Is there a way to change my ODE inside ODEINT in Python? - python

I'm trying to simulate an oscillatory system with a little difference: I want it to use a specific equation of motion (an O.D.E.) when the body is moving up, and another equation of motion when the body is moving down. To solve these equations, I'm using the ODEINT from Scypi.
For example, let's consider the classic mass-spring system. I've tried to induce the system to work with the equation of motion for external excitations on the body when it's moving up, and with the simple equation when it's moving down.
def function (x,t):
F0 = 10.00
w = 1.00
m = 2.00
c = 1.00
k = 20.00
s = x[0]
dsdt = x[1]
if x[1] >= 0:
d2sdt2 = (F0*np.sin(w*t)-c*dsdt-k*s)/m
else:
d2sdt2 = (-c*dsdt-k*s)/m
result = [dsdt,d2sdt2]
return result
initial = [3.00,0.00]
t = np.linspace(0.00,10.00,101)
y = odeint(function, initial, t)
The results obtained show that only the second equation of motion is working on the body (Results Obtained). I was expecting a more chaotic pattern of movement when the body is moving up, due the external force.
Is there a better way to implement this?

Just adding some parameters to increase the density of internal steps and the density of the output
t = np.linspace(0.00,10.00,301)
y = odeint(function, initial, t, hmax=0.1, atol = 1e-8, rtol=1e-10)
and not using dashed lines gives the plot
where the kinks in the second half are clearly visible.
So your code is correct, but you need to take into account that the ODE solvers are constructed for smooth right sides, starting with the mathematical methods and up to and especially for the predictors for the optimal step size. As here there are locally unpredictable non-smooth changes in the right side, one has to tell the solver not to use very large step sizes as that may jump over a change of the model phase and back.
As an aside, for smooth plots an output density of 100 points on the whole horizontal axis is usually too small. Use 200 to 600 points depending on the final "in-print" size of the plot.

Related

Interpolate and Smooth Data Between Two Logarithmic Equations in Python

I have several equations as follows:
windGust8 = -53.3 + (28.3 * log(windSpeed))
windGust7to8 = -70.0 + (30.8 * log(windSpeed))
windGust6to7 = -29.2 + (17.7 * log(windSpeed))
windGust6 = -32.3 + (16.7 * log(windSpeed))
where windSpeed is the wind speed from a model at 850mb.
I then use lapse rates from a model to determine which equation to use as such:
windGustTemp = where(greater(lapseRate,8.00),windGust8,windGustTemp)
windGustTemp = where(logical_and(less_equal(lapseRate,8.00),greater(lapseRate,7.00)),windGust7to8,windGustTemp)
windGustTemp = where(logical_and(less_equal(lapseRate,7.00),greater(lapseRate,6.00)),windGust6to7,windGustTemp)
windGustTemp = where(less_equal(lapseRate,6.00),windGust6,windGustTemp)
return windGustTemp
When I plot these equations as filled contours on a map there are sharp gradients as you would expect. What I would like to do is interpolate between these equations and maybe smooth a little to give a clean look to the graphic. I assume I would use scipy.interpolate.interp1d, but I am not sure how I would apply that to this circumstance. Any help would be much appreciated! Thanks!
EDIT to add output image example
This is an example of the output image generated currently. You can see how abrupt the edges are. I want to interpolate and smooth out this data.
There are data points every 1 km with the model data. For each point it is first determined what the lapse rate is...let's say 7.4. Then based on the logic equations above, it knows to use the equation associated with the lapse rate between 7 and 8. It then finds the model wind speed for that point, plugs it into the equation and gets a number that it plots on the map. This is done for all the model data points and generates the above image.

