System of First Order ODEs in Python - python

I have seen how to solve systems of ODEs in Python, but all of the examples I have seen were "standard" equations. What I mean by standard is that the equations do not say "derivative of one function = expression that contains derivative of another function".
Here is a sample system I am trying to solve numerically. Initial conditions are x(0) = 5, y(0) = 3, z(0) = 2, and all initial derivatives are 0:
x'(t) + 4y(t) = -3y'(t)
y'(t) + ty(t) = -2z'(t)
z'(t) = -2y(t) + x'(t)
I am not 100% sure how to code this. Here is what I have tried:
import numpy as np
from scipy.integrate import odeint
import matplotlib.pyplot as plt
import math
def ODESystem(f,t):
x = f[0]
y = f[1]
z = f[2]
Now, what do I define first: dydt, dxdt or dzdt. Is there a way for me to define one expression that "hangs around" before I use it to define another expression?


You do not need to solve anything manually, you can just as well do
def ODESystem(f,t):
x,y,z = f
return np.linalg.solve([[1,3,0],[0,1,2],[-1,0,1]], [-4, -t, -2])*y


Nevermind; I am stupid. I can keep on substituting into the third equation until I get an equation for z'(t) that does not include any other derivatives.

Related

Solving coupled differential equations with sympy

I am trying to solve the following system of first order coupled differential equations:
- dR/dt=k2*Y(t)-k1*R(t)*L(t)+k4*X(t)-k3*R(t)*I(t)
- dL/dt=k2*Y(t)-k1*R(t)*L(t)
- dI/dt=k4*X(t)-k3*R(t)*I(t)
- dX/dt=k1*R(t)*L(t)-k2*Y(t)
- dY/dt=k3*R(t)*I(t)-k4*X(t)
The knowed initial conditions are: X(0)=0, Y(0)=0
The knowed constants values are: k1=6500, k2=0.9
This equations defines a kinetick model and I need to solve them to get the Y(t) function to fit my data and find k3 and k4 values. In order to that, I have tried to solve the system simbologically with sympy. There is my code:
import matplotlib.pyplot as plt
import numpy as np
import sympy
from sympy.solvers.ode.systems import dsolve_system
from scipy.integrate import solve_ivp
from scipy.integrate import odeint
k1 = sympy.Symbol('k1', real=True, positive=True)
k2 = sympy.Symbol('k2', real=True, positive=True)
k3 = sympy.Symbol('k3', real=True, positive=True)
k4 = sympy.Symbol('k4', real=True, positive=True)
t = sympy.Symbol('t',real=True, positive=True)
L = sympy.Function('L')
R = sympy.Function('R')
I = sympy.Function('I')
Y = sympy.Function('Y')
X = sympy.Function('X')
f1=k2*Y(t)-k1*R(t)*L(t)+k4*X(t)-k3*R(t)*I(t)
f2=k2*Y(t)-k1*R(t)*L(t)
f3=k4*X(t)-k3*R(t)*I(t)
f4=-f2
f5=-f3
eq1=sympy.Eq(sympy.Derivative(R(t),t),f1)
eq2=sympy.Eq(sympy.Derivative(L(t),t),f2)
eq3=sympy.Eq(sympy.Derivative(I(t),t),f3)
eq4=sympy.Eq(sympy.Derivative(Y(t),t),f4)
eq5=sympy.Eq(sympy.Derivative(X(t),t),f5)
Sys=(eq1,eq2,eq3,eq4,eq5])
solsys=dsolve_system(eqs=Sys,funcs=[X(t),Y(t),R(t),L(t),I(t)], t=t, ics={Y(0):0, X(0):0})
There is the answer:
NotImplementedError:
The system of ODEs passed cannot be solved by dsolve_system.
I have tried with dsolve too, but I get the same.
Is there any other solver I can use or some way of doing this that will allow me to get the function for the fitting? I'm using python 3.8 in Spider with Anaconda in windows64.
Thank you!
# Update
Following
You are saying "experiment". So you have data and want to fit the model to them, find appropriate values for k3 and k4 at least, and perhaps for all coefficients and the initial conditions (the first measured data point might not be the initial condition for the best fit)? See stackoverflow.com/questions/71722061/… for a recent attempt on such a task. –
Lutz Lehmann
23 hours
There is my new code:
t=[0,0.25,0.5,0.75,1.5,2.27,3.05,3.82,4.6,5.37,6.15,6.92,7.7,8.47,13.42,18.42,23.42,28.42,33.42,38.42,43.42,48.42,53.42,58.42,63.42,68.42,83.4,98.4,113.4,128.4,143.4,158.4,173.4,188.4,203.4,218.4,233.4,248.4]
yexp=[832.49,1028.01,1098.12,1190.08,1188.97,1377.09,1407.47,1529.35,1431.72,1556.66,1634.59,1679.09,1692.05,1681.89,1621.88,1716.77,1717.91,1686.7,1753.5,1722.98,1630.14,1724.16,1670.45,1677.16,1614.98,1671.16,1654.03,1661.84,1675.31,1626.76,1638.29,1614.41,1594.31,1584.73,1599.22,1587.85,1567.74,1602.69]
def derivative(S, t, k3, k4):
k1=1798931
k2=0.2629
x, y,r,l,i = S
doty = k1*r*l+k2*y
dotx = k3*r*i-k4*x
dotr = k2*y-k1*r*l+k4*x-k3*r*i
dotl = k2*y-k1*r*l
doti = k4*x-k3*r*i
return np.array([doty, dotx, dotr, dotl, doti])
def solver(XY,t,para):
return odeint(derivative, XY, t, args = para, atol=1e-8, rtol=1e-11)
def integration(XY_arr,*para):
XY0 = para[:5]
para = para[5:]
T = np.arange(len(XY_arr))
res0 = solver(XY0,T, para)
res1 = [ solver(XY0,[t,t+1],para)[-1]
for t,XY in enumerate(XY_arr[:-1]) ]
return np.concatenate([res0,res1]).flatten()
XData =yexp
YData = np.concatenate([ yexp,yexp,yexp,yexp,yexp,yexp[1:],yexp[1:],yexp[1:],yexp[1:],yexp[1:]]).flatten()
p0 =[0,0,100,10,10,1e8,0.01]
params, info = curve_fit(integration,XData,YData,p0=p0, maxfev=5000)
XY0, para = params[:5], params[5:]
print(XY0,tuple(para))
t_plot = np.linspace(0,len(t),500)
x_plot = solver(XY0, t_plot, tuple(para))
But the output are not correct, as are the same as initial condition p0:
[ 0. 0. 100. 10. 10.] (100000000.0, 0.01)
Graph
I understand that the function 'integration' gives packed values of y for each function at each instant of time, but I don't know how to unpack them to make the curve_fitt separately. Maybe I don't quite understand how it works.
Thank you!

