Python Gekko Tool - python

I have just started to work with Gekko optimization software. So far, I figured out how to obtain an optimal solution for my problem. But I am not sure if it is possible to see all possible results, which satisfy the constraint? (not only the optimal value). The problem is that for my particular task, I need to do optimization multiple times and despite the optimal values being optimal at one point, the optimal sequence of decisions might be different over time. I want to check this by creating an MDP. But to do this, I need to know the possible states, which represent all possible values of the variable to be optimized, which satisfy the constraints. I have not found yet how to do this in Gekko, so maybe somebody had similar issues?
Thank you!

A contour plot is a nice way to show the optimal solution and all possible feasible solutions. Below is an example contour plot for the Tubular Column Design Optimization problem.
# -*- coding: utf-8 -*-
"""
BYU Intro to Optimization. Column design
https://apmonitor.com/me575/index.php/Main/TubularColumn
Contour plot additions by Al Duke 11/30/2019
"""
from gekko import GEKKO
import matplotlib.pyplot as plt
import numpy as np
from scipy.optimize import fsolve
m = GEKKO()
#%% Constants
pi = m.Const(3.14159,'pi')
P = 2300 # compressive load (kg_f)
o_y = 450 # allowable yield stress (kg_f/cm^2)
E = 0.65e6 # elasticity (kg_f/cm^2)
p = 0.0020 # weight density (kg_f/cm^3)
l = 300 # length of the column (cm)
#%% Variables (the design variables available to the solver)
d = m.Var(value=8.0,lb=2.0,ub=14.0) # mean diameter (cm)
t = m.Var(value=0.3,lb=0.2 ,ub=0.8) # thickness (cm)
cost = m.Var()
#%% Intermediates (computed by solver from design variables and constants)
d_i = m.Intermediate(d - t)
d_o = m.Intermediate(d + t)
W = m.Intermediate(p*l*pi*(d_o**2 - d_i**2)/4) # weight (kgf)
o_i = m.Intermediate(P/(pi*d*t)) # induced stress
# second moment of area of the cross section of the column
I = m.Intermediate((pi/64)*(d_o**4 - d_i**4))
# buckling stress (Euler buckling load/cross-sectional area)
o_b = m.Intermediate((pi**2*E*I/l**2)*(1/(pi*d*t)))
#%% Equations (constraints, etc. Cost could be an intermediate variable)
m.Equations([
o_i - o_y <= 0,
o_i - o_b <= 0,
cost == 5*W + 2*d
])
#%% Objective
m.Minimize(cost)
#%% Solve and print solution
m.options.SOLVER = 1
m.solve()
print('Optimal cost: ' + str(cost[0]))
print('Optimal mean diameter: ' + str(d[0]))
print('Optimal thickness: ' + str(t[0]))
minima = np.array([d[0], t[0]])
#%% Contour plot
# create a cost function as a function of the design variables d and t
f = lambda d, t: 2 * d + 5 * p * l * np.pi * ((d+t)**2 - (d-t)**2)/4
xmin, xmax, xstep = 2, 14, .2 # diameter
ymin, ymax, ystep = .2, .8, .05 # thickness
d, t = np.meshgrid(np.arange(xmin, xmax + xstep, xstep), \
np.arange(ymin, ymax + ystep, ystep))
z = f(d, t)
# Determine the compressive stress constraint line.
#stress = P/(pi*d*t) # induced axial stress
t_stress = np.arange(ymin, ymax, .025) # use finer step to get smoother constraint line
d_stress = []
for tt in t_stress:
dd = P/(np.pi * tt * o_y)
d_stress.append(dd)
# Determine buckling constraint line. This is tougher because we cannot
# solve directly for t from d. Used scipy.optimize.fsolve to find roots
d_buck = []
t_buck = []
for d3 in np.arange(6, xmax, .005):
fb = lambda t : o_y-np.pi**2*E*((d3+t)**4-(d3-t)**4)/(64*l**2*d3*t)
tr = np.array([0.3])
roots = fsolve(fb, tr)
if roots[0] != 0:
if roots[0] >= .1 and roots[0]<=1.:
t_buck.append(roots[0])
d_buck.append(d3)
# Create contour plot
plt.style.use('ggplot') # to make prettier plots
fig, ax = plt.subplots(figsize=(10, 6))
CS = ax.contour(d, t, z, levels=15,)
ax.clabel(CS, inline=1, fontsize=10)
ax.set_xlabel('mean diameter $d$')
ax.set_ylabel('half thickness $t$')
ax.set_xlim((xmin, xmax))
ax.set_ylim((ymin, ymax))
# Add constraint lines and optimal marker
ax.plot(d_stress, t_stress, "->", label="Stress constraint")
ax.plot(d_buck, t_buck, "->", label="Buckling constraint" )
minima_ = minima.reshape(-1, 1)
ax.plot(*minima_, 'r*', markersize=18, label="Optimum")
ax.text(10,.25,"Contours = Cost (objective)\nConstraint line markers point\ntowards feasible space.")
plt.title('Column Design')
plt.legend()
plt.show()
It is more challenging to include more than 2D but time or a 3D plot can show feasible space as a parameter is changed such as in the Interior Point solution demonstration.
There are many other example problems that demonstrate this approach in the Design Optimization course.

Related

Optimal trajectory to minimize force, issues with final conditions

I am trying to find a trajectory that minimizes the squared integral of the force to move a block from one point to another. Here are the system dynamics:
dx/dt = v (derivative of position is velocity)
dv/dt = u (derivative of velocity is acceleration, which is what I am trying to minimize)
min integral of u**2
The initial conditions and final conditions are:
x(0) = 0, v(0) = 0
x(1) = 1, v(1) = 1
I have implemented this in python using the Gekko library, but I cannot get the final conditions working properly. Using m.fix() to fix the end position makes the problem unsolvable.
Reading online, I used m.Minimize() to make a soft constraint, but the solution was very far off from the end conditions. I added an extra equation to make the velocity less than zero at the end, and that made the solution look like the correct solution, albeit the end position was wrong (if the solution was scaled by a factor, it would be correct).
I should I properly solve this problem?
from gekko import GEKKO
import numpy as np
import matplotlib.pyplot as plt
##model
m = GEKKO() # initialize gekko
nt = 101
m.time = np.linspace(0,1,nt)
# Variables
x = m.Var(value=0)
v = m.Var(value=0)
u = m.Var( fixed_initial=False)
p = np.zeros(nt) # mark final time point
p[-1] = 1.0
final = m.Param(value=p)
# Equations
m.Equation(x.dt()==v)
m.Equation(v.dt()==u)
#m.Equation(x*final >= 1) ##error: Solution Not Found
m.Equation(v*final <= 0)
m.Minimize(final*(x-1)**2)
m.Minimize(final*(v-0)**2)
m.Obj(m.integral(u**2)*final) # Objective function
m.options.IMODE = 6 # optimal control mode
##solve
m.solve() # solve
##plot
plt.figure(1) # plot results
plt.plot(m.time,x.value,'k-',label=r'$x$')
plt.plot(m.time,v.value,'b-',label=r'$v$')
plt.plot(m.time,u.value,'r--',label=r'$u$')
plt.legend(loc='best')
plt.xlabel('Time')
plt.ylabel('Value')
##show plot
plt.show()
Plot of my results
You can fix the problem by putting a higher weight on the final conditions:
m.Minimize(final*1e5*(x-1)**2)
m.Minimize(final*1e5*(v-0)**2)
There is still some tradeoff with the u minimization but it is minimal.