Finding a vector direction that deviates approximately equally by e.g. 5 degree from all other vector directions in a set

I have a set of approximately 10,000 vectors max (random directions) in 3d space and I'm looking for a new direction v_dev (vector) which deviates from all other directions in the set by e.g. a minimum of 5 degrees. My naive initial try is the following, which has of course bad runtime complexity but succeeds for some cases.
#!/usr/bin/env python
import numpy as np
numVecs = 10000
vecs = np.random.rand(numVecs, 3)
randVec = np.random.rand(1, 3)
notFound=True
foundVec=randVec
below=False
iter = 1
for vec in vecs:
angle = np.rad2deg(np.arccos(np.vdot(vec, foundVec)/(np.linalg.norm(vec) * np.linalg.norm(foundVec))))
print("angle: %f\n" % angle)
while notFound:
for vec in vecs:
angle = np.rad2deg(np.arccos(np.vdot(vec, randVec)/(np.linalg.norm(vec) * np.linalg.norm(randVec))))
if angle < 5:
below=True
if below:
randVec = np.random.rand(1, 3)
else:
notFound=False
print("iteration no. %i" % iter)
iter = iter + 1
Any hints how to approach this problem (language agnostic) would be appreciate.
Consider the vectors in a spherical coordinate system (u,w,r), where r is always 1 because vector length doesn't matter here. Any vector can be expressed as (u,w) and the "deadzone" around each vector x, in which the target vector t cannot fall, can be expressed as dist((u_x, w_x, 1), (u_x-u_t, w_x-w_t, 1)) < 5°. However calculating this distance can be a bit tricky, so converting back into cartesian coordinates might be easier. These deadzones are circular on the spherical shell around the origin and you're looking for a t that doesn't hit any on them.
For any fixed u_t you can iterate over all x and using the distance function can find the start and end point of a range of w_t, that are blocked because they fall into the deadzone of the vector x. The union of all 10000 ranges build the possible values of w_t for that given u_t. The same can be done for any fixed w_t, looking for a u_t.
Now comes the part that I'm not entirely sure of: Given that you have two unknows u_t and w_t and 20000 knowns, the system is just a tad overdetermined and if there's a solution, it should be possible to find it.
My suggestion: Set u_t fixed to a random value and check which w_t are possible. If you find a non-empty range, great, you're done. If all w_t are blocked, select a different u_t and try again. Now, selecting u_t at random will work eventually, yet a smarter iteration should be possible. Maybe u_t(n) = u_t(n-1)*phi % 360°, where phi is the golden ratio. That way the u_t never repeat and will cover the whole space with finer and finer granularity instead of starting from one end and going slowly to the other.
Edit: You might also have more luck on the mathematics stackexchange since this isn't so much a code question as it is a mathematics question. For example I'm not sure what I wrote is all that rigorous, so I don't even know it works.
One way would be two build a 2d manifold (area on the sphere) of forbidden areas. You start by adding a point, then, the forbidden area is a circle on the sphere surface.
While true, pick a point on the boundary of the area. If this is not close (within 5 degrees) to any other vector, then, you're done, return it. If not, you just found a new circle of forbidden area. Add it to your manifold of forbidden area. You'll need to chop the circle in line or arc segments and build the boundary as a list.
If the set of vector has no solution, you boundary will collapse to an empty point. Then you return failure.
It's not the easiest approach, and you'll have to deal with the boundaries of a complex shape over a sphere. But it's guaranteed to work and should have reasonable complexity.

