Using Python DAE solver for coupled equations in time and space - python

I would like to solve two coupled equations in time and space, using the scikits.odes.dae solver.
My equations are as follows:
dy1/dt = dy1/dz + y2
y1 = 5 * y2
The code I have written is the following
import matplotlib.pyplot as plt
import numpy as np
from scikits.odes import dae
N = 51 #number os spacesteps
L = 1.0 #[m] length of sorbent bed, also a guess
dz = L/(N-1) #[m] length of space step
time = np.arange(0, 1.5, 0.1)
dydz = 1
y0 = [1, 0.2] #initial values y0[0] = y1 and y0[1] = y2
yp0 = [1, 1] #initial guess for \dot{y1} and \dot{y2}
def trial_space(t, y, ydot, result):
result[0] = ydot[0] - 6 * dydz + y[1]
result[1] = y[0] - 5 * y[1]
solver = dae('ida', trial_space)
solution = = solver.solve(time, y0, yp0)
Currently, I am feeding the solver a constant value of dydz, but actually I would like to use a central differencing scheme to obtain
dy/dz[i] = (y[i+1] - y[i-1])/(2*dz)
How do I integrate this into the solver?

Related

How to Solve for the Motion of a Double Pendulum

I want to plot the motion of a double pendulum with a spring in python. I need to plot the theta1, theta2, r, and their first derivatives. I have found my equations for the motion, which are second-order ODEs so I then converted them to first-order ODEs where x1=theta1, x2=theta1-dot, y1=theta2, y2=theta2-dot, z1=r, and z2=r-dot. Here is a picture of the double pendulum problem: enter image description here
Here is my code:
from scipy.integrate import solve_ivp
from numpy import pi, sin, cos, linspace
g = 9.806 #Gravitational acceleration
l0 = 1 #Natural length of spring is 1
k = 2 #K value for spring is 2
OA = 2 #Length OA is 2
m = 1 #Mass of the particles is 1
def pendulumDynamics1(t, x): #Function to solve for theta-1 double-dot
x1 = x[0]
x2 = x[1]
y1 = y[0]
y2 = y[1]
z1 = z[0]
z2 = z[1]
Fs = -k*(z1-l0)
T = m*(x2**2)*OA + m*g*cos(x1) + Fs*cos(y1-x1)
x1dot = x2
x2dot = (Fs*sin(y1-x1) - m*g*sin(x1))/(m*OA) # angles are in radians
return [x1dot,x2dot]
def pendulumDynamics2(t, y): #Function to solve for theta-2 double-dot
x1 = x[0]
x2 = x[1]
y1 = y[0]
y2 = y[1]
z1 = z[0]
z2 = z[1]
Fs = -k*(z1-l0)
y1dot = y2
y2dot = (-g*sin(y1) - (Fs*cos(y1-x1)*sin(x1))/m + g*cos(y1-x1)*sin(x1) - x2*z1*sin(x1))/z1
return [y1dot,y2dot]
def pendulumDynamics3(t, z): #Function to solve for r double-dot (The length AB which is the spring)
x1 = x[0]
x2 = x[1]
y1 = y[0]
y2 = y[1]
z1 = z[0]
z2 = z[1]
Fs = -k*(z1-l0)
z1dot = z2
z2dot = g*cos(y1) - Fs/m + (y2**2)*z1 + x2*OA*cos(y1-x1) - (Fs*(sin(y1-x1))**2)/m + g*sin(x1)*sin(y1-x1)
return [z1dot,z2dot]
# Define initial conditions, etc
d2r = pi/180
x0 = [30*d2r, 0] # start from 30 deg, with zero velocity
y0 = [60*d2r, 0] # start from 60 deg, with zero velocity
z0 = [1, 0] #Start from r=1
t0 = 0
tf = 10
#Integrate dynamics, initial value problem
sol1 = solve_ivp(pendulumDynamics1,[t0,tf],x0,dense_output=True) # Save as a continuous solution
sol2 = solve_ivp(pendulumDynamics2,[t0,tf],y0,dense_output=True) # Save as a continuous solution
sol3 = solve_ivp(pendulumDynamics3,[t0,tf],z0,dense_output=True) # Save as a continuous solution
t = linspace(t0,tf,200) # determine solution at these times
dt = t[1]-t[0]
x = sol1.sol(t)
y = sol2.sol(t)
z = sol3.sol(t)
I have 3 functions in my code, each to solve for x, y, and z. I then use solve_ivp function to solve for x, and y, and z. The error in the code is:
`File "C:\Users\omora\OneDrive\Dokument\AERO 211\project.py", line 13, in pendulumDynamics1
y1 = y[0]
NameError: name 'y' is not defined`
I don't understand why it is saying that y is not defined, because I defined it in my functions.
Your system is closed without friction, thus can be captured by the Lagrange or Hamiltonian formalism. You have 3 position variables, thus a 6-dimensional dynamical state, complemented either by the velocities or the impulses.
Let q_k be theta_1, theta_2, r, Dq_k their time derivatives and p_k the impulse variables to q_k, then the dynamics can be realized by
def DoublePendulumSpring(u,t,params):
m_1, l_1, m_2, l_2, k, g = params
q_1,q_2,q_3 = u[:3]
p = u[3:]
A = [[l_1**2*(m_1 + m_2), l_1*m_2*q_3*cos(q_1 - q_2), -l_1*m_2*sin(q_1 - q_2)],
[l_1*m_2*q_3*cos(q_1 - q_2), m_2*q_3**2, 0],
[-l_1*m_2*sin(q_1 - q_2), 0, m_2]]
Dq = np.linalg.solve(A,p)
Dq_1,Dq_2,Dq_3 = Dq
T1 = Dq_2*q_3*sin(q_1 - q_2) + Dq_3*cos(q_1 - q_2)
T3 = Dq_1*l_1*cos(q_1 - q_2) + Dq_2*q_3
Dp = [-l_1*(m_2*Dq_1*T1 + g*(m_1+m_2)*sin(q_1)),
l_1*m_2*Dq_1*T1 - g*m_2*q_3*sin(q_2),
m_2*Dq_2*T3 + g*m_2*cos(q_2) + k*(l_2 - q_3) ]
return [*Dq, *Dp]
For a derivation see the Euler-Lagrange equations and their connection to the Hamilton equations. You might get asked about such a derivation.
This, after suitable defining the parameter tuple and initial conditions, can be fed to odeint and produces a solution that can then be plotted, animated or otherwise examined. The lower bob traces a path like the one below, not periodic and not very deterministic. (The fulcrum and the arc of the upper bob are also inserted, but less interesting.)
def pendulumDynamics1(t, x):
x1 = x[0]
x2 = x[1]
y1 = y[0]
y2 = y[1]
z1 = z[0]
z2 = z[1]
You only pass x as a parameter. The code inside the function has no idea what y and z refer to.
You will need to change the function call to also include those variables.
def pendulumDynamics1(t, x, y, z):