The constraint m.Equation(x*final >= 1) is infeasible when final=0 because this results in the inequality 0 >= 1. If you'd like to use the final position constraint, you'll need to use m.Equation((x-1)*final >= 0) so that the constraint is enforced only at the end but is feasible (0 >= 0) elsewhere. You don't necessarily need the hard constraints with the soft (objective function) constraints for the final condition. Here is a related problem with an inverted pendulum.
from gekko import GEKKO
import numpy as np
import matplotlib.pyplot as plt
m = GEKKO() # initialize gekko
nt = 101; m.time = np.linspace(0,1,nt)
# Variables
x = m.Var(value=0)
v = m.Var(value=0)
u = m.Var(fixed_initial=False)
p = np.zeros(nt) # mark final time point
p[-1] = 1.0
final = m.Param(value=p)
# Equations
m.Equation(x.dt()==v)
m.Equation(v.dt()==u)
m.Equation((x-1)*final >= 0)
m.Equation(v*final <= 0)
m.Minimize(final*1e5*(x-1)**2)
m.Minimize(final*1e5*(v-0)**2)
m.Obj(m.integral(u**2)*final) # Objective function
m.options.IMODE = 6 # optimal control mode
m.solve() # solve
plt.figure(1) # plot results
plt.grid()
plt.plot(m.time,x.value,'k-',label=r'$x$')
plt.plot(m.time,v.value,'b-',label=r'$v$')
plt.plot(m.time,u.value,'r--',label=r'$u$')
plt.legend(loc='best')
plt.xlabel('Time')
plt.ylabel('Value')
plt.show()

Implementing initial conditions for a numerically solved differential equation

Imagine someone jumping off a balcony under a certain angle theta and velocity v0 (the height of the balcony is denoted as ystar). Looking at this problem in 2D and considering drag you get a system of differential equations which can be solved with a Runge-Kutta method (I choose explicit-midpoint, not sure what the butcher tableu for this one is). I implemented this and it works perfectly fine, for some given initial conditions I get the trajectory of the moving particle.
My problem is that I want to fix two of the initial conditions (starting point on the x-axis is zero and on the y-axis is ystar) and make sure that the trajectory goes trough a certain point on the x-axis (let's call it xstar). For this of course exist multiple combinations of the other two initial conditions, which in this case are the velocities in the x- and y-direction. The problem is that I don't know how to implement that.
The code that I used to solve the problem up to this point:
1) Implementation of the Runge-Kutta method
import numpy as np
import matplotlib.pyplot as plt
def integrate(methode_step, rhs, y0, T, N):
star = (int(N+1),y0.size)
y= np.empty(star)
t0, dt = 0, 1.* T/N
y[0,...] = y0
for i in range(0,int(N)):
y[i+1,...]=methode_step(rhs,y[i,...], t0+i*dt, dt)
t = np.arange(N+1) * dt
return t,y
def explicit_midpoint_step(rhs, y0, t0, dt):
return y0 + dt * rhs(t0+0.5*dt,y0+0.5*dt*rhs(t0,y0))
def explicit_midpoint(rhs,y0,T,N):
return integrate(explicit_midpoint_step,rhs,y0,T,N)
2) Implementation of the right-hand-side of the differential equation and the nessecery parameters
A = 1.9/2.
cw = 0.78
rho = 1.293
g = 9.81
# Mass and referece length
l = 1.95
m = 118
# Position
xstar = 8*l
ystar = 4*l
def rhs(t,y):
lam = cw * A * rho /(2 * m)
return np.array([y[1],-lam*y[1]*np.sqrt(y[1]**2+y[3]**2),y[3],-lam*y[3]*np.sqrt(y[1]**2+y[3]**2)-g])
3) solving the problem with it
# Parametrize the two dimensional velocity with an angle theta and speed v0
v0 = 30
theta = np.pi/6
v0x = v0 * np.cos(theta)
v0y = v0 * np.sin(theta)
# Initial condintions
z0 = np.array([0, v0x, ystar, v0y])
# Calculate solution
t, z = explicit_midpoint(rhs, z0, 5, 1000)
4) Visualization
plt.figure()
plt.plot(0,ystar,"ro")
plt.plot(x,0,"ro")
plt.plot(z[:,0],z[:,1])
plt.grid(True)
plt.xlabel(r"$x$")
plt.ylabel(r"$y$")
plt.show()
To make the question concrete: With this set up in mind, how do I find all possible combinations of v0 and theta such that z[some_element,0]==xstar
I tried of course some things, mainly the brute force method of fixing theta and then trying out all the possible velocities (in an intervall that makes sense) but finally didn't know how to compare the resulting arrays with the desired result...
Since this is mainly a coding issue I hope stack overflow is the right place to ask for help...
EDIT:
As requested here is my try to solve the problem (replacing 3) and 4) from above)..
theta = np.pi/4.
xy = np.zeros((50,1001,2))
z1 = np.zeros((1001,2))
count=0
for v0 in range(0,50):
v0x = v0 * np.cos(theta)
v0y = v0 * np.sin(theta)
z0 = np.array([0, v0x, ystar, v0y])
# Calculate solution
t, z = explicit_midpoint(rhs, z0, 5, 1000)
if np.around(z[:,0],3).any() == round(xstar,3):
z1[:,0] = z[:,0]
z1[:,1] = z[:,2]
break
else:
xy[count,:,0] = z[:,0]
xy[count,:,1] = z[:,2]
count+=1
plt.figure()
plt.plot(0,ystar,"ro")
plt.plot(xstar,0,"ro")
for k in range(0,50):
plt.plot(xy[k,:,0],xy[k,:,1])
plt.plot(z[:,0],z[:,1])
plt.grid(True)
plt.xlabel(r"$x$")
plt.ylabel(r"$y$")
plt.show()
I'm sure that I'm using the .any() function wrong, the idea there is to round the values of z[:,0] to three digits and than compare them to xstar, if it matches the loop should terminate and retrun the current z, if not it should save it in another array and then increase v0.
Edit 2018-07-16
Here I post a corrected answer taking into account the drag by air.
Below is a python script to compute the set of (v0,theta) values so that the air-dragged trajectory passes through (x,y) = (xstar,0) at some time t=tstar. I used the trajectory without air-drag as the initial guess and also to guess the dependence of x(tstar) on v0 for the first refinement. The number of iterations needed to arrive at the correct v0 was typically 3 to 4. The script finished in 0.99 seconds on my laptop, including the time for generating figures.
The script generates two figures and one text file.
fig_xdrop_v0_theta.png
The black dots indicates the solution set (v0,theta)
The yellow line indicates the reference (v0,theta) which would be a solution if there were no air drag.
fig_traj_sample.png
Checking that the trajectory (blue solid line) passes through (x,y)=(xstar,0) when (v0,theta) is sampled from the solution set.
The black dashed line shows a trajectory without drag by air as a reference.
output.dat
contains the numerical data of (v0,theta) as well as the landing time tstar and number of iteration needed to find v0.
Here begins script.
