Questions tagged [ode]

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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57 views

Numerical integration methods: Explicit vs Semi-Implicit vs Newton-Euler 1, 2 and use in cyclone physics engine

I am trying to understand the difference between explicit Euler and semi-implicit Euler integration, where in explicit Euler the current position is calculated as $$x_{n+1} = x_n + v_n$$ and semi-...
20
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5answers
7k views

Why are higher-order Runge–Kutta methods not used more often?

I was just curious as to why high-order (i.e. greater than 4) Runge–Kutta methods are almost never discussed/employed (at least to my knowledge). I understand it requires greater computational time ...
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1answer
64 views

Unexpectedly Slow Convergence Implicit Euler

I'm solving the coupled ODE $$ \left[\begin{array}{c}x^\prime(z)\\p_x^\prime(z)\end{array}\right] = C(z)\cdot\left[\begin{array}{c}x(z)\\p_x(z)\end{array}\right] = \left[\begin{array}{cc}0& A(z)\\...
4
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1answer
76 views

Parareal for particle simulations

Recently I have stumbled upon this video of M. J. Gander https://www.youtube.com/watch?v=dn5vqN8ezuE and the coresponding notes that he wrote on Time Parallel Time Integration and I find it a quite ...
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0answers
38 views

Tsit5 implementation is super slow and too accurate

I have implemented Tsitouras 5(4) integrator in Python but it is sooo slow and too accurate compared to the tolerance I have set. How do I know it is slow? Because I did also implement Dormand-Prince ...
3
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2answers
170 views

Solving ODE with “Jumpy” Coefficients

I'm numerically solving a linear coupled ODE of the form $$y^{\prime}(t) = \hat{M}(t)y(t)=\left[\begin{array}{cc}0& A(t)\\ B(t)& 0\end{array}\right]y(t),$$ and the difficulty I'm running into ...
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3answers
141 views

Solving coupled ODEs using Runge-Kutta method

I want to solve the following sets of $n$ coupled equations. Initial values of $x_{n}(t)$ and $p_{n}(t)$ are specified. The problem is, I have an 1D lattice where every particle is bound with ...
4
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1answer
84 views

Solving coupled differential equations in Python, 2nd order

I have a system of coupled differential equations, one of which is second-order. I am looking for a way to solve them in Python. I would be extremely grateful for any advice on how can I do that! $k$...
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2answers
70 views

Solving a 1D diffusion equation with linear and nonlinear source terms

I would like to numerically solve the following equation: $$\frac{\partial \rho (z,t)}{\partial t} = B(N_D \rho (z,t) + \rho(z,t)^2) + D \frac{\partial^2 \rho (z,t)}{\partial z^2}$$ with the boundary ...
4
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0answers
151 views

How to compute numerical fluxes in the local discontinuous galerkin method for poisson equation 1D

Some days ago I began to study the local discontinuous galerkin (LDG) method, this is my first time working with a discontinuous method, so I decided to solve the poisson equation in 1D to learn the ...
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1answer
168 views

Integrating direct dynamics form more than 1 second does not give back the correct result

I am trying to simulate a robot manipulator dynamics in SciLab. Basically, I generated a step function that has constant acceleration for half of the time and then the same acceleration but negative ...
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1answer
128 views

Prescribing variables as an excitation in Runge-Kutta method

I am using Runge-Kutta to solve a $3 \times 3$ 2nd order linear ODE $$M x'' + C x' + K x = 0$$ and initial conditions are all zeros. Then I prescribe the 2nd variable to follow a given path. As for ...
2
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1answer
2k views

2D cross section from 3D surface

I am trying to apply the "restoring force surface" method to a dynamic linear system. The idea behind this method is that, knowing acceleration, displacement, velocity and input force it is possible ...
2
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1answer
77 views

Numerical Solution to Rayleigh Plesset Equation in Python

I have been trying to numerically solve the Rayleigh-Plesset equation for a sonoluminescence bubble in Python. You can read about this phenomenon here: https://iopscience.iop.org/article/10.1088/0143-...
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2answers
3k 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 ...
3
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1answer
317 views

The Formula of Explicit Runge-Kutta Fourteen order

I need an explicit Runge-Kutta 14th order formula. If you know about some reference that discusses at least 10th order (or higher, since I'm looking for the 14th) of Runge-Kutta and there is ...
4
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1answer
108 views

Recommendation for a fixed-step ODE solver?

