Txt Output is not what I am expecting - python

Goal of the assignment is to make a heat flow map of a soil profile at different depths (0, 5, and 10), the following code has not caused an error but the output text is not what is desired.
import math
kappa = 0.10e-6 # m^2 - thermal diffusivity
C = 0.58e6 # J/m^3/K - heat capacity
delta_z = 0.01 # m - grid spacing
model_depth = 1 # m
delta_t = 60 # s - time step
grid_boundaries = [x * delta_z for x in range(0, int(model_depth/delta_z))]
Flux = [x * 0 for x in range(0, int(model_depth/delta_z))]
grid_centres = []
T = []
Tsfc = []
T5 = []
T10 = []
for i in range(0, len(grid_boundaries) - 1):
grid_centres.append( (grid_boundaries[i] + grid_boundaries[i+1]) / 2)
T.append(20)
for i in range(1, int(86400/delta_t) * 7):
Flux[0] = 5 * math.sin(2*math.pi * i/(86400/delta_t))
for j in range(1, len(grid_centres)):
Flux[j] = -kappa * C * (T[j] - T[j-1]) / delta_z
for j in range(0, len(grid_centres)):
DeltaT = (Flux[j+1] - Flux[j] * delta_t / C / delta_z)
Tsfc.append(T[0])
T5.append(T[5])
T10.append(T[10])
T[j] = T[j] - DeltaT
with open('model_output.txt', 'w') as f:
for i in range(1, int(86400/delta_t) * 7):
print("%f\t%f\t%f\t%f" % (i/86400 * delta_t,
Tsfc[i-1], T5[i-1], T10[i-1]), file=f)
f.close
My output is supposed to be 4 columns, (Time, Tsfc, T5, and T10) however the second third and fourth columns all come out as 20.00000. Is there something I have missed? Or something I can add? Sorry I am very new to python and am following a lab outline so without an error I am unsure where I have gone wrong.

Related

Python: got an output image with unexpected grid lines

I am writing a function that scales the input image into times of
its input size. The function Resize(Mat I, float s) first fills in the and Mat’s
that contained the query point coordinates. Then I calculate the query value by
using bilinear interpolation.
The output image seems to be alright except it has an unexpected # shape grid on it. Can you provide any hint for the resolution?
Output image:
Code:
import numpy as np
import cv2 as cv
import math
import matplotlib.pyplot as plt
#Mat I, float s
def Resize(I, s):
orig_x = I.shape[0];
orig_y = I.shape[1];
tar_x = int (orig_x * s) #int tar_x and tar_y
tar_y = int (orig_y * s);
#print(tar_x)
# Query points
X = np.empty((tar_y, tar_x), np.float32)
Y = np.empty((tar_y, tar_x), np.float32)
# calc interval between output points
interval = (orig_x-1) / (tar_x-1)
# Setting the query points
for i in range(0, tar_y):
for j in range(0, tar_x):
#set X[i, j] and Y[i,j]
X[i][j] = j * interval
Y[i][j] = i * interval
# Output image
output = np.empty((tar_y, tar_x), np.uint8)
# Performing the interpolation
for i in range(0, tar_y):
for j in range(0, tar_x):
#set output[i,j] using X[i, j] and Y[i,j]
x = X[i][j]
y = Y[i][j]
x1 = math.floor(x)
x2 = math.ceil(x)
y1 = math.floor(y)
y2 = math.ceil(y)
vq1= (x-x1)*I[y1,x2] + (x2-x)*I[y1,x1]
vq2= (x-x1)*I[y2,x2] + (x2-x)*I[y2,x1]
output[i,j] = (y-y1)*vq2 + (y2-y)*vq1
return output
s= 640 / 256
I = cv.imread("aerial_256.png", cv.IMREAD_GRAYSCALE)
output = Resize(I,s)
output = cv.cvtColor(output, cv.COLOR_BGR2RGB)
plt.imshow(output)
plt.savefig("aerial_640.png",bbox_inches='tight',transparent=True, pad_inches=0)
plt.show()
You are getting a black pixel where x is an integer and where y is an integer.
Take a look at the following code:
x1 = math.floor(x)
x2 = math.ceil(x)
vq1= (x-x1)*I[y1,x2] + (x2-x)*I[y1,x1]
vq2= (x-x1)*I[y2,x2] + (x2-x)*I[y2,x1]
Assume: x = 85.0
x1 = floor(x) = 85
x2 = ceil(x) = 85
(x-x1) = (85-85) = 0
(x2-x) = (85-85) = 0
vq1 = (x-x1)*I[y1,x2] + (x2-x)*I[y1,x1] = 0*I[y1,x2] + 0*I[y1,x1] = 0
vq2 = (x-x1)*I[y2,x2] + (x2-x)*I[y2,x1] = 0*I[y2,x2] + 0*I[y2,x1] = 0
output[i,j] = (y-y1)*vq2 + (y2-y)*vq1 = (y-y1)*0 + (y2-y)*0 = 0
Result:
In the entire column where x = 85.0 the value of output[i,j] is zero (we are getting a black column).
Same result applied to y = 85.0 - we are getting a black row.
When does x value is an integer?
Take a look at the following code:
# calc interval between output points
interval = (orig_x-1) / (tar_x-1)
# Setting the query points
for i in range(0, tar_y):
for j in range(0, tar_x):
#set X[i, j] and Y[i,j]
X[i][j] = j * interval
interval = (orig_x-1) / (tar_x-1) = 255/639 = (3*5*17/(3*3*71) = 85/213
j * interval = j * 85/213
Each time j is a multiple of 213, j * interval is an integer (we are getting a black column).
It happens when j=0, j=213, j=426, j=639, so there are two black columns (beside margins).
There are also two visible black rows (beside margins).
Suggested solution:
Replace x2 = math.ceil(x) with x2 = min(x1 + 1, orig_x-1).
Replace y2 = math.ceil(y) with y2 = min(y1 + 1, orig_y-1).
Corrected loop:
for i in range(0, tar_y):
for j in range(0, tar_x):
#set output[i,j] using X[i, j] and Y[i,j]
x = X[i][j]
y = Y[i][j]
x1 = math.floor(x)
x2 = min(x1 + 1, orig_x-1)
y1 = math.floor(y)
y2 = min(y1 + 1, orig_y-1)
vq1= (x-x1)*I[y1,x2] + (x2-x)*I[y1,x1]
vq2= (x-x1)*I[y2,x2] + (x2-x)*I[y2,x1]
output[i,j] = (y-y1)*vq2 + (y2-y)*vq1
Result:

