def comparison_plot(f, u, Omega, filename='tmp.pdf',
plot_title='', ymin=None, ymax=None,
u_legend='approximation'):
"""Compare f(x) and u(x) for x in Omega in a plot."""
x = sm.Symbol('x')
print 'f:', f
f = sm.lambdify([x], f, modules="numpy")
u = sm.lambdify([x], u, modules="numpy")
if len(Omega) != 2:
raise ValueError('Omega=%s must be an interval (2-list)' % str(Omega))
# When doing symbolics, Omega can easily contain symbolic expressions,
# assume .evalf() will work in that case to obtain numerical
# expressions, which then must be converted to float before calling
# linspace below
if not isinstance(Omega[0], (int,float)):
Omega[0] = float(Omega[0].evalf())
if not isinstance(Omega[1], (int,float)):
Omega[1] = float(Omega[1].evalf())
resolution = 401 # no of points in plot
xcoor = linspace(Omega[0], Omega[1], resolution)
# Vectorized functions expressions does not work with
# lambdify'ed functions without the modules="numpy"
exact = f(xcoor)
approx = u(xcoor)
plot(xcoor, approx, '-')
hold('on')
plot(xcoor, exact, '-')
legend([u_legend, 'exact'])
title(plot_title)
xlabel('x')
if ymin is not None and ymax is not None:
axis([xcoor[0], xcoor[-1], ymin, ymax])
savefig(filename)
def run_solvers_and_plot(solvers, rhs, T, dt, title=''):
Nt = int(round(T/float(dt)))
t_mesh = np.linspace(0, T, Nt+1)
t_fine = np.linspace(0, T, 8*Nt+1) # used for very accurate solution
legends = []
solver_exact = odespy.RK4(rhs)
for solver in solvers:
solver.set_initial_condition([rhs.I, 0])
u, t = solver.solve(t_mesh)
solver_name = 'CrankNicolson' if solver.__class__.__name__ == \
'MidpointImplicit' else solver.__class__.__name__
if len(t_mesh) <= 50:
plt.plot(t, u[:,0]) # markers by default
else:
plt.plot(t, u[:,0], '-2') # no markers
plt.hold('on')
legends.append(solver_name)
# Compare with RK4 on a much finer mesh
solver_exact.set_initial_condition([rhs.I, 0])
u_e, t_e = solver_exact.solve(t_fine)
plt.plot(t_e, u_e[:,0], '-') # avoid markers by spec. line type
legends.append('exact (RK4, dt=%g)' % (t_fine[1]-t_fine[0]))
plt.legend(legends, loc='upper right')
plt.xlabel('t'); plt.ylabel('u')
plt.title(title)
plotfilestem = '_'.join(legends)
plt.savefig('tmp_%s.png' % plotfilestem)
plt.savefig('tmp_%s.pdf' % plotfilestem)
def plot(self, include_exact=True, plt=None):
"""
Add solver.u curve to the plotting object plt,
and include the exact solution if include_exact is True.
This plot function can be called several times (if
the solver object has computed new solutions).
"""
if plt is None:
import scitools.std as plt # can use matplotlib as well
plt.plot(self.solver.t, self.solver.u, '--o')
plt.hold('on')
theta2name = {0: 'FE', 1: 'BE', 0.5: 'CN'}
name = theta2name.get(self.solver.theta, '')
legends = ['numerical %s' % name]
if include_exact:
t_e = linspace(0, self.problem.T, 1001)
u_e = self.problem.exact_solution(t_e)
plt.plot(t_e, u_e, 'b-')
legends.append('exact')
plt.legend(legends)
plt.xlabel('t')
plt.ylabel('u')
plt.title('theta=%g, dt=%g' %
(self.solver.theta, self.solver.dt))
plt.savefig('%s_%g.png' % (name, self.solver.dt))
return plt
def run_solvers_and_check_amplitudes(solvers,
timesteps_per_period=20,
num_periods=1,
I=1,
w=2 * np.pi):
P = 2 * np.pi / w # duration of one period
dt = P / timesteps_per_period
Nt = num_periods * timesteps_per_period
T = Nt * dt
t_mesh = np.linspace(0, T, Nt + 1)
file_name = 'Amplitudes' # initialize filename for plot
for solver in solvers:
solver.set(f_kwargs={'w': w})
solver.set_initial_condition([0, I])
u, t = solver.solve(t_mesh)
solver_name = \
'CrankNicolson' if solver.__class__.__name__ == \
'MidpointImplicit' else solver.__class__.__name__
file_name = file_name + '_' + solver_name
minima, maxima = minmax(t, u[:, 0])
a = amplitudes(minima, maxima)
plt.plot(range(len(a)), a, '-', label=solver_name)
plt.hold('on')
plt.xlabel('Number of periods')
plt.ylabel('Amplitude (absolute value)')
plt.legend(loc='upper left')
plt.savefig(file_name + '.png')
plt.savefig(file_name + '.pdf')
plt.show()
def plot(self, include_exact=True, plt=None):
"""
Add solver.u curve to scitools plotting object plt,
and include the exact solution if include_exact is True.
This plot function can be called several times (if
the solver object has computed new solutions).
"""
if plt is None:
import scitools.std as plt
plt.plot(self.solver.t, self.solver.u, '--o')
plt.hold('on')
theta = self.solver.get('theta')
theta2name = {0: 'FE', 1: 'BE', 0.5: 'CN'}
name = theta2name.get(theta, '')
legends = ['numerical %s' % name]
if include_exact:
t_e = np.linspace(0, self.problem.get('T'), 1001)
u_e = self.problem.exact_solution(t_e)
plt.plot(t_e, u_e, 'b-')
legends.append('exact')
plt.legend(legends)
plt.xlabel('t')
plt.ylabel('u')
dt = self.solver.get('dt')
plt.title('theta=%g, dt=%g' % (theta, dt))
plt.savefig('%s_%g.png' % (name, dt))
return plt
def comparison_plot(u, Omega, u_e=None, filename='tmp.eps',
plot_title='', ymin=None, ymax=None):
x = sp.Symbol('x')
u = sp.lambdify([x], u, modules="numpy")
if len(Omega) != 2:
raise ValueError('Omega=%s must be an interval (2-list)' % str(Omega))
# When doing symbolics, Omega can easily contain symbolic expressions,
# assume .evalf() will work in that case to obtain numerical
# expressions, which then must be converted to float before calling
# linspace below
if not isinstance(Omega[0], (int,float)):
Omega[0] = float(Omega[0].evalf())
if not isinstance(Omega[1], (int,float)):
Omega[1] = float(Omega[1].evalf())
resolution = 401 # no of points in plot
xcoor = linspace(Omega[0], Omega[1], resolution)
# Vectorized functions expressions does not work with
# lambdify'ed functions without the modules="numpy"
approx = u(xcoor)
plot(xcoor, approx)
legends = ['approximation']
if u_e is not None:
exact = u_e(xcoor)
hold('on')
plot(xcoor, exact)
legends = ['exact']
legend(legends)
title(plot_title)
xlabel('x')
if ymin is not None and ymax is not None:
axis([xcoor[0], xcoor[-1], ymin, ymax])
savefig(filename)
def run_solvers_and_plot(solvers, rhs, T, dt, title=''):
Nt = int(round(T / float(dt)))
t_mesh = np.linspace(0, T, Nt + 1)
t_fine = np.linspace(0, T, 8 * Nt + 1) # used for very accurate solution
legends = []
solver_exact = odespy.RK4(rhs)
for solver in solvers:
solver.set_initial_condition([rhs.I, 0])
u, t = solver.solve(t_mesh)
solver_name = 'CrankNicolson' if solver.__class__.__name__ == \
'MidpointImplicit' else solver.__class__.__name__
if len(t_mesh) <= 50:
plt.plot(t, u[:, 0]) # markers by default
else:
plt.plot(t, u[:, 0], '-2') # no markers
plt.hold('on')
legends.append(solver_name)
# Compare with RK4 on a much finer mesh
solver_exact.set_initial_condition([rhs.I, 0])
u_e, t_e = solver_exact.solve(t_fine)
plt.plot(t_e, u_e[:, 0], '-') # avoid markers by spec. line type
legends.append('exact (RK4, dt=%g)' % (t_fine[1] - t_fine[0]))
plt.legend(legends, loc='upper right')
plt.xlabel('t')
plt.ylabel('u')
plt.title(title)
plotfilestem = '_'.join(legends)
plt.savefig('tmp_%s.png' % plotfilestem)
plt.savefig('tmp_%s.pdf' % plotfilestem)
def run_solvers_and_check_amplitudes(solvers, timesteps_per_period=20,
num_periods=1, I=1, w=2*np.pi):
P = 2*np.pi/w # duration of one period
dt = P/timesteps_per_period
Nt = num_periods*timesteps_per_period
T = Nt*dt
t_mesh = np.linspace(0, T, Nt+1)
file_name = 'Amplitudes' # initialize filename for plot
for solver in solvers:
solver.set(f_kwargs={'w': w})
solver.set_initial_condition([0, I])
u, t = solver.solve(t_mesh)
solver_name = \
'CrankNicolson' if solver.__class__.__name__ == \
'MidpointImplicit' else solver.__class__.__name__
file_name = file_name + '_' + solver_name
minima, maxima = minmax(t, u[:,0])
a = amplitudes(minima, maxima)
plt.plot(range(len(a)), a, '-', label=solver_name)
plt.hold('on')
plt.xlabel('Number of periods')
plt.ylabel('Amplitude (absolute value)')
plt.legend(loc='upper left')
plt.savefig(file_name + '.png')
plt.savefig(file_name + '.pdf')
plt.show()
def plot_fe_mesh(nodes, elements, element_marker=[0, 0.1]):
"""Illustrate elements and nodes in a finite element mesh."""
