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Questions tagged [differential-equations]

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4
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1answer
115 views

Fast and free server for computing

I have to calculate a huge differential equation. With my laptop, it's going to be computed for several days. Is there a free (I need just for 3 days) fast server for scientific calculations? My ...
2
votes
1answer
39 views

Symplectic linear multistep method?

I'm doing a gravitational n-body simulator and I'm thinking of implementing linear multistep methods like Adam-Bashforth. But is there any symplectic multistep methods?
-1
votes
0answers
24 views

How to perform improved euler integration for a 3D vertex model (network minimization)?

I am a PhD student who is struggling to implement a 3D vertex model. Vertex model are commonly used by physicists in biology to understand how biological cells in a tissue coordinate together. In the ...
1
vote
1answer
54 views

Online Parameter Estimation using steepest descent

I have a first order system which is described by the following differential equation: dx/dt = -a*x + b*u where u is the input <...
4
votes
2answers
98 views

Finite difference for a highly nonlinear equation - The wind within the forest

Based on the Navier-Stokes equations and a few parameterizations, the horizontal steady-state wind $u(z)$ within a forest of height H satisfies: $$ a\left(\frac{du}{dz}\right)^2 + b\frac{du}{dz} \...
3
votes
2answers
77 views

Damped Harmonic Oscillation. Efficient algorithm to find the parameters resulting in threshold oscillation amplitude

Let's assume, that we have damped harmonic oscillation of a body in the form of a cone, immersed in a liquid. Equilibrium condition of the body is: $$m\overrightarrow{a} = \overrightarrow{F_\text{...
1
vote
0answers
29 views

Why does the correlation function of this stochastic differential equation starts at different points?

I am working with the following differential equation: The equation is $$x=\beta +\sqrt{2D} \xi(t)$$ where $\xi(t)$ is a white noise term, with a reflecting wall boundary conditions. After solving ...
2
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0answers
48 views

How to implement adaptive step size Runge-Kutta Cash-Karp?

Trying to implement an adaptive step size Runge-Kutta Cash-Karp but failing with this error: ...
1
vote
1answer
106 views

Solving differential equation in Python with variable coefficients (I just know the coefficients numerically)

I am trying to implement a routine to solve a differential equation in Python. Basically the kind of equation that I am interested in solving is of the form: $\displaystyle \frac{d}{dx^2} \left(x y(x)...
0
votes
1answer
65 views

Stability of PDEs

I am currently trying to solve some PDEs with FiPy. At page 56, the manual mentions (https://www.ctcms.nist.gov/fipy/download/fipy-3.0.pdf). The largest stable timestep that can be taken for this ...
0
votes
1answer
79 views

Actual global error vs theoretical global error: How to combine theory with practice

I have implemented an Adams Bashforth 4 method to solve an Initial Value Problem for an ODE and I am testing it against the test equation: $y'=\lambda y$ with $y(0)=1$ with the exact solution: $y(t)=...
0
votes
1answer
77 views

Unexpected solutions solving an ODE using odeint

I am trying to solve a system of 8 coupled differential equations using scipy's odeint. I have already written my code and it runs fine, but the solutions I get are completely different from what I ...
0
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0answers
36 views

Determining the pseudo-time period of a system of $n$-pendulums via Kane's method in Python

We can use Kane's method to integrate the equations of motion for a system of $n$ pendulums with arbitrary masses and lengths (see derivation). In particular, if $(x_i,y_i)$ denotes the Cartesian ...
1
vote
1answer
41 views

Wrong results for $2$ stage multistep method $y_{n+2} - y_n = h\left[(1/3)f_{n+2} + (4/3)f_{n+1} + (1/3)f_n\right]$

I need to fix a code to utilise the $2$ stage multistep method : $$y_{n+2} - y_n = h\left[(1/3)f_{n+2} + (4/3)f_{n+1} + (1/3)f_n\right]$$ Since this is an implicit method, I used a Newton-Raphson ...
1
vote
0answers
39 views

Numerically solving a system of parabolic PDEs and 1st order ODEs

I'm trying to solve the following system of differential equations numerically. What are the available finite difference approaches and matlab solvers to solve such a system? Other approaches to solve ...
5
votes
1answer
114 views

Numerical solution of two coupled nonlinear eigenvalue problems

I would like to numerically solve the following system of coupled nonlinear differential equations: $$ -\frac{\hbar^2}{2m_a} \frac{\partial^2}{\partial x^2}\psi_a + V_{ext}\psi_a + \left( g_a |...
2
votes
1answer
88 views

Numerically solving a partial differential equation

I am trying to numerically solve the following PDE, $$\frac{\partial u^A}{\partial t} = c_1\frac{\partial^2 u^A}{\partial^2x} \,,$$ where $c_1$ is a constant. The above can be discretized using the ...
0
votes
0answers
76 views

why I cannot find explicit finite difference for elliptic equation

Let us think on the Poisson equation $\nabla^2 u(\bf{x})=\rho(x)$ with Neumann boundary conditions, with $\bf{x}=\it (x,y)$ in 2D. Here is a stencil with central differences in both $x$ and $y$ (...
1
vote
0answers
88 views

How to solve an implicit ODE with forward Euler?