#!/usr/bin/env python3
import numpy as np
import scipy.integrate
import matplotlib as mpl
import matplotlib.pyplot as plt
import matplotlib.image as img
mpl.rcParams['lines.linewidth'] = 2
mpl.rcParams['lines.markeredgewidth'] = 1.0
mpl.rcParams['axes.formatter.limits'] = (-4,4)
#mpl.rcParams['axes.formatter.limits'] = (-2,2)
mpl.rcParams['axes.labelsize'] = 'large'
mpl.rcParams['xtick.labelsize'] = 'large'
mpl.rcParams['ytick.labelsize'] = 'large'
mpl.rcParams['xtick.direction'] = 'out'
mpl.rcParams['ytick.direction'] = 'out'
############################################
len_ref = 1.95
xstar = 8.0*len_ref
ystar = 4.0*len_ref
g_earth = 9.81
#
mass = 118
area = 1.9/2.
cw = 0.78
rho = 1.293
lam = cw * area * rho /(2.0 * mass)
############################################
ngtheta=51
theta_min = -0.1*np.pi
theta_max = 0.4*np.pi
theta_grid = np.linspace(theta_min, theta_max, ngtheta)
#
ngv0=100
v0min =6.0
v0max =18.0
v0_grid=np.linspace(v0min, v0max, ngv0)
# .. this grid is used for the initial coarse scan by reference trajecotry
############################################
outf=open('output.dat','w')
print('data file generated: output.dat')
###########################################
def calc_tstar_ref_and_x_ref_at_tstar_ref(v0, theta, ystar, g_earth):
'''return the drop time t* and drop point x(t*) of a reference trajectory
without air drag.
'''
vx = v0*np.cos(theta)
vy = v0*np.sin(theta)
ts_ref = (vy+np.sqrt(vy**2+2.0*g_earth*ystar))/g_earth
x_ref = vx*ts_ref
return (ts_ref, x_ref)
def rhs_drag(yvec, time, g_eath, lamb):
'''
dx/dt = v_x
dy/dt = v_y
du_x/dt = -lambda v_x sqrt(u_x^2 + u_y^2)
du_y/dt = -lambda v_y sqrt(u_x^2 + u_y^2) -g
yvec[0] .. x
yvec[1] .. y
yvec[2] .. v_x
yvec[3] .. v_y
'''
vnorm = (yvec[2]**2+yvec[3]**2)**0.5
return [ yvec[2], yvec[3], -lamb*yvec[2]*vnorm, -lamb*yvec[3]*vnorm -g_earth]
def try_tstar_drag(v0, theta, ystar, g_earth, lamb, tstar_search_grid):
'''one trial run to find the drop point x(t*), y(t*) of a trajectory
under the air drag.
'''
tinit=0.0
tgrid = [tinit]+list(tstar_search_grid)
yvec_list = scipy.integrate.odeint(rhs_drag,
[0.0, ystar, v0*np.cos(theta), v0*np.sin(theta)],
tgrid, args=(g_earth, lam))
y_drag = [yvec[1] for yvec in yvec_list]
x_drag = [yvec[0] for yvec in yvec_list]
if y_drag[0]<0.0:
ierr=-1
jtstar=0
tstar_braket=None
elif y_drag[-1]>0.0:
ierr=1
jtstar=len(y_drag)-1
tstar_braket=None
else:
ierr=0
for jt in range(len(y_drag)-1):
if y_drag[jt+1]*y_drag[jt]<=0.0:
tstar_braket=[tgrid[jt],tgrid[jt+1]]
if abs(y_drag[jt+1])<abs(y_drag[jt]):
jtstar = jt+1
else:
jtstar = jt
break
tstar_est = tgrid[jtstar]
x_drag_at_tstar_est = x_drag[jtstar]
y_drag_at_tstar_est = y_drag[jtstar]
return (tstar_est, x_drag_at_tstar_est, y_drag_at_tstar_est, ierr, tstar_braket)
def calc_x_drag_at_tstar(v0, theta, ystar, g_earth, lamb, tstar_est,
eps_y=1.0e-3, ngt_search=20,
rel_range_lower=0.8, rel_range_upper=1.2,
num_try=5):
'''compute the dop point x(t*) of a trajectory under the air drag.
'''
flg_success=False
tstar_est_lower=tstar_est*rel_range_lower
tstar_est_upper=tstar_est*rel_range_upper
for jtry in range(num_try):
tstar_search_grid = np.linspace(tstar_est_lower, tstar_est_upper, ngt_search)
tstar_est, x_drag_at_tstar_est, y_drag_at_tstar_est, ierr, tstar_braket \
= try_tstar_drag(v0, theta, ystar, g_earth, lamb, tstar_search_grid)
if ierr==-1:
tstar_est_upper = tstar_est_lower
tstar_est_lower = tstar_est_lower*rel_range_lower
elif ierr==1:
tstar_est_lower = tstar_est_upper
tstar_est_upper = tstar_est_upper*rel_range_upper
else:
if abs(y_drag_at_tstar_est)<eps_y:
flg_success=True
break
else:
tstar_est_lower=tstar_braket[0]
tstar_est_upper=tstar_braket[1]
return (tstar_est, x_drag_at_tstar_est, y_drag_at_tstar_est, flg_success)
def find_v0(xstar, v0_est, theta, ystar, g_earth, lamb, tstar_est,
eps_x=1.0e-3, num_try=6):
'''solve for v0 so that x(t*)==x*.
'''
flg_success=False
v0_hist=[]
x_drag_at_tstar_hist=[]
jtry_end=None
for jtry in range(num_try):
tstar_est, x_drag_at_tstar_est, y_drag_at_tstar_est, flg_success_x_drag \
= calc_x_drag_at_tstar(v0_est, theta, ystar, g_earth, lamb, tstar_est)
v0_hist.append(v0_est)
x_drag_at_tstar_hist.append(x_drag_at_tstar_est)
if not flg_success_x_drag:
break
elif abs(x_drag_at_tstar_est-xstar)<eps_x:
flg_success=True
jtry_end=jtry
break
else:
# adjust v0
# better if tstar_est is also adjusted, but maybe that is too much.
if len(v0_hist)<2:
# This is the first run. Use the analytical expression of
# dx(tstar)/dv0 of the refernece trajectory
dx = xstar - x_drag_at_tstar_est
dv0 = dx/(tstar_est*np.cos(theta))
v0_est += dv0
else:
# use linear interpolation
v0_est = v0_hist[-2] \
+ (v0_hist[-1]-v0_hist[-2]) \
*(xstar -x_drag_at_tstar_hist[-2])\
/(x_drag_at_tstar_hist[-1]-x_drag_at_tstar_hist[-2])
return (v0_est, tstar_est, flg_success, jtry_end)
# make a reference table of t* and x(t*) of a trajectory without air drag
# as a function of v0 and theta.
tstar_ref=np.empty((ngtheta,ngv0))
xdrop_ref=np.empty((ngtheta,ngv0))
for j1 in range(ngtheta):
for j2 in range(ngv0):
tt, xx = calc_tstar_ref_and_x_ref_at_tstar_ref(v0_grid[j2], theta_grid[j1], ystar, g_earth)
tstar_ref[j1,j2] = tt
xdrop_ref[j1,j2] = xx
# make an estimate of v0 and t* of a dragged trajectory for each theta
# based on the reference trajectroy's landing position xdrop_ref.
tstar_est=np.empty((ngtheta,))
v0_est=np.empty((ngtheta,))
v0_est[:]=-1.0
# .. null value
for j1 in range(ngtheta):
for j2 in range(ngv0-1):
if (xdrop_ref[j1,j2+1]-xstar)*(xdrop_ref[j1,j2]-xstar)<=0.0:
tstar_est[j1] = tstar_ref[j1,j2]
# .. lazy
v0_est[j1] \
= v0_grid[j2] \
+ (v0_grid[j2+1]-v0_grid[j2])\
*(xstar-xdrop_ref[j1,j2])/(xdrop_ref[j1,j2+1]-xdrop_ref[j1,j2])
# .. linear interpolation
break
print('compute v0 for each theta under air drag..')