My problem involves the solution of a second-order ODE with a fixed-step (input and output). Specifically, this ODE is the radial part of Dirac and Schrödinger equation for a spherical symmetric ...
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0answers
29 views

Can't plot correctly precession of perihelion of Mercury in MATLAB using ode45 or ode23

I was trying to plot precession of perihelion of Mercury using matlab. For this I am following a book Computational Physics by Nicholas J. Giordano and Hisao Nakanishi 2nd Edition. In that book ...
13
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2answers
3k views

Options for solving ODE systems on GPUs?

I would like to farm out solving systems of ODEs onto GPUs, in a 'trivially parallelisable' setting. For example, doing a sensitivity analysis with 512 different parameter sets. Ideally I want to do ...
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0answers
20 views

Using nondimensionalization to solve an ode in MATLAB [duplicate]

I am trying to solve an ode that uses some extremely large numbers and some extremely small numbers, namely $$ e = 1.6\times 10^{-19}\\ E = 10^6\\ \tau = 6\times 10^{-24}\\ m = 9.1\times 10^{-31}\\ c ...
2
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1answer
34 views

How to store all solutions of an ODE on Matlab for multiple values of a parameter

I would like to solve an ODE for multiple values of the parameter p and most importantly, save all the solutions for all the different values. Till now, I have ...
0
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1answer
111 views

Why is modeling a physical system with ODEs sufficient?

I've read a few papers in dynamical systems where the model equations are sets of ODEs, with the state space, say, the spatial variables x, y, z, and an angle variable phi all evolving forward in time....
2
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1answer
53 views

How to set up a time-dependant matrix for an ODE to be solved using python?

I want to solve a problem numerically in python like this: $$ y(t)' = \mathbf{M}(t)y ,\\ y(0) = (1,0,0,0 ...) $$ where $y$ is an $n$-dimensional vector and $\mathbf{M}(t)$ is a time-dependant $n \...
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1answer
243 views

Algorithms for linear system of ODEs

I wonder: what is the best algorithm to solve \begin{equation} \frac{du}{dt} = Au \end{equation} Where $A$ is a real $n\times n$ matrix. A is not explicitly time-dependent, usually sparse but not ...
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2answers
2k views

scipy.integrate.odeint: how can odeint access a parameter set that is evolving independently of it?

I might have some non-linear ODEs that are being solved by scipy.integrate.odeint. However, a parameter at each time step might have to be updated by using a non-DE ...
1
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1answer
48 views

Attempting to perturb ODE when initial condition is equilibrium point does not work

I have the following system of differential equations: $$ x' = ax- cy + e1 $$ $$y' = by- dx + e2 $$ for variables $x,y$ and parameters $a,b,c,d,e1,e2$. I'd like to solve this in python, which is ...
1
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1answer
255 views

ODE Solving in Scilab

I have a certain ODE problem that needs to be solved using Scilab. dx(1)/dt=k*x(1)-x(5) dx(2)/dt=k2*x(2)-k1*x(1) dx(3)/dt=k1*[x(2)-x(3)] dx(4)/dt=k1*[x(3)-x(4)] <...
2
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3answers
135 views

What is the flaw in my stability analysis?

The ODE $${d^2x\over dt^2}=-kx; k>0$$can be converted in the system of linear equations as $$\begin{align} {dx\over dt} & =v\\ {dv\over dt} &= -kx\\ \end{align}$$ Using Euler’s method, ...
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0answers
29 views

solving electron motion in undulator by Boris method

I am trying to use Boris scheme to solve the electron trajectory in undulator. The undulator field I used is: $$B_x = b_0\sin(2\pi \tfrac{z}{\lambda_u})$$ where $b_0 = \dfrac{2\pi c_{0}K}{q m_{e} \...
2
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1answer
62 views

Numerical solution to parametrized second order ODE with nonuniform coefficients

I am trying to solve numerically the following second order linear ODE: $a \frac{\partial^2 u}{\partial x^2} + \frac{\partial u}{\partial x} \frac{\partial a}{\partial x} + b u =0$, on the domain $[...
1
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1answer
50 views

ODE Event detection for calculating multiple roots of continuous sinusoidal equation

Hey everyone I have a paper that has a method for computing rise and set times of a satellite given a closed form solution. It is a complicated sinusoidal function and the paper has a method to ...
1
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1answer
73 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 ...
2
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1answer
49 views

Passing data as arguments in ODE45

I need to import data from file in order to describe the structure of a network. I used the following: weights = readtable('weights192.txt'); W = weights{:,:}; ...
3
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2answers
92 views

ode45 with matrix initial conditions

EDIT: We have a coupled system of 10 ode each. The coupling presents in the last equation. I thought about using a matrix 10 by 2 as initial conditions. I also followed a similar question with the ...
8
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1answer
124 views

