# 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.

330 questions
126 views

134 views

### Solvers for stiff initial value ODEs with sparse Jacobian

What ODE solvers are optimized for solving stiff systems with sparse Jacobian? Such systems appear, for instance, when a parabolic PDE is discretized in space using typical finite difference or finite ...
102 views

### Libraries with the method of lines for parabolic PDEs [closed]

Could you please advise some programs or libraries for solving parabolic PDEs (or its systems) in 1D, 2D and 3D, for example, with the method of lines? The system of parabolic PDEs can be nonlinear in ...
726 views

### Matlab equivalent of scipy's 'vode' and 'zvode' ode routines

In python I have used the ode method from scipy.integrate. There I used the vodeintegrator ...
7k views

### scipy odeint - Excess work done on this call

I'm newbie both in calculus and Python/Scipy so I apologize if this question is too dumb. I'm trying to model flow between two pressure vessels. Let's say we have two points and a link between them ...
4k views

### Runge-Kutta 4th order for 4 coupled first order differential equation [closed]

I have to solve 4 coupled first order differential equations for $f(t)$ ,$g(t)$, $h(t)$ and $w(t)$ witch are only functions of $t$ , but for every reference link a function of 3 variables is assumed (...
1k views

### Solving large, non-linear systems of ODEs numerically: what do I need to consider in order to figure out which solver to use?

I would prefer recommendations that don't require the use of proprietary tools (such as Matlab). I know of two ODE solving options for the Python ecosystem: PyDSTool (Dopri, Radau, other Runge-Kutta ...
38 views

### Why might the time taken to compute the solution of an ODE system over some interval increase non-linearly with increasing size of interval?

Currently, my problem requires me to solve a system a large system of non-linear ODEs (up to ~5000). So far, I have been using scipy.integrate.odeint as my ...
89 views

### Possible to reduce effort needed to solve non-linear ODEs by taking some coefficients/parameters as constant over small time intervals?

So far, I have been using scipy.integrate.odeint as my "workhorse" ODE solver. My current problem requires that I solve a large system (up to ~5000) ODEs. Here's ...
742 views

### How to know whether a boundary-value ODE problem is well defined?

I am using bvp4c from Matlab to solve a boundary values ODEs problem. Given the ODEs and boundary conditions, is there any way to have more information on the solutions? How many do I expect? 0, 1, ...
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 ...
276 views

### How to impose an integral conservation in solving ODEs boundary value problems (BVP)?

I have a system of coupled ODEs that I want to solve. The functions are A(x), B(x), C(x). It is a boundary values problem. I am using Matlab bvp4c. So far I am not satisfied with my solutions. For ...
2k views

### Why does scipy's odeint function give a non-monotonic solution for a problem whose solution should be monotone?

The solution to the ode below looks like it is monotonically increasing: However on closer inspection we see that it is not: How can I ensure that the numerical solution is monotonically increasing?...
147 views

### Numerical methods for boundary-value ODEs with a jump condition

I want to solve a non linear system of equations of a particular kind. I find it hard to formulate clearly so I directly give a simple example. $f''=A(f,g)\\ g''=B(f,g)$ with the boundary ...
2k views

### Is the shooting method the only general numerical method for solving nonlinear boundary value ODEs?

During my wandering in Mathematica.se, I gradually noticed that a certain kind of differential equation solving problem is "troubling" us all the time, that is, the boundary value problem (BVP) of ...
273 views

### Non-conservative implementation implicit Euler

In Matlab R2013a I have implemented the Implicit Euler (time) integration scheme. To find the $x^{n+1}$ value I use fixed point iterations: $x^{n+1} = \Delta t f(x^{n+1}) + x^n$ To test this, I use ...
948 views

### Constructing explicit Runge Kutta methods of order 9 and higher

Some older books I've seen say that the minimum number of stages of an explicit Runge-Kutta method of a specified order is unknown for orders $\geq 9$. Is this still true? What libraries are there ...
241 views

### ODE boundary value problem relaxation method reference request

This is a somewhat basic question, I guess. Take the ODE boundary value problem $$\frac1\lambda y''-y'=0, \qquad y(0) = 0, \quad y(1) = 1,$$ with the solution  y(x) = \frac{e^{x\lambda}-1}{e^\...
540 views

### Solving a system of nonlinear equations with an ODE solver is faster than with the Newton method?

This is somehow unexpected, but my recent experience with solving a system of nonlinear equations is that treating them as the right hand side of a system of ordinary equations and then evolve the ...
98 views

### Appropriate algorithm for (non-linear) ODE with integral equilibrium constraint: collocation?

I have a problem of the following structure: For some scalar $g$, functions $F(z)$ and $h(z)$ defined on $[0,\bar{z}]$ , and a non-linear operator $\phi(F,z)$ (in reality, $F$ and $h$ are vector ...
769 views

### Searching for periodic solutions of Mathieu equation using MATLAB's ode45 and a crude shooting algorithm

I am numerically simulating the Mathieu equation using ODE45 and I have to keep changing the parameters delta and epsilon for each simulation to get the required peiodic solution. Following is the ...