Converting a matlab ODE solver to python - python

I am attempting to convert a MATLAB code to python but I am getting answers that are completely different. I've attempted using scipy.ode,solve_ivp, and odeint.When running the code I get values that range from 1 to 0.2 but in MATLAB they range from 30 to 70.
MATLAB code:
function dydt = onegroup(t,y,tsi,rho)
%Point Reactor Kinetics equation parameters
Lambda = 10^-4;
beta = 0.0065;
lambda = 0.08;
%Reactivity
rho = interp1(tsi,rho,t);
dydt = zeros(2,1);
%One Group-Delayed Precursor
dydt(1) = -lambda*y(1)+beta*y(2);
%Power
dydt(2) = ((rho-beta)/Lambda)*y(2)+(lambda*y(1))/Lambda;
end
The input file is as follows:
%%
clear;
clc;
tsi=linspace(0,20,21);
rho=ones(1,21)*0.0025;
y0= [1; 0];
ts=[0 20];
ode23(#(t,y) onegroup(t,y,tsi,rho),ts,y0)
My python code is as follows:
from scipy.integrate import ode
from numpy import arange,vstack,array,sqrt,ones
from pylab import plot,close,show,xlabel,ylabel,title,grid,pi,clf
from scipy.interpolate import interp1d
# Function defining derivates of the positions and velocities.
def dydt(t,y,tsi,rho):
Lambda = 10^-4
beta = 0.0065
lambda2 = 0.08
rho = interp1d(tsi,rho, fill_value = 'extrapolate')
#one group delayed precursor
dydt1 = (-lambda2*y[0] + beta*y[1])
#power
dydt2 = (((rho(t)-beta)/Lambda)*y[1]+(lambda2*y[0])/Lambda)
return array([dydt1, dydt2])
'''
#Final time
x = 21
#Time steps
dt = 1
tsi=np.arange(0,x,dt)
j0 = 0
times = np.arange(0,x,dt)
dt = 1
rho=np.ones(x)*0.0025
y0= [1,0]
t0 = [0,x-1]
'''
# Initial Conditions
y0, t0 = [1.,0.], 0.
# Model parameters
k = arange(0,21)
m = ones(21)*0.0025
# CREATE ODE OBJECT
i = ode(dydt) # Create an ode object and bind the rhs function.
i.set_integrator('dopri5') # Which integrator to use.
i.set_initial_value(y0,t0) # The initial values
# Define parameters for the derivatives function.
# These will be passed to the function at each time.
i.set_f_params(k,m)
tf = 21 # Final time
dt = 1 # Output interval
yf=[y0] # List for storing the output
times = arange(t0,tf,dt) # Times to evaluate a solution.
# Main loop for the integration
for t in times[1:]:
i.integrate(i.t+dt)
yf.append(i.y)
yf = array(yf)

^ in python is a bitwise logical and.
Use
Lambda = 1e-4
for that parameter.