# compute v0 for each theta under air drag
theta_sol_list=[]
tstar_sol_list=[]
v0_sol_list=[]
outf.write('# theta v0 tstar numiter_v0\n')
for j1 in range(ngtheta):
if v0_est[j1]>0.0:
v0, tstar, flg_success, jtry_end \
= find_v0(xstar, v0_est[j1], theta_grid[j1], ystar, g_earth, lam, tstar_est[j1])
if flg_success:
theta_sol_list.append(theta_grid[j1])
v0_sol_list.append(v0)
tstar_sol_list.append(tstar)
outf.write('%26.16e %26.16e %26.16e %10i\n'
%(theta_grid[j1], v0, tstar, jtry_end+1))
theta_sol = np.array(theta_sol_list)
v0_sol = np.array(v0_sol_list)
tstar_sol = np.array(tstar_sol_list)
### Check a sample
jsample=np.size(v0_sol)//3
theta_sol_sample= theta_sol[jsample]
v0_sol_sample = v0_sol[jsample]
tstar_sol_sample= tstar_sol[jsample]
ngt_chk = 50
tgrid = np.linspace(0.0, tstar_sol_sample, ngt_chk)
yvec_list = scipy.integrate.odeint(rhs_drag,
[0.0, ystar,
v0_sol_sample*np.cos(theta_sol_sample),
v0_sol_sample*np.sin(theta_sol_sample)],
tgrid, args=(g_earth, lam))
y_drag_sol_sample = [yvec[1] for yvec in yvec_list]
x_drag_sol_sample = [yvec[0] for yvec in yvec_list]
# compute also the trajectory without drag starting form the same initial
# condiiton by setting lambda=0.
yvec_list = scipy.integrate.odeint(rhs_drag,
[0.0, ystar,
v0_sol_sample*np.cos(theta_sol_sample),
v0_sol_sample*np.sin(theta_sol_sample)],
tgrid, args=(g_earth, 0.0))
y_ref_sample = [yvec[1] for yvec in yvec_list]
x_ref_sample = [yvec[0] for yvec in yvec_list]
#######################################################################
# canvas setting
#######################################################################
f_size = (8,5)
#
a1_left = 0.15
a1_bottom = 0.15
a1_width = 0.65
a1_height = 0.80
#
hspace=0.02
#
ac_left = a1_left+a1_width+hspace
ac_bottom = a1_bottom
ac_width = 0.03
ac_height = a1_height
###########################################
############################################
# plot
############################################
#------------------------------------------------
print('plotting the solution..')
fig1=plt.figure(figsize=f_size)
ax1 =plt.axes([a1_left, a1_bottom, a1_width, a1_height], axisbg='w')
im1=img.NonUniformImage(ax1,
interpolation='bilinear', \
cmap=mpl.cm.Blues, \
norm=mpl.colors.Normalize(vmin=0.0,
vmax=np.max(xdrop_ref), clip=True))
im1.set_data(v0_grid, theta_grid/np.pi, xdrop_ref )
ax1.images.append(im1)
plt.contour(v0_grid, theta_grid/np.pi, xdrop_ref, [xstar], colors='y')
plt.plot(v0_sol, theta_sol/np.pi, 'ok', lw=4, label='Init Cond with Drag')
plt.legend(loc='lower left')
plt.xlabel(r'Initial Velocity $v_0$', fontsize=18)
plt.ylabel(r'Angle of Projection $\theta/\pi$', fontsize=18)
plt.yticks([-0.50, -0.25, 0.0, 0.25, 0.50])
ax1.set_xlim([v0min, v0max])
ax1.set_ylim([theta_min/np.pi, theta_max/np.pi])
axc =plt.axes([ac_left, ac_bottom, ac_width, ac_height], axisbg='w')
mpl.colorbar.Colorbar(axc,im1)
axc.set_ylabel('Distance from Blacony without Drag')
# 'Distance from Blacony $x(t^*)$'
plt.savefig('fig_xdrop_v0_theta.png')
print('figure file genereated: fig_xdrop_v0_theta.png')
plt.close()
#------------------------------------------------
print('plotting a sample trajectory..')
fig1=plt.figure(figsize=f_size)
ax1 =plt.axes([a1_left, a1_bottom, a1_width, a1_height], axisbg='w')
plt.plot(x_drag_sol_sample, y_drag_sol_sample, '-b', lw=2, label='with drag')
plt.plot(x_ref_sample, y_ref_sample, '--k', lw=2, label='without drag')
plt.axvline(x=xstar, color=[0.3, 0.3, 0.3], lw=1.0)
plt.axhline(y=0.0, color=[0.3, 0.3, 0.3], lw=1.0)
plt.legend()
plt.text(0.1*xstar, 0.6*ystar,
r'$v_0=%5.2f$'%(v0_sol_sample)+'\n'+r'$\theta=%5.2f \pi$'%(theta_sol_sample/np.pi),
fontsize=18)
plt.text(xstar, 0.5*ystar, 'xstar', fontsize=18)
plt.xlabel(r'Horizontal Distance $x$', fontsize=18)
plt.ylabel(r'Height $y$', fontsize=18)
ax1.set_xlim([0.0, 1.5*xstar])
ax1.set_ylim([-0.1*ystar, 1.5*ystar])
plt.savefig('fig_traj_sample.png')
print('figure file genereated: fig_traj_sample.png')
plt.close()
outf.close()
Here is the figure fig_xdrop_v0_theta.png.
Here is the figure fig_traj_sample.png.
Edit 2018-07-15
I realized that I overlooked that the question considers the drag by air. What a shame on me. So, my answer below is not correct. I'm afraid that deleting my answer by myself looks like hiding a mistake, and I leave it below for now. If people think it's annoying that an incorrect answer hanging around, I'm O.K. someone delete it.
The differential equation can actually be solved by hand,
and it does not require much computational resource
to map out how far the person reach from the balcony
on the ground as a function of the initial velocity v0 and the
angle theta. Then, you can select the condition (v0,theta)
such that distance_from_balcony_on_the_ground(v0,theta) = xstar
from this data table.
Let's write the horizontal and vertical coordinates of the
person at time t is x(t) and y(t), respectively.
I think you took x=0 at the wall of the building and y=0
as the ground level, and I do so here, too. Let's say the
horizontal and vertical velocity of the person at time t
are v_x(t) and v_y(t), respectively.
The initial conditions at t=0 are given as
x(0) = 0
y(0) = ystar
v_x(0) = v0 cos theta
v_y(0) = v0 sin theta
The Newton eqution you are solving is,
dx/dt = v_x .. (1)
dy/dt = v_y .. (2)
m d v_x /dt = 0 .. (3)
m d v_y /dt = -m g .. (4)
where m is the mass of the person,
and g is the constant which I don't know the English name of,
but we all know what it is.
From eq. (3),
v_x(t) = v_x(0) = v0 cos theta.
Using this with eq. (1),
x(t) = x(0) + \int_0^t dt' v_x(t') = t v0 cos theta,
where we also used the initial condition. \int_0^t means
integral from 0 to t.
From eq. (4),
v_y(t)
= v_y (0) + \int_0^t dt' (-g)
= v0 sin theta -g t,
where we used the initial condition.
Using this with eq. (3) and also using the initial condition,
y(t)
= y(0) + \int_0^t dt' v_y(t')
= ystar + t v0 sin theta -t^2 (g/2).
where t^2 means t squared.
From the expression for y(t), we can get the time tstar
at which the person hits the ground. That is, y(tstar) =0.