Consider the implicit ODE $$ M(y)\dot{y} = F(t,y) $$ If $M$ is non-singular for all $y$ How to use the forward-Euler method to numerically solve for $y$ without inverting $M(y)$? I only came out ...
2
votes
1answer
62 views

PML boundary conditions

I set up two one-way wave equations for constant velocity $c$ in one-dimension. When I implement them I get a highly unstable (divergent) solution. I wonder if someone could give me a suggestion about ...
4
votes
3answers
156 views

Finite difference for 1D wave equation: why the spike initial data results in a noisy output?

I am using a second-order finite difference in space and time approximation for the 1D wave equation. No source but initial data: $I(x)=\mathrm{e}^{-400 (x-0.5)^2}$. Velocity $c=1$, $nx=501$, $nt=...
1
vote
1answer
167 views

How write a integration loop in fortran, leapfrog scheme to solvind PDE (advection)?

I want to resolve numerically this equation using of difference finite method with Leapfrog Scheme $$\frac{\partial{u}}{\partial t}+ v \frac{\partial{u}}{\partial x}= 0 $$ I'm trying to write a code ...
1
vote
1answer
140 views

Can a second-order ODE be “inconsistent” with its boundary conditions?

I am trying to solve a set of coupled, nonlinear ODEs. The only dependent variable is a 1-dimensional spatial coordinate, let's call it $x$. For now, I've managed to approximate away some of the ...
0
votes
1answer
47 views

Calculate forces on atoms from potential energy of system and position of atoms

Background I am using a neural network to calculate the potential energy of atoms in a configuration and then adding energy of all atoms to compare it with the true energy of the configuration(label) ...
4
votes
1answer
69 views

Symplectic Algorithms for Hamilton’s Equations as opposed to just Volume-Preserving

this might be a silly question, but if we’re trying to numerically solve Hamilton’s equations with some discrete scheme, sometimes when the scheme preserves phase space volume (Hamilton’s eqns are ...
2
votes
2answers
56 views

Discrete-time input matrix when one of the eigenvalues of the system matrix is zero

If we have a continuous time state-equation, $$ \dot{x}(t) = A x(t) + B u(t)$$ where $A \in \mathbb{R}^{n \times n}, x \in \mathbb{R}^{n\times1}, B \in \mathbb{R}^{n \times m}, u \in \mathbb{R}^{m \...
1
vote
0answers
52 views

fourth order Poisson iterative solver --in Matlab

I want to calculate the stream function $\psi$ starting from a velocity field $(u,v)$ (such that $u=-\frac{\partial\psi}{\partial y}$ and $v=\frac{\partial\psi}{\partial x}$). I thus calculate the ...
3
votes
1answer
36 views

Apart from initial discontinuities, what is tricky about neutral DDEs?

Background A neutral delay differential equation is one where the derivative does not only depend on its past state, but also the derivative at a past point: $$ \dot{y}(t) = f\big(t, y(t), y(t-τ_1), ...
23
votes
2answers
2k views

What does “symplectic” mean in reference to numerical integrators, and does SciPy's odeint use them?

In this comment I wrote: ...default SciPy integrator, which I'm assuming only uses symplectic methods. in which I am refering to SciPy's odeint, which uses ...
1
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0answers
16 views

Procedure to identify characteristic properties of unknown functions in a DAE model

I have a system of 1st order odes given by $$ \dot{x_1}(t) = \alpha_1 f_1(x_1,t) + \beta_1 u(t) \\ \dot{x_2}(t) = \alpha_2 f_2(x_2,t) + \beta_2 u(t) $$ They are constrained by an algebraic equation ...
2
votes
1answer
74 views

Jump-Diffusion process: practical solver beyond Euler method?