Related

Solving an Involved Set of Coupled Differential Equations

I am trying to solve a set of complicated differential equations in Python. These equations contain five functions (defined in the function 'ODEs' in the code below) that are functions of a variable n (greek name is eta--- I used n and eta interchangeably as variable names). These coupled differential equations contain a function (called a) which is a function of a parameter t. n (or eta) is also a function of t and so my first goal was to express, again numerically, the function a as a function of n (eta). Hence I had to solve a less involved pair of differential equations, which I defined in the function 'coupleODE'. I got a plot of a(t) and n(t) and used interpolation to get a model relating function a to function n. This function is a numerical estimation for a(n). I called this interpolation model 'f_quad' --- f, means function, and quad represents quadratic interpolation.
Now, the original five differential equations actually contain a'(n)/a(n), where ' is derivative with respect to n. I numerically found an interpolator for this as well and called it 'deriv_quad'.
Now in 'ODEs' I am modelling the five differential equations, and as you can see in the code, the function body contains segments that use the interpolators 'f_quad' and 'deriv_quad'; these have argument n, which represents the a(n) and a'(n) respectively. I then use odeint python function to numerically solve these differential equations, but I get the error message:
'A value in x_new is above the interpolation range.' My computer says that the error occurred in the line 'f = odeint(ODEs, initials, n_new, atol=1.0e-8, rtol=1.0e-6)'.
I am not sure why this happened; I used the same eta values that I used when finding the interpolators 'f_quad' and 'deriv_quad'. Can anyone help me get rid of this error?
Here is the code:
import numpy as np
from scipy.misc import derivative
from scipy.integrate import odeint
from scipy.interpolate import interp1d
import matplotlib.pyplot as plt
import math
def coupledODE(x,t):
#define important constants
m = 0.315
r = 0.0000926
d = 0.685
H_0 = 67.4
a = x[0]
eta = x[1]
dndt = a**(-1)
dadt = H_0 * (m*a**(-1) + r*a**(-2) + d*a**2)**(1/2)
return [dadt, dndt]
#initial condtions
x0 = [1e-7, 1e-8]
t = np.linspace(0,0.01778301154,7500)
x = odeint(coupledODE, x0, t, atol=1.0e-8, rtol=1.0e-6) #vector of the functions a(t), n(t)
a = x[:,0]
n = x[:,1] #Eta; n is the greek letter eta
plt.semilogx(t,a)
plt.xlabel('time')
plt.ylabel('a(t)')
plt.show()
plt.semilogx(t,n)
plt.xlabel('time')
plt.ylabel('Eta')
plt.show()
plt.plot(n,a)
plt.xlabel('Eta')
plt.ylabel('a(t)')
plt.show()
##############################################################################
# Calculate the Derivative a' (i.e. da/d(eta) Numerically
##############################################################################
derivative_values = []
for i in range(7499):
numerator = x[i+1,0] - x[i,0]
denominator = x[i+1,1] - x[i,1]
ratio = numerator / denominator
derivative_values.append(ratio)
x_axis = n
x_axis = np.delete(x_axis, -1)
plt.plot(x_axis,derivative_values)
plt.xlabel('Eta')
plt.ylabel('Derivative of a')
plt.show()
##############################################################################
#Interpolation
##############################################################################
#Using quadratic interpolation
f_quad = interp1d(n, a, kind = 'quadratic')
deriv_quad = interp1d(x_axis, derivative_values, kind = 'quadratic')
n_new = np.linspace(1.0e-8, 0.0504473, num = 20000, endpoint = True)
plt.plot(n_new, f_quad(n_new))
plt.xlabel('Eta')
plt.ylabel('a')
plt.show()
plt.plot(n_new, deriv_quad(n_new))
plt.xlabel('Eta')
plt.ylabel('Derivative of a')
plt.show()
#print(x[0,1])
#print(eta_new[0])
#print(deriv_quad(1e-8))
##############################################################################
# The Main Coupled Equations
##############################################################################
def ODEs(x,n):
fourPiG_3 = 1
CDM_0 = 1
Rad_0 = 1
k = 0.005
Phi = x[0]
Theta1 = x[1]
iSpeed = x[2]
DeltaC = x[3]
Theta0 = x[4]
dPhi_dn = fourPiG_3 *((CDM_0 * DeltaC)/ deriv_quad(n) + (4*Rad_0)/(f_quad(n)*deriv_quad(n))) -
(k**2*Phi*f_quad(n))/(deriv_quad(n)) - (deriv_quad(n) * Phi)/(f_quad(n))
dTheta1_dn = (k/3)*(Theta0 - Phi)
diSpeed_dn = -k*Phi - (deriv_quad(n)/f_quad(n))*iSpeed
dDeltaC_dn = -k*iSpeed - 3*dPhi_dn
dTheta0_dn = -k*Theta1 - dPhi_dn
return [dPhi_dn, dTheta1_dn, diSpeed_dn, dDeltaC_dn, dTheta0_dn]
hub_0 = deriv_quad(1e-8)/f_quad(1e-8)
#Now the initial conditions
Phi_k_0 = 1.0e-5
Theta1_k_0 = -1*Phi_k_0/hub_0 #Ask about the k
iSpeed_k_0 = 3*Theta1_k_0
DeltaC_k_0 = 1.5 * Phi_k_0
Theta0_k_0 = 0.5 * Phi_k_0
initials = [Phi_k_0, Theta1_k_0, iSpeed_k_0, DeltaC_k_0, Theta0_k_0]
####Error Happens Here ####
f = odeint(ODEs, initials, n_new, atol=1.0e-8, rtol=1.0e-6)
Phi = f[:,0]
Theta1 = f[:,1]
iSpeed = f[:,2]
DeltaC = f[:,3]
Theta0 = f[:,4]