As you observed, sympy is not able to solve this system. This might mean that
the procedure to classify ODE in sympy is not complete enough, or
some trick/method is needed above the standard set of methods that is implemented in sympy, or
that there just is no symbolic solution.
The last case is the generic one, take a symbolically solvable ODE, add some random term, and almost certainly the resulting ODE is no longer symbolically solvable.
As I understand with the comments, you have an model via ODE system with state space (cX,cY,cR,cL,cI) with equations with 4 parameters k1,k2,k3,k4 and, by the structure of a reaction system R+I <-> X, R+L <-> Y, the sums cR+cX+cY, cL+cY, cI+cX are all constant.
For some other process that is approximately represented by the model, you have time series data t[k],y[k] for the Y component. Also you have partial information on the initial state and the parameter set. If there are sufficiently many data points one could also forget about these, fit for all parameters, and compare how far away the given parameters are to the computed ones.
There are several modules and packages that solve this fitting task in a more or less abstract fashion. I think pyomo and gekko can both be used. More directly one can use the facilities of scipy.odr or scipy.optimize.
Define the forward function that transforms time and parameters
def model(t,u,k1,k2,k3,k4):
X,Y,R,L,I = u
dL = k2*Y - k1*R*L
dI = k4*X - k3*R*I
dR = dL+dI
dX = -dI
dY = -dL
return dX,dY,dR,dL,dI
def solver(t,u0,k):
res = solve_ivp(model, [0, t[-1]], u0, args=tuple(k), t_eval=t,
method="DOP853", atol=1e-7, rtol=1e-10)
return res.y
Prepare some data plus noise
k1o = 6.500; k2o=0.9
T = np.linspace(0,0.05,21)
U = solver(T, [0,0,50,40,25], [k1o, k2o, 5.400, 0.7])
Y = U[1] # equilibrium slightly above 30
Y += np.random.uniform(high=0.05, size=Y.shape)
Prepare the function that splits the combined parameter vector in initial state and coefficients, call the curve fitting function
from scipy.optimize import curve_fit
def partial(t,R,L,I,k3,k4):
print(R,L,I,k3,k4)
U = solver(t,[0,0,R,L,I],[k1o,k2o,k3,k4])
return U[1]
params, info = curve_fit(partial,T,Y, p0=[30,20,10, 0.3,3.000])
R,L,I, k3,k4 = params
print(R,L,I, k3,k4)
It turns out that curve_fit goes into strange regions with large negative values. A likely reason is that the Y component is, in the end, not coupled strongly enough to all the other components, meaning that large changes in some of the parameters have minimal influence on Y, so that minimal noise in Y can lead to large deviations in these parameters. Here this apparently happens (first) to k3.