plt.hold('on')
all_x_L = [nodes[elements[e][0]] for e in range(len(elements))]
element_boundaries = all_x_L + [nodes[-1]]
for x in element_boundaries:
plt.plot([x, x], element_marker, 'm--') # m gives dotted lines
plt.plot(nodes, [0]*len(nodes), 'ro2')
def plot_fe_mesh(nodes, elements, element_marker=[0, 0.1]):
"""Illustrate elements and nodes in a finite element mesh."""
plt.hold('on')
all_x_L = [nodes[elements[e][0]] for e in range(len(elements))]
element_boundaries = all_x_L + [nodes[-1]]
for x in element_boundaries:
plt.plot([x, x], element_marker, 'm--') # m gives dotted eps/pdf lines
plt.plot(nodes, [0]*len(nodes), 'ro2')
def visualize(list_of_curves, legends, title='', filename='tmp'):
"""Plot list of curves: (u, t)."""
for u, t in list_of_curves:
plt.plot(t, u)
plt.hold('on')
plt.legend(legends)
plt.xlabel('t')
plt.ylabel('u')
plt.title(title)
plt.savefig(filename + '.png')
plt.savefig(filename + '.pdf')
plt.show()
def plot(self, plt=None):
if plt is None:
import scitools.std as plt
plt.plot(self.solver.t, self.solver.v, 'b--o')
plt.hold("on")
plt.xlabel("t")
plt.ylabel("v")
plt.savefig("%g.png" % (self.solver.dt))
return plt
def plot(self, plt = None):
if plt is None:
import scitools.std as plt
plt.plot(self.solver.t, self.solver.v, 'b--o')
plt.hold("on")
plt.xlabel("t")
plt.ylabel("v")
plt.savefig("%g.png" % (self.solver.dt))
return plt
def visualize(list_of_curves, legends, title='', filename='tmp'):
"""Plot list of curves: (u, t)."""
for u, t in list_of_curves:
plt.plot(t, u)
plt.hold('on')
plt.legend(legends)
plt.xlabel('t')
plt.ylabel('u')
plt.title(title)
plt.savefig(filename + '.png')
plt.savefig(filename + '.pdf')
plt.show()
def plot_phase_error():
w = 1 # relevant value in a scaled problem
m = linspace(1, 101, 101)
period = 2*pi/w
dt_values = [period/num_timesteps_per_period
for num_timesteps_per_period in (4, 8, 16, 32)]
for dt in dt_values:
e = m*2*pi*(1./w - 1/tilde_w(w, dt))
plot(m, e, '-', title='peak location error (phase error)',
xlabel='no of periods', ylabel='phase error')
hold('on')
savefig('phase_error.png')
def fe_basis_function_figure(d,
target_elm=[1],
N_e=3,
derivative=0,
filename='tmp.pdf',
labels=False):
"""
Draw all basis functions (or their derivative), of degree d,
associated with element target_elm (may be list of elements).
Add a mesh with N_e elements.
"""
nodes, elements = mesh_uniform(N_e, d)
"""
x = 1.1
print locate_element_vectorized(x, elements, nodes)
print locate_element_scalar(x, elements, nodes)
x = 0.1, 0.4, 0.8
print locate_element_vectorized(x, elements, nodes)
"""
if isinstance(target_elm, int):
target_elm = [target_elm] # wrap in list
# Draw the basis functions for element 1
phi_drawn = [] # list of already drawn phi functions
ymin = ymax = 0
for e in target_elm:
for i in elements[e]:
if not i in phi_drawn:
x, y = phi_glob(i, elements, nodes, derivative=derivative)
if x is None and y is None:
return # abort
ymax = max(ymax, max(y))
ymin = min(ymin, min(y))
plt.plot(x, y, '-')
plt.hold('on')
if labels:
if plt.backend == 'gnuplot':
if derivative == 0:
plt.legend(r'basis func. %d' % i)
else:
plt.legend(r'derivative of basis func. %d' % i)
elif plt.backend == 'matplotlib':
if derivative == 0:
plt.legend(r'\varphi_%d' % i)
else:
plt.legend(r"\varphi_%d'(x)" % i)
phi_drawn.append(i)
plt.axis([nodes[0], nodes[-1], ymin - 0.1, ymax + 0.1])
plot_fe_mesh(nodes, elements, element_marker=[ymin - 0.1, ymax + 0.1])
plt.hold('off')
plt.savefig(filename)
def comparison_plot(f, u, Omega, filename='tmp.pdf'):
x = sm.Symbol('x')
f = sm.lambdify([x], f, modules="numpy")
u = sm.lambdify([x], u, modules="numpy")
resolution = 401 # no of points in plot
xcoor = linspace(Omega[0], Omega[1], resolution)
exact = f(xcoor)
approx = u(xcoor)
plot(xcoor, approx)
hold('on')
plot(xcoor, exact)
legend(['approximation', 'exact'])
savefig(filename)
def fe_basis_function_figure(d, target_elm=[1], n_e=3,
derivative=0, filename='tmp.pdf',
labels=False):
"""
Draw all basis functions (or their derivative), of degree d,
associated with element target_elm (may be list of elements).
Add a mesh with n_e elements.
