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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3
votes
1answer
343 views

Runge Kutta solution blows up for a first order ODE with very large coefficients

I am solving a first-order ODE: $\frac{\partial \rho }{\partial t} = -a \rho^2 + b |A(t)|^2 \rho +c|A(t)|^{2m}$ This is the evolution of the plasma density in the presence of a laser pulse (complex ...
-2
votes
2answers
121 views

Numerically solving differential equations, the domain is very long, [0, +10^6), so the calculating time is very long

Is there any method to deal with this problem? I am using Mathematica to solve the differential equations, but the calculating time is so long because of the large domain $x\in[0,10^{6})$. In fact I ...
1
vote
0answers
106 views

The Schrodinger equation for time-dependent Hamiltonian after one timestep, taking exponential or use ode solver?

The Schrodinger equation for time-dependent Hamiltonian is $$i\hbar\frac{d}{dt}\psi(t) = H(t)\psi(t) \, .$$ Assuming I knew $\psi(t)$, I want to know $\psi(t+\Delta t)$. Should I take exponential ...
3
votes
1answer
125 views

Will the numerical solving of the differential equation be wrong if I take the step too small? [closed]

If I take the step too large I will get error, while if I take the step too small I also get an error. In my case, instead of seeing the function decreasing, i have it increasing if I take the step ...
0
votes
1answer
402 views

Implementing odespy for system of PDEs

After trying to use RK4 to solve the below system of equations, it appears the output had large and fast oscillations even with an adaptive time step I incorporated using the Cash-Karp method. I am ...
7
votes
1answer
729 views

Why does LSODA fail to integrate the logistic function?

I'm comparing some of the different ODE integrators in scipy.integrate.ode on solving the logistic function: $$x(t) = \frac{1}{1+e^{-rt}}$$ $$\dot{x} = rx(1-x)$$ ...
2
votes
1answer
470 views

Object falling with air resistance using Runge-Kutta

I am not very familiar with differential equations, nor physics in general. I am trying to program an object falling with air resistance with the use of a numerical algorithm called Runge-Kutta. The ...
-2
votes
1answer
234 views

Solving a differential equation using numerical methods and matlab

(a) Consider the following differential Equation $$Y'(t)=\frac{1}{1+t^{2}}-2[Y(t)]^2$$ $$Y(0)=0$$ The exact solution is $$Y(t)=\frac{t}{1+t^2}$$ Using the Euler method to solve the following ...
1
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2answers
4k views

Multiple Coupled Differential Equation solution in Python

I have 4 ordinary differential equations that are coupled. The variables in the 4 equations are functions of time and space and one of them is second order in space. \begin{equation} \frac{ \partial ...
0
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1answer
78 views

Solving ODEs of Switched Systems using MATLAB ODE suite

I have the following code to execute: $X$ = [0;0;0;0]; $sw$ = 0; ...
2
votes
3answers
114 views

Solving ODE with multiple equilibriums

Consider an ODE of the form: $$ u'(t)=-\frac{1}{\varepsilon}u(u-\frac{1}{2})(u-1) $$ with the initial value $$ u(0)=u_0. $$ Here $\varepsilon>0$ is a constant. It is easy to verify that $u\equiv0$ ...
4
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1answer
1k views

How to find conditional Lyapunov exponents

For a synchronized ODE system,I wanted to know if there is a program code in MATLAB available for plotting the conditional Lyapunov exponent. For example, synchronization of identical Rossler system ...
3
votes
1answer
4k views

Comparison of velocity Verlet and leapfrog algorithms

Many sources present the Euler, Verlet, velocity Verlet, and leapfrog algorithms for integrating Newton's equations. Based on the order of accuracy, it is agreed that velocity Verlet, Verlet, and ...
4
votes
1answer
202 views

Solve an ODE with positivity-preserving property unconditionally

I have an ODE for a scalar function $u=u(t)$ of the form: $$ \frac{du}{dt}=L(u). $$ Here the function $L=L(u)$ satisfies: $$ L(0)=0, \quad L'(u)\le0. $$ Then it is easy to see that the solution $u=u(t)...
3
votes
1answer
303 views

Computational time not proportional to integration interval in ODE-solver?