checking convergence using python integrator

I am looking to integrate the difference between my numerical and exact solution to the heat equation though I am not sure what would be the best to way to tackle this. Is there a specific integrator that would allow me to do this ?
I hope to integrate it wrt to $x$.
I have the following code so far:
import numpy as np
from matplotlib import pyplot
from mpl_toolkits.mplot3d import Axes3D
from scipy import linalg
import matplotlib.pyplot as plt
import math
def initial_data(x):
y = np.zeros_like(x)
for i in range(len(x)):
if (x[i] < 0.25):
y[i] = 0.0
elif (x[i] < 0.5):
y[i] = 4.0 * (x[i] - 0.25)
elif (x[i] < 0.75):
y[i] = 4.0 * (0.75 - x[i])
else:
y[i] = 0.0
return y
def heat_exact(x, t, kmax = 150):
"""Exact solution from separation of variables"""
yexact = np.zeros_like(x)
for k in range(1, kmax):
d = -8.0*
(np.sin(k*np.pi/4.0)-2.0*np.sin(k*np.pi/2.0)+np.sin(3.0*k*np.pi/4.0))/((np.pi*k)**2)
yexact += d*np.exp(-(k*np.pi)**2*t)*np.sin(k*np.pi*x)
return yexact
def ftcs_heat(y, ynew, s):
ynew[1:-1] = (1 - 2.0 * s) * y[1:-1] + s * (y[2:] + y[:-2])
# Trivial boundary conditions
ynew[0] = 0.0
ynew[-1] = 0.0
Nx = 198
h = 1.0 / (Nx + 1.0)
t_end = 0.25
s = 1.0 / 3.0 # s = delta / h^2
delta = s * h**2
Nt = int(t_end / delta)+1
x = np.linspace(0.0, 1.0, Nx+2)
y = initial_data(x)
ynew = np.zeros_like(y)
for n in range(Nt):
ftcs_heat(y, ynew, s)
y = ynew
fig = plt.figure(figsize=(8,6))
ax = fig.add_subplot(111)
x_exact = np.linspace(0.0, 1.0, 200)
ax.plot(x, y, 'kx', label = 'FTCS')
ax.plot(x_exact, heat_exact(x_exact, t_end), 'b-', label='Exact solution')
ax.legend()
plt.show()
diff = (y - heat_exact(x_exact,t_end))**2 # squared difference between numerical and exact solutions
x1 = np.trapz(diff, x=x) #(works!)
import scipy.integrate as integrate
x1 = integrate.RK45(diff,diff[0],0,t_end) #(preferred but does not work)
What I am looking to integrate is the variable diff (the squared difference). Any suggestions are welcomed, thanks.
Edit: I would like to use RK45 method however I am not sure what should my y0 be, I have tried x1 = integrate.RK45(diff,diff[0],0,t_end) but get the following output error:
raise ValueError("`y0` must be 1-dimensional.")
ValueError: `y0` must be 1-dimensional.
By integration you mean you want to find the area between y and heat_exact? Or do you want to know if they are the same within a specific limit? The latter can be found with numpy.isclose. The former you can use several integration functions builtin numpy.
For example:
np.trapz(diff, x=x)
Oh, shouldn't the last line be diff = (y - heat_exact(x_exact,t_end))**2? My integration of this diff gave 8.32E-12, which looks right judging by the plots you gave me.
Check out also scipy.integrate

How to implement 'solve_ivp' with vectorized='True' in python

