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.

Filter by
Sorted by
Tagged with
2
votes
0answers
1k views

Using RK2 Method to solve the simple harmonic oscillator of a horizontal mass on a spring (1D)

Being new to numerical analysis techniques, in particular RK2, I decided the best way to jump in is by using python to solve the well known mass-spring oscillator using RK2 techniques. My problem is ...
0
votes
1answer
98 views

Stability of dark solitons in a harmonic trap

This question is based upon a research article which I am trying to reproduce. One of the main result of this paper is the condition on transverse confinement of the Bose-Einstein Condensate(BEC) to ...
1
vote
1answer
124 views

VTK: Missing Streamlines due to error in Runge-Kutta method?

We are using Kitware VTK to visualize our models. When we display streamlines, it sometimes happens that a single streamline is left out. This can be especially seen when duplicating a model several ...
0
votes
1answer
556 views

How to implement an integral condition when solving a BVP in MatLab

I am trying to solve a coupled system of ODE's using MATLAB's bvp4c function. I want to impose the condition that $$\int_{0}^{\pi} y_{1}(t) y_{1}(t) dt = 1,$$ where ...
1
vote
1answer
238 views

Trouble getting steady-state solution by solving system of nonlinear algebraic equations in MATLAB

Background I have a stiff system of 6 ODEs, represented in MATLAB as follows: ...
4
votes
0answers
412 views

Convergence rate of Picard iterations

Given a first order ODE $y'(x)=f(x,y)$ with the initial condition $y(x_0)=x_0$ such that it satisfies Picard thoerem of existence and uniquness, one can compute the solution by Picard iterations : $$ ...
2
votes
1answer
110 views

Solving a system of DAEs versus ODEs (which is preferable)

Assume I have the following system of equations. I am trying to figure out if it's better for me to be solving this as a system of ODEs or as a system of DAEs. The real code can have up to a dozen or ...
1
vote
0answers
197 views

How to implement chaotic sender and receiver with ordinary differential equations?

I am referring this paper, and trying to implement chaotic sender and receiver, to decode message, as given in section $V^{th}$ Chaotic signal masking. The process that I want to implement is figure ...
1
vote
2answers
106 views

Trotter expansions in ode solver?

Trotter expansions say: $$ e^{A+B} = \lim_{P\to\infty} \big(e^{A/2P} e^{B/P} e^{A/2P} \big)^P. $$ With $P = 2$, it becomes (with high accuracy) $$ e^{A/4} e^{B/2} e^{A/2} e^{B/2} e^{A/4}. $$ Let's ...
6
votes
3answers
362 views

ODE $x''(t)+\eta x'(t)+x(t)=0$ with the $\eta$ extremely small

I want to numerically solve the damped oscillator equation $$\frac{d^2x}{dt^2}+\eta\frac{dx}{dt}+x=0 .$$ Usually it's very easy to solve this kind of ODE analytically and numerically. But now the ...
0
votes
2answers
102 views

A program to simulate cellular automaton model

I have worked on mathematical modeling based on differential equations, and now I want to simulate a cellular automaton based on a ...
3
votes
2answers
214 views

Failing integration with the radau5-implementation in DotNumerics, over a discontinuity

Summary We are trying to solve some models of emission of substances to the air. In these models, emission stops at a certain point. We are using the DotNumerics implementation of radau5 We had ...
2
votes
2answers
130 views

citations for numerical lookup table interpolation of P/ODE(s) RHS

I'm not sure that this *overflow is right place to ask.... Sorry if it is off topic. Does anyone know a citation (scientific article or book) for a numerical trick (method), when we tabulate a right-...
3
votes
1answer
303 views

How to reformulate a 1/x^2 singular term to 1/x so that bvp4c can solve it?

I have a ''cosmetic'' problem with a singular term in my Matlab script. I am trying to solve the following system of differential equations: $$ \begin{aligned} y_1' &= y_2,\\ y_2' &= \frac{...
0
votes
0answers
94 views

nonlinear boundary condition

I have a nonlinear system of algebraic equations with a nonlinear boundary condition of the form \begin{equation} f'''(x,t) - (f'(x,t))^3 - \alpha(t) f'(x,t) = 0, \end{equation} at $x =0$, where $\...
1
vote
1answer
5k views

What is “tolerance” in ODE45 in Matlab?