I am running octave and i have been trying ode45, ode54, ode23 etc to integrate the equation ` $$Q''(t) = B\cos(Q)\sin(\omega t)$$ $$Q(t=0)=0.$$ When the time interval to be integrated increases, the ...
1
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0answers
39 views

How come the use of delay differential equations in model parameter estimation better than ordinary differential equations? [closed]

in systems biology why is the use of delay differential equations better than ordinary differential equations i.e. compartment models in delay modelling? is there a data independence angle in models ...
0
votes
2answers
95 views

Integrating a dynamical system until an algebraic condition is satisfied

I have a model given by a system of differential equations $$ \frac{dy}{dt}=f(y)$$ with $y=(y_1,y_2,y_3)$ and $f:\mathbb{R}^3 \to \mathbb{R}^3$. The system works as follows : integrate the ode's ...
3
votes
2answers
222 views

Determine numerical infinity for Schrodinger equation $−\psi''(x) + x^ 2 \psi(x) = E\psi(x)$

Consider the following Schrodinger equation for the harmonic oscillator with real $x$: $$ −ψ''(x) + x^ 2 ψ(x) = Eψ(x). $$ I solve the last equation using shooting method and implicit Runge-Kutta ...
8
votes
3answers
5k views

ODEs vs DAE vs ADE?

I am totally confused between ODEs which I am familiar with, and differential algebraic equations (DAE) and Algebraic Differential Equations (ADE). Are they the same but just different names or what ...
5
votes
2answers
7k views

How to implement Newton's method for solving the algebraic equations in the backward Euler method

Can you explain me how does the backward Euler method works? I have seen the formula and try to understand the method, but what I can't understand is why and how to use the Newton-Rapson method. Do ...
1
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0answers
62 views

How to solve bring my implicit equation to closed form? [duplicate]

I have a simulated system as shown in the following image: $L_0$ is attached to two other bodies $L_1$ and $L_2$. Furthermore, body $L_3$ is also in the simulation (it is attached to $L_2$ but that ...
3
votes
1answer
1k views

Switch between 2 equations to be given to ODE using events

I am trying to simulate a system with bilinear stiffness described by the following equations: $25\ddot{x}+15\dot{x}+330000x = p(t)$ if $x < 0.00072$ $25\ddot{x}+15\dot{x}+930000x = p(t)$ if $x &...
1
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0answers
77 views

What is the best option in terms of library or software to solve this system of hyperbolic PDEs?

I want to solve a system of coupled nonlinear 1-D PDE $(\partial_{tt} + \alpha\partial_t)u_i(x,t)=\partial_{xx}(\sum_{j=1}^{j<i}ju_j(x,t)+i\sum_{j=i}^{n}u_j(x,t))-\sin(u_i(x,t))+f$, using method of ...
-1
votes
1answer
92 views

Why is this method for simulating a system of springs and masses unstable?

I have a computer simulation system of bodies connected by springs, so their movement is governed by: $x_{n+1} = x_n-\Delta tk(x_n-r)$ Where $r$ is the idea distance between every two bodies, and $\...
2
votes
1answer
166 views

Methods for solving $x'=Ax+b$ for small, sparse, singular $A$

I am in the process of building a robotics physics engine. I have been using the Linear ODE $x' = Ax + b$ for the core of my physics integration, but have never found a really good solution method for ...
2
votes
1answer
150 views

Problem with Richardson extrapolation method for weak convergence in SDE

I have implemented the Richardson extrapolation of the Euler-Maruyama method to 4th order, to estimate the moments of SDE. The Euler-Maruyama works, and I would expect the Richardson extrapolation to ...
7
votes
2answers
329 views

Numerical investigation of stability of motion (confinement)

I am trying to find the required specifications of a RF trap, in which a proton can be confined.(trap dimensions, voltage frequency and amplitude used, etc). I have to solve the equations of motion ...
4
votes
2answers
352 views

Accuracy of numerical methods in finding eigenvalues

I have a problem with assesing the accuracy of my numerical calculation. I have a 2nd order ODE. It is an eigenvalue problem of the form: $$ y'' + ay' + \lambda^2y = 0, $$ and the boundary condiations ...
5
votes
1answer
62 views

Projection on Stiefel manifold after integration step

A few days ago, I asked how constraints like $A^T A = I$ can be implemented if one wishes to integrate differential equations of the form $\dot{A}=f(A,t)$. Kirill was so kind to point out that a ...
3
votes
1answer
128 views

Integration of differential equation with orthogonality constraint

Lets say I have a system of differential equations which has the form $$\dot{C}_{\alpha,\beta,m} = f_{\alpha,\beta,m}(C_{\alpha,\beta,1},\ldots,C_{\alpha,\beta,N};t).$$ The $f$s are some functions of ...
2
votes
0answers
151 views

How to obtain the reduced model from a subspace projection method?

I have a system of ordinary differential equations (ODEs). It is a large system that has dozens of equations and hundreds of parameters. I wish to reduce its size so it becomes computationally more ...
7
votes
1answer
335 views

Richardson extrapolation for strong rate of convergence of SDE

Is it possible to apply Richardson extrapolation with Euler-Maruyama scheme to improve strong rate of convergence of stochastic differential equations?
1
vote
1answer
229 views

Solving stiff equations in Mathematica

I have problem to solve stiff equations. Any idea on how to solve this? I have tried "StiffSwitching" but it didnt work. Im solving this using Mathematica 10. Here is my code. Im sorry if I wrote the ...
1
vote
1answer
1k views

Solving second order SDE with Gaussian white noise for first time derivative in Matlab

I'm having trouble solving a second order differential equation with Gaussian white noise. The equation I'm solving follows the form: $$Ax'' + Bx' + \sin(x) = i + i_{n}$$ where $i_{n}$ is the ...
8
votes
1answer
735 views

Which numerical methods preserve time reversal symmetry?