"""
nodes, elements = mesh_uniform(n_e, d)
"""
x = 1.1
print locate_element_vectorized(x, elements, nodes)
print locate_element_scalar(x, elements, nodes)
x = 0.1, 0.4, 0.8
print locate_element_vectorized(x, elements, nodes)
"""
if isinstance(target_elm, int):
target_elm = [target_elm] # wrap in list
# Draw the basis functions for element 1
phi_drawn = [] # list of already drawn phi functions
ymin = ymax = 0
for e in target_elm:
for i in elements[e]:
if not i in phi_drawn:
x, y = phi_glob(i, elements, nodes,
derivative=derivative)
if x is None and y is None:
return # abort
ymax = max(ymax, max(y))
ymin = min(ymin, min(y))
plt.plot(x, y, '-')
plt.hold('on')
if labels:
if plt.backend == 'gnuplot':
if derivative == 0:
plt.legend(r'basis function no. %d' % i)
else:
plt.legend(r'derivative of basis function no. %d' % i)
elif plt.backend == 'matplotlib':
if derivative == 0:
plt.legend(r'\varphi_%d' % i)
else:
plt.legend(r"\varphi_%d'(x)" % i)
phi_drawn.append(i)
plt.axis([nodes[0], nodes[-1], ymin-0.1, ymax+0.1])
plot_fe_mesh(nodes, elements, element_marker=[ymin-0.1, ymax+0.1])
plt.hold('off')
plt.savefig(filename)
def plot_empirical_freq_and_amplitude(u, t):
minima, maxima = minmax(t, u)
p = periods(maxima)
a = amplitudes(minima, maxima)
plt.figure()
from math import pi
w = 2*pi/p
plt.plot(range(len(p)), w, 'r-')
plt.hold('on')
plt.plot(range(len(a)), a, 'b-')
ymax = 1.1*max(w.max(), a.max())
ymin = 0.9*min(w.min(), a.min())
plt.axis([0, max(len(p), len(a)), ymin, ymax])
plt.legend(['estimated frequency', 'estimated amplitude'],
loc='upper right')
return len(maxima)
def plot_empirical_freq_and_amplitude(u, t):
minima, maxima = minmax(t, u)
p = periods(maxima)
a = amplitudes(minima, maxima)
plt.figure()
from math import pi
w = 2 * pi / p
plt.plot(range(len(p)), w, 'r-')
plt.hold('on')
plt.plot(range(len(a)), a, 'b-')
ymax = 1.1 * max(w.max(), a.max())
ymin = 0.9 * min(w.min(), a.min())
plt.axis([0, max(len(p), len(a)), ymin, ymax])
plt.legend(['estimated frequency', 'estimated amplitude'],
loc='upper right')
return len(maxima)
def run_solvers_and_plot(solvers, timesteps_per_period=20,
num_periods=1, b=0):
w = 2*np.pi # frequency of undamped free oscillations
P = 2*np.pi/w # duration of one period
dt = P/timesteps_per_period
Nt = num_periods*timesteps_per_period
T = Nt*dt
t_mesh = np.linspace(0, T, Nt+1)
t_fine = np.linspace(0, T, 8*Nt+1) # used for very accurate solution
legends = []
solver_exact = odespy.RK4(f)
for solver in solvers:
solver.set_initial_condition([solver.users_f.I, 0])
u, t = solver.solve(t_mesh)
solver_name = 'CrankNicolson' if solver.__class__.__name__ == \
'MidpointImplicit' else solver.__class__.__name__
# Make plots (plot last 10 periods????)
if num_periods <= 80:
plt.figure(1)
if len(t_mesh) <= 50:
plt.plot(t, u[:,0]) # markers by default
else:
plt.plot(t, u[:,0], '-2') # no markers
plt.hold('on')
legends.append(solver_name)
# Compare with exact solution plotted on a very fine mesh
#t_fine = np.linspace(0, T, 10001)
#u_e = solver.users_f.exact(t_fine)
# Compare with RK4 on a much finer mesh
solver_exact.set_initial_condition([solver.users_f.I, 0])
u_e, t_e = solver_exact.solve(t_fine)
if num_periods < 80:
plt.figure(1)
plt.plot(t_e, u_e[:,0], '-') # avoid markers by spec. line type
legends.append('exact (RK4)')
plt.legend(legends, loc='upper left')
plt.xlabel('t'); plt.ylabel('u')
plt.title('Time step: %g' % dt)
plt.savefig('vib_%d_%d_u.png' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_u.pdf' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_u.eps' % (timesteps_per_period, num_periods))
def run_solvers_and_plot(solvers, timesteps_per_period=20, num_periods=1, b=0):
w = 2 * np.pi # frequency of undamped free oscillations
P = 2 * np.pi / w # duration of one period
dt = P / timesteps_per_period
Nt = num_periods * timesteps_per_period
T = Nt * dt
t_mesh = np.linspace(0, T, Nt + 1)
t_fine = np.linspace(0, T, 8 * Nt + 1) # used for very accurate solution
legends = []
solver_exact = odespy.RK4(f)
for solver in solvers:
solver.set_initial_condition([solver.users_f.I, 0])
u, t = solver.solve(t_mesh)
solver_name = 'CrankNicolson' if solver.__class__.__name__ == \
'MidpointImplicit' else solver.__class__.__name__
# Make plots (plot last 10 periods????)
if num_periods <= 80:
plt.figure(1)
if len(t_mesh) <= 50:
plt.plot(t, u[:, 0]) # markers by default
else:
plt.plot(t, u[:, 0], '-2') # no markers
plt.hold('on')
legends.append(solver_name)
# Compare with exact solution plotted on a very fine mesh
#t_fine = np.linspace(0, T, 10001)
#u_e = solver.users_f.exact(t_fine)
# Compare with RK4 on a much finer mesh
solver_exact.set_initial_condition([solver.users_f.I, 0])
u_e, t_e = solver_exact.solve(t_fine)
if num_periods < 80:
plt.figure(1)
plt.plot(t_e, u_e[:, 0], '-') # avoid markers by spec. line type
legends.append('exact (RK4)')
plt.legend(legends, loc='upper left')
plt.xlabel('t')
plt.ylabel('u')
plt.title('Time step: %g' % dt)
plt.savefig('vib_%d_%d_u.png' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_u.pdf' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_u.eps' % (timesteps_per_period, num_periods))
def test_VanDerPol(mu=0):
problem = VanDerPolOscillator(mu=mu, U0=[1,0])
d = problem.default_parameters()
tp = d['time_points']
# test f_args, jac_kwargs etc
methods = [Vode, RK4, RungeKutta4, ForwardEuler, BackwardEuler]
for method in methods:
name = method.__name__
print name
solver = method(problem.f, jac=problem.jac,
atol=d['atol'], rtol=d['rtol'])
solver.set_initial_condition(problem.U0)
u, t = solver.solve(tp)
plot(t, u[:,0], legend=name,
legend_fancybox=True, legend_loc='upper left')
hold('on')
e = problem.verify(u, t)
if e is not None: print e
def test_VanDerPol(mu=0):
problem = VanDerPolOscillator(mu=mu, U0=[1,0])
d = problem.default_parameters()
tp = d['time_points']
# test f_args, jac_kwargs etc
methods = [Vode, RK4, RungeKutta4, ForwardEuler, BackwardEuler]
for method in methods:
name = method.__name__
print(name)
solver = method(problem.f, jac=problem.jac,
atol=d['atol'], rtol=d['rtol'])
solver.set_initial_condition(problem.U0)
u, t = solver.solve(tp)
plot(t, u[:,0], legend=name,
legend_fancybox=True, legend_loc='upper left')
hold('on')
e = problem.verify(u, t)
if e is not None: print(e)
def plotter(v0,T,dt,C_D,rho,rho_b,A,V,d,mu):
g = 9.81 # Gravitational constant
a_s = 3*pi*rho*d*mu/(rho_b*V) # Constant to be used for the Stokes model
a_q = 0.5*C_D*rho*A/(rho_b*V) # Constant to be used for the quadratic model
b = g*(-1 + rho/rho_b) # A common constant for both Stokes and quad. model
rdm = rho*d/mu # A constant related to the Reynolds number
t,v = vm.solver(T,dt,a_s,a_q,b,v0,rdm)
F_b = rho*g*V*ones(len(v))
F_g = -g*rho_b*V*ones(len(v))
rdm = rho*d/float(mu)
Re = rdm*fabs(v0)
F_d_s = -a_s*v
F_d_q = -a_q*v*fabs(v)
# The following code attempts to create a force vector based on the appropriate
# Reynolds value :
F_d = zeros(len(v))
R_e = rdm*fabs(v0)
for n in range(len(v)) :
if Re < 1 :
F_d[n] = F_d_s[n]
else :
F_d[n] = F_d_q[n]
# Update Re :
R_e = rdm*fabs(v[n])
plot(t,F_b,
t,F_g,
xlabel='t',ylabel='F',
legend=('Buouncy Force','Gravity Force'),
title='Forces acting on a sphere')
hold('on')
plot(t,F_d,legend='Stokes and Quad for spesific Re')
raw_input('Press any key.')