I have used ode45 in Matlab. And, it is my understanding that the 4 and the 5 are for the order of the global and local error, respectively. So, the global error ...
0
votes
1answer
185 views

Slight Modification to Backward Euler Stiff ODE Solver

I am trying to implement a stiff ODE solver that uses step doubling with the backward Euler method but I want to make a modification and I am unsure how to incorporate it. I am trying to solve $y'=f(...
1
vote
0answers
69 views

Convert scipy integration with one step to matlab integration

Scipy integration allows us to do ode integration one adaptive timestep at a time and do something to it. However, matlab ode needs us to specify a timespan , and determine the adaptive timestep ...
3
votes
1answer
332 views

ODE45: doubts about the result. Correct or not?

I have to solve $$\left\{\begin{matrix} x\ddot{x}+\frac{3}{2}\dot{x}^2=\frac{1}{\rho}\left (P_v-a_1t^2-a_2t-P_0 \right )\\ x(0)=5\cdot10^{-6}\\ \dot{x}(0)=0 \end{matrix}\right.$$ I do not know if ...
20
votes
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 ...
-2
votes
1answer
324 views

Comparison between CashKarp Method and Dormand Prince Method - Runge Kutta Method

Can Cash Karp Method be used for integrating a nonsmooth solution ?. Because Dormand Prince method gives an error while integrating nonsmooth solution How can nonsmooth function can be integrated? I ...
2
votes
0answers
540 views

Scaling step size in adaptive runge-kutta method

I'm developing my own generic Runge-Kutta solver, and I'm currently implementing the adaptive step-size routine. I say generic because I want to be able to test different RK implementations by only ...
0
votes
2answers
338 views

Matlab: ode45 loop

I have to solve this equation $$\ddot{x}x = -\frac{3}{2}\dot{x}^2 + \frac{\dot{x}}{h} + \sin(t)$$ where $h$ is defined by $$h = \left(\frac{\dot{x}}{h}\right)^{1/3} + \frac{\dot{x}}{h}$$ My idea ...
-1
votes
1answer
356 views

Which ODE solver in Matlab allows me to advance in just one timestep only

[t,y] = odeXX(odefun,tspan,y0) I have a solver odeXX, and the tspan = [0 0.0001]. It seems that for any ode solver in MATLAB, they integrate by breaking ...
3
votes
1answer
342 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
105 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
401 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: $$x(t) = \frac{1}{1+e^{-rt}}$$ $$\dot{x} = rx(1-x)$$ ...
0
votes
1answer
490 views

Use of scipy sparse in ode solver

I am trying to solve a differential equation system $$x´=Ax\quad \text{with } x(0) = f(x)$$ in Python, where $A$ indeed is a complex sparse matrix. For now i have been solving the system using the ...
2
votes
1answer
469 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 ...
9
votes
2answers
5k views

Which Runge-Kutta method is more accurate: Dormand-Prince or Cash-Karp?

I simply want to know whether the Dormand-Prince Numerical Method or the Cash-Karp Numerical Method is more accurate.
-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 ...
0
votes
1answer
711 views

How to properly implement Backwards Euler on a system of bodies

I have a system of two bodies, $b^i$ and $b^j$, each in position $\vec{p}^i = (x^i, y^i)$ and $\vec{p}^j = (x^j, y^j)$. The two are connected via spring and I'd like to know, given their states at ...
0
votes
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; ...
1
vote
1answer
80 views

Solve ODE with initial values using Laplace transform

I am trying to solve ordinary differential equations with initial conditions using Laplace transform. A simple test setup includes an exponential discharge of RC circuit and an integrator from ...
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 $u\equiv0$ ...
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
vote
0answers
113 views

Stiffness emerges as number of ODEs increases

I want to solve a system of ordinary differential equations with Matlab. I need this to solve a mechanical engineering related problem. If $n$ is the number of degrees of freedom of my mechanical ...
1
vote
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 ...
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 ...
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 ...
1
vote
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 ...
1
vote
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 ...

1 2 3
4
5
8