Eigenvalue-like problem with coupled ODEs

I am looking at the following system of ODEs: \begin{array}{r}{\left[c_{2}(k)-\partial_{\tau}^{2}\right] \varphi_{2}\left(\tau \right)=f_{21}(\tau) \varphi_{1}\left(\tau \right)} \\ {\left[c_{1}(k)-...
2
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0answers
36 views

Equivalent of multiple-scale analysis for a linear ODE

I came across the method of multiple-scale analysis and was intrigued, because I am trying to solve a linear ODE with multiple characteristic timescales. When I apply the method as described, say, ...
25
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6answers
4k views

How can the gravitational n-body problem be solved in parallel?

How can the gravitational n-body problem be solved numerically in parallel? Is precision-complexity tradeoff possible? How does precision influence the quality of the model?
1
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0answers
46 views

How to deal with a huge system of ODEs in Boost ODEINT?

I am using the C++ library ODEint, which is part of Boost, to solve an extremely large system of coupled ODEs - in particular 1975 equations with large rational functions in the coefficients. In the ...
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0answers
32 views

Solutions in Ngspice do not converge to right value

I recently noticed while using Ngspice that the solution converges to a deviated value if the number of iterations per unit period for a square wave is less than 100, i.e. if I am using a square wave ...
3
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1answer
79 views

Good reference on the implementation and limitations of SDIRK methods

For the solution of many PDE, implicit high-order time integration schemes are required. I am specifically interested in schemes that do not require a constant time step. I am well acquainted with ...
8
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5answers
7k views

Dynamically ending ODE integration in SciPy

I have a light ray moving through space-time, i.e. a curve in R⁴, parametrized by some variable λ. The exact trajectory, i.e. the coordinate functions $x^μ(λ)$ of the curve are given by some ODE $\...
0
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0answers
50 views

A non linear ode with boundary conditions at infinity

I want to solve the non-linear ODE $$\frac{d^2}{dx^2}y=a(y+y^3)$$ With the boundary conditions that $$\lim_{x\to \pm \infty} y(x) =0$$ I am not aware of any analytical method for solving this kind ...
2
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0answers
48 views

Can Taylor methods be used effectively on stiff ODEs?

Cleve Moler has stated that "all numerical methods for stiff odes are implicit." However, I don't know whether this statement is a mathematical fact, or an simply an observation. Moreover, many ...
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1answer
133 views

Solving systems of nonlinear ODEs in epidemiology

I have a 9 systems of nonlinear ODEs to solve. I want to determine the endemic equilibrium points. How do I go about it? I tried manual calculation but it becomes cumbersome. Can software be used ...
2
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0answers
67 views

How to solve $y(x) y'''(x)=f(x)$

I have a PDE of the form $\partial_t y(x,t)+\partial_x(y(x) y'''(x)-f(x))=0$, where $f(x)=\cos(x)$. Suppose a stable equilibrium exists, and I want to find the steady-state solution $y(x) y'''(x)=f(x)...
15
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5answers
1k views

Why does the numerical solution of an ODE move away from an unstable equilibrium?

I wish to simulate the behaviour of a double-pendulum-like system. The system is a 2-degrees-of-freedom robot manipulator that is not actuated and will, therefore, behave mostly like a double-pendulum ...
1
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1answer
161 views

How can i define algebraic equation in differential function in MATLAB?

I want to solve 7 pde's that are functions of time, radius(j) and length(i). I used the method of lines and converted them to a system of odes in time and it becomes something like this: $$dy/dt=((y(i,...
6
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1answer
91 views

Going back in time in an initial value problem

Consider an initial value problem (IVP) $y'=f(t,y)$ with the initial value given by $y(t=0) = 0$. If I need to find $y(t^*)$, hence finding the path for $y$ in $t \in [0,t^*]$ and $t^*<0$; is the ...
5
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1answer
95 views

What are systematic ways of approximating a non-smooth (non-continuously differentiable) system dynamic to be n-smooth?

I have a system dynamic that is non-smooth because it has several signum and absolute value functions in it (three-tank level control). I can obviously choose different sigmoid functions to ...
4
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1answer
89 views

$L^\infty$ stability property of an ODE

Suppose we have the initial-value problem on $(0,L)$: $$ \frac{d u(x)}{d x} = f(x) u(x),\, \qquad x\in\Omega,\,~~ u(0) = u_0, $$ I am reading a claim that says if we multiply the ODE by $u$ and ...

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