def simulate_n_paths(n, N, x0, p0, M, m):
xm = np.zeros(N + 1) # mean of x
pm = np.zeros(N + 1) # mean of p
xs = np.zeros(N + 1) # standard deviation of x
ps = np.zeros(N + 1) # standard deviation of p
for i in range(n):
x, p = simulate_one_path(N, x0, p0, M, m)
# Accumulate paths
xm += x
pm += p
xs += x**2
ps += p**2
# Show 5 random sample paths
if i % (n / 5) == 0:
figure(1)
plot(x, title='sample paths of investment')
hold('on')
figure(2)
plot(p, title='sample paths of interest rate')
hold('on')
figure(1)
savefig('tmp_sample_paths_investment.pdf')
figure(2)
savefig('tmp_sample_paths_interestrate.pdf')
# Compute average
xm /= float(n)
pm /= float(n)
# Compute standard deviation
xs = xs / float(n) - xm * xm # variance
ps = ps / float(n) - pm * pm # variance
# Remove small negative numbers (round off errors)
print 'min variance:', xs.min(), ps.min()
xs[xs < 0] = 0
ps[ps < 0] = 0
xs = np.sqrt(xs)
ps = np.sqrt(ps)
return xm, xs, pm, ps
def plot_boundaries(outer_boundary, inner_boundaries=[], marked_points=None):
if not isinstance(inner_boundaries, (tuple, list)):
inner_boundaries = [inner_boundaries]
boundaries = [outer_boundary]
boundaries.extend(inner_boundaries)
# Find max/min of plotting area
plot_area = [
min([b.x.min() for b in boundaries]),
max([b.x.max() for b in boundaries]),
min([b.y.min() for b in boundaries]),
max([b.y.max() for b in boundaries])
]
aspect = (plot_area[3] - plot_area[2]) / (plot_area[1] - plot_area[0])
for b in boundaries:
plot(b.x, b.y, daspect=[aspect, 1, 1], daspectratio='manual')
hold('on')
axis(plot_area)
title('Specification of domain with %d boundaries' % len(boundaries))
if marked_points:
for pt, name in marked_points:
text(pt[0], pt[1], name)
def plot_boundaries(outer_boundary, inner_boundaries=[], marked_points=None):
if not isinstance(inner_boundaries, (tuple, list)):
inner_boundaries = [inner_boundaries]
boundaries = [outer_boundary]
boundaries.extend(inner_boundaries)
# Find max/min of plotting area
plot_area = [
min([b.x.min() for b in boundaries]),
max([b.x.max() for b in boundaries]),
min([b.y.min() for b in boundaries]),
max([b.y.max() for b in boundaries]),
]
aspect = (plot_area[3] - plot_area[2]) / (plot_area[1] - plot_area[0])
for b in boundaries:
plot(b.x, b.y, daspect=[aspect, 1, 1], daspectratio="manual")
hold("on")
axis(plot_area)
title("Specification of domain with %d boundaries" % len(boundaries))
if marked_points:
for pt, name in marked_points:
text(pt[0], pt[1], name)
def simulate_n_paths(n, N, x0, p0, M, m):
xm = np.zeros(N+1) # mean of x
pm = np.zeros(N+1) # mean of p
xs = np.zeros(N+1) # standard deviation of x
ps = np.zeros(N+1) # standard deviation of p
for i in range(n):
x, p = simulate_one_path(N, x0, p0, M, m)
# Accumulate paths
xm += x
pm += p
xs += x**2
ps += p**2
# Show 5 random sample paths
if i % (n/5) == 0:
figure(1)
plot(x, title='sample paths of investment')
hold('on')
figure(2)
plot(p, title='sample paths of interest rate')
hold('on')
figure(1); savefig('tmp_sample_paths_investment.eps')
figure(2); savefig('tmp_sample_paths_interestrate.eps')
# Compute average
xm /= float(n)
pm /= float(n)
# Compute standard deviation
xs = xs/float(n) - xm*xm # variance
ps = ps/float(n) - pm*pm # variance
# Remove small negative numbers (round off errors)
print 'min variance:', xs.min(), ps.min()
xs[xs < 0] = 0
ps[ps < 0] = 0
xs = np.sqrt(xs)
ps = np.sqrt(ps)
return xm, xs, pm, ps
def amplification_factor(names):
# Use SciTools since it adds markers to colored lines
from scitools.std import (plot, title, xlabel, ylabel, hold, savefig,
axis, legend, grid, show, figure)
figure()
curves = {}
p = linspace(0, 3, 99)
curves['exact'] = A_exact(p)
plot(p, curves['exact'])
hold('on')
name2theta = dict(FE=0, BE=1, CN=0.5)
for name in names:
curves[name] = A(p, name2theta[name])
plot(p, curves[name])
axis([p[0], p[-1], -20, 20])
#semilogy(p, curves[name])
plot([p[0], p[-1]], [0, 0], '--') # A=0 line
title('Amplification factors')
grid('on')
legend(['exact'] + names, loc='lower left', fancybox=True)
xlabel(r'$p=-a\cdot dt$')
ylabel('Amplification factor')
savefig('A_growth.png')
savefig('A_growth.pdf')
def amplification_factor(names):
# Use SciTools since it adds markers to colored lines
from scitools.std import (
plot, title, xlabel, ylabel, hold, savefig,
axis, legend, grid, show, figure)
figure()
curves = {}
p = linspace(0, 3, 99)
curves['exact'] = A_exact(p)
plot(p, curves['exact'])
hold('on')
name2theta = dict(FE=0, BE=1, CN=0.5)
for name in names:
curves[name] = A(p, name2theta[name])
plot(p, curves[name])
axis([p[0], p[-1], -20, 20])
#semilogy(p, curves[name])
plot([p[0], p[-1]], [0, 0], '--') # A=0 line
title('Amplification factors')
grid('on')
legend(['exact'] + names, loc='lower left', fancybox=True)
xlabel(r'$p=-a\cdot dt$')
ylabel('Amplification factor')
savefig('A_growth.png'); savefig('A_growth.pdf')
D = 500
dt = dx**2*D
dt = 1.25
D = dt/dx**2
T = 2.5
umin = u_R
umax = u_L
a_consts = [[0, 1]]
a_consts = [[0, 1], [0.5, 8]]
a_consts = [[0, 1], [0.5, 8], [0.75, 0.1]]
a = fill_a(a_consts, L, Nx)
#a = random.uniform(0, 10, Nx+1)
from scitools.std import plot, hold, subplot, figure, show
figure()
subplot(2,1,1)
u, x, cpu = viz(I, a, L, Nx, D, T, umin, umax, theta, u_L, u_R)
v = u_exact_stationary(x, a, u_L, u_R)
print 'v', v
print 'u', u
hold('on')
symbol = 'bo' if Nx < 32 else 'b-'
plot(x, v, symbol, legend='exact stationary')
subplot(2,1,2)
plot(x, a, legend='a')
show()
def run(gamma, beta=10, delta=40, scaling=1, animate=False):
"""Run the scaled model for welding."""
