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I have a very complicated pair of functions $F(x,y), G(x,y)$ that are used in a differential equation $0 = x'' + F(x,y)$, $0 =y '' + G(x,y)\,. $ $F$ and $G$ are roughly sums of products of the Bessel functions $J_n(x) J_m(y)$. In a differential equation, it is very costly to have to recompute the sum of these special functions at each step. Is there a way to make this process more efficient? I would like, for example, to precompute an interpolating function for use in NDSolve but I find NDSolve has trouble with these types of functions.

Guy
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    If you sample the functions and fit them with the option Method->"Splines" it typically works well the NDSolve from my limited experience. – chris Sep 09 '20 at 15:21

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NDSolve does not have problems with interpolating functions. Not from my experience at least. Can you post an example where you run into problems?

A few other thoughts:

Mr Puh
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