Python: how is it possible to convert a symbolic expression into a function so that it can be numerically integrated?

I've been working with symbolic expressions in Python, and have arrived at one which I am wanting to integrate over a definite interval. The expression contains pi.
The trouble is that I have not been able to figure out how to convert this expression to a function which can be input as an argument to scipy.integrate.quad. The relevant parts of my code are as follows:
from sympy import *
import numpy as np
import scipy.integrate as integrate
from sympy.utilities.lambdify import lambdify
# this defines the symbols that
# we will be using in our computations:
x, y, g, y1, a0, a1, a2 = symbols('x y g y1 a0 a1 a2')
# this defines what a0 and a1,
# and what y and y' are:
a0 = 2
a1 = -((2/pi)+(pi*a2))
y = a0+a1*x+a2*x**2
y1 = y.diff(x)
# this defines the integrand that
# here represents the Lagrangian:
L=sqrt((1+y1**2)/(2*g*y))
# this differentiates the above with
# respect to a2, to define the integrand:
difL = L.diff(a2)
It is difL which I am wanting to integrate. I have tried defining it as a function in the following way:
def integrand(a2):
return difL
f = lambdify(x, integrand(a2))
to no avail. So my question is: how can I convert difL into a function which can then be integrated using scipy.integrate.quad?
And, as a disclaimer, I am new to Python, so if I've been employing terms incorrectly, let me know.

You do not need scipy, sympy is perfectly capable of numerical integration. Now, you have a lot of variables you are not defining (e.g. g) so I'll construct an easier example, and let you adapt to your question.
from sympy import *
from sympy.abc import x, a
# x is variable, a is parameter
y = x**2 + a
# integrate over x from 0 to 1; then evaluate with the value of the parameter
integrate(y, (x, 0, 1)).evalf(subs={a: -4})

python: Initial condition in solving differential equation

I want to solve this differential equation:
y′′+2y′+2y=cos(2x) with initial conditions:
y(1)=2,y′(2)=0.5
y′(1)=1,y′(2)=0.8
y(1)=0,y(2)=1
and it's code is:
import numpy as np
from scipy.integrate import odeint
import matplotlib.pyplot as plt
def dU_dx(U, x):
return [U[1], -2*U[1] - 2*U[0] + np.cos(2*x)]
U0 = [1,0]
xs = np.linspace(0, 10, 200)
Us = odeint(dU_dx, U0, xs)
ys = Us[:,0]
plt.xlabel("x")
plt.ylabel("y")
plt.title("Damped harmonic oscillator")
plt.plot(xs,ys);
how can I fulfill it?

Your initial conditions are not, as they give values at two different points. These are all boundary conditions.
def bc1(u1,u2): return [u1[0]-2.0,u2[1]-0.5]
def bc2(u1,u2): return [u1[1]-1.0,u2[1]-0.8]
def bc3(u1,u2): return [u1[0]-0.0,u2[0]-1.0]
You need a BVP solver to solve these boundary value problems.
You can either make your own solver using the shooting method, in case 1 as
def shoot(b): return odeint(dU_dx,[2,b],[1,2])[-1,1]-0.5
b = fsolve(shoot,0)
T = linspace(1,2,N)
U = odeint(dU_dx,[2,b],T)
or use the secant method instead of scipy.optimize.fsolve, as the problem is linear this should converge in 1, at most 2 steps.
Or you can use the scipy.integrate.solve_bvp solver (which is perhaps newer than the question?). Your task is similar to the documented examples. Note that the argument order in the ODE function is switched in all other solvers, even in odeint you can give the option tfirst=True.
def dudx(x,u): return [u[1], np.cos(2*x)-2*(u[1]+u[0])]
Solutions generated with solve_bvp, the nodes are the automatically generated subdivision of the integration interval, their density tells how "non-flat" the ODE is in that region.
xplot=np.linspace(1,2,161)
for k,bc in enumerate([bc1,bc2,bc3]):
res = solve_bvp(dudx, bc, [1.0,2.0], [[0,0],[0,0]], tol=1e-5)
print res.message
l,=plt.plot(res.x,res.y[0],'x')
c = l.get_color()
plt.plot(xplot, res.sol(xplot)[0],c=c, label="%d."%(k+1))
Solutions generated using the shooting method using the initial values at x=0 as unknown parameters to then obtain the solution trajectories for the interval [0,3].
x = np.linspace(0,3,301)
for k,bc in enumerate([bc1,bc2,bc3]):
def shoot(u0): u = odeint(dudx,u0,[0,1,2],tfirst=True); return bc(u[1],u[2])
u0 = fsolve(shoot,[0,0])
u = odeint(dudx,u0,x,tfirst=True);
l, = plt.plot(x, u[:,0], label="%d."%(k+1))
c = l.get_color()
plt.plot(x[::100],u[::100,0],'x',c=c)