if scaling == 1:
v = gamma
a = 1
elif scaling == 2:
v = 1
a = 1.0/gamma
b = 0.5*beta**2
L = 1.0
ymin = 0
# Need gloal to be able change ymax in closure process_u
global ymax
ymax = 1.2
I = lambda x: 0
f = lambda x, t: delta*np.exp(-b*(x - v*t)**2)
import time
import scitools.std as plt
plot_arrays = []
def process_u(u, x, t, n):
global ymax
if animate:
plt.plot(x, u, 'r-',
x, f(x, t[n])/delta, 'b-',
axis=[0, L, ymin, ymax], title='t=%f' % t[n],
xlabel='x', ylabel='u and f/%g' % delta)
if t[n] == 0:
time.sleep(1)
plot_arrays.append(x)
dt = t[1] - t[0]
tol = dt/10.0
if abs(t[n] - 0.2) < tol or abs(t[n] - 0.5) < tol:
plot_arrays.append((u.copy(), f(x, t[n])/delta))
if u.max() > ymax:
ymax = u.max()
Nx = 100
D = 10
T = 0.5
u_L = u_R = 0
theta = 1.0
cpu = solver(
I, a, f, L, Nx, D, T, theta, u_L, u_R, user_action=process_u)
x = plot_arrays[0]
plt.figure()
for u, f in plot_arrays[1:]:
plt.plot(x, u, 'r-', x, f, 'b--', axis=[x[0], x[-1], 0, ymax],
xlabel='$x$', ylabel=r'$u, \ f/%g$' % delta)
plt.hold('on')
plt.legend(['$u,\\ t=0.2$', '$f/%g,\\ t=0.2$' % delta,
'$u,\\ t=0.5$', '$f/%g,\\ t=0.5$' % delta])
filename = 'tmp1_gamma%g_s%d' % (gamma, scaling)
s = 'diffusion' if scaling == 1 else 'source'
plt.title(r'$\beta = %g,\ \gamma = %g,\ $' % (beta, gamma)
+ 'scaling=%s' % s)
plt.savefig(filename + '.pdf'); plt.savefig(filename + '.png')
return cpu
def run_solvers_and_plot(solvers, timesteps_per_period=20,
num_periods=1, I=1, w=2*np.pi):
P = 2*np.pi/w # one period
dt = P/timesteps_per_period
N = num_periods*timesteps_per_period
T = N*dt
t_mesh = np.linspace(0, T, N+1)
legends = []
for solver in solvers:
solver.set(f_kwargs={'w': w})
solver.set_initial_condition([I, 0])
u, t = solver.solve(t_mesh)
# Make plots
if num_periods <= 80:
plt.figure(1)
if len(t_mesh) <= 50:
plt.plot(t, u[:,0]) # markers by default
else:
plt.plot(t, u[:,0], '-2') # no markers
plt.hold('on')
legends.append(solver.__class__.__name__)
plt.figure(2)
if len(t_mesh) <= 50:
plt.plot(u[:,0], u[:,1]) # markers by default
else:
plt.plot(u[:,0], u[:,1], '-2') # no markers
plt.hold('on')
if num_periods > 20:
minima, maxima = minmax(t, u[:,0])
p = periods(maxima)
a = amplitudes(minima, maxima)
plt.figure(3)
plt.plot(range(len(p)), 2*np.pi/p, '-')
plt.hold('on')
plt.figure(4)
plt.plot(range(len(a)), a, '-')
plt.hold('on')
# Compare with exact solution plotted on a very fine mesh
t_fine = np.linspace(0, T, 10001)
u_e = I*np.cos(w*t_fine)
v_e = -w*I*np.sin(w*t_fine)
if num_periods < 80:
plt.figure(1)
plt.plot(t_fine, u_e, '-') # avoid markers by spec. line type
legends.append('exact')
plt.legend(legends, loc='upper left')
plt.xlabel('t'); plt.ylabel('u')
plt.title('Time step: %g' % dt)
plt.savefig('vb_%d_%d_u.png' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_u.pdf' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_u.eps' % (timesteps_per_period, num_periods))
plt.figure(2)
plt.plot(u_e, v_e, '-') # avoid markers by spec. line type
plt.legend(legends, loc='lower right')
plt.xlabel('u(t)'); plt.ylabel('v(t)')
plt.title('Time step: %g' % dt)
plt.savefig('vb_%d_%d_pp.png' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_pp.pdf' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_pp.eps' % (timesteps_per_period, num_periods))
del legends[-1] # fig 3 and 4 does not have exact value
if num_periods > 20:
plt.figure(3)
plt.legend(legends, loc='center right')
plt.title('Empirically estimated periods')
plt.savefig('vb_%d_%d_p.eps' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_p.png' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_p.eps' % (timesteps_per_period, num_periods))
plt.figure(4)
plt.legend(legends, loc='center right')
plt.title('Empirically estimated amplitudes')
plt.savefig('vb_%d_%d_a.eps' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_a.png' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_a.eps' % (timesteps_per_period, num_periods))
def run_solvers_and_plot(solvers,
timesteps_per_period=20,
num_periods=1,
I=1,
w=2 * np.pi):
P = 2 * np.pi / w # one period
dt = P / timesteps_per_period
N = num_periods * timesteps_per_period
T = N * dt
t_mesh = np.linspace(0, T, N + 1)
legends = []
for solver in solvers:
solver.set(f_kwargs={'w': w})
solver.set_initial_condition([I, 0])
u, t = solver.solve(t_mesh)
# Make plots
if num_periods <= 80:
plt.figure(1)
if len(t_mesh) <= 50:
plt.plot(t, u[:, 0]) # markers by default
else:
plt.plot(t, u[:, 0], '-2') # no markers
plt.hold('on')
legends.append(solver.__class__.__name__)
plt.figure(2)
if len(t_mesh) <= 50:
plt.plot(u[:, 0], u[:, 1]) # markers by default
else:
plt.plot(u[:, 0], u[:, 1], '-2') # no markers
plt.hold('on')
if num_periods > 20:
minima, maxima = minmax(t, u[:, 0])
p = periods(maxima)
a = amplitudes(minima, maxima)
plt.figure(3)
plt.plot(range(len(p)), 2 * np.pi / p, '-')
plt.hold('on')
plt.figure(4)
plt.plot(range(len(a)), a, '-')
plt.hold('on')
# Compare with exact solution plotted on a very fine mesh
t_fine = np.linspace(0, T, 10001)
u_e = I * np.cos(w * t_fine)
v_e = -w * I * np.sin(w * t_fine)
if num_periods < 80:
plt.figure(1)
plt.plot(t_fine, u_e, '-') # avoid markers by spec. line type
legends.append('exact')
plt.legend(legends, loc='upper left')
plt.xlabel('t')
plt.ylabel('u')
plt.title('Time step: %g' % dt)
plt.savefig('vb_%d_%d_u.png' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_u.pdf' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_u.eps' % (timesteps_per_period, num_periods))
plt.figure(2)
plt.plot(u_e, v_e, '-') # avoid markers by spec. line type
plt.legend(legends, loc='lower right')
plt.xlabel('u(t)')
plt.ylabel('v(t)')
plt.title('Time step: %g' % dt)
plt.savefig('vb_%d_%d_pp.png' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_pp.pdf' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_pp.eps' % (timesteps_per_period, num_periods))
del legends[-1] # fig 3 and 4 does not have exact value
if num_periods > 20:
plt.figure(3)
plt.legend(legends, loc='center right')
plt.title('Empirically estimated periods')
plt.savefig('vb_%d_%d_p.eps' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_p.png' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_p.eps' % (timesteps_per_period, num_periods))
plt.figure(4)
plt.legend(legends, loc='center right')
plt.title('Empirically estimated amplitudes')
plt.savefig('vb_%d_%d_a.eps' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_a.png' % (timesteps_per_period, num_periods))
plt.savefig('vb_%d_%d_a.eps' % (timesteps_per_period, num_periods))
import sys
#import matplotlib.pyplot as plt
import scitools.std as plt
def f(u, t):
return -a*u
def u_exact(t):
return I*np.exp(-a*t)
I = 1; a = 2; T = 5
tol = float(sys.argv[1])
solver = odespy.DormandPrince(f, atol=tol, rtol=0.1*tol)
Nt = 1 # just one step - let the scheme find its intermediate points
t_mesh = np.linspace(0, T, Nt+1)
t_fine = np.linspace(0, T, 10001)
solver.set_initial_condition(I)
u, t = solver.solve(t_mesh)
# u and t will only consist of [I, u^Nt] and [0,T]
# solver.u_all and solver.t_all contains all computed points
plt.plot(solver.t_all, solver.u_all, 'ko')
plt.hold('on')
plt.plot(t_fine, u_exact(t_fine), 'b-')
plt.legend(['tol=%.0E' % tol, 'exact'])
plt.savefig('tmp_odespy_adaptive.png')
plt.show()
def run(gamma, beta=10, delta=40, scaling=1, animate=False):
"""Run the scaled model for welding."""
