Student Support Forum: 'Stochastic ODE' topicStudent Support Forum > General > "Stochastic ODE"

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 Author Comment/Response Forum Moderator email me 10/05/01 3:26pm My guess is that this message is transitory, i.e. when the distribution expression is first encountered, it is non numerical but NDSolve persists and generates a result. In[31]:= soln=NDSolve[{q'[t]\[Equal]p[t], p'[t]\[Equal]-(1+(Random[NormalDistribution[0,Sqrt[1/(1+q[t]^2)]]])^2)q[ t],q[0]\[Equal]1,p[0]\[Equal]0},{q,p},{t,0,20}] From In[31]:= \!\(CompiledFunction::"cfsa" \(\(:\)\(\ \)\) "Argument \!\(\@\(1\/\(1 + \(q[t]\)\^2\)\)\) at position \!\(2\) should \ be a \!\(\"machine-size real number\"\)."\) Out[31]= {{q\[Rule]InterpolatingFunction[{{0.,20.}},<>], p\[Rule]InterpolatingFunction[{{0.,20.}},<>]}} You can see the result by plotting the functions: In[32]:= Plot[{q[t]/.soln,p[t]/.soln}, {t,0, 20}] There may be a trick that could prevent NDSolve from trying to evaluate the integral before the random number is known. I've seen things where the entire NDSolve is made into a function that only evaluates if the argument is numerical but the details elude me. You could also just turn the message off. Tom Zeller Forum Moderator URL: ,

 Subject (listing for 'Stochastic ODE') Author Date Posted Stochastic ODE John Barber 09/13/01 3:47pm Re: Stochastic ODE Forum Modera... 10/05/01 3:26pm Re: Stochastic ODE John Barber 10/05/01 7:15pm Re: Stochastic ODE Henry Lamb 10/15/01 03:45am Re: Stochastic ODE John Barber 10/25/01 11:30am Re: Stochastic ODE Henry Lamb 10/28/01 01:17am Re: Stochastic ODE John Barber 10/29/01 10:45am
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