Skip to main content

differential equations - ODE solving and NDSolveValue error depending on parameters


Given the two sets of $2N$ equations


Eu[n_, i_] := ((I*k)/(2*Pi))*Subscript[λu, i][t] - Sum[If[j != i, Coth[(Subscript[λu, j][t] - Subscript[λu, i][t])/2], 0], {j, 1, n}] + (1/2)*Sum[Tanh[(Subscript[λt, j][t] - Subscript[λu, i][t] - mt)/2] + Tanh[(Subscript[λt, j][t] -Subscript[λu, i][t] + mu)/2], {j, 1, n}]; 
Et[n_, i_] := (-((I*k)/(2*Pi)))*Subscript[λt, i][t] - Sum[If[j != i, Coth[(Subscript[λt, j][t] - Subscript[λt, i][t])/2], 0], {j, 1, n}] + (1/2)*Sum[Tanh[(Subscript[λu, j][t] - Subscript[λt, i][t] - mu)/2] + Tanh[(Subscript[λu, j][t] - Subscript[λt, i][t] + mt)/2], {j, 1, n}];

I need to solve the following system of ODE


Eqs[n_] := Flatten[Table[{τu*D[Subscript[λu, i][t], t] == Eu[n, i], τt*D[Subscript[λt, i][t], t] == Et[n, i]}, {i, n}]];


with the following initial values


ICs[n_] := Flatten[Table[{Subscript[λu, i][0] == 0.1*i, Subscript[λt, i][0] == 0.1*i}, {i, n}]];

The functions to determine are the following


Vars[n_] := Join[Table[Subscript[λu, i], {i, n}], Table[Subscript[λt, i], {i, n}]]; 

In particular I need to determine numerically late solution (i.e. solution for $t$ enough big such that the Eu and Et value is small) of the initial value problem for some large value of $N$ (the larger the better), say at least $N \gtrsim 200$ for certain value of the other parameters $k$, $\tau_u$, $\tau_t$, $m_u$ and $m_t$. So I used


n = 200; 
k = 1;

τu = 1;
τt = 1;
mu = 2.;
mt = -2.5;
sol = NDSolveValue[Join[Eqs[n], ICs[n]], Vars[n], {t, 0, 1000}];

What I get is the following message


NDSolveValue::ntdv: Cannot solve to find an explicit formula for the derivatives. Consider using the option Method->{"EquationSimplification"->"Residual"}.

However if I add the option as it suggest I get



NDSolveValue::mconly: For the method IDA, only machine real code is available. Unable to continue with complex values or beyond floating-point exceptions.

NDSolveValue::icfail: Unable to find initial conditions that satisfy the residual function within specified tolerances. Try giving initial conditions for both values and derivatives of the functions.

Notice that all works from the beginning if i let n=100 or so. The problem is that I need the result for larger values of $N$.


Can you suggest me something?



Answer



The underlying issue is already discussed in


What's behind Method -> {"EquationSimplification" -> "Residual"}


so I'd like not to talk too much about it in this answer. In short, NDSolve is having difficulty in recognizing the system is an ODE system and the DAE solver of NDSolve isn't strong enough (at least now) so we need to help NDSolve to choose an ODE solver. One possible solution is to use Experimental`NumericalFunction:



rhs[n_] := Flatten@Transpose@Table[{Eu[n, i]/τu, Et[n, i]/τt}, {i, n}];
vars[n_] := Table[{Subscript[λu, i], Subscript[λt, i]}, {i, n}] // Transpose // Flatten;
icvalues[n_] := Table[{0.1 i, 0.1 i}, {i, n}] // Transpose;
rhsnumeric =
Experimental`CreateNumericalFunction[vars[n][t] // Through,
rhs@n, {2 n}]; // AbsoluteTiming
(* {13.9278, Null} *)

sol =
NDSolveValue[{v'[t] == rhsnumeric@v@t, v[0] == Flatten@icvalues@n},

v, {t, 0, 1}]; // AbsoluteTiming
(* {138.54, Null} *)

The calculation inside NDSolve is slow so I choose 1 as end of time for illustration. If you have a C compiler installed then we can speed up the code a bit with a more advanced solution:


rhscompiled = 
Hold@Compile[{{utlst, _Complex, 2}},
Transpose@Table[{Eu[n, i]/τu, Et[n, i]/τt}, {i, n}],
RuntimeOptions -> "EvaluateSymbolically" -> False, CompilationTarget -> C] //.
Flatten@{DownValues /@ {Eu, Et},
OwnValues /@ Unevaluated@{n, k, τu, τt, mu, mt}} /.