If I have a physical system which contains a time reversal symmetry (for example a Hamiltonian $H(x,p)=p^2/2m + V(x)$ with $V(x)$ real) and I want to solve the differential equations which describe ...
-3
votes
1answer
203 views

How can I solve stiff equations by method of line (MOL)?

I want to solve 7 coupled equations.I use method of line(MOL) and discrete the equation in Length and radius and convert them to a system of ODEs in time.and use ode15s to solve them in MATLAB. But an ...
1
vote
1answer
479 views

Shooting method - Matlab ODE

I'm trying to solve these equations of hypersonic adiabatic flow over a flat plate. I did all the simplifications and got these equations for the stagnation point flow. $$\left(Cf''\right)' + f f'' = \...
3
votes
0answers
114 views

Numerically solving geodesic differential equations with a priori knowledge of the Riemann curvature tensor

The geodesic differential equations are given as \begin{align} \frac{d^2 x^j}{ds^2} + \Gamma^{\phantom{h}j}_{h\phantom{j}k}\frac{dx^h}{ds}\frac{dx^k}{ds} = 0, \end{align} where the $\Gamma^{\phantom{...
1
vote
1answer
126 views

Fixed-step ODE solver with variable order?

I am interested in fixed-step simulation of an ODE. The methods I know of are either variable-step with prescribed error tolerance or fixed-step without error control. Are there methods known which ...
7
votes
1answer
134 views

Solving an ODE beyond existence. What's happening?

As an example for an ODE course I used the ODE $$ y' = \frac{y}{x} + \frac{1}{\cos(\tfrac{y}{x})} $$ to illustrate domains of existence. Standard substitution $z=y/x$ turns the equation to $$ z' = \...
2
votes
1answer
457 views

BDF methods for implicit-explicit method

Are there BDF formulas like the ones given here but one that can be used with implicit-explicit discretization? The right hand side in those formulas is supposed to be implicitly discretized at the ...
5
votes
1answer
64 views

Solving an ODE while maintaining weak positivity and weak monotonicity

I have a system of $N$ ODEs of the form, $$ M(z,F(z)) \cdot F'(z) = \Phi(z,F(z)) $$ where the mass matrix is $M(z,F): R\times R^N \to R^{N\times N}$ and $\Phi(z,F):R\times R^N \to R^N$ is (potentially)...
3
votes
0answers
201 views

Spectral Collocation (or Weighted Residual) Methods to solve Stiff ODEs?

I have a system of ODEs which is (at least moderately) stiff. Consider the class of spectral collocation methods https://en.wikipedia.org/wiki/Spectral_method or the related class of weighted ...
2
votes
0answers
77 views

How can I use ODE events in MATLAB? [closed]

I need to have a better understanding about how to define ODE events. What I know is that if I have my ODE defined as ...
1
vote
1answer
256 views

Algorithm to Compute Separatrix of Nonlinear ODE

The solution space of a nonlinear ordinary differential equation (ODE) often includes a separatrix that is unstable in the sense that nearby solutions depart exponentially from it. The nonlinear ...
3
votes
2answers
1k views

Adaptive ODE algorithm in Python

I want to integrate a particle path in 2D using the integrate.ode module. Things that are a bit different in my case are that, I only want to integrate up to a ...
1
vote
2answers
1k views

How can one describe the accuracy of a Runge-Kutta method?

I am solving a nonlinear ODE with a regular singularity using MATLAB ODE45 or ODE113. I am wondering what precision and accuracy they have and what one can say about the numerical error. The idea ...
3
votes
2answers
112 views

PDEs appropriate for adaptive time stepping algorithms

I'm looking for some physical phenomena for which an adaptive time stepping algorithm would be ideal. A PDE or ODE that showed very large gradients in time at a small period of time and smoother ...
2
votes
0answers
229 views

ODE events to switch between 5 equations (friction model)

I am modelling a 1 dof spring-mass-damper system with friction. As first attempt I modelled the friction according to the simple Coulomb model (figure A here http://article.sapub.org/image/10.5923.j....
1
vote
0answers
358 views

Computing solutions with singularities using MATLAB ODE45

I am new to solving numerically ODES and thus it is difficult for me to judge the reliability/trustworthiness of the results that I have produced for the following problem: I am dealing with a 2nd ...

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