gamma = float(gamma) # avoid integer division
if scaling == 'a':
v = gamma
a = 1
L = 1.0
b = 0.5*beta**2
elif scaling == 'b':
v = 1
a = 1.0/gamma
L = 1.0
b = 0.5*beta**2
elif scaling == 'c':
v = 1
a = beta/gamma
L = beta
b = 0.5
elif scaling == 'd':
# PDE: u_t = gamma**(-1)u_xx + gamma**(-1)*delta*f
v = 1
a = 1.0/gamma
L = 1.0
b = 0.5*beta**2
delta *= 1.0/gamma
ymin = 0
# Need global ymax to be able change ymax in closure process_u
global ymax
ymax = 1.2
I = lambda x: 0
f = lambda x, t: delta*np.exp(-b*(x - v*t)**2)
import time
import scitools.std as plt
plot_arrays = []
if scaling == 'c':
plot_times = [0.2*beta, 0.5*beta]
else:
plot_times = [0.2, 0.5]
def process_u(u, x, t, n):
"""
Animate u, and store arrays in plot_arrays if
t coincides with chosen times for plotting (plot_times).
"""
global ymax
if animate:
plt.plot(x, u, 'r-',
x, f(x, t[n])/delta, 'b-',
axis=[0, L, ymin, ymax], title='t=%f' % t[n],
xlabel='x', ylabel='u and f/%g' % delta)
if t[n] == 0:
time.sleep(1)
plot_arrays.append(x)
dt = t[1] - t[0]
tol = dt/10.0
if abs(t[n] - plot_times[0]) < tol or \
abs(t[n] - plot_times[1]) < tol:
plot_arrays.append((u.copy(), f(x, t[n])/delta))
if u.max() > ymax:
ymax = u.max()
Nx = 100
D = 10
if scaling == 'c':
T = 0.5*beta
else:
T = 0.5
u_L = u_R = 0
theta = 1.0
cpu = solver(
I, a, f, L, Nx, D, T, theta, u_L, u_R, user_action=process_u)
x = plot_arrays[0]
plt.figure()
for u, f in plot_arrays[1:]:
plt.plot(x, u, 'r-', x, f, 'b--', axis=[x[0], x[-1], 0, ymax],
xlabel='$x$', ylabel=r'$u, \ f/%g$' % delta)
plt.hold('on')
plt.legend(['$u,\\ t=%g$' % plot_times[0],
'$f/%g,\\ t=%g$' % (delta, plot_times[0]),
'$u,\\ t=%g$' % plot_times[1],
'$f/%g,\\ t=%g$' % (delta, plot_times[1])])
filename = 'tmp1_gamma%g_%s' % (gamma, scaling)
plt.title(r'$\beta = %g,\ \gamma = %g,\ $' % (beta, gamma)
+ 'scaling=%s' % scaling)
plt.savefig(filename + '.pdf'); plt.savefig(filename + '.png')
return cpu
def run_solvers_and_plot(solvers, timesteps_per_period=20,
num_periods=1, I=1, w=2*np.pi):
P = 2*np.pi/w # duration of one period
dt = P/timesteps_per_period
Nt = num_periods*timesteps_per_period
T = Nt*dt
t_mesh = np.linspace(0, T, Nt+1)
legends = []
for solver in solvers:
solver.set(f_kwargs={'w': w})
solver.set_initial_condition([I, 0])
u, t = solver.solve(t_mesh)
# Compute energy
dt = t[1] - t[0]
E = 0.5*((u[2:,0] - u[:-2,0])/(2*dt))**2 + 0.5*w**2*u[1:-1,0]**2
# Compute error in energy
E0 = 0.5*0**2 + 0.5*w**2*I**2
e_E = E - E0
solver_name = 'CrankNicolson' if solver.__class__.__name__ == \
'MidpointImplicit' else solver.__class__.__name__
print '*** Relative max error in energy for %s [0,%g] with dt=%g: %.3E' % (solver_name, t[-1], dt, np.abs(e_E).max()/E0)
# Make plots
if num_periods <= 80:
plt.figure(1)
if len(t_mesh) <= 50:
plt.plot(t, u[:,0]) # markers by default
else:
plt.plot(t, u[:,0], '-2') # no markers
plt.hold('on')
legends.append(solver.__class__.__name__)
plt.figure(2)
if len(t_mesh) <= 50:
plt.plot(u[:,0], u[:,1]) # markers by default
else:
plt.plot(u[:,0], u[:,1], '-2') # no markers
plt.hold('on')
if num_periods > 20:
minima, maxima = minmax(t, u[:,0])
p = periods(maxima)
a = amplitudes(minima, maxima)
plt.figure(3)
plt.plot(range(len(p)), 2*np.pi/p, '-')
plt.hold('on')
plt.figure(4)
plt.plot(range(len(a)), a, '-')
plt.hold('on')
# Compare with exact solution plotted on a very fine mesh
t_fine = np.linspace(0, T, 10001)
u_e = I*np.cos(w*t_fine)
v_e = -w*I*np.sin(w*t_fine)
if num_periods < 80:
plt.figure(1)
plt.plot(t_fine, u_e, '-') # avoid markers by spec. line type
legends.append('exact')
plt.legend(legends, loc='upper left')
plt.xlabel('t'); plt.ylabel('u')
plt.title('Time step: %g' % dt)
plt.savefig('vib_%d_%d_u.png' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_u.pdf' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_u.eps' % (timesteps_per_period, num_periods))
plt.figure(2)
plt.plot(u_e, v_e, '-') # avoid markers by spec. line type
plt.legend(legends, loc='lower right')
plt.xlabel('u(t)'); plt.ylabel('v(t)')
plt.title('Time step: %g' % dt)
plt.savefig('vib_%d_%d_pp.png' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_pp.pdf' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_pp.eps' % (timesteps_per_period, num_periods))
del legends[-1] # fig 3 and 4 does not have exact value
if num_periods > 20:
plt.figure(3)
plt.legend(legends, loc='center right')
plt.title('Empirically estimated periods')
plt.savefig('vib_%d_%d_p.eps' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_p.png' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_p.eps' % (timesteps_per_period, num_periods))
plt.figure(4)
plt.legend(legends, loc='center right')
plt.title('Empirically estimated amplitudes')
plt.savefig('vib_%d_%d_a.eps' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_a.png' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_a.eps' % (timesteps_per_period, num_periods))
def run_solvers_and_plot(solvers,
timesteps_per_period=20,
num_periods=1,
I=1,
w=2 * np.pi):
P = 2 * np.pi / w # duration of one period
dt = P / timesteps_per_period
Nt = num_periods * timesteps_per_period
T = Nt * dt
t_mesh = np.linspace(0, T, Nt + 1)