Inverse FFT returns negative values when it should not

I have several points (x,y,z coordinates) in a 3D box with associated masses. I want to draw an histogram of the mass-density that is found in spheres of a given radius R.
I have written a code that, providing I did not make any errors which I think I may have, works in the following way:
My "real" data is something huge thus I wrote a little code to generate non overlapping points randomly with arbitrary mass in a box.
I compute a 3D histogram (weighted by mass) with a binning about 10 times smaller than the radius of my spheres.
I take the FFT of my histogram, compute the wave-modes (kx, ky and kz) and use them to multiply my histogram in Fourier space by the analytic expression of the 3D top-hat window (sphere filtering) function in Fourier space.
I inverse FFT my newly computed grid.
Thus drawing a 1D-histogram of the values on each bin would give me what I want.
My issue is the following: given what I do there should not be any negative values in my inverted FFT grid (step 4), but I get some, and with values much higher that the numerical error.
If I run my code on a small box (300x300x300 cm3 and the points of separated by at least 1 cm) I do not get the issue. I do get it for 600x600x600 cm3 though.
If I set all the masses to 0, thus working on an empty grid, I do get back my 0 without any noted issues.
I here give my code in a full block so that it is easily copied.
import numpy as np
import matplotlib.pyplot as plt
import random
from numba import njit
# 1. Generate a bunch of points with masses from 1 to 3 separated by a radius of 1 cm
radius = 1
rangeX = (0, 100)
rangeY = (0, 100)
rangeZ = (0, 100)
rangem = (1,3)
qty = 20000 # or however many points you want
# Generate a set of all points within 1 of the origin, to be used as offsets later
deltas = set()
for x in range(-radius, radius+1):
for y in range(-radius, radius+1):
for z in range(-radius, radius+1):
if x*x + y*y + z*z<= radius*radius:
deltas.add((x,y,z))
X = []
Y = []
Z = []
M = []
excluded = set()
for i in range(qty):
x = random.randrange(*rangeX)
y = random.randrange(*rangeY)
z = random.randrange(*rangeZ)
m = random.uniform(*rangem)
if (x,y,z) in excluded: continue
X.append(x)
Y.append(y)
Z.append(z)
M.append(m)
excluded.update((x+dx, y+dy, z+dz) for (dx,dy,dz) in deltas)
print("There is ",len(X)," points in the box")
# Compute the 3D histogram
a = np.vstack((X, Y, Z)).T
b = 200
H, edges = np.histogramdd(a, weights=M, bins = b)
# Compute the FFT of the grid
Fh = np.fft.fftn(H, axes=(-3,-2, -1))
# Compute the different wave-modes
kx = 2*np.pi*np.fft.fftfreq(len(edges[0][:-1]))*len(edges[0][:-1])/(np.amax(X)-np.amin(X))
ky = 2*np.pi*np.fft.fftfreq(len(edges[1][:-1]))*len(edges[1][:-1])/(np.amax(Y)-np.amin(Y))
kz = 2*np.pi*np.fft.fftfreq(len(edges[2][:-1]))*len(edges[2][:-1])/(np.amax(Z)-np.amin(Z))
# I create a matrix containing the values of the filter in each point of the grid in Fourier space
R = 5
Kh = np.empty((len(kx),len(ky),len(kz)))
#njit(parallel=True)
def func_njit(kx, ky, kz, Kh):
for i in range(len(kx)):
for j in range(len(ky)):
for k in range(len(kz)):
if np.sqrt(kx[i]**2+ky[j]**2+kz[k]**2) != 0:
Kh[i][j][k] = (np.sin((np.sqrt(kx[i]**2+ky[j]**2+kz[k]**2))*R)-(np.sqrt(kx[i]**2+ky[j]**2+kz[k]**2))*R*np.cos((np.sqrt(kx[i]**2+ky[j]**2+kz[k]**2))*R))*3/((np.sqrt(kx[i]**2+ky[j]**2+kz[k]**2))*R)**3
else:
Kh[i][j][k] = 1
return Kh
Kh = func_njit(kx, ky, kz, Kh)
# I multiply each point of my grid by the associated value of the filter (multiplication in Fourier space = convolution in real space)
Gh = np.multiply(Fh, Kh)
# I take the inverse FFT of my filtered grid. I take the real part to get back floats but there should only be zeros for the imaginary part.
Density = np.real(np.fft.ifftn(Gh,axes=(-3,-2, -1)))
# Here it shows if there are negative values the magnitude of the error
print(np.min(Density))
D = Density.flatten()
N = np.mean(D)
# I then compute the histogram I want
hist, bins = np.histogram(D/N, bins='auto', density=True)
bin_centers = (bins[1:]+bins[:-1])*0.5
plt.plot(bin_centers, hist)
plt.xlabel('rho/rhom')
plt.ylabel('P(rho)')
plt.show()
Do you know why I'm getting these negative values? Do you think there is a simpler way to proceed?
Sorry if this is a very long post, I tried to make it very clear and will edit it with your comments, thanks a lot!
-EDIT-
A follow-up question on the issue can be found [here].1
The filter you create in the frequency domain is only an approximation to the filter you want to create. The problem is that we are dealing with the DFT here, not the continuous-domain FT (with its infinite frequencies). The Fourier transform of a ball is indeed the function you describe, however this function is infinitely large -- it is not band-limited!
By sampling this function only within a window, you are effectively multiplying it with an ideal low-pass filter (the rectangle of the domain). This low-pass filter, in the spatial domain, has negative values. Therefore, the filter you create also has negative values in the spatial domain.
This is a slice through the origin of the inverse transform of Kh (after I applied fftshift to move the origin to the middle of the image, for better display):
As you can tell here, there is some ringing that leads to negative values.
One way to overcome this ringing is to apply a windowing function in the frequency domain. Another option is to generate a ball in the spatial domain, and compute its Fourier transform. This second option would be the simplest to achieve. Do remember that the kernel in the spatial domain must also have the origin at the top-left pixel to obtain a correct FFT.
A windowing function is typically applied in the spatial domain to avoid issues with the image border when computing the FFT. Here, I propose to apply such a window in the frequency domain to avoid similar issues when computing the IFFT. Note, however, that this will always further reduce the bandwidth of the kernel (the windowing function would work as a low-pass filter after all), and therefore yield a smoother transition of foreground to background in the spatial domain (i.e. the spatial domain kernel will not have as sharp a transition as you might like). The best known windowing functions are Hamming and Hann windows, but there are many others worth trying out.
Unsolicited advice:
I simplified your code to compute Kh to the following:
kr = np.sqrt(kx[:,None,None]**2 + ky[None,:,None]**2 + kz[None,None,:]**2)
kr *= R
Kh = (np.sin(kr)-kr*np.cos(kr))*3/(kr)**3
Kh[0,0,0] = 1
I find this easier to read than the nested loops. It should also be significantly faster, and avoid the need for njit. Note that you were computing the same distance (what I call kr here) 5 times. Factoring out such computation is not only faster, but yields more readable code.
Just a guess:
Where do you get the idea that the imaginary part MUST be zero? Have you ever tried to take the absolute values (sqrt(re^2 + im^2)) and forget about the phase instead of just taking the real part? Just something that came to my mind.