This equation can be solved by quadratic formula
(or something similar name) as
tstar = (v0 sin theta + sqrt((v0 sin theta)^2 + 2g ystar)/g,
where I used a condition tstar>0. Now we know
the distance from the balcony the person reached when he hit
the ground as x(tstar). Using the expression for x(t) above,
x(tstar) = (v0 cos theta) (v0 sin theta + sqrt((v0 sin theta)^2 + 2g ystar))/g.
.. (5)
Actually x(tstar) depends on v0 and theta as well as g and ystar.
You hold g and ystar as constants, and you want to find
all (v0,theta) such that x(tstar) = xstar for a given xstar value.
Since the right hand side of eq. (5) can be computed cheaply,
you can set up grids for v0 and theta and compute xstar
on this 2D grid. Then, you can see where roughly is the solution set
of (v0,theta) lies. If you need precise solution, you can pick up
a segment which encloses the solution from this data table.
Below is a python script that demonstrates this idea.
I also attach here a figure generated by this script.
The yellow curve is the solution set (v0,theta) such that the
person hit the ground at xstar from the wall
when xstar = 8.0*1.95 and ystar=4.0*1.95 as you set.
The blue color coordinate indicates x(tstar), i.e., how far the
person jumped from the balcony horizontally.
Note that at a given v0 (higher than a threshold value aruond v0=9.9),
the there are two theta values (two directions for the person
to project himself) to reach the aimed point (x,y) = (xstar,0).
The smaller branch of the theta value can be negative, meaning that the person can jump downward to reach the aimed point, as long as the initial velocity is sufficiently high.
The script also generates a data file output.dat, which has
the solution-enclosing segments.
#!/usr/bin/python3
import numpy as np
import matplotlib as mpl
import matplotlib.pyplot as plt
import matplotlib.image as img
mpl.rcParams['lines.linewidth'] = 2
mpl.rcParams['lines.markeredgewidth'] = 1.0
mpl.rcParams['axes.formatter.limits'] = (-4,4)
#mpl.rcParams['axes.formatter.limits'] = (-2,2)
mpl.rcParams['axes.labelsize'] = 'large'
mpl.rcParams['xtick.labelsize'] = 'large'
mpl.rcParams['ytick.labelsize'] = 'large'
mpl.rcParams['xtick.direction'] = 'out'
mpl.rcParams['ytick.direction'] = 'out'
############################################
len_ref = 1.95
xstar = 8.0*len_ref
ystar = 4.0*len_ref
g_earth = 9.81
############################################
ngv0=100
v0min =0.0
v0max =20.0
v0_grid=np.linspace(v0min, v0max, ngv0)
############################################
outf=open('output.dat','w')
print('data file generated: output.dat')
###########################################
def x_at_tstar(v0, theta, ystar, g_earth):
vx = v0*np.cos(theta)
vy = v0*np.sin(theta)
return (vy+np.sqrt(vy**2+2.0*g_earth*ystar))*vx/g_earth
ngtheta=100
theta_min = -0.5*np.pi
theta_max = 0.5*np.pi
theta_grid = np.linspace(theta_min, theta_max, ngtheta)
xdrop=np.empty((ngv0,ngtheta))
# x(t*) as a function of v0 and theta.
for j1 in range(ngv0):
for j2 in range(ngtheta):
xdrop[j1,j2] = x_at_tstar(v0_grid[j1], theta_grid[j2], ystar, g_earth)
outf.write('# domain [theta_lower, theta_upper] that encloses the solution\n')
outf.write('# theta such that x_at_tstart(v0,theta, ystart, g_earth)=xstar\n')
outf.write('# v0 theta_lower theta_upper x_lower x_upper\n')
for j1 in range(ngv0):
for j2 in range(ngtheta-1):
if (xdrop[j1,j2+1]-xstar)*(xdrop[j1,j2]-xstar)<=0.0:
outf.write('%26.16e %26.16e %26.16e %26.16e %26.16e\n'
%(v0_grid[j1], theta_grid[j2], theta_grid[j2+1],
xdrop[j1,j2], xdrop[j1,j2+1]))
print('See output.dat for the segments enclosing solutions.')
print('You can hunt further for precise solutions using this data.')
#######################################################################
# canvas setting
#######################################################################
f_size = (8,5)
#
a1_left = 0.15
a1_bottom = 0.15
a1_width = 0.65
a1_height = 0.80
#
hspace=0.02
#
ac_left = a1_left+a1_width+hspace
ac_bottom = a1_bottom
ac_width = 0.03
ac_height = a1_height
###########################################
############################################
# plot
############################################
print('plotting..')
fig1=plt.figure(figsize=f_size)
ax1 =plt.axes([a1_left, a1_bottom, a1_width, a1_height], axisbg='w')
im1=img.NonUniformImage(ax1,
interpolation='bilinear', \
cmap=mpl.cm.Blues, \
norm=mpl.colors.Normalize(vmin=0.0,
vmax=np.max(xdrop), clip=True))
im1.set_data(v0_grid, theta_grid/np.pi, np.transpose(xdrop))
ax1.images.append(im1)
plt.contour(v0_grid, theta_grid/np.pi, np.transpose(xdrop), [xstar], colors='y')
plt.xlabel(r'Initial Velocity $v_0$', fontsize=18)
plt.ylabel(r'Angle of Projection $\theta/\pi$', fontsize=18)
plt.yticks([-0.50, -0.25, 0.0, 0.25, 0.50])
ax1.set_xlim([v0min, v0max])
ax1.set_ylim([theta_min/np.pi, theta_max/np.pi])
axc =plt.axes([ac_left, ac_bottom, ac_width, ac_height], axisbg='w')
mpl.colorbar.Colorbar(axc,im1)
# 'Distance from Blacony $x(t^*)$'
plt.savefig('fig_xdrop_v0_theta.png')
print('figure file genereated: fig_xdrop_v0_theta.png')
plt.close()
outf.close()
So after some trying out I found a way to achieve what I wanted... It is the brute force method that I mentioned in my starting post, but at least now it works...
The idea is quite simple: define a function find_v0 which finds for a given theta a v0. In this function you take a starting value for v0 (I choose 8 but this was just a guess from me), then take the starting value and check with the difference function how far away the interesting point is from (xstar,0). The interesting point in this case can be determined by setting all points on the x-axis that are bigger than xstar to zero (and their corresponding y-values) and then trimming of all the zeros with trim_zeros, now the last element of correspond to the desired output. If the output of the difference function is smaller than a critical value (in my case 0.1) pass the current v0 on, if not, increase it by 0.01 and do the same thing again.
The code for this looks like this (again replacing 3) and 4) ):
th = np.linspace(0,np.pi/3,100)
def find_v0(theta):
v0=8
while(True):
v0x = v0 * np.cos(theta)
v0y = v0 * np.sin(theta)
z0 = np.array([0, v0x, ystar, v0y])
# Calculate solution
t, z = explicit_midpoint(rhs, z0, 5, 1000)
for k in range(1001):
if z[k,0] > xstar:
z[k,0] = 0
z[k,2] = 0
x = np.trim_zeros(z[:,0])
y = np.trim_zeros(z[:,2])
diff = difference(x[-1],y[-1])
if diff < 0.1:
break
else: v0+=0.01
return v0#,x,y[0:]
v0 = np.zeros_like(th)
from tqdm import tqdm
count=0
for k in tqdm(th):
v0[count] = find_v0(k)
count+=1
v0_interp = interpolate.interp1d(th,v0)
plt.figure()
plt.plot(th,v0_interp(th),"g")
plt.grid(True)
plt.xlabel(r"$\theta$")
plt.ylabel(r"$v_0$")
plt.show()
The problem with this thing is that it takes forever to compute (with the current settings around 5-6 mins). If anyone has some hints how to improve the code to get a little bit faster or has a different approach it would be still appreciated.
