Fourier series in Python - python

I am trying to implement Complex Exponential Fourier Series for f(x) defined on [-L,L] using these formulas,
I want to be able to implement these without calling the Fourier functions in other libraries since I want to also understand what's going on. Here is my attempt,
import numpy as np
from matplotlib import pyplot as plt
steps = 100
dt = 1/steps
L = np.pi
t = np.linspace(-L, L, steps)
def constant(X, Y, n):
return (1/(2*L))*sum([y*np.exp((1j*n*np.pi*t)/L)*dt for t, y in zip(X, Y)])
def complex_fourier(X, Y, N):
_X, _Y = [], []
for t in X:
f = 0
for n in range(-N//2, N//2 + 1):
c = constant(X, Y, n)
f += c*np.exp((-1j*n*np.pi*t)/L)
_X += [f.real]
_Y += [f.imag]
return _X, _Y
X, Y = complex_fourier(t, np.sin(t), 50)
plt.plot(X, Y, 'k.')
# plt.plot(t, np.sin(t))
plt.show()
The plot seems to be almost random and does not improve with more c terms. Could someone point out exactly what am I doing wrong?

Just to answer the "random plot" part of the question for now - note the Y-scale of your plot!
>>> np.min(Y), np.max(Y)
(-6.1937063114043705e-18, 6.43002899658067e-18)
>>> np.min(X), np.max(X)
(-0.15754356079010426, 0.15754356079010395)
In other words, all of your coefficients are basically real valued. You probably wouldn't be interested in an plot of the imaginary part vs the real part, but rather the sum of squares vs the frequency or mode number.