I've been trying to solve a set of differential equations using solve_ivp. The Jacobian matrix of the system is the A as you can see below. I wanted to enable the option vectorized='True' but unfortunately i do not know how to modify the present code to vectorize the Jacobian matrix A. Does anyone know how this can be done?
# imports
import numpy as np
import scipy.sparse as sp
from scipy.integrate import solve_ivp
import matplotlib.pyplot as plt
# grid sizing
R=0.05 #sphere radius
N=1000#number of points
D=0.00002 #diffusion coefficient
k=10 # Arrhenius
Cs=1.0 # Boundary concentration
C0=0.0 # Initial concentration
time_constant=R**2.0/D
dr=R/(N-1)
# Algebra simplification
a=D/dr**2
Init_conc=np.linspace(0,0,N)
B=np.zeros(N)
B[N-1]=Cs*(a+a/(N-1))
#
e1 = np.ones(N)
e2 = np.ones(N)
e3 = np.ones(N)
#
#
#
e1[0]=-k-6*a
e1[1:]=-k-2*a
#
#
e2[1]=6*a
for i in range(2,N) :
e2[i]=a+a/(i-1)
#
#
#
for i in range (0,N-1) :
e3[i]=a-a/(i+1)
A = sp.spdiags([e3,e1,e2],[-1,0,1],N,N,format="csc")
def dc_dt(t,C) :
dc=A.dot(C)+B
return dc
# Solving the system, I want to implement the same thing with vectorized='True'
OutputTimes=np.linspace(0,0.2*time_constant,100)
ans=solve_ivp(dc_dt,(0,0.2*time_constant),Init_conc,method='RK45',t_eval=OutputTimes,vectorized='False')
print (ans)
Please have a look at this answer, the explanation is thorough. For your code in particular, please see below for updated snippet and figure. It is not obvious that vectorize is providing any speed-up. However, providing A for the keyword jac makes a difference. But I guess it is only valid if A is constant?
# imports
import numpy as np
import scipy.sparse as sp
from scipy.integrate import solve_ivp
import matplotlib.pyplot as plt # noqa
def dc_dt(t, C):
print(C.shape)
if len(C.shape) == 1:
return np.squeeze(A.dot(C)) + B
else:
return A.dot(C) + np.transpose(np.tile(B, (C.shape[1], 1)))
# return np.squeeze(A.dot(C)) + B
# grid sizing
R = 0.05 # sphere radius
N = 1000 # number of points
D = 0.00002 # diffusion coefficient
k = 10 # Arrhenius
Cs = 1.0 # Boundary concentration
C0 = 0.0 # Initial concentration
time_constant = R**2.0 / D
dr = R / (N - 1)
# Algebra simplification
a = D / dr**2
Init_conc = np.repeat(0, N)
B = np.zeros(N)
B[-1] = Cs * (a + a / (N - 1))
e1 = np.ones(N)
e2 = np.ones(N)
e3 = np.ones(N)
e1[0] = -k - 6 * a
e1[1:] = -k - 2 * a
e2[1] = 6 * a
for i in range(2, N):
e2[i] = a + a / (i - 1)
for i in range(0, N - 1):
e3[i] = a - a / (i + 1)
A = sp.spdiags([e3, e1, e2], [-1, 0, 1], N, N, format="csc")
# Solving the system, I want to implement the same thing with vectorized='True'
OutputTimes = np.linspace(0, 0.2 * time_constant, 10000)
ans = solve_ivp(dc_dt, (0, 0.2 * time_constant), Init_conc,
method='BDF', t_eval=OutputTimes, jac=A, vectorized=True)
plt.plot(np.arange(N), ans.y[:, 0])
plt.plot(np.arange(N), ans.y[:, 1])
plt.plot(np.arange(N), ans.y[:, 10])
plt.plot(np.arange(N), ans.y[:, 20])
plt.plot(np.arange(N), ans.y[:, 50])
plt.plot(np.arange(N), ans.y[:, -1])
plt.show()

