Questions tagged [differential-equations]

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9
votes
1answer
428 views

How to solve a second order differential equation (diffusion) with boundary conditions using Python

I am having trouble implementing a model from a publication. Huang, K-L.; Holsen, T.M.; Selman, J.R. Ind. Eng. Chem. Res. 2003, 42, 15, 3620–3625 scihub link: https://sci-hub.se/10.1021/ie030109q I ...
3
votes
4answers
142 views

Solving the eigenvalue from a set of coupled second order differential equation numerically

I met a problem in solving a set of coupled differential equation, as shown below: $$A_1\psi_1(z)+A_2\frac{d^2\psi_1(z)}{dz^2}+A_3\frac{d\psi_2(z)}{dz}=\lambda\psi_1(z)$$ $$A_4\psi_2(z)+A_5\frac{d^2\...
3
votes
0answers
79 views

Numerical Soultion to Background equations of cosmology

I am trying to solve the background equations of cosmology numerically using Runge-Kutta Dormand Prince method with simplified assumption $8\pi G=1$ and $c=1$. The equations are $$\ddot a = - \frac{1}{...
0
votes
0answers
13 views

How to solve nonlinear second order ODE in Matlab? [duplicate]

I am working on simulating a car suspension system using Matlab. Specifically, I have to derive equation of motion using the Lagrange method and then use ode 45 to solve it. However, while using ...
7
votes
0answers
142 views

Is there a graphical interpretation or explanation of automatic differentiation compared to numerical differentiation

I have been looking at automatic differentiation for solving differential equations lately. I understand the basic ideas of using Dual numbers and such for finding derivatives, etc. However, I feel ...
0
votes
1answer
23 views

How to decrease error in (FTCS) forward time centered space method?

I am using the FTCS method for solving differential equations. I know that the condition for stable output is $$ \frac{\alpha \Delta t}{\Delta x ^2} < \frac{1}{2} $$ But when I use the distance ...
3
votes
1answer
67 views

Finite Volume on Cubed Sphere

The US weather model uses an uncommon (?) discretization called 'Finite Volume on Cubed Sphere'. To avoid the singularities that occur at the poles when using lat/lon discretization, they instead ...
0
votes
0answers
22 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
552 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
53 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 $\...
2
votes
1answer
159 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
75 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
217 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
88 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
54 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
64 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
61 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
403 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
55 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
203 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
42 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
55 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
70 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
391 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
562 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
62 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
321 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
93 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
110 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
69 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
390 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
594 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
100 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
622 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
143 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
141 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
589 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
45 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
39 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
84 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
64 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
310 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
140 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
36 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
55 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
156 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 ...