How to integrate a set of two differential equations numerically in SageMath? - python

I am trying to solve the following two differential equation (numerically) in SageMath:
My goal is to obtain the plot of M(r)-r.
I tried the following code:
sage: r = var('r')
sage: M = function('M')(r)
sage: a = function('a')(r)
sage: de1 = (M*a*a*diff(M,r) + (M*M*a+6*a)*diff(a,r) + 1/(r*r) == 0)
sage: de2 = (a*r*diff(M,r) + 7*M*r*diff(a,r) + 2*M*a == 0)
sage: desolve_system([de1,de2], [M,a])
But this is returning an error that says:
"TypeError: ECL says: Error executing code in Maxima: desolve: can't handle this case."
So I am looking for a numerical solution of the differential equations. But since I am new to SageMath, I don't how to proceed. Can someone suggest me how to proceed for obtaining a numerical solution?
EDIT:
The M(r)-r plot corresponding to the above equations is the following:

Following the sage documentation of desolve functions
something like the following should work, if you specify the initial conditions and the integration range. The ODE system is presented as a linear system of equations in the derivatives, so use the matrix functionality of sage to solve this linear system to get the symbolic expressions for the explicit first order system.
A = matrix([[ M*a*a, M*M*a+6*a + 1/(r*r)],
[ a*r, 7*M*r]])
B= matrix([[ 1/(r*r)], [2*M*a]])
f = -A^-1*B
times=srange(ti,tf,dt)
ics=[M0,a0]
sol=desolve_odeint(f,ics,times,dvars = [M,a], ivar = r)
The result is a list of state vectors at the times in times. So with r=times and M=sol[:,0] you should be able to plot M-r against r.

Related

How to solve separable differential equation using Sympy?

I cannot figure out how to solve this separable differential equation using sympy. Help would be greatly appreciated.
y′=(y−4)(y−2),y(0)=5
Here was my attempt, thanks in advance!!!
import sympy as sp
x,y,t = sp.symbols('x,y,t')
y_ = sp.Function('y_')(x)
diff_eq = sp.Eq(sp.Derivative(y_,x), (y-4)*(y-2))
ics = {y_.subs(x,0):5}
sp.dsolve(diff_eq, y_, ics = ics)
the output is y(x) = xy^2 -6xy +8x + 5
The primary error is the introduction of y_. This makes the variable y a constant parameter of the ODE and you get the wrong solution.
If you correct this you get an error of "too many solutions for the integration constant". This is a bug caused by not simplifying the integration constant after it first occurs. So multiplication and addition of constants should just be absorbed, an additive constant in an exponent should become a multiplicative factor for the exponential. As it is, exp(2*C_1)==3 has two solutions if C_1 is considered as an angle (it's a bit of tortured logic from computing roots in the complex plane).
The newer versions can actually solve this fully if you give the third hint in the classification list 'separable', '1st_exact', '1st_rational_riccati', ... that does something different than partial fraction decomposition of the first two
from sympy import *
x = Symbol('x')
y = Function('y')(x)
dsolve(Eq(y.diff(x), (y-2)*(y-4)),y,
ics={y.subs(x,0):5},
hint='1st_rational_riccati')
returning
\displaystyle y{\left(x \right)} = \frac{2 \cdot \left(6 - e^{2 x}\right)}{3 - e^{2 x}}

How to solve a system of equations with symbolic dimension in Sympy?

Suppose I have a vector of unknowns x_i, with i=1,...,N, where N is symbolic, and I have some nonlinear system of M equations, f_m(x_1,...,x_N) = 0, for m=1,...,M. How should I approach this problem with Sympy?
To make things more concrete: For example, suppose that I have the following system, described by the generic equation eq below, valid for all i:
N = Symbol('N', integer = True)
i = Idx('i', (1,N))
x = IndexedBase('x', real = True)
eq = exp(x[i]) + Sum(x[i], i) # This is a generic equation, valid for all i
How should I approach this? Is there a way to look for a solution for all x[i]?
How to state this problem to Sympy? If there are clarifications needed, I would be glad to provide them.