Related

Plotting arrows perpendicular to coordinates

I have a plot like this, plotting a semicircle with x and y
I want to add arrows at each point like so (ignore the horrible paint job):
Is there an easy way to add arrows perpendicular to the plot?
Current code:
import numpy as np
import matplotlib.pyplot as plt
r = 2
h = 0
k = 0
x0 = h-r
x1 = h+r
x = np.linspace(x0,x1,9)
y = k + np.sqrt(r**2 - (x-h)**2)
plt.scatter(x,y)
plt.xlim(-4,4)
plt.ylim(-4,4)
PERPENDICULAR TO THE TANGENT OF THE CURVE I'M SORRY I FORGOT TO ADD THIS
A point in space has no idea what "perpendicular" means, but assuming your y is some function of x that has a derivate, you can think of the derivate of the function at some point to be the tangent of the curve at that point, and to get a perpendicular vector you just need to rotate the vector counter-clockwise 90 degrees:
x1, y1 = -y0, x0
We know that these points come from a circle. So given three points we can easily find the center using basic geometry notions. If you need a refresher, take a look here.
For this particular case, the center is at the origin. Knowing the center coordinates, the normal at each point is just the vector from the center to the point itself. Since the center is the origin, the normals' components are just given by the coordinates of the points themselves.
import numpy as np
import matplotlib.pyplot as plt
r = 2
h = 0
k = 0
x0 = h-r
x1 = h+r
x = np.linspace(x0, x1, 9)
y = k + np.sqrt(r**2 - (x-h)**2)
center = np.array([0.0, 0.0])
plt.scatter(x, y)
plt.quiver(x, y, x, y, width=0.005)
plt.xlim(-4, 4)
plt.ylim(-4, 4)
plt.show()
If you are in a hurry and you do not have time to implement equations, you could use the scikit-spatial library in the following way:
from skspatial.objects import Circle, Vector, Points
import numpy as np
import matplotlib.pyplot as plt
r = 2
h = 0
k = 0
x0 = h-r
x1 = h+r
x = np.linspace(x0, x1, 9)
y = k + np.sqrt(r**2 - (x-h)**2)
points = Points(np.vstack((x, y)).T)
circle = Circle.best_fit(np.vstack((x, y)).T)
center = circle.point
normals = np.array([Vector.from_points(center, point) for point in points])
plt.scatter(x, y)
plt.quiver(x, y, normals[:, 0], normals[:, 1], width=0.005)
plt.xlim(-4, 4)
plt.ylim(-4, 4)
plt.show()
Postulate of blunova's and simon's answers is correct, generally speaking: points have no normal, but curve have; so you need to rely on what you know your curve is. Either, as blunova described it, by the knowledge that it is a circle, and computing those normal with ad-hoc computation from that knowledge.
Or, as I am about to describe, using the function f such as y=f(x). and using knowledge on what is the normal to such a (x,f(x)) chart.
Here is your code, written with such a function f
import numpy as np
import matplotlib.pyplot as plt
r = 2
h = 0
k = 0
x0 = h-r
x1 = h+r
x = np.linspace(x0,x1,9)
def f(x):
return k + np.sqrt(r**2 - (x-h)**2)
y=f(x)
plt.scatter(x,y)
plt.xlim(-4,4)
plt.ylim(-4,4)
So, all I did here is rewriting your line y=... in the form of a function.
From there, it is possible to compute the normal to each point of the chart (x,f(x)).
The tangent to a point (x,f(x)) is well known: it is vector (1,f'(x)), where f'(x) is the derivative of f. So, normal to that is (-f'(x), 1).
Divided by √(f'(x)²+1) to normalize this vector.
So, just use that as entry to quiver.
First compute a derivative of your function
dx=0.001
def fprime(x):
return (f(x+dx)-f(x-dx))/(2*dx)
Then, just
plt.quiver(x, f(x), -fprime(x), 1)
Or, to have all vector normalized
plt.quiver(x, f(x), -fprime(x)/np.sqrt(fprime(x)**2+1), 1/np.sqrt(fprime(x)**2+1))
(note that fprime and the normalization part are all vectorizable operation, so it works with x being a arange)
All together
import numpy as np
import matplotlib.pyplot as plt
r = 2
h = 0
k = 0
x0 = h-r
x1 = h+r
def f(x):
return k+ np.sqrt(r**2 - (x-h)**2)
dx=0.001
x = np.linspace(x0+dx,x1-dx,9)
y = f(x)
def fprime(x):
return (f(x+dx)-f(x-dx))/(2*dx)
plt.scatter(x,y)
plt.quiver(x,f(x), -fprime(x)/np.sqrt(fprime(x)**2+1), 1/np.sqrt(fprime(x)**2+1))
plt.xlim(-4,4)
plt.ylim(-4,4)
plt.show()
That is almost an exact copy of your code, but for the quiver line, and with the addition of fprime.
One other slight change, specific to your curve, is that I changed x range to ensure the computability of fprime (if first x is x0, then fprime need f(x0-dx) which does not exist because of sqrt. Likewise for x1. So, first x is x0+dx, and last is x1-dx, which is visually the same)
That is the main advantage of this solution over blunova's: it is your code, essentially. And would work if you change f, without assuming that f is a circle. All that is assume is that f is derivable (and if it were not, you could not define what those normal are anyway).
For example, if you want to do the same with a parabola instead, just change f
import numpy as np
import matplotlib.pyplot as plt
r = 2
h = 0
k = 0
x0 = h-r
x1 = h+r
def f(x):
return x**2
dx=0.001
x = np.linspace(x0+dx,x1-dx,9)
y = f(x)
def fprime(x):
return (f(x+dx)-f(x-dx))/(2*dx)
plt.scatter(x,y)
plt.quiver(x,f(x), -fprime(x)/np.sqrt(fprime(x)**2+1), 1/np.sqrt(fprime(x)**2+1))
plt.xlim(-4,4)
plt.ylim(-2,5)
plt.show()
All I changed here is the f formula. Not need for a new reasoning to compute the normal.
Last remark: an even more accurate version (not forcing the approximate computation of fprime with a dx) would be to use sympy to define f, and then compute the real, symbolic, derivative of f. But that doesn't seem necessary for your case.

Fitting N datapoints in 3D on a straight line

I have N datapoints in 3d that lie on a line. The y-direction is fixed, so I want to fit x,z against y.
Lets say we have 6 datapoints, that align with the y axis:
x=[0,0,0,0,0,0]
y=[1,2,3,4,5,6]
z=[0,0,0,0,0,0]
what I want to do:
I want to get the best set of fitting parameters, the gof and fitting error.
So far with a least squarefit, I get a reduced chi2 of < 1, which means I might be overfitting (or misunderstanding something).
Questions:
1.) For example, for the above example I receive a reduced chi2 of 0- this seems false to me?
2.) Also, I am wondering if a least square fit is adequate for this as well- maybe someone can shed some insight on this? Would svd be a better choice for this?
import scipy.optimize
import numpy as np
#define a model (line)
def linear(params, y):
a, b = params
data = [a * y[i] + b for i in range(0, len(y))]
return data
#define the residuals that need to me minimized
def fitting_cost(params, x, y, z):
a_x, b_x, a_z, b_z = params
x_pred = linear((a_x, b_x), y)
z_pred = linear((a_z, b_z), y)
res_x = [x_pred[i] - x[i] for i in range(0, 6)]
res_z = [z_pred[i] - z[i] for i in range(0, 6)]
return res_x + res_z
#do the fit and return parameters plus gof
def least_squares_fit(x, y, z):
sp = [0,0,0,0]
result = scipy.optimize.leastsq(fitting_cost, sp,
args=(x, y, z),
full_output=True)
s_sq = (result[2]['fvec'] ** 2).sum() / (
len(result[2]['fvec']) - len(result[0]))
return result[0], s_sq

