work done on this call (perhaps wrong Dfun type)
I was messing around with some numerical integration functions. I wrote an arbitrary differential equation to test my understanding, the code is as follows:
...
1
vote
0answers
56 views
Book recommendation on numerical methods for solving Integro-Differential equations
I was wondering if anyone could recommend a good book or resource on numerical methods for solving integro-differential equations? Of course I am familiar with the methods for solving ODEs and PDEs ...
1
vote
1answer
223 views
Trouble with backwards time integration in Python
I am struggling with a rather basic numerical integration task: Using Python's scipy.integrate.solve_ivp module to integrate an ODE sytem backwards in time. As a test, I am using the following ODE ...
2
votes
0answers
88 views
How to derive the adjoint sensitivity equations for a least squares objective function gradient
The Problem
I would like to determine the gradient of a least squares objective function which depends on a vector of 40 parameters $p$, and the solution of a system of 32 differential equations. In ...
1
vote
1answer
78 views
Solution of Coupled Differential equation for a 2d linear flow using RK4 method in python 3
I want to study the dynamics of a 2d linear flow, whose dynamical equation is- $\begin{pmatrix} \dot{x_1}\\ \dot{x_2}\\ \end{pmatrix}=\begin{pmatrix} 1 & 1\\ 4 & -2\\ \end{pmatrix}\begin{...
1
vote
1answer
67 views
2-DOF Robotic Manipulator Trajectory Tracking Simulation
I am trying to simulate a 2-DOF planar robotic manipulator (have its joints follow a predefined trajectory) that's described by its dynamic model:
$$ M(q)\ddot{q}+C(q,\dot{q})\dot{q}+G(q) = \tau $$
...
1
vote
2answers
342 views
How to set up the differential equation system to speed up computation?
I've set up a system of differential equations, obtained after discretizing pde, in the following way
...
1
vote
1answer
454 views
scipy odeint: excess work done on this call and very sensitive to initial value
I am trying out odeint and received the error
'Excess work done on this call (perhaps wrong Dfun type).'.
The values returned are also super sensitive to small ...
0
votes
1answer
85 views
Odeint error for nonlineal differential equations
I receive the following error when I run the code.
ODEintWarning: Excess work done on this call (perhaps wrong Dfun
type). Run with full_output = 1 to get quantitative information. warnings.warn(...
8
votes
1answer
407 views
Numerical computation of Lyapunov exponent
I'm trying to compute the Lyapunov exponent for a smooth continuous time dynamical system(say, $\dot{\bar{x}} = f(\bar x)$). I using the QR decomposition method. Here are the steps that I follow.
...
3
votes
1answer
141 views
How to get a more accurate cancelation
I shall try to get to the point, so let me know if there is something left and you need more details.
I am solving a couple of equations that are not coupled explicitly, but their corresponding ...
2
votes
1answer
132 views
A problem with Poisson equation
I'm computing the Hartree potentials of atoms by solving the Poisson equation and I use hydrogen atom as a test case. The Poisson equation for hydrogen atom in atomic units is given by
$$\nabla^2 V_H =...
0
votes
0answers
28 views
Set of integrators do not consistently solve an equation in Python
I must solve the following second order differential equation:
$\delta \phi^{''}_{\mathbf{k}}+(3-\epsilon)\delta \phi^{'}_{\mathbf{k}}+\left(\frac{k^2}{a^2 H^2}+\frac{V_{,\phi\phi}}{H^2}-6\epsilon +4\...
3
votes
1answer
516 views
Solving the heat diffusion equation with source term
I am trying to solve the 1-D heat equation numerically with a variable source term. The system is basically a tank containing styrene in which it polymerizes to liberate heat. I have assumed that the ...
2
votes
0answers
40 views
How to increase the stability of a DAE solver?
I am trying to solve a set of linear PDEs of the form
$$F\left(\vec{y},\frac{\partial \vec{y}}{\partial x},\frac{\partial^2 \vec{y}}{\partial x^2},\frac{\partial \vec{y}}{\partial t}\right)=0.$$
To ...
1
vote
0answers
37 views
Discretization formula for a system of two differential equations. “Solution to one of these is the initial condition of the other”. In which sense?
Consider the following stochastic differential equation
\begin{equation}
dy=\left(A-\left(A+B\right)y\right)dt+C\sqrt{y\left(1-y\right)}dW\tag{1}
\end{equation}
where $A$, $B$ and $C$ are parameters ...