Numpy: Solve linear equation system with one unknown + number

I would like to solve a linear equation system in numpy in order to check whether a point lines up with a vector or not.
Given are the following equations for a vector2:
point[x] = vector1[x] + λ * vector2[x]
point[y] = vector1[y] + λ * vector2[y]
Numpys linalg.solve() offers the option to solve two equations in the form:
ax + by = c
by defining the parameters a and b in a numpy.array().
But I can't seem to find a way to deal with equations with one fixed parameter like:
m*x + b = 0
Am I missing a point or do I have to deal with another solution?
Thanks in advance!
Hi I will give it a try to help with this question.
The numpy.linagl.solve says:
Computes the “exact” solution, x, of the well-determined, i.e., full rank, linear matrix equation ax = b.
Note the assumptions made on the matrix!
Lambda the same
If your lambda for the point[x] and point[y] equation should be the same. Then just concatenate all the vectors.
x_new = np.concatenate([x,y])
vec1_new = np.concatenate([vec1_x,vec1_y])
...
Assuming that this will overdetermined your system and probably it will. Meaning you have too many equations and only one parameter to determine (well-determined assumption violated). My approach would be to go with least sqare.
The numpy.linagl.lstsq has a least square method too. Where the equation is y = mx + c is solved. For your case this is y = point[x], x = vector2[x] and c = vector1[x].
This is copied from the numpy.linagl.lstsq example:
x = np.array([0, 1, 2, 3])
y = np.array([-1, 0.2, 0.9, 2.1])
A = np.vstack([x, np.ones(len(x))]).T # => horizontal stack
m, c = np.linalg.lstsq(A, y, rcond=None)[0]
Lambda different
If the lambdas are different. Stack the vector2[x] and vector2[y] horizontal and you have [lambda_1, lambda_2] to find. Probably also more equations then lambds and you will find a least square solution.
Note
Keep in mind that even if you construct your system from a staight line and a fixed lambda. You might need a least square approach due to rounding and numeric differences.
You can solve your equation 2*x + 4 = 0 with sympy:
from sympy.abc import x
from sympy import Eq, solve
eq = Eq(2 * x + 4, 0)
print(solve(eq))

Sympy function derivatives and sets of equations

I'm working with nonlinear systems of equations. These systems are generally a nonlinear vector differential equation.
I now want to use functions and derive them with respect to time and to their time-derivatives, and find equilibrium points by solving the nonlinear equations 0=rhs(eqs).
Similar things are needed to calculate the Euler-Lagrange equations, where you need the derivative of L wrt. diff(x,t).
Now my question is, how do I implement this in Sympy?
My main 2 problems are, that deriving a Symbol f wrt. t diff(f,t), I get 0. I can see, that with
x = Symbol('x',real=True);
diff(x.subs(x,x(t)),t) # because diff(x,t) => 0
and
diff(x**2, x)
does kind of work.
However, with
x = Fuction('x')(t);
diff(x,t);
I get this to work, but I cannot differentiate wrt. the funtion x itself, like
diff(x**2,x) -DOES NOT WORK.
Since I need these things, especially not only for scalars, but for vectors (using jacobian) all the time, I really want this to be a clean and functional workflow.
Which kind of type should I initiate my mathematical functions in Sympy in order to avoid strange substitutions?
It only gets worse for matricies, where I cannot get
eqns = Matrix([f1-5, f2+1]);
variabs = Matrix([f1,f2]);
nonlinsolve(eqns,variabs);
to work as expected, since it only allows symbols as input. Is there an easy conversion here? Like eqns.tolist() - which doesn't work either?
EDIT:
I just found this question, which was answered towards using expressions and matricies. I want to be able to solve sets of nonlinear equations, build the jacobian of a vector wrt. another vector and derive wrt. functions as stated above. Can anyone point me into a direction to start a concise workflow for this purpose? I guess the most complex task is calculating the Lie-derivative wrt. a vector or list of functions, the rest should be straight forward.
Edit 2:
def substi(expr,variables):
return expr.subs( {w:w(t)} )
would automate the subsitution, such that substi(vector_expr,varlist_vector).diff(t) is not all 0.
Yes, one has to insert an argument in a function before taking its derivative. But after that, differentiation with respect to x(t) works for me in SymPy 1.1.1, and I can also differentiate with respect to its derivative. Example of Euler-Lagrange equation derivation:
t = Symbol("t")
x = Function("x")(t)
L = x**2 + diff(x, t)**2 # Lagrangian
EL = -diff(diff(L, diff(x, t)), t) + diff(L, x)
Now EL is 2*x(t) - 2*Derivative(x(t), t, t) as expected.
That said, there is a build-in method for Euler-Lagrange:
EL = euler_equations(L)
would yield the same result, except presented as a differential equation with right-hand side 0: [Eq(2*x(t) - 2*Derivative(x(t), t, t), 0)]
The following defines x to be a function of t
import sympy as s
t = s.Symbol('t')
x = s.Function('x')(t)
This should solve your problem of diff(x,t) being evaluated as 0. But I think you will still run into problems later on in your calculations.
I also work with calculus of variations and Euler-Lagrange equations. In these calculations, x' needs to be treated as independent of x. So, it is generally better to use two entirely different variables for x and x' so as not to confuse Sympy with the relationship between those two variables. After we are done with the calculations in Sympy and we go back to our pen and paper we can substitute x' for the second variable.

Solving MLE(Maximum Likelihood Estimation) equation using SYMPY

I have an equation in 4 variables x, v, eta(e), beta(b). I want to substitute x and v with various values and create an equation by multiplying all the obtained terms.
Image of Code in sympy
Using SYMPY, How to solve the obtained equation in 2 variables(e and b) taking a log and differentiating with respect to e and then b?
I am taking 'ln' so that the multiplicative terms get simplified to additive terms and hence exponential terms get eliminated. But, it is not happening. It just writes the word log in front but doesn't expand using the property ln(mn) = ln(m) + ln(n)
Following is the output in console:
Output in console when I run code shown in previous image
You may need to set your various symbols as positive, like x = symbols('x', positive=True). Identities like log(x*y) == log(x) + log(y) and log(exp(x)) == x are not true in general, but they are true when the variables are positive.

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