Assuming that the velocity in x direction never goes down to zero, you can take x as independent parameter instead of the time. The state vector is then time, position, velocity and the vector field in this state space is scaled so that the vx component is always 1. Then integrate from zero to xstar to compute the state (approximation) where the trajectory meets xstar as x-value.
def derivs(u,x):
t,x,y,vx,vy = u
v = hypot(vx,vy)
ax = -lam*v*vx
ay = -lam*v*vy - g
return [ 1/vx, 1, vy/vx, ax/vx, ay/vx ]
odeint(derivs, [0, x0, y0, vx0, vy0], [0, xstar])
or with your own integration method. I used odeint as documented interface to show how this derivatives function is used in the integration.
The resulting time and y-value can be extreme

Using FiPy and Mayavi to solve the diffusion equation in 3D

I'm interested in solving,
\frac{\delta \phi}{\delta t} - D \nabla^2 \phi - \alpha \phi - \gamma \phi = 0
The following is working, but I have a few questions:
Is it possible to increase performance with FiPy? I feel like the nx, ny, nz bins are very small here, despite a long computation time. I don't understand why the arrays X, Y, and Z are so large.
Notice in the first frame, we are zoomed in. How can I force the extents to automatically be [0..nx, 0..ny, 0..nz] in all plots?
Data for the first frame is a sphere of points with values 1.0 surrounded by 0.0. Why does there appear to be a gradient? Is Mayavi interpolating? If so, how can I disable this?
Code:
from fipy import *
import mayavi.mlab as mlab
import numpy as np
import time
# Spatial parameters
nx = ny = nz = 30 # bins
dx = dy = dz = 1 # Must this be an integer?
L = nx * dx
# Diffusion and time step
D = 1.
dt = 10.0 * dx**2 / (2. * D)
steps = 4
# Initial value and radius of concentration
phi0 = 1.0
r = 3.0
# Rates
alpha = 1.0 # Source coeficcient
gamma = .01 # Sink coeficcient
mesh = Grid3D(nx=nx, ny=ny, nz=nz, dx=dx, dy=dy, dz=dz)
X, Y, Z = mesh.cellCenters # These are large arrays
phi = CellVariable(mesh=mesh, name=r"$\phi$", value=0.)
src = phi * alpha # Source term (zeroth order reaction)
degr = -gamma * phi # Sink term (degredation)
eq = TransientTerm() == DiffusionTerm(D) + src + degr
# Initial concentration is a sphere located in the center of a bounded cube
phi.setValue(1.0, where=( ((X-nx/2))**2 + (Y-ny/2)**2 + (Z-nz/2)**2 < r**2) )
# Solve
start_time = time.time()
results = [phi.getNumericValue().copy()]
for step in range(steps):
eq.solve(var=phi, dt=dt)
results.append(phi.getNumericValue().copy())
print 'Time elapsed:', time.time() - start_time
# Plot
for i, res in enumerate(results):
fig = mlab.figure()
res = res.reshape(nx, ny, nz)
mlab.contour3d(res, opacity=.3, vmin=0, vmax=1, contours=100, transparent=True, extent=[0, 10, 0, 10, 0, 10])
mlab.colorbar()
mlab.savefig('diffusion3d_%i.png'%(i+1))
mlab.close()
Time elapsed: 68.2 seconds
It's hard to tell from your question, but in the course of diagnosing things, I discovered that the LinearLUSolver scales very poorly as the dimension of the problem increases (see https://github.com/usnistgov/fipy/issues/474).
For this symmetric problem, PySparse should use the PCG solver and Trilinos should use GMRES. If you didn't install either of these, then you'll get the SciPy sparse solvers, which defaults to LU (I don't know why; something for us to look into), and things will be really slow in 3D. Try adding solver=LinearGMRESSolver() to your eq.solve(...) statement.
As far as the size of X, Y, and Z, you've declared a 30*30*30 cube of cells, so each of the cell center coordinate vectors will be 27000 elements long. Did you have a different expectation for cellCenters?
I suggest you subclass our MayaviDaemon class, or at least look at how it sets up the display in Mayavi. In short, we set a data_set_clipper to the desired bounds.
I don't know.

Solving ODE numerically with Python

I am solving an ODE for an harmonic oscillator numerically with Python. When I add a driving force it makes no difference, so I'm guessing something is wrong with the code. Can anyone see the problem? The (h/m)*f0*np.cos(wd*i) part is the driving force.
import numpy as np
import matplotlib.pyplot as plt
# This code solves the ODE mx'' + bx' + kx = F0*cos(Wd*t)
# m is the mass of the object in kg, b is the damping constant in Ns/m
# k is the spring constant in N/m, F0 is the driving force in N,
# Wd is the frequency of the driving force and x is the position
# Setting up
timeFinal= 16.0 # This is how far the graph will go in seconds
steps = 10000 # Number of steps
dT = timeFinal/steps # Step length
time = np.linspace(0, timeFinal, steps+1)
# Creates an array with steps+1 values from 0 to timeFinal
# Allocating arrays for velocity and position
vel = np.zeros(steps+1)
pos = np.zeros(steps+1)
# Setting constants and initial values for vel. and pos.
k = 0.1
m = 0.01
vel0 = 0.05
pos0 = 0.01
freqNatural = 10.0**0.5
b = 0.0
F0 = 0.01
Wd = 7.0
vel[0] = vel0 #Sets the initial velocity
pos[0] = pos0 #Sets the initial position
# Numerical solution using Euler's
# Splitting the ODE into two first order ones
# v'(t) = -(k/m)*x(t) - (b/m)*v(t) + (F0/m)*cos(Wd*t)
# x'(t) = v(t)
# Using the definition of the derivative we get
# (v(t+dT) - v(t))/dT on the left side of the first equation
# (x(t+dT) - x(t))/dT on the left side of the second
# In the for loop t and dT will be replaced by i and 1
for i in range(0, steps):
vel[i+1] = (-k/m)*dT*pos[i] + vel[i]*(1-dT*b/m) + (dT/m)*F0*np.cos(Wd*i)
pos[i+1] = dT*vel[i] + pos[i]
# Ploting
#----------------
# With no damping
plt.plot(time, pos, 'g-', label='Undampened')
# Damping set to 10% of critical damping
b = (freqNatural/50)*0.1
# Using Euler's again to compute new values for new damping
for i in range(0, steps):
vel[i+1] = (-k/m)*dT*pos[i] + vel[i]*(1-(dT*(b/m))) + (F0*dT/m)*np.cos(Wd*i)
pos[i+1] = dT*vel[i] + pos[i]
plt.plot(time, pos, 'b-', label = '10% of crit. damping')
plt.plot(time, 0*time, 'k-') # This plots the x-axis
plt.legend(loc = 'upper right')
#---------------
plt.show()
The problem here is with the term np.cos(Wd*i). It should be np.cos(Wd*i*dT), that is note that dT has been added into the correct equation, since t = i*dT.
If this correction is made, the simulation looks reasonable. Here's a version with F0=0.001. Note that the driving force is clear in the continued oscillations in the damped condition.
The problem with the original equation is that np.cos(Wd*i) just jumps randomly around the circle, rather than smoothly moving around the circle, causing no net effect in the end. This can be best seen by plotting it directly, but the easiest thing to do is run the original form with F0 very large. Below is F0 = 10 (ie, 10000x the value used in the correct equation), but using the incorrect form of the equation, and it's clear that the driving force here just adds noise as it randomly moves around the circle.