How to use if statement in a differential equation (SciPy)?

I am trying to solve a differential equation with Python.
In this two system differential equation if the value of first variable (v) is more than a threshold (30) it should be reset to another value (-65). Below I put my code. The problem is that the value of first variable after reaching 30 remains constant and won't reset to -65. These equations describe the dynamics of a single neuron. The equations are taken from this website and this PDF file.
import numpy as np
import matplotlib.pyplot as plt
from matplotlib.ticker import FormatStrFormatter
from scipy.integrate import odeint
plt.close('all')
a = 0.02
b = 0.2
c = -65
d = 8
i = 0
p = [a,b,c,d,i]
def fun(u,tspan,*p):
du = [0,0]
if u[0] < 30: #Checking if the threshold has been reached
du[0] = (0.04*u[0] + 5)*u[0] + 150 - u[1] - p[4]
du[1] = p[0]*(p[1]*u[0]-u[1])
else:
u[0] = p[2] #reset to -65
u[1] = u[1] + p[3]
return du
p = tuple(p)
y0 = [0,0]
tspan = np.linspace(0,100,1000)
sol = odeint(fun, y0, tspan, args=p)
fig = plt.figure()
ax = fig.add_subplot(1, 1, 1)
plt.plot(tspan,sol[:,0],'k',linewidth = 5)
plt.plot(tspan,sol[:,1],'r',linewidth = 5)
myleg = plt.legend(['v','u'],\
loc='upper right',prop = {'size':28,'weight':'bold'}, bbox_to_anchor=(1,0.9))
The solution looks like:
Here is the correct solution by Julia, here u1 represent v:
This is the Julia code:
using DifferentialEquations
using Plots
a = 0.02
b = 0.2
c = -65
d = 8
i = 0
p = [a,b,c,d,i]
function fun(du,u,p,t)
if u[1] <30
du[1] = (0.04*u[1] + 5)*u[1] + 150 - u[2] - p[5]
du[2] = p[1]*(p[2]*u[1]-u[2])
else
u[1] = p[3]
u[2] = u[2] + p[4]
end
end
u0 = [0.0;0.0]
tspan = (0.0,100)
prob = ODEProblem(fun,u0,tspan,p)
tic()
sol = solve(prob,reltol = 1e-8)
toc()
plot(sol)
Recommended solution
This uses events and integrates separately after each discontinuity.
import matplotlib.pyplot as plt
import numpy as np
from scipy.integrate import solve_ivp
a = 0.02
b = 0.2
c = -65
d = 8
i = 0
p = [a,b,c,d,i]
# Define event function and make it a terminal event
def event(t, u):
return u[0] - 30
event.terminal = True
# Define differential equation
def fun(t, u):
du = [(0.04*u[0] + 5)*u[0] + 150 - u[1] - p[4],
p[0]*(p[1]*u[0]-u[1])]
return du
u = [0,0]
ts = []
ys = []
t = 0
tend = 100
while True:
sol = solve_ivp(fun, (t, tend), u, events=event)
ts.append(sol.t)
ys.append(sol.y)
if sol.status == 1: # Event was hit
# New start time for integration
t = sol.t[-1]
# Reset initial state
u = sol.y[:, -1].copy()
u[0] = p[2] #reset to -65
u[1] = u[1] + p[3]
else:
break
fig = plt.figure()
ax = fig.add_subplot(1, 1, 1)
# We have to stitch together the separate simulation results for plotting
ax.plot(np.concatenate(ts), np.concatenate(ys, axis=1).T)
myleg = plt.legend(['v','u'])
Minimum change "solution"
It appears as though your approach works just fine with solve_ivp.
Warning I think in both Julia and solve_ivp, the correct way to handle this kind of thing is to use events. I believe the approach below relies on an implementation detail, which is that the state vector passed to the function is the same object as the internal state vector, which allows us to modify it in place. If it were a copy, this approach wouldn't work. In addition, there is no guarantee in this approach that the solver is taking small enough steps that the correct point where the limit is reached will be stepped on. Using events will make this more correct and generalisable to other differential equations which perhaps have lower gradients before the discontinuity.
import matplotlib.pyplot as plt
import numpy as np
from matplotlib.ticker import FormatStrFormatter
from scipy.integrate import solve_ivp
plt.close('all')
a = 0.02
b = 0.2
c = -65
d = 8
i = 0
p = [a,b,c,d,i]
def fun(t, u):
du = [0,0]
if u[0] < 30: #Checking if the threshold has been reached
du[0] = (0.04*u[0] + 5)*u[0] + 150 - u[1] - p[4]
du[1] = p[0]*(p[1]*u[0]-u[1])
else:
u[0] = p[2] #reset to -65
u[1] = u[1] + p[3]
return du
y0 = [0,0]
tspan = (0,100)
sol = solve_ivp(fun, tspan, y0)
fig = plt.figure()
ax = fig.add_subplot(1, 1, 1)
plt.plot(sol.t,sol.y[0, :],'k',linewidth = 5)
plt.plot(sol.t,sol.y[1, :],'r',linewidth = 5)
myleg = plt.legend(['v','u'],loc='upper right',prop = {'size':28,'weight':'bold'}, bbox_to_anchor=(1,0.9))
Result