legends = []
for solver in solvers:
solver.set(f_kwargs={'w': w})
solver.set_initial_condition([I, 0])
u, t = solver.solve(t_mesh)
# Compute energy
dt = t[1] - t[0]
E = 0.5 * ((u[2:, 0] - u[:-2, 0]) /
(2 * dt))**2 + 0.5 * w**2 * u[1:-1, 0]**2
# Compute error in energy
E0 = 0.5 * 0**2 + 0.5 * w**2 * I**2
e_E = E - E0
solver_name = 'CrankNicolson' if solver.__class__.__name__ == \
'MidpointImplicit' else solver.__class__.__name__
print '*** Relative max error in energy for %s [0,%g] with dt=%g: %.3E' % (
solver_name, t[-1], dt, np.abs(e_E).max() / E0)
# Make plots
if num_periods <= 80:
plt.figure(1)
if len(t_mesh) <= 50:
plt.plot(t, u[:, 0]) # markers by default
else:
plt.plot(t, u[:, 0], '-2') # no markers
plt.hold('on')
legends.append(solver_name)
plt.figure(2)
if len(t_mesh) <= 50:
plt.plot(u[:, 0], u[:, 1]) # markers by default
else:
plt.plot(u[:, 0], u[:, 1], '-2') # no markers
plt.hold('on')
if num_periods > 20:
minima, maxima = minmax(t, u[:, 0])
p = periods(maxima)
a = amplitudes(minima, maxima)
plt.figure(3)
plt.plot(range(len(p)), 2 * np.pi / p, '-')
plt.hold('on')
plt.figure(4)
plt.plot(range(len(a)), a, '-')
plt.hold('on')
# Compare with exact solution plotted on a very fine mesh
t_fine = np.linspace(0, T, 10001)
u_e = I * np.cos(w * t_fine)
v_e = -w * I * np.sin(w * t_fine)
if num_periods < 80:
plt.figure(1)
plt.plot(t_fine, u_e, '-') # avoid markers by spec. line type
legends.append('exact')
plt.legend(legends, loc='upper left')
plt.xlabel('t')
plt.ylabel('u')
plt.title('Time step: %g' % dt)
plt.savefig('vib_%d_%d_u.png' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_u.pdf' % (timesteps_per_period, num_periods))
plt.figure(2)
plt.plot(u_e, v_e, '-') # avoid markers by spec. line type
plt.legend(legends, loc='lower right')
plt.xlabel('u(t)')
plt.ylabel('v(t)')
plt.title('Time step: %g' % dt)
plt.savefig('vib_%d_%d_pp.png' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_pp.pdf' % (timesteps_per_period, num_periods))
del legends[-1] # fig 3 and 4 does not have exact value
if num_periods > 20:
plt.figure(3)
plt.legend(legends, loc='center right')
plt.title('Empirically estimated periods')
plt.savefig('vib_%d_%d_p.pdf' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_p.png' % (timesteps_per_period, num_periods))
plt.figure(4)
plt.legend(legends, loc='center right')
plt.title('Empirically estimated amplitudes')
plt.savefig('vib_%d_%d_a.pdf' % (timesteps_per_period, num_periods))
plt.savefig('vib_%d_%d_a.png' % (timesteps_per_period, num_periods))
T = num_periods * P
t = np.linspace(0, T, time_steps_per_period * num_periods + 1)
import odespy
def f(u, t, alpha):
# Note the sequence of unknowns: v, u (v=du/dt)
v, u = u
return [-alpha * np.sign(v) - u, v]
solver = odespy.RK4(f, f_args=[alpha])
solver.set_initial_condition([beta, 1]) # sequence must match f
uv, t = solver.solve(t)
u = uv[:, 1] # recall sequence in f: v, u
v = uv[:, 0]
return u, t
if __name__ == "__main__":
alpha_values = [0, 0.05, 0.1]
for alpha in alpha_values:
u, t = simulate(alpha, 0, 6, 60)
plt.plot(t, u)
plt.hold("on")
plt.legend([r"$\alpha=%g$" % alpha for alpha in alpha_values])
plt.xlabel(r"$\bar t$")
plt.ylabel(r"$\bar u$")
plt.savefig("tmp.png")
plt.savefig("tmp.pdf")
plt.show()
raw_input() # for scitools' matplotlib engine
"""
Exercise 5.25: Investigate the behaviour of Langrange's interpolating polynomials
Author: Weiyun Lu
"""
import Lagrange_poly2
from scitools.std import hold, figure
figure()
for n in [2,4,6,10]:
Lagrange_poly2.graph(abs, n, -2, 2)
hold('on')
hold('off')
figure()
for n in [13,20]:
Lagrange_poly2.graph(abs, n, -2, 2)
hold('on')
hold('off')
def f(u, t):
return -a * u
def exact_solution(t):
return I * np.exp(-a * t)
I = 1
a = 2
T = 5
tol = float(sys.argv[1])
solver = odespy.DormandPrince(f, atol=tol, rtol=0.1 * tol)
N = 1 # just one step - let the scheme find its intermediate points
t_mesh = np.linspace(0, T, N + 1)
t_fine = np.linspace(0, T, 10001)
solver.set_initial_condition(I)
u, t = solver.solve(t_mesh)
# u and t will only consist of [I, u^N] and [0,T]
# solver.u_all and solver.t_all contains all computed points
plt.plot(solver.t_all, solver.u_all, 'ko')
plt.hold('on')
plt.plot(t_fine, exact_solution(t_fine), 'b-')
plt.legend(['tol=%.0E' % tol, 'exact'])
plt.savefig('tmp_odespy_adaptive.png')
plt.show()
def estimate(truncation_error, T, N_0, m, makeplot=True):
"""
Compute the truncation error in a problem with one independent
variable, using m meshes, and estimate the convergence
rate of the truncation error.
The user-supplied function truncation_error(dt, N) computes
the truncation error on a uniform mesh with N intervals of
length dt::
R, t, R_a = truncation_error(dt, N)
where R holds the truncation error at points in the array t,
and R_a are the corresponding theoretical truncation error
values (None if not available).
The truncation_error function is run on a series of meshes
with 2**i*N_0 intervals, i=0,1,...,m-1.
The values of R and R_a are restricted to the coarsest mesh.
and based on these data, the convergence rate of R (pointwise)
and time-integrated R can be estimated empirically.