curve fitting and parameter estimation in Python

I am currently using Python to compare two different datasets (xDAT and yDAT) that are composed of 240 distance measurements taken over a certain amount of time. However, dataset xDAT is offset by a non-linear amount. This non-linear amount is equal to the width of a time-dependent, dynamic medium, which I call level-A. More specifically xDAT measures from the origin to the top of level-A, whereas yDAT measures from the origin to the bottom of level-A. See following diagram:
In order to compare both curves, I must fist apply a correction to xDAT to make up for its offset (the width of level-A).
As of yet, I have played around with different degrees of numpy.polyfit. I.E:
coefs = np.polynomial.polynomial.polyfit(xDAT, yDAT, 5)
polyEST=[]
for i in range(0,len(x-DAT)):
polyEST.append(coefs[0] + coefs[1]*xDAT[i] + coefs[2]*pow(xDAT[i],2) + coefs[3]*pow(xDAT[i],3) + coefs[4]*pow(xDAT[i],4) + coefs[5]*pow(xDAT[i],5))
The problem with using this method, is that when I plot polyEST (which is the corrected version of xDAT), the plot still does not match the trend of yDAT and remains offset. Please see the figure below, where xDAT= blue, corrected xDAT=red, and yDAT=green:
Ideally, the corrected xDAT should still remain noisier than the yDAT, but the general oscillation and trend of the curves should match.
I would greatly appreciate help on implementing a different curve-fitting and parameter estimation technique in order to correct for the non-linear offset caused by level-A.
Thank you.
The answer depends on what Level A is. If it is independent, your first line should be something like
coefs = np.polynomial.polynomial.polyfit(numpy.arange(xDAT.size), yDAT-xDAT, 5)
This will give a polyfit of an independent A as drawn, and then the corrected x should be
xDAT+np.polynomial.polynomial.polyval(numpy.arange(xDAT.size),coefs)
If A is dependent on the variables (as it looks to be), you don't want to polyfit, as that only regresses the real part of the oscillation (the "spring" part of a spring-damper system), which is why your corrected_xDat is in phase with xDat instead of yDat. To regress something like that you'll need to use Fourier transforms (which is not my specialty).