Large angle pendulum plot did not show as expected

I am trying to plot the relationship between period and amplitude for an undamped and undriven pendulum for when small angle approximation breaks down, however, my code did not do what I expected...
I think I should be expecting a strictly increasing graph as shown in this video: https://www.youtube.com/watch?v=34zcw_nNFGU
Here is my code, I used zero crossing method to calculate period:
import numpy as np
import matplotlib.pyplot as plt
from scipy.integrate import solve_ivp
from itertools import chain
# Second order differential equation to be solved:
# d^2 theta/dt^2 = - (g/l)*sin(theta) - q* (d theta/dt) + F*sin(omega*t)
# set g = l and omega = 2/3 rad per second
# Let y[0] = theta, y[1] = d(theta)/dt
def derivatives(t,y,q,F):
return [y[1], -np.sin(y[0])-q*y[1]+F*np.sin((2/3)*t)]
t = np.linspace(0.0, 100, 10000)
#initial conditions:theta0, omega0
theta0 = np.linspace(0.0,np.pi,100)
q = 0.0 #alpha / (mass*g), resistive term
F = 0.0 #G*np.sin(2*t/3)
value = []
amp = []
period = []
for i in range (len(theta0)):
sol = solve_ivp(derivatives, (0.0,100.0), (theta0[i], 0.0), method = 'RK45', t_eval = t,args = (q,F))
velocity = sol.y[1]
time = sol.t
zero_cross = 0
for k in range (len(velocity)-1):
if (velocity[k+1]*velocity[k]) < 0:
zero_cross += 1
value.append(k)
else:
zero_cross += 0
if zero_cross != 0:
amp.append(theta0[i])
# period calculated using the time evolved between the first and last zero-crossing detected
period.append((2*(time[value[zero_cross - 1]] - time[value[0]])) / (zero_cross -1))
plt.plot(amp,period)
plt.title('Period of oscillation of an undamped, undriven pendulum \nwith varying initial angular displacemnet')
plt.xlabel('Initial Displacement')
plt.ylabel('Period/s')
plt.show()
enter image description here
You can use the event mechanism of solve_ivp for such tasks, it is designed for such "simple" situations
def halfperiod(t,y): return y[1]
halfperiod.terminal=True # stop when root found
halfperiod.direction=1 # find sign changes from negative to positive
for i in range (1,len(theta0)): # amp==0 gives no useful result
sol = solve_ivp(derivatives, (0.0,100.0), (theta0[i], 0.0), method = 'RK45', events =(halfperiod,) )
if sol.success and len(sol.t_events[-1])>0:
period.append(2*sol.t_events[-1][0]) # the full period is twice the event time
amp.append(theta0[i])
This results in the plot

Compute fourier coefficients with Python?

I'm trying to compute the following Fourier coefficients
where V_{pot} is a previous def function of this form.
I really don't know what numerical method I can use, however I began with Simpson’s rule of scipy library.
import numpy as np
from scipy.integrate import simps
Nf = 200
IVp = np.zeros(2*Nf)
snn = np.zeros(NP)
def f(k):
for i in range(0,NP):
sn = (i-1)*H
snn[i] = sn
return (1/SF) * np.cos(np.pi*k*sn/SF) * Vpot(sn)
for k in range(0,2*Nf):
Func = f(k)
y1 = np.array(Func,dtype=float)
I = simps(y1,snn)
I had this error:
IndexError: tuple index out of range
Your task can be done via
Nf = 200
s = np.linspace(0, Sf, Nf+1);
V_s = Vpot(s)
I = [ simps(s, np.cos(np.pi*k*s/Sf)*V_s ) / Sf for k in range(0,2*Nf) ]
But really, investigate how to do this via the FFT or related methods.