{Subscript[λu, i_][t] -> Compile`GetElement[utlst, 1, i],
Subscript[λt, i_][t] -> Compile`GetElement[utlst, 2, i]} // ReleaseHold;

solcompiled = NDSolveValue[{v'[t] == rhscompiled@v@t, v[0] == icvalues@n},
v, {t, 0, 1}]; // AbsoluteTiming
(* {45.4734, Null} *)

Plot[solcompiled[t] // Abs, {t, 0, 1}]

enter image description here



Notice the structure of output of sol and solcompiled is a bit different.


Comments

Popular posts from this blog

front end - keyboard shortcut to invoke Insert new matrix

I frequently need to type in some matrices, and the menu command Insert > Table/Matrix > New... allows matrices with lines drawn between columns and rows, which is very helpful. I would like to make a keyboard shortcut for it, but cannot find the relevant frontend token command (4209405) for it. Since the FullForm[] and InputForm[] of matrices with lines drawn between rows and columns is the same as those without lines, it's hard to do this via 3rd party system-wide text expanders (e.g. autohotkey or atext on mac). How does one assign a keyboard shortcut for the menu item Insert > Table/Matrix > New... , preferably using only mathematica? Thanks! Answer In the MenuSetup.tr (for linux located in the $InstallationDirectory/SystemFiles/FrontEnd/TextResources/X/ directory), I changed the line MenuItem["&New...", "CreateGridBoxDialog"] to read MenuItem["&New...", "CreateGridBoxDialog", MenuKey["m", Modifiers-...

How to thread a list

I have data in format data = {{a1, a2}, {b1, b2}, {c1, c2}, {d1, d2}} Tableform: I want to thread it to : tdata = {{{a1, b1}, {a2, b2}}, {{a1, c1}, {a2, c2}}, {{a1, d1}, {a2, d2}}} Tableform: And I would like to do better then pseudofunction[n_] := Transpose[{data2[[1]], data2[[n]]}]; SetAttributes[pseudofunction, Listable]; Range[2, 4] // pseudofunction Here is my benchmark data, where data3 is normal sample of real data. data3 = Drop[ExcelWorkBook[[Column1 ;; Column4]], None, 1]; data2 = {a #, b #, c #, d #} & /@ Range[1, 10^5]; data = RandomReal[{0, 1}, {10^6, 4}]; Here is my benchmark code kptnw[list_] := Transpose[{Table[First@#, {Length@# - 1}], Rest@#}, {3, 1, 2}] &@list kptnw2[list_] := Transpose[{ConstantArray[First@#, Length@# - 1], Rest@#}, {3, 1, 2}] &@list OleksandrR[list_] := Flatten[Outer[List, List@First[list], Rest[list], 1], {{2}, {1, 4}}] paradox2[list_] := Partition[Riffle[list[[1]], #], 2] & /@ Drop[list, 1] RM[list_] := FoldList[Transpose[{First@li...

dynamic - How can I make a clickable ArrayPlot that returns input?

I would like to create a dynamic ArrayPlot so that the rectangles, when clicked, provide the input. Can I use ArrayPlot for this? Or is there something else I should have to use? Answer ArrayPlot is much more than just a simple array like Grid : it represents a ranged 2D dataset, and its visualization can be finetuned by options like DataReversed and DataRange . These features make it quite complicated to reproduce the same layout and order with Grid . Here I offer AnnotatedArrayPlot which comes in handy when your dataset is more than just a flat 2D array. The dynamic interface allows highlighting individual cells and possibly interacting with them. AnnotatedArrayPlot works the same way as ArrayPlot and accepts the same options plus Enabled , HighlightCoordinates , HighlightStyle and HighlightElementFunction . data = {{Missing["HasSomeMoreData"], GrayLevel[ 1], {RGBColor[0, 1, 1], RGBColor[0, 0, 1], GrayLevel[1]}, RGBColor[0, 1, 0]}, {GrayLevel[0], GrayLevel...