0
votes
1answer
48 views

reducing an n-order differential equation to a first order system of equations using either sagemath or sympy

I want to reduce a n-order ordinary differential equation into a first order system of equations. This is in preparation for numerical analysis. I use both Sympy and Sagemath for Computer Algebra, but ...
4
votes
1answer
74 views

Explicit probability conserving solvers for Pauli equation?

I know that there exist probability conserving explicit solvers for time-dependent Schrödinger's equation, for example, Visscher's one. But when I tried to add spin into account in this scheme, it ...
4
votes
1answer
93 views

Delay Differential Equations Numerical methods

I have a general question about delay differential equations. I know that even simple ones hardly have analytic solutions and mine clearly doesn't have any as it is a system of non-linear delay ...
4
votes
1answer
155 views

Local positivity of solutions to linear differential inequalities (Chaplygin's theorem)

According to the entry "Differential inequality" of the Encyclopedia of Mathematics http://www.encyclopediaofmath.org/index.php/Differential_inequality the following result is due to Chaplygin ...
-1
votes
2answers
124 views

Does an implicit Runge Kutta scheme applied on a nonlinear ODE give a nonlinear set of equations to solve in each step?

We want to approximately solve an ODE $$\frac{dy}{dt} = f(y,t)$$ with the Runge Kutta method $$y_{n+1} = y_n + h \sum_{i=1}^s b_i k_i$$ $$k_i = f\left(y_n + h \sum_{j=1}^s a_{ij} k_j,\,t_n + c_i ...
15
votes
1answer
435 views

The Chow & Robbins game ≈ 0.79295350640: improvements could come from simple statistics, or from a continuous version of the game

This question seeks help with improving a numerical estimate of the value of the Chow and Robbins game. Much about this game is unknown, such as whether its value is rational, but there are two routes ...
1
vote
1answer
271 views
2
votes
0answers
488 views

Problem using finite difference to solve a initial value problem

Hallo, I tried to use 'finite difference' method to solve a Initial Value Problem(IVP). For the two boundaries I used periodical condtion and for the differential operators I used 4th degree center ...
2
votes
0answers
396 views

Optimal transport warping implementation in Matlab

I am implementing the paper "Optimal Mass Transport for Registration and Warping", my goal being to put it online as I just cannot find any eulerian mass transportation code online and this would be ...
0
votes
1answer
305 views

Differences between the Poisson's and elliptic Monge-Ampere equations?

I am working with a numerical application where some known techniques solve $\Delta u=\rho$ for $\rho(x,y)\geq0$ defined on a planar rectangle (given as the density of a large pointset). Since the ...
2
votes
0answers
707 views

Bessel functions in wave propagation and scattering

Is there a way to scale Bessel J(n,.) (Bessel of first kind) and Bessel H(n,.) (Bessel of third kind or Hankel)? I am having computer problems with higher orders (higher vlaues of n) and small ...
2
votes
0answers
264 views

A free boundary problem by finite difference method

I wanna discretize the following free boundary problem Find $u$ and $\Omega$ such that $\Delta u=1-\delta_0$ in $\Omega$ with the conditions $u=|\nabla u|=0$ on $\partial \Omega$. I apply finite ...
5
votes
2answers
508 views

Runge-Kutta method with c<1

In trying to solve an ODE $y'=f(y,t)$ with a function f that is discontinuous at a subset (codim=1) of $\mathbb R^n$, I am looking for a Runge-Kutta ODE method whose stages do not evaluate $f(x,t)$ at ...
12
votes
1answer
968 views

On the non-rigorous calculations of the trajectories in the moon landings

In a paragraph written by a person emphasizing that rigour is not everything in mathematics (I wish I had written down the details), it was stated that the moon landings would have been impossible ...
1
vote
2answers
723 views

Verifying a sequence that converges to pi [closed]

A computer program ouputs the digits of $\pi$ by evaluating the recurrence relation $a_{n+1} = a_n + sin \ a_n$ with $a_0 = \frac{6}{5}$ Does the sequence actually converge or is this just ...
1
vote
2answers
641 views

Approximate Algorithms for Poisson's Equation (PDE)

Are there some approximate or randomised algorithms to numerically solve Poisson's Equation in Partial Differential Equations.(http://en.wikipedia.org/wiki/Poisson%27s_equation). The best algorithms I ...
4
votes
2answers
482 views

convergence of finite difference method for boundary value ODE

Suppose we have to solve $d^2y/dx^2= f(y,x)$ where $f$ is Lipschitz and $y(0) =a, y(1) =b$, using finite difference method, i.e., by discretizing the problem into $y_{i+1} - 2y_i + y_{i-1} = ...
4
votes
1answer
280 views

Schrodinger's equation over a randomized grid

I am interested in solutions to $$ \frac{d}{dt} \Psi = -iH \Psi $$ for $H$ hermitian and time independent. This boils down to evaluating $$ \Psi(t) = e^{-iHt}\Psi_0 $$ at points of interest $t_n$. I ...
6
votes
1answer
686 views

Random, Linear, Homogeneous Difference Equations and Time Integration Methods for ODEs

Most methods (that I know of) of numerically approximating the solution of ODEs are "general linear methods". For this type of method, the so-called 'linear stability' is examined by applying the ...
5
votes
2answers
473 views

What is state of the art for the Shooting Method?

I am interested in examples where the Shooting Method has been used to find solutions to systems of ordinary differential equations that are either reasonably large systems, or the search ...
4
votes
2answers
208 views

Adaptive controllers for stiff ODE and DAE integrators

I'm looking for adaptive controllers (adaptive in both step size and order) for stiff integrators. I have asymptotically correct error estimates for the current method and all candidate methods of ...
1
vote
2answers
274 views

Using Wavelet Transforms to Approximate Matrices

It's a long time since I worked on this kind of problem, so please bear with me. I have an approximate inverse matrix that I'm using as a preconditioner to solve the conjugate gradient method. ...
4
votes
2answers
1k views

Minimizing a function containing an integral

I am trying to optimize a function of the following form: $L = \int_{t=0}^{T}(AR-x)dt$, where A is a system parameter i.e. I am trying to find the optimum x(t) that minimizes L over all admissible ...