Simultaneous numerical fit of two equations using Numpy least square method

I am trying to fit below mentioned two equations using python leastsq method but am not sure whether this is the right approach. First equation has incomplete gamma function in it while the second one is slightly complex, and along with an exponential function contains a term which is obtained by using a separate fitting formula.
J_mg = T_incomplete(hw/T_mag)
J_nmg = e^(-hw/T)*g(w,T)
Here g is a function of w and T and is calucated using a given fitting formula.
I am following the steps outlined in this question.
Here is what I have done
import numpy as np
from scipy.optimize import leastsq
from scipy.special import gammaincc
from scipy.special import gamma
from matplotlib.pyplot import plot
# generating data
NPTS = 10
hw = np.linspace(0.5, 10, NPTS)
j1 = np.linspace(0.001,10,NPTS)
j2 = np.linspace(0.003,10,NPTS)
T_mag = np.linspace(0.3,0.5,NPTS)
#defining functions
def calc_gaunt_factor(hw,T):
fitting_coeff= np.loadtxt('fitting_coeff.txt', skiprows=1)
#T is in KeV
#K_b = 8.6173303(50)e−5 ev/K
g = 0
gamma = 0.0136/T
theta= hw/T
A= (np.log10(gamma**2) +0.5)*0.4
B= (np.log10(theta)+1.5)*0.4
for i in range(11):
for j in range(11):
g_ij = fitting_coeff[i][j]*(A**i)*(B**j)
g = g_ij+g
return g
def j_w_mag(hw,T_mag):
order= 0.001
return np.sqrt(1/T_mag)*gamma(order)*gammaincc(order,hw/T_mag)
def j_w_nonmag(hw,T):
gamma = 0.0136/T
theta= hw/T
return np.sqrt(1/T)*np.exp((-hw)/T)*calc_gaunt_factor(hw,T)
def residual_func(T,T_mag,hw,j1,j2):
err_unmag = np.nan_to_num(j1 - j_w_nonmag(hw,T))
err_mag = np.nan_to_num(j2 - j_w_mag(hw,T_mag))
err= np.concatenate((err_unmag, err_mag))
return err
par_init = np.array([.35])
best, cov, info, message, ler = leastsq(residual_func,par_init,args=(T_mag,hw,j1,j2),full_output=True)
print("Best-Fit Parameters:")
print("T=%s" %(best[0]))
I am getting weird value for my fitting parameter, T. Is this the right approach? Thanks.

Scipy Minimize Not Working

I'm running the minimization below:
from scipy.optimize import minimize
import numpy as np
import math
import matplotlib.pyplot as plt
### objective function ###
def Rlzd_Vol1(w1, S):
L = len(S) - 1
m = len(S[0])
# Compute log returns, size (L, m)
LR = np.array([np.diff(np.log(S[:,j])) for j in xrange(m)]).T
# Compute weighted returns
w = np.array([w1, 1.0 - w1])
R = np.array([np.sum(w*LR[i,:]) for i in xrange(L)]) # size L
# Compute Realized Vol.
vol = np.std(R) * math.sqrt(260)
return vol
# stock prices
S = np.exp(np.random.normal(size=(50,2)))
### optimization ###
obj_fun = lambda w1: Rlzd_Vol1(w1, S)
w1_0 = 0.1
res = minimize(obj_fun, w1_0)
print res
### Plot objective function ###
fig_obj = plt.figure()
ax_obj = fig_obj.add_subplot(111)
n = 100
w1 = np.linspace(0.0, 1.0, n)
y_obj = np.zeros(n)
for i in xrange(n):
y_obj[i] = obj_fun(w1[i])
ax_obj.plot(w1, y_obj)
plt.show()
The objective function shows an obvious minimum (it's quadratic):
But the minimization output tells me the minimum is at 0.1, the initial point:
I cannot figure out what's going wrong. Any thoughts?
w1 is passed in as a (single entry) vector and not as scalar from the minimize routine. Try what happens if you define w1 = np.array([0.2]) and then calculate w = np.array([w1, 1.0 - w1]). You'll see you get a 2x1 matrix instead of a 2 entry vector.
To make your objective function able to handle w1 being an array you can simply put in an explicit conversion to float w1 = float(w1) as the first line of Rlzd_Vol1. Doing so I obtain the correct minimum.
Note that you might want to use scipy.optimize.minimize_scalar instead especially if you can bracket where you minimum will be.

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