Numerical solution to a differential equation containing a Dirac delta function

I am trying to use scipy to numerically solve the following differential equation
x''+x=\sum_{k=1}^{20}\delta(t-k\pi), y(0)=y'(0)=0.
Here is the code
from scipy.integrate import odeint
import numpy as np
import matplotlib.pyplot as plt
from sympy import DiracDelta
def f(t):
sum = 0
for i in range(20):
sum = sum + 1.0*DiracDelta(t-(i+1)*np.pi)
return sum
def ode(X, t):
x = X[0]
y = X[1]
dxdt = y
dydt = -x + f(t)
return [dxdt, dydt]
X0 = [0, 0]
t = np.linspace(0, 80, 500)
sol = odeint(ode, X0, t)
x = sol[:, 0]
y = sol[:, 1]
plt.plot(t,x, t, y)
plt.xlabel('t')
plt.legend(('x', 'y'))
# phase portrait
plt.figure()
plt.plot(x,y)
plt.plot(x[0], y[0], 'ro')
plt.xlabel('x')
plt.ylabel('y')
plt.show()
However what I got from python is zero solution, which is different from what I got from Mathematica. Here are the mathematica code and the graph
so=NDSolve[{x''(t)+x(t)=\sum _{i=1}^{20} DiraDelta (t-i \pi ),x(0)=0,x'(0)=0},x(t),{t,0,80}]
It seems to me that scipy ignores the Dirac delta function. Where am I wrong? Any help is appreciated.
Dirac delta is not a function. Writing it as density in an integral is still only a symbolic representation. It is, as mathematical object, a functional on the space of continuous functions. delta(t0,f)=f(t0), not more, not less.
One can approximate the evaluation, or "sifting" effect of the delta operator by continuous functions. The usual good approximations have the form N*phi(N*t) where N is a large number and phi a non-negative function, usually with a somewhat compact shape, that has integral one. Popular examples are box functions, tent functions, the Gauß bell curve, ... So you could take
def tentfunc(t): return max(0,1-abs(t))
N = 10.0
def rhs(t): return sum( N*tentfunc(N*(t-(i+1)*np.pi)) for i in range(20))
X0 = [0, 0]
t = np.linspace(0, 80, 1000)
sol = odeint(lambda x,t: [ x[1], rhs(t)-x[0]], X0, t, tcrit=np.pi*np.arange(21), atol=1e-8, rtol=1e-10)
x,v = sol.T
plt.plot(t,x, t, v)
which gives
Note that the density of the t array also influences the accuracy, while the tcrit critical points did not do much.
Another way is to remember that delta is the second derivative of max(0,x), so one can construct a function that is the twice primitive of the right side,
def u(t): return sum(np.maximum(0,t-(i+1)*np.pi) for i in range(20))
so that now the equation is equivalent to
(x(t)-u(t))'' + x(t) = 0
set y = x-u then
y''(t) + y(t) = -u(t)
which now has a continuous right side.
X0 = [0, 0]
t = np.linspace(0, 80, 1000)
sol = odeint(lambda y,t: [ y[1], -u(t)-y[0]], X0, t, atol=1e-8, rtol=1e-10)
y,v = sol.T
x=y+u(t)
plt.plot(t,x)
odeint :
does not handle sympy symbolic objects
it's unlikely it can ever handle Dirac Delta terms.
The best bet is probably to turn dirac deltas into boundary conditions: assume that the function is continuous at the location of the Dirac delta, but the first derivative jumps. Integrating over infinitesimal interval around the location of the delta function gives you the boundary condition for the derivative just left and just right from the delta.