Solving ODE in complex domain with Python (or Matlab)

As a test for a more complicated system, I want to solve a differential equation dw/dz = w where the function w = w(z) is complex valued and z = x+iy as usual. The boundary conditions are w = i when z = i. The solution is of course complex and defined on the argand plane. I was hoping to solve this with some standard ODE solvers in python. My method is to first define a grid in the argand plane (lines of constant x and y) and then loop through each grid line and call an ODE solver on each iteration. In the below code I am attempting to integrate my differential equation between 1j and 2j, but the resulting vector of w is just 1j! Can anyone advise me what to do? Thanks
from scipy.integrate import ode
import numpy as np
from matplotlib.pylab import *
def myodeint(func, w0, z):
w0 = np.array(w0, complex)
func2 = lambda z, w: func(w, z) # odeint has these the other way :/
z0 = z[0]
solver = ode(func2).set_integrator('zvode').set_initial_value(w0, z0)
w = [solver.integrate(zp) for zp in z[1:]]
w.insert(0, w0)
return np.array(w)
def func2(w, z, alpha):
return alpha*w
if __name__ == '__main__':
# Set grid size in z plane
x_max = 3
x_min = 0
y_max = 3
y_min = 0
# Set grid resolution
dx = 0.1
dy = 0.1
# Number of nodes
x_nodes = int(np.floor((x_max-x_min)/dx)+1)
y_nodes = int(np.floor((y_max-y_min)/dy)+1)
# Create array to store value of w(z) at each node
ww = np.zeros((y_nodes,x_nodes), complex)
# Set boundary condition: w = w0 at x = x0, y = y0
x0 = 0
y0 = 1
i0 = (x0-x_min)/dx
j0 = (y_max-y0)/dy
w0 = 1j
ww[j0,i0] = w0
z0 = 1j
alpha = 1
z = np.linspace(z0, z0+1j, 200)
w = myodeint(lambda w, z: func2(w, z, alpha), [w0, 0, 0], z)

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