Questions tagged [differential-equations]

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3
votes
1answer
185 views

Solving an SDE with time-dependent parameter in R

I am trying to solve a system of SDEs in R using the Diffeqr package. Let's reduce the system to a simple ODE: ...
1
vote
1answer
95 views

How to Break Coupled ODEs down to first order for Runge-Kutta

My question might seem a bit simple. I am trying to solve a system of ODEs using Runge-Kutta method. I am having difficulty breaking down the equations into a system of first order ones required ...
1
vote
1answer
77 views

Numerical methods for non-linear diffusion

I have the following non-linear diffusion equation, for $\ z(x,t)$: $\ z_t = -C(\sin(\omega t))^m x^{hm}(hm x^{-1}(z_x)^n + n z_{xx} (z_x)^{n-1}) $ Any advice for numerical (or analytical) solutions?...
2
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0answers
67 views

Book Recommendation: Analysis and design of mechanistic models - such as pharmacokinetics or hydrology models

I have been looking at an interesting book "Pharmacokinetic-Pharmacodynamic Modeling and Simulation" by Peter Bonate on pharmacokinetic models: the models of how medical drugs work their way through ...
2
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0answers
70 views

Numerical integration of SDE: choice of $dt$ and algorithm

I am working on the following Stochastic Differential Equation (SDE) in the Quantum Mechanics context: $$dX_{t} = a X_{t} dt + b X_{t} dW$$ where $X_{t}$ is my stochastic varible, $dt$ is my ...
0
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0answers
70 views

How one can simulate a system given by differential equation?

I want to simulate a diffusion environment given by the differential equation $$\frac{\partial u(x,y,t)}{\partial t}=D\left(\frac{\partial^2 u(x,y,t)}{\partial x^2}+\frac{\partial^2 u(x,y,t)}{\...
3
votes
2answers
144 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
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0answers
67 views

Governing equations vs Transport equations

This is a basic question. But I did not find any explanations for this. How are governing equations, like mass, momentum, energy conservations equations, different from 'Transport equation'?. Is a ...
0
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0answers
58 views

What are the differences between these different forms of equation?

What are the differences between Conservative differential form, Non-conservative differential form, Conservative Integral form and Non-conservative integral form of differential equations? I know ...
1
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0answers
83 views

Solved : Damped spring-mass system, wrong position, correct speed and acceleration

I am modulating a spring-mass system with gravitation and aero drag, with python programming. The spring is hanging vertically and attached a weight. The user then selects a length to drag it down ...
4
votes
1answer
143 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
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1answer
87 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
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1answer
88 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 <...
3
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2answers
112 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} \...
0
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1answer
82 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 ...
1
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0answers
55 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
108 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
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1answer
516 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
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1answer
91 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
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1answer
173 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 ...
1
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1answer
47 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 ...
5
votes
1answer
152 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 |...
1
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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 ...
2
votes
1answer
104 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
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0answers
84 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 $y$ (...
4
votes
3answers
275 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=...
2
votes
1answer
94 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 ...
1
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0answers
94 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 ...
1
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1answer
157 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 ...
1
vote
1answer
325 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 ...
0
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1answer
53 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
80 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
65 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 \...
2
votes
1answer
952 views

Solving an iterative, implicit Euler method in MATLAB

I'm trying to solve an iterative problem that includes an implicit (backwards) Euler method to find successive time values for a given function. The numerical problem is shown here: $$ \begin{...
1
vote
0answers
64 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
40 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), ...
2
votes
1answer
95 views

Mysterious Mirroring in Analytical Solution of a delay differential equation (DDE)

I'm struggling now for several weeks with a very bizarre problem with a system of delay differential equations. First, here the system: $$\dot a = 1 - \Theta(b(t-\tau)-\kappa) \,- a(t) \\ \dot b = \,...
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
122 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 $...
0
votes
1answer
734 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 ...
5
votes
2answers
180 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
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0answers
53 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
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0answers
51 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
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1answer
73 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
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0answers
174 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
77 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
94 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
149 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 ...
1
vote
1answer
4k 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
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0answers
174 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}...