Note that your ODE is well behaved and has an analytical solution. So you could utilize sympy for an alternate approach:
import sympy as sy
sy.init_printing() # Pretty printer for IPython
t,k,m,b,F0,Wd = sy.symbols('t,k,m,b,F0,Wd', real=True) # constants
consts = {k: 0.1, # values
m: 0.01,
b: 0.0,
F0: 0.01,
Wd: 7.0}
x = sy.Function('x')(t) # declare variables
dx = sy.Derivative(x, t)
d2x = sy.Derivative(x, t, 2)
# the ODE:
ode1 = sy.Eq(m*d2x + b*dx + k*x, F0*sy.cos(Wd*t))
sl1 = sy.dsolve(ode1, x) # solve ODE
xs1 = sy.simplify(sl1.subs(consts)).rhs # substitute constants
# Examining the solution, we note C3 and C4 are superfluous
xs2 = xs1.subs({'C3':0, 'C4':0})
dxs2 = xs2.diff(t)
print("Solution x(t) = ")
print(xs2)
print("Solution x'(t) = ")
print(dxs2)
gives
Solution x(t) =
C1*sin(3.16227766016838*t) + C2*cos(3.16227766016838*t) - 0.0256410256410256*cos(7.0*t)
Solution x'(t) =
3.16227766016838*C1*cos(3.16227766016838*t) - 3.16227766016838*C2*sin(3.16227766016838*t) + 0.179487179487179*sin(7.0*t)
The constants C1,C2 can be determined by evaluating x(0),x'(0) for the initial conditions.

python optimize.leastsq: fitting a circle to 3d set of points

I am trying to use circle fitting code for 3D data set. I have modified it for 3D points just adding z-coordinate where necessary. My modification works fine for one set of points and works bad for another. Please look at the code, if it has some errors.
import trig_items
import numpy as np
from trig_items import *
from numpy import *
from matplotlib import pyplot as p
from scipy import optimize
# Coordinates of the 3D points
##x = r_[36, 36, 19, 18, 33, 26]
##y = r_[14, 10, 28, 31, 18, 26]
##z = r_[0, 1, 2, 3, 4, 5]
x = r_[ 2144.18908574, 2144.26880854, 2144.05552972, 2143.90303742, 2143.62520676,
2143.43628579, 2143.14005775, 2142.79919654, 2142.51436023, 2142.11240866,
2141.68564346, 2141.29333828, 2140.92596405, 2140.3475612, 2139.90848046,
2139.24661021, 2138.67384709, 2138.03313547, 2137.40301734, 2137.40908256,
2137.06611224, 2136.50943781, 2136.0553113, 2135.50313189, 2135.07049922,
2134.62098139, 2134.10459535, 2133.50838433, 2130.6600465, 2130.03537342,
2130.04047644, 2128.83522468, 2127.79827542, 2126.43513385, 2125.36700593,
2124.00350543, 2122.68564431, 2121.20709478, 2119.79047011, 2118.38417647,
2116.90063343, 2115.52685778, 2113.82246629, 2112.21159431, 2110.63180117,
2109.00713198, 2108.94434529, 2106.82777156, 2100.62343757, 2098.5090226,
2096.28787738, 2093.91550703, 2091.66075061, 2089.15316429, 2086.69753869,
2084.3002414, 2081.87590579, 2079.19141866, 2076.5394574, 2073.89128676,
2071.18786213]
y = r_[ 725.74913818, 724.43874065, 723.15226506, 720.45950581, 717.77827954,
715.07048092, 712.39633862, 709.73267688, 707.06039438, 704.43405908,
701.80074596, 699.15371526, 696.5309022, 693.96109921, 691.35585501,
688.83496327, 686.32148661, 683.80286662, 681.30705568, 681.30530975,
679.66483676, 678.01922321, 676.32721779, 674.6667554, 672.9658024,
671.23686095, 669.52021535, 667.84999077, 659.19757984, 657.46179949,
657.45700508, 654.46901086, 651.38177517, 648.41739432, 645.32356976,
642.39034578, 639.42628453, 636.51107198, 633.57732055, 630.63825133,
627.75308356, 624.80162215, 622.01980232, 619.18814892, 616.37688894,
613.57400131, 613.61535723, 610.4724493, 600.98277781, 597.84782844,
594.75983001, 591.77946964, 588.74874068, 585.84525834, 582.92311166,
579.99564481, 577.06666417, 574.30782762, 571.54115037, 568.79760614,
566.08551098]
z = r_[ 339.77146775, 339.60021095, 339.47645894, 339.47130963, 339.37216218,
339.4126132, 339.67942046, 339.40917728, 339.39500353, 339.15041461,
339.38959195, 339.3358209, 339.47764895, 339.17854867, 339.14624071,
339.16403926, 339.02308811, 339.27011082, 338.97684183, 338.95087698,
338.97321177, 339.02175448, 339.02543922, 338.88725411, 339.06942374,
339.0557553, 339.04414618, 338.89234303, 338.95572249, 339.00880416,
339.00413073, 338.91080374, 338.98214758, 339.01135789, 338.96393537,
338.73446188, 338.62784913, 338.72443217, 338.74880562, 338.69090173,
338.50765186, 338.49056867, 338.57353355, 338.6196255, 338.43754399,
338.27218569, 338.10587265, 338.43880881, 338.28962141, 338.14338705,
338.25784154, 338.49792568, 338.15572139, 338.52967693, 338.4594245,
338.1511823, 338.03711207, 338.19144663, 338.22022045, 338.29032321,
337.8623197 ]
# coordinates of the barycenter
xm = mean(x)
ym = mean(y)
zm = mean(z)
### Basic usage of optimize.leastsq
def calc_R(xc, yc, zc):
""" calculate the distance of each 3D points from the center (xc, yc, zc) """
return sqrt((x - xc) ** 2 + (y - yc) ** 2 + (z - zc) ** 2)
def func(c):
""" calculate the algebraic distance between the 3D points and the mean circle centered at c=(xc, yc, zc) """
Ri = calc_R(*c)
return Ri - Ri.mean()
center_estimate = xm, ym, zm
center, ier = optimize.leastsq(func, center_estimate)
##print center
xc, yc, zc = center
Ri = calc_R(xc, yc, zc)
R = Ri.mean()
residu = sum((Ri - R)**2)
print 'R =', R
So, for the first set of x, y, z (commented in the code) it works well: the output is R = 39.0097846735. If I run the code with the second set of points (uncommented) the resulting radius is R = 108576.859834, which is almost straight line. I plotted the last one.
The blue points is a given data set, the red ones is the arc of the resulting radius R = 108576.859834. It is obvious that the given data set has much smaller radius than the result.
Here is another set of points.
It is clear that the least squares does not work correctly.
Please help me solving this issue.