Construct an array spacing proportional to a function or other array

I have a function (f : black line) which varies sharply in a specific, small region (derivative f' : blue line, and second derivative f'' : red line). I would like to integrate this function numerically, and if I distribution points evenly (in log-space) I end up with fairly large errors in the sharply varying region (near 2E15 in the plot).
How can I construct an array spacing such that it is very well sampled in the area where the second derivative is large (i.e. a sampling frequency proportional to the second derivative)?
I happen to be using python, but I'm interested in a general algorithm.
Edit:
1) It would be nice to be able to still control the number of sampling points (at least roughly).
2) I've considered constructing a probability distribution function shaped like the second derivative and drawing randomly from that --- but I think this will offer poor convergence, and in general, it seems like a more deterministic approach should be feasible.
Assuming f'' is a NumPy array, you could do the following
# Scale these deltas as you see fit
deltas = 1/f''
domain = deltas.cumsum()
To account only for order of magnitude swings, this could be adjusted as follows...
deltas = 1/(-np.log10(1/f''))
I'm just spitballing here ... (as I don't have time to try this out for real)...
Your data looks (roughly) linear on a log-log plot (at least, each segment seems to be... So, I might consider doing a sort-of integration in log-space.
log_x = log(x)
log_y = log(y)
Now, for each of your points, you can get the slope (and intercept) in log-log space:
rise = np.diff(log_y)
run = np.diff(log_x)
slopes = rise / run
And, similarly, the the intercept can be calculated:
# y = mx + b
# :. b = y - mx
intercepts = y_log[:-1] - slopes * x_log[:-1]
Alright, now we have a bunch of (straight) lines in log-log space. But, a straight line in log-log space, corresponds to y = log(intercept)*x^slope in real space. We can integrate that easily enough: y = a/(k+1) x ^ (k+1), so...
def _eval_log_log_integrate(a, k, x):
return np.log(a)/(k+1) * x ** (k+1)
def log_log_integrate(a, k, x1, x2):
return _eval_log_log_integrate(a, k, x2) - _eval_log_log_integrate(a, k, x1)
partial_integrals = []
for a, k, x_lower, x_upper in zip(intercepts, slopes, x[:-1], x[1:]):
partial_integrals.append(log_log_integrate(a, k, x_lower, x_upper))
total_integral = sum(partial_integrals)
You'll want to check my math -- It's been a while since I've done this sort of thing :-)
1) The Cool Approach
At the moment I implemented an 'adaptive refinement' approach inspired by hydrodynamics techniques. I have a function which I want to sample, f, and I choose some initial array of sample points x_i. I construct a "sampling" function g, which determines where to insert new sample points.
In this case I chose g as the slope of log(f) --- since I want to resolve rapid changes in log space. I then divide the span of g into L=3 refinement levels. If g(x_i) exceeds a refinement level, that span is subdivided into N=2 pieces, those subdivisions are added into the samples and are checked against the next level. This yields something like this:
The solid grey line is the function I want to sample, and the black crosses are my initial sampling points.
The dashed grey line is the derivative of the log of my function.
The colored dashed lines are my 'refinement levels'
The colored crosses are my refined sampling points.
This is all shown in log-space.
2) The Simple Approach
After I finished (1), I realized that I probably could have just chosen a maximum spacing in in y, and choose x-spacings to achieve that. Similarly, just divide the function evenly in y, and find the corresponding x points.... The results of this are shown below:
A simple approach would be to split the x-axis-array into three parts and use different spacing for each of them. It would allow you to maintain the total number of points and also the required spacing in different regions of the plot. For example:
x = np.linspace(10**13, 10**15, 100)
x = np.append(x, np.linspace(10**15, 10**16, 100))
x = np.append(x, np.linspace(10**16, 10**18, 100))
You may want to choose a better spacing based on your data, but you get the idea.

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