How to fit a specific exponential function with numpy

I'm trying to fit a series of data to a exponential equation, I've found some great answer here: How to do exponential and logarithmic curve fitting in Python? I found only polynomial fitting But it didn't contain the step forward that I need for this question.
I'm trying to fit y and x against a equation: y = -AeBx + A. The final A has proven to be a big trouble and I don't know how to transform the equation like log(y) = log(A) + Bx as if the final A was not there.
Any help is appreciated.
You can always just use scipy.optimize.curve_fit as long as your equation isn't too crazy:
import matplotlib.pyplot as plt
import numpy as np
import scipy.optimize as sio
def f(x, A, B):
return -A*np.exp(B*x) + A
A = 2
B = 1
x = np.linspace(0,1)
y = f(x, A, B)
scale = (max(y) - min(y))*.10
noise = np.random.normal(size=x.size)*scale
y += noise
fit = sio.curve_fit(f, x, y)
plt.scatter(x, y)
plt.plot(x, f(x, *fit[0]))
plt.show()
This produces:

Using meshgrid to convert X,Y,Z triplet to three 2D arrays for surface plot in matplotlib

I'm new to Python so please be patient. I appreciate any help!
What I have: three 1D lists (xr, yr, zr), one containing x-values, the other two y- and z-values
What I want to do: create a 3D contour plot in matplotlib
I realized that I need to convert the three 1D lists into three 2D lists, by using the meshgrid function.
Here's what I have so far:
xr = np.asarray(xr)
yr = np.asarray(yr)
zr = np.asarray(zr)
X, Y = np.meshgrid(xr,yr)
znew = np.array([zr for x,y in zip(np.ravel(X), np.ravel(Y))])
Z = znew.reshape(X.shape)
Running this gives me the following error (for the last line I entered above):
total size of new array must be unchanged
I went digging around stackoverflow, and tried using suggestions from people having similar problems. Here are the errors I get from each of those suggestions:
Changing the last line to:
Z = znew.reshape(X.shape[0])
Gives the same error.
Changing the last line to:
Z = znew.reshape(X.shape[0], len(znew))
Gives the error:
Shape of x does not match that of z: found (294, 294) instead of (294, 86436).
Changing it to:
Z = znew.reshape(X.shape, len(znew))
Gives the error:
an integer is required
Any ideas?
Well,sample code below works for me
import numpy as np
import matplotlib.pyplot as plt
xr = np.linspace(-20, 20, 100)
yr = np.linspace(-25, 25, 110)
X, Y = np.meshgrid(xr, yr)
#Z = 4*X**2 + Y**2
zr = []
for i in range(0, 110):
y = -25.0 + (50./110.)*float(i)
for k in range(0, 100):
x = -20.0 + (40./100.)*float(k)
v = 4.0*x*x + y*y
zr.append(v)
Z = np.reshape(zr, X.shape)
print(X.shape)
print(Y.shape)
print(Z.shape)
plt.contour(X, Y, Z)
plt.show()
TL;DR
import matplotlib.pyplot as plt
import numpy as np
def get_data_for_mpl(X, Y, Z):
result_x = np.unique(X)
result_y = np.unique(Y)
result_z = np.zeros((len(result_x), len(result_y)))
# result_z[:] = np.nan
for x, y, z in zip(X, Y, Z):
i = np.searchsorted(result_x, x)
j = np.searchsorted(result_y, y)
result_z[i, j] = z
return result_x, result_y, result_z
xr, yr, zr = np.genfromtxt('data.txt', unpack=True)
plt.contourf(*get_data_for_mpl(xr, yr, zr), 100)
plt.show()
Detailed answer
At the beginning, you need to find out for which values of x and y the graph is being plotted. This can be done using the numpy.unique function:
result_x = numpy.unique(X)
result_y = numpy.unique(Y)
Next, you need to create a numpy.ndarray with function values for each point (x, y) from zip(X, Y):
result_z = numpy.zeros((len(result_x), len(result_y)))
for x, y, z in zip(X, Y, Z):
i = search(result_x, x)
j = search(result_y, y)
result_z[i, j] = z
If the array is sorted, then the search in it can be performed not in linear time, but in logarithmic time, so it is enough to use the numpy.searchsorted function to search. but to use it, the arrays result_x and result_y must be sorted. Fortunately, sorting is part of the numpy.unique method and there are no additional actions to do. It is enough to replace the search (this method is not implemented anywhere and is given simply as an intermediate step) method with np.searchsorted.
Finally, to get the desired image, it is enough to call the matplotlib.pyplot.contour or matplotlib.pyplot.contourf method.
If the function value does not exist for (x, y) for all x from result_x and all y from result_y, and you just want to not draw anything, then it is enough to replace the missing values with NaN. Or, more simply, create result_z as numpy.ndarray` from NaN and then fill it in:
result_z = numpy.zeros((len(result_x), len(result_y)))
result_z[:] = numpy.nan

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