"""
N = [2**i*N_0 for i in range(m)]
R_I = np.zeros(m) # time-integrated R values on various meshes
R = [None]*m # time series of R restricted to coarsest mesh
R_a = [None]*m # time series of R_a restricted to coarsest mesh
dt = np.zeros(m)
legends_R = []; legends_R_a = [] # all legends of curves
for i in range(m):
dt[i] = T/float(N[i])
R[i], t, R_a[i] = truncation_error(dt[i], N[i])
R_I[i] = np.sqrt(dt[i]*np.sum(R[i]**2))
if i == 0:
t_coarse = t # the coarsest mesh
stride = N[i]/N_0
R[i] = R[i][::stride] # restrict to coarsest mesh
R_a[i] = R_a[i][::stride]
if makeplot:
plt.figure(1)
plt.plot(t_coarse, R[i], log='y')
legends_R.append('N=%d' % N[i])
plt.hold('on')
plt.figure(2)
plt.plot(t_coarse, R_a[i] - R[i], log='y')
plt.hold('on')
legends_R_a.append('N=%d' % N[i])
if makeplot:
plt.figure(1)
plt.xlabel('time')
plt.ylabel('pointwise truncation error')
plt.legend(legends_R)
plt.savefig('R_series.png')
plt.savefig('R_series.pdf')
plt.figure(2)
plt.xlabel('time')
plt.ylabel('pointwise error in estimated truncation error')
plt.legend(legends_R_a)
plt.savefig('R_error.png')
plt.savefig('R_error.pdf')
# Convergence rates
r_R_I = convergence_rates(dt, R_I)
print 'R integrated in time; r:',
print ' '.join(['%.1f' % r for r in r_R_I])
R = np.array(R) # two-dim. numpy array
r_R = [convergence_rates(dt, R[:,n])[-1]
for n in range(len(t_coarse))]
# Plot convergence rates
if makeplot:
plt.figure()
plt.plot(t_coarse, r_R)
plt.xlabel('time')
plt.ylabel('r')
plt.axis([t_coarse[0], t_coarse[-1], 0, 2.5])
plt.title('Pointwise rate $r$ in truncation error $\sim\Delta t^r$')
plt.savefig('R_rate_series.png')
plt.savefig('R_rate_series.pdf')
import scitools.std as plt
import sys
import numpy as np
import matplotlib.pyplot as plt
x, y = np.loadtxt('volt.txt', delimiter=',', unpack=True)
plt.figure(1)
plt.plot(x, y, '*', linewidth=1) # avoid markers by spec. line type
#plt.xlim([0.0, 10])
#plt.ylim([0.0, 2])
plt.legend(['Force-- Tip'],
loc='upper right',
prop={"family": "Times New Roman"})
plt.xlabel('Sampled time')
plt.ylabel('$Force /m$')
plt.savefig('volt1v.png')
plt.savefig('volt1v.pdf')
plt.hold(True)
def run(gamma, beta=10, delta=40, scaling=1, animate=False):
"""Run the scaled model for welding."""
if scaling == 1:
v = gamma
a = 1
elif scaling == 2:
v = 1
a = 1.0 / gamma
b = 0.5 * beta**2
L = 1.0
ymin = 0
# Need gloal to be able change ymax in closure process_u
global ymax
ymax = 1.2
I = lambda x: 0
f = lambda x, t: delta * np.exp(-b * (x - v * t)**2)
import time
import scitools.std as plt
plot_arrays = []
def process_u(u, x, t, n):
global ymax
if animate:
plt.plot(x,
u,
'r-',
x,
f(x, t[n]) / delta,
'b-',
axis=[0, L, ymin, ymax],
title='t=%f' % t[n],
xlabel='x',
ylabel='u and f/%g' % delta)
if t[n] == 0:
time.sleep(1)
plot_arrays.append(x)
dt = t[1] - t[0]
tol = dt / 10.0
if abs(t[n] - 0.2) < tol or abs(t[n] - 0.5) < tol:
plot_arrays.append((u.copy(), f(x, t[n]) / delta))
if u.max() > ymax:
ymax = u.max()
Nx = 100
D = 10
T = 0.5
u_L = u_R = 0
theta = 1.0
cpu = solver(I, a, f, L, Nx, D, T, theta, u_L, u_R, user_action=process_u)
x = plot_arrays[0]
plt.figure()
for u, f in plot_arrays[1:]:
plt.plot(x,
u,
'r-',
x,
f,
'b--',
axis=[x[0], x[-1], 0, ymax],
xlabel='$x$',
ylabel=r'$u, \ f/%g$' % delta)
plt.hold('on')
plt.legend([
'$u,\\ t=0.2$',
'$f/%g,\\ t=0.2$' % delta, '$u,\\ t=0.5$',
'$f/%g,\\ t=0.5$' % delta
])
filename = 'tmp1_gamma%g_s%d' % (gamma, scaling)
s = 'diffusion' if scaling == 1 else 'source'
plt.title(r'$\beta = %g,\ \gamma = %g,\ $' % (beta, gamma) +
'scaling=%s' % s)
plt.savefig(filename + '.pdf')
plt.savefig(filename + '.png')
return cpu
def run(gamma, beta=10, delta=40, scaling=1, animate=False):
"""Run the scaled model for welding."""
gamma = float(gamma) # avoid integer division
if scaling == 'a':
v = gamma
a = 1
L = 1.0
b = 0.5 * beta**2
elif scaling == 'b':
v = 1
a = 1.0 / gamma
L = 1.0
b = 0.5 * beta**2
elif scaling == 'c':
v = 1
a = beta / gamma
L = beta
b = 0.5
elif scaling == 'd':
# PDE: u_t = gamma**(-1)u_xx + gamma**(-1)*delta*f
v = 1
a = 1.0 / gamma
L = 1.0
b = 0.5 * beta**2
delta *= 1.0 / gamma
ymin = 0
# Need global ymax to be able change ymax in closure process_u
global ymax
ymax = 1.2
I = lambda x: 0
f = lambda x, t: delta * np.exp(-b * (x - v * t)**2)
import time
import scitools.std as plt
plot_arrays = []
if scaling == 'c':
plot_times = [0.2 * beta, 0.5 * beta]
else:
plot_times = [0.2, 0.5]
def process_u(u, x, t, n):
"""
Animate u, and store arrays in plot_arrays if
t coincides with chosen times for plotting (plot_times).
"""
global ymax
if animate:
plt.plot(x,
u,
'r-',
x,
f(x, t[n]) / delta,
'b-',
axis=[0, L, ymin, ymax],
title='t=%f' % t[n],
xlabel='x',
ylabel='u and f/%g' % delta)
if t[n] == 0:
time.sleep(1)
plot_arrays.append(x)
dt = t[1] - t[0]
tol = dt / 10.0
if abs(t[n] - plot_times[0]) < tol or \
abs(t[n] - plot_times[1]) < tol:
plot_arrays.append((u.copy(), f(x, t[n]) / delta))
if u.max() > ymax:
ymax = u.max()
Nx = 100
D = 10
if scaling == 'c':
T = 0.5 * beta
else:
T = 0.5
u_L = u_R = 0
theta = 1.0
cpu = solver(I, a, f, L, Nx, D, T, theta, u_L, u_R, user_action=process_u)
x = plot_arrays[0]
plt.figure()
for u, f in plot_arrays[1:]:
plt.plot(x,
u,
'r-',
x,
f,
'b--',
axis=[x[0], x[-1], 0, ymax],
xlabel='$x$',
ylabel=r'$u, \ f/%g$' % delta)
plt.hold('on')
plt.legend([
'$u,\\ t=%g$' % plot_times[0],
'$f/%g,\\ t=%g$' % (delta, plot_times[0]),
'$u,\\ t=%g$' % plot_times[1],
'$f/%g,\\ t=%g$' % (delta, plot_times[1])
])
filename = 'tmp1_gamma%g_%s' % (gamma, scaling)
plt.title(r'$\beta = %g,\ \gamma = %g,\ $' % (beta, gamma) +
'scaling=%s' % scaling)
plt.savefig(filename + '.pdf')
plt.savefig(filename + '.png')
return cpu