You can use the scipy.integrate.ode function this is similar to scipy.integrate.odeint but allows a jac parameter which is df/dy or in the case of your given ODE df/dx

Solving Equation for a variable in Python

I am trying to solve an equation for an unknown variable(y), I am using the below. However it is taking lot of time, I have read some article about using scipy.optimize to speed it, but not sure how to. Any help will be appreciated:
from sympy import Eq, var, solve
var('y')
eq = Eq(((5/(1+((.0025+y)/2)))**2) + ((5/(1+((.0027+y)/2)))**4) + ((105/(1+((.003+y)/2)))**6),104.90)
solve(eq)

If you are looking for a numeric solution, you can use brentq
from scipy.optimize import brentq
f = lambda y: ((5/(1+((.0025+y)/2)))**2) + ((5/(1+((.0027+y)/2)))**4) + ((105/(1+((.003+y)/2)))**6)-104.90
res = brentq(f, 0, 1E8)

Plot arbitrary 2-D function in python/pyplot like Matlab's Ezplot

I'm looking for a way to generate a plot similar to how ezplot works in MATLAB in that I can type:
ezplot('x^2 + y^2 = y + 5')
and get a graph ready to go for any arbitrary function. I'm only worrying about the case where I have both a x and a y.
I only have the function, and I'd really rather not go about trying to calculate all the y values for some given x range if I didn't have to.
The few solutions I've seen suggested are either about decision boundaries (which this is not. There is no test data or anything, just an arbitrary function) or are all for functions already defined as y = some x equation which doesn't really help me.
I would somewhat accept if there was a good way to mimic Wolfram|Alpha in their solve functionality("solve x^2 + y^2 = y + 5 for y" will give me two functions I could then graph separately), but rather prefer the ezplot as that's more or less instant within MATLAB.

I think you could use sympy plotting and parse_expr for this For your example, this would work as follows
from sympy.plotting import plot_implicit
from sympy.parsing.sympy_parser import parse_expr
def ezplot(s):
#Parse doesn't parse = sign so split
lhs, rhs = s.replace("^","**").split("=")
eqn_lhs = parse_expr(lhs)
eqn_rhs = parse_expr(rhs)
plot_implicit(eqn_lhs-eqn_rhs)
ezplot('x^2 + y^2 = y + 5')
This can be made as general as needed

You could use sympy to solve the equation and then use the resulting functions for plotting y over x:
import sympy
x=sympy.Symbol('x')
y=sympy.Symbol('y')
f = sympy.solve(x**2 + y**2 - y - 5, [y])
print f
xpts = (numpy.arange(10.)-5)/10
ypts = sympy.lambdify(x, f, 'numpy')(xpts)
# then e.g.: pylab.scatter(xpts, ypts)

#EdSmith solution works fine. Nevertheless, I have another suggestion. You can use plot a contour. You can rewrite your function as f(x, y)=0, and then use this code
from numpy import mgrid, pi
import matplotlib.pyplot as plt
def ezplot(f):
x, y = mgrid[-2*pi:2*pi:51, -2*pi:2*pi:51]
z = f(x, y)
ezplt = plt.contour(x, y, f, 0, colors='k')
return ezplt
That's the main idea. Of course, you can generalize it as the function in MATLAB, like general intervals of x and y, passing the function as a string, etc.

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