2
votes
2answers
76 views
Methods for solving discrete PDEs using algorithmic differentiation results
I'm looking for a method to solve a 20000 variable, 20000 residual non-linear PDE with a Galerkin method.
I have Fortran subroutines for:
The residuals: $\vec{r}(\vec{x})$;
Their Jacobian multiplied ...
0
votes
0answers
60 views
Solver for large dense BVP system in python
I have a large system of boundary value problems of the form
$$ \frac{d^2 y }{dt^2} = C(t) y + b(t), $$
where the variable $y$ is a vector that has anywhere from 50 to around 500 components, $C$ is a ...
3
votes
2answers
281 views
Finite difference method having a discontinuity
I am trying to understand the FDM which is a widely used method solving differential equations by using approximation below.
$$\dfrac{\partial u}{\partial x}=\dfrac{u(i+1)-u(i-1)}{2\Delta x}$$
How can ...
0
votes
1answer
123 views
Two RK4 method in one program
I want to solve this integral using RK4 by coding in Fortran:
$$R=∫1/a(t) dt → dR/dt=1/a(t) =f(t)$$
Initial point: t=0 (or a=0.001) and R=0
And I have to get a(t) by solving another ...
0
votes
0answers
34 views
Simulating the response of nonlinear system with stiff differential equations
I want to simulate the response of a nonlinear system given in the following form:
$$ \dot{x_1} = f_1(\bar{x_1})+g_1(\bar{x_1})x_2, \ x_1(0) = 0.2 $$
$$ \dot{x_2} = f_2(\bar{x_2})+g_2(\bar{x_2})x_3, \...
1
vote
1answer
101 views
Partial differential equation FEM application
I have a PDE which looks like Helmholtz wave equation on one dimensional domain.
$$\dfrac{d^2u(x)}{dx^2}+\pi^2u(x)=f(x)$$
where $-\infty <x<\infty $
Also, $f(x)= 1$ for $-0.25<x<0.25$, I ...
0
votes
1answer
53 views
MATLAB ode45 doesn't start at initial conditions
I wrote a code in MATLAB to solve a system of differential equations, but my solution doesn't seem to take into consideration the initial conditions I specified. I am not sure how to interpret this ...
1
vote
3answers
150 views
Runge-Kutta method for an ODE with initial value which is root of denominator
I wrote a code in Fortran to solve this differential equation using RK4 method:
$$
\frac{dy}{dx}=A\sqrt{\frac{B}{y}+\frac{C}{y^2}}
$$
$A$, $B$, and $C$ are some known constants. The problem is that ...
0
votes
0answers
73 views
Applying boundary Conditions on FEM
I have a partial differential equatons as shown below.
$$\dfrac{d}{dx}((1+x)\dfrac{du(x)}{dx})=0$$
With the following boundary conditions.
$$u(0)=0, u(3)=10$$
To solve it using FEM, I multiplied the ...
2
votes
0answers
72 views
Numerical method for harmonic oscillator with jumping constant
Let $k_1 \neq k_2$ be positive reals, $t_0 > 0$ and consider the following Cauchy problem in $[0,+\infty)$:
\begin{cases}
y(t) + k(t)y''(t) = 0 \newline
y(0) = 1/\sqrt{k_1} \newline
y'(0) = 0,
\end{...
2
votes
1answer
151 views
Solving numerically a linear ODE
I start by saying that I do not have a strong background in numerical analysis, so I may miss some basic things or make trivial mistakes.
Motivated by some problems in digital signal processing, I ...
2
votes
1answer
299 views
Lambdifying a symbolic matrix in Julia
If I have a symbolic matrix defined as T below, is there any way to lambdify this as function of variables, say σ..., and return ...
2
votes
0answers
59 views
Modelling of Stefan Maxwell equation
I am trying to solve Maxwell Stefan's equation over a membrane to get the transient mole fraction distribution over the membrane thickness 'z'. But somehow I am not able to code it using ODE45, more ...
0
votes
0answers
59 views
How to solve odd-order differential equations in FEM? Petrov-Galerkin?
I've recently learned about using weighted residuals with the Galerkin method to numerically approximate even-order differential equations (for linear elements, I'm still a beginner). It seems for odd-...
1
vote
0answers
31 views
Optimality conditions for optimal control: BVP - DAE
I am solving an optimal control problem of the form
$$
\min_u \qquad\int_0^T \langle u(t), u(t) \rangle \, \mathrm{d}t \\
s.t. \quad \dot{x} = \tilde{f}(x) + u, \quad x(0)=x_0 \\
\qquad \tilde{\Phi}(...