A jump-diffusion process is a stochastic process where both continuous noise (in my case complex Wiener noise $dZ,dZ^*$ such that $dZ^2=dZ^{*2}=0,|dZ|^2=dt$) and discrete Jumps (in my case Poissonian $...
1
vote
1answer
52 views

Integrating a nonlinear ordinary differential equation

I am solving an equation of the form $(*)$ $0 = a(f) (\partial_rf)^2 + b(f) (\partial_rf) + c(f),$ where $f$ is a real function of $r\in \mathbb{R}$, and $a,b,c$ are real functions of $f$. The ...
0
votes
1answer
412 views

Crank–Nicolson method for nonlinear differential equation

I want to solve the following differential equation from a paper with the boundary condition: The paper used the Crank–Nicolson method for solving it. I think I understand the method after googling ...
0
votes
1answer
84 views

Runge-Kutta timestep in atomic units

I'm using 4th order RK to solve the schroedinger equation in atomic units. Say I want to simulate 400fs in intervals of h=10fs, then in atomic units this is h=413a.u and 400fs=16500a.u. 4RK involves ...
5
votes
2answers
141 views

Algorithm for finding initial conditions of differential equations given trajectory

Let's say I'm given a system of three first-order differential equations in three variables, where all of the equations are known, and we additionally know the trajectory of two of the variables at a ...
1
vote
0answers
45 views

Second-order PDE with seven variables

I need to solve the following partial differential equation in seven variables with four boundary conditions. I don't think Mathematica has the capacity to solve this differential equation. Do you ...
1
vote
0answers
47 views

Eigenvalue ODE in Spherical Coordinates--Numerical

I wish to solve an eigenvalue problem: $$\nabla^{2}f=Ef $$ If I assume spherical symmetry $f(r,\theta,\phi)=f(r)$, I can reduce the problem to 1D: $$(\frac{2}{r}\frac{d}{dr}+\frac{d^{2}}{dr^{2}})f=...
1
vote
1answer
72 views

finite difference for a second order ode

I saw in a code for discretization of something like $\frac{d^2T(x)}{d^2x}$ , ( $x = sin(\theta)$ ) tries ...
1
vote
0answers
114 views

Solving complicated coupled ODE using RK4/ODE45 in Matlab

I have the following coupled differential equations also known as Guiding Center Approximation. It is used to explain the position- and velocity change of particles (electrons and protons, N = 1000) ...
3
votes
1answer
71 views

SIRS Model doesn't depend on initial conditions?

So i have been working (as an undergrad, by working i mean "Redoing a few things my professor does") in a SIRS model for epidemies. SIRS stands here for: Susceptible -> Infected -> Recovered -> ...
1
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0answers
86 views

Code for solving the heat equation on the semi-infinite rod

Cross posted in mathematica.SE. Question : I want to test the solution which is given below is right by Matlab/Maple/Mathematica. Please look the post in mathstackexhange or Please look below. ...
2
votes
1answer
117 views

Some questions on Trace (operators) on the boundary in the context of PDEs

Background: The solution space of original problem (which requires a fine enough mesh to resolve the microstructure) can be split into a macroscale solution space and microscale solution space. This ...
3
votes
3answers
108 views

Numerically finding constants of motion

Given a set of ODE's $ \dot{z} = f(z) $ (or discrete time $ z_{t+1} = f(z_t) $), is there a way to numerically find constants of motion? For $ f(z_t) \approx M z_t $, diagonalizing the matrix $ M $ ...
3
votes
2answers
226 views

Runge Kutta and Milstein – system of second-order coupled differential equations with noise

I would like to solve a system of second-order differential equations to describe the dynamics of a system of particles. Two Newton-like forces are responsible for the motion of each particle $i$: A ...
1
vote
1answer
3k views

How to simulate 3D diffusion in python?

I want to simulate a simple 3D diffusion (e.g., an ink released from one side of a vessel) using SciPy. There are some tutorials for one-dimensional diffusion. ...
1
vote
0answers
117 views

Implementing Neumann boundary condition in nonlinear integro-differential equation

Problem I would like to solve a nonlinear integro-differential equations on a 2D square domain $\Omega$ subject to Neumann boundary conditions using finite differences: $$\frac{\partial u}{\partial t}...
1
vote
1answer
187 views

solution of system of coupled partial differential equations [closed]

I have following system of coupled Partial differential equations. How can I solve the system by Maple? \begin{align} m_1\frac{\partial^2 u_1}{\partial t^2}+A_1\frac{\partial ^4u_1(x,t)}{\partial x^...
6
votes
3answers
1k views

4th order Runge-Kutta for $y' = y$

My question is quite simple, but the more I look at it, the less content I am. My question is how to do a RK4 method for $y'=y$. At first I would assume the following: $$k_1=y_n$$ $$k_2=y_n+\frac{...
3
votes
1answer
130 views

Stability of PDE Discretizations with Multistep Time Discretizations

Let's pretend we have a spatially discretized PDE of the following form: \begin{align} \frac{\partial^2 \boldsymbol{u}^k}{\partial t^2} = D\boldsymbol{u}^k \end{align} where $D$ can be any form for ...
5
votes
3answers
257 views

Visualizing the solutions of the Differential equations by varying different parameters

Actually I am interested in analyzing the soution to the ODE given as $\frac{dy}{dx} = A + By + C\sin(y) , y(l) = m$ and check how the solution gets affected like whether they exist or not depending ...