UPDATE
Here is my solution:
### fit 3D arc into a set of 3D points ###
### output is the centre and the radius of the arc ###
def fitArc3d(arr, eps = 0.0001):
# Coordinates of the 3D points
x = numpy.array([arr[k][0] for k in range(len(arr))])
y = numpy.array([arr[k][4] for k in range(len(arr))])
z = numpy.array([arr[k][5] for k in range(len(arr))])
# coordinates of the barycenter
xm = mean(x)
ym = mean(y)
zm = mean(z)
### gradient descent minimisation method ###
pnts = [[x[k], y[k], z[k]] for k in range(len(x))]
meanP = Point(xm, ym, zm) # mean point
Ri = [Point(*meanP).distance(Point(*pnts[k])) for k in range(len(pnts))] # radii to the points
Rm = math.fsum(Ri) / len(Ri) # mean radius
dR = Rm + 10 # difference between mean radii
alpha = 0.1
c = meanP
cArr = []
while dR > eps:
cArr.append(c)
Jx = math.fsum([2 * (x[k] - c[0]) * (Ri[k] - Rm) / Ri[k] for k in range(len(Ri))])
Jy = math.fsum([2 * (y[k] - c[1]) * (Ri[k] - Rm) / Ri[k] for k in range(len(Ri))])
Jz = math.fsum([2 * (z[k] - c[2]) * (Ri[k] - Rm) / Ri[k] for k in range(len(Ri))])
gradJ = [Jx, Jy, Jz] # find gradient
c = [c[k] + alpha * gradJ[k] for k in range(len(c)) if len(c) == len(gradJ)] # find new centre point
Ri = [Point(*c).distance(Point(*pnts[k])) for k in range(len(pnts))] # calculate new radii
RmOld = Rm
Rm = math.fsum(Ri) / len(Ri) # calculate new mean radius
dR = abs(Rm - RmOld) # new difference between mean radii
return Point(*c), Rm
It is not very optimal code (I do not have time to fine tune it) but it works.
I guess the problem is the data and the corresponding algorithm. The least square method works fine if it produces a local parabolic minimum, such that a simple gradient method goes approximately direction minimum. Unfortunately, this is not necessarily the case for your data. You can check this by keeping some rough estimates for xc and yc fixed and plotting the sum of the squared residuals as a function of zc and R. I get a boomerang shaped minimum. Depending on your starting parameters you might end in one of the branches going away from the real minimum. Once in the valley this can be very flat such that you exceed the number of max iterations or get something that is accepted within the tolerance of the algorithm. As always, thinks are better the better your starting parameters. Unfortunately you have only a small arc of the circle, so that it is difficult to get better. I am not a specialist in Python, but I think that leastsq allows you to play with the Jacobian and Gradient Methods. Try to play with the tolerance as well.
In short: the code looks basically fine to me, but your data is pathological and you have to adapt the code to that kind of data.
There is a non-iterative solution in 2D from Karimäki, maybe you can adapt
this method to 3D. You can also look at this. Sure you will find more literature.
I just checked the data using a Simplex-Algorithm. The minimum is, as I said, not well behaved. See here some cuts of the residual function. Only in the xy-plane you get some reasonable behavior. The properties of the zr- and xr- plane make the finding process very difficult.
So in the beginning the simplex algorithm finds several almost stable solutions. You can see them as flat steps in the graph below (blue x, purple y, yellow z, green R). At the end the algorithm has to walk down the almost flat but very stretched out valley, resulting in the final conversion of z and R. Nevertheless, I expect many regions that look like a solution if the tolerance is insufficient. With the standard tolerance of 10^-5 the algoritm stopped after approx 350 iterations. I had to set it to 10^-10 to get this solution, i.e. [1899.32, 741.874, 298.696, 248.956], which seems quite ok.
Update
As mentioned earlier, the solution depends on the working precision and requested accuracy. So your hand made gradient method works probably better as these values are different compared to the build-in least square fit. Nevertheless, this is my version making a two step fit. First I fit a plane to the data. In a next step I fit a circle within this plane. Both steps use the least square method. This time it works, as each step avoids critically shaped minima. (Naturally, the plane fit runs into problems if the arc segment becomes small and the data lies virtually on a straight line. But this will happen for all algorithms)
from math import *
from matplotlib import pyplot as plt
from scipy import optimize
import numpy as np
from mpl_toolkits.mplot3d import Axes3D
import pprint as pp
dataTupel=zip(xs,ys,zs) #your data from above
# Fitting a plane first
# let the affine plane be defined by two vectors,
# the zero point P0 and the plane normal n0
# a point p is member of the plane if (p-p0).n0 = 0
def distanceToPlane(p0,n0,p):
return np.dot(np.array(n0),np.array(p)-np.array(p0))
def residualsPlane(parameters,dataPoint):
px,py,pz,theta,phi = parameters
nx,ny,nz =sin(theta)*cos(phi),sin(theta)*sin(phi),cos(theta)
distances = [distanceToPlane([px,py,pz],[nx,ny,nz],[x,y,z]) for x,y,z in dataPoint]
return distances
estimate = [1900, 700, 335,0,0] # px,py,pz and zeta, phi
#you may automize this by using the center of mass data
# note that the normal vector is given in polar coordinates
bestFitValues, ier = optimize.leastsq(residualsPlane, estimate, args=(dataTupel))
xF,yF,zF,tF,pF = bestFitValues
point = [xF,yF,zF]
normal = [sin(tF)*cos(pF),sin(tF)*sin(pF),cos(tF)]
# Fitting a circle inside the plane
#creating two inplane vectors
sArr=np.cross(np.array([1,0,0]),np.array(normal))#assuming that normal not parallel x!
sArr=sArr/np.linalg.norm(sArr)
rArr=np.cross(sArr,np.array(normal))
rArr=rArr/np.linalg.norm(rArr)#should be normalized already, but anyhow
def residualsCircle(parameters,dataPoint):
r,s,Ri = parameters
planePointArr = s*sArr + r*rArr + np.array(point)
distance = [ np.linalg.norm( planePointArr-np.array([x,y,z])) for x,y,z in dataPoint]
res = [(Ri-dist) for dist in distance]
return res
estimateCircle = [0, 0, 335] # px,py,pz and zeta, phi
bestCircleFitValues, ier = optimize.leastsq(residualsCircle, estimateCircle,args=(dataTupel))
rF,sF,RiF = bestCircleFitValues
print bestCircleFitValues
# Synthetic Data
centerPointArr=sF*sArr + rF*rArr + np.array(point)
synthetic=[list(centerPointArr+ RiF*cos(phi)*rArr+RiF*sin(phi)*sArr) for phi in np.linspace(0, 2*pi,50)]
[cxTupel,cyTupel,czTupel]=[ x for x in zip(*synthetic)]
### Plotting
d = -np.dot(np.array(point),np.array(normal))# dot product
# create x,y mesh
xx, yy = np.meshgrid(np.linspace(2000,2200,10), np.linspace(540,740,10))
# calculate corresponding z
# Note: does not work if normal vector is without z-component
z = (-normal[0]*xx - normal[1]*yy - d)/normal[2]
# plot the surface, data, and synthetic circle
fig = plt.figure()
ax = fig.add_subplot(211, projection='3d')
ax.scatter(xs, ys, zs, c='b', marker='o')
ax.plot_wireframe(xx,yy,z)
ax.set_xlabel('X Label')
ax.set_ylabel('Y Label')
ax.set_zlabel('Z Label')
bx = fig.add_subplot(212, projection='3d')
bx.scatter(xs, ys, zs, c='b', marker='o')
bx.scatter(cxTupel,cyTupel,czTupel, c='r', marker='o')
bx.set_xlabel('X Label')
bx.set_ylabel('Y Label')
bx.set_zlabel('Z Label')
plt.show()
which give a radius of 245. This is close to what the other approach gave (249). So within error margins I get the same.
The plotted result looks reasonable.
Hope this helps.
Feel like you missed some constraints in your 1st version code. The implementation could be explained as fitting a sphere to 3d points. So that's why the 2nd radius for 2nd data list is almost straight line. It's thinking like you are giving it a small circle on a large sphere.

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