# 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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161 views

### Strategy for solving a non-trivial differential equation

I would like to numerically solve an equation of a type as shown below. Does anyone of you have an idea how to approach such a problem? Any links to literature or for further reading would be greatly ...
169 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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### Solution of constrained system of ODEs

Can someone point me in a direction to solve this kind of integral constrained system of ODEs. \begin{align} &\int_0^{1/2}\dot{y}^2(t)=p\\ &2\lambda_1\ddot{y}(t)+\pi cos(\pi y(t))=0\\ &y(...
278 views

### Avoiding divergent solutions with odeint? shooting method

I am trying to solve an equation in Python. Basically what I want to do is to solve the equation: $$\frac{1}{x^2}\frac{d}{dx}\left(Gam \frac{dL}{dx}\right)+L\left(\frac{a^2x^2}{Gam}-m^2\right)=0$$ ...
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### Is it normal to expect the error of simulation of a damped harmonic oscillator to decrease as the damping factor decreases?

I am simulating a damped harmonic oscillator using the RK4 method of numerical integration. I am comparing the simulated results with the analytical ones (for the free evolution case) and obtaining ...
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### 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 ...
39 views

### Solving ODE boundary problem with additional conditions

I need to solve two point bondary problem for ODE. The solution of the problem itself is very easy. The real issue is that when solving arising non linear system of equations it always converges to ...
81 views

### Stochastic Collocation for time evolving ODE

For an Stochastic Differential Equation, e.g., $$\frac{du}{dt} = \alpha*\sin(u*t)$$ where $\alpha$ is normally distributed with nonzero mean, I am trying to use a stochastic collocation approach ...
102 views

### Dissipation and symplectic manifolds

I'm working on an API for simulation of port-Hamiltonian systems. As far as I understand it, a Hamiltonian system is symplectic if it is power conserving, and so including resistive elements would ...
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### 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 ...
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### Solving a complex ODE with large number of variables (>1e6 variables) - best practise?

I have to solve a non-linear ODE of the shape $$\partial_zA=f(A)$$ with $f$ a non-linear function and $A$ a matrix/vector with >1e6 variables (i.e. $A$ is a matrix with >1000x1000 entries). For each ...
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### Numerical method for harmonic oscillator with jumping constant

Let $k_1 \neq k_2$ be positive reals, $t_0 > 0$ and consider the following Cauchy problem in $[0,+\infty)$: \begin{cases} y(t) + k(t)y''(t) = 0 \newline y(0) = 1/\sqrt{k_1} \newline y'(0) = 0, \end{...
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### 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, ...
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### 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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### Which solvers for BVP in python are the best? Is there something better that scipy.integrate.solve_bvp?

I am trying to solve a boundary value problem with Python. I have been using scipy.integrate.solve_bvp but the result that it is giving me is completely wrong. Basically my code is as follows: ...
I want to solve a diffusion-convection problem numerically. I start from a PDE of the form $$\partial_t f(x,t) = \partial_x(K(x)\;f(x,t))+\partial_{xx}\;f(x,t)^{m}\;.$$ It is possible to calculate a ...