Grid Search over function

The function HH_model(I,area_factor) has as return value the number of spikes which are triggered by n runs. Assuming 1000 runs, there are 157 times that max(v[]-v_rest) > 60, then the return value of HH_model(I,area_factor) is 157.
Now I know value pairs from another model - the x-values are related to the stimulus I, while the y-values are the number of spikes.
I have written these values as a comment under the code. I want to choose my input parameters I and area_factor in a way that the error to the data is as small as possible. I have no idea how I should do this optimization.
import matplotlib.pyplot as py
import numpy as np
import scipy.optimize as optimize
# HH parameters
v_Rest = -65 # in mV
gNa = 1200 # in mS/cm^2
gK = 360 # in mS/cm^2
gL = 0.3*10 # in mS/cm^2
vNa = 115 # in mV
vK = -12 # in mV
vL = 10.6 # in mV
#Number of runs
runs = 1000
c = 1 # in uF/cm^2
ROOT = False
def HH_model(I,area_factor):
count = 0
t_end = 10 # in ms
delay = 0.1 # in ms
duration = 0.1 # in ms
dt = 0.0025 # in ms
area_factor = area_factor
#geometry
d = 2 # diameter in um
r = d/2 # Radius in um
l = 10 # Length of the compartment in um
A = (1*10**(-8))*area_factor # surface [cm^2]
I = I
C = c*A # uF
for j in range(0,runs):
# Introduction of equations and channels
def alphaM(v): return 12 * ((2.5 - 0.1 * (v)) / (np.exp(2.5 - 0.1 * (v)) - 1))
def betaM(v): return 12 * (4 * np.exp(-(v) / 18))
def betaH(v): return 12 * (1 / (np.exp(3 - 0.1 * (v)) + 1))
def alphaH(v): return 12 * (0.07 * np.exp(-(v) / 20))
def alphaN(v): return 12 * ((1 - 0.1 * (v)) / (10 * (np.exp(1 - 0.1 * (v)) - 1)))
def betaN(v): return 12 * (0.125 * np.exp(-(v) / 80))
# compute the timesteps
t_steps= t_end/dt+1
# Compute the initial values
v0 = 0
m0 = alphaM(v0)/(alphaM(v0)+betaM(v0))
h0 = alphaH(v0)/(alphaH(v0)+betaH(v0))
n0 = alphaN(v0)/(alphaN(v0)+betaN(v0))
# Allocate memory for v, m, h, n
v = np.zeros((int(t_steps), 1))
m = np.zeros((int(t_steps), 1))
h = np.zeros((int(t_steps), 1))
n = np.zeros((int(t_steps), 1))
# Set Initial values
v[:, 0] = v0
m[:, 0] = m0
h[:, 0] = h0
n[:, 0] = n0
### Noise component
knoise= 0.0005 #uA/(mS)^1/2
### --------- Step3: SOLVE
for i in range(0, int(t_steps)-1, 1):
# Get current states
vT = v[i]
mT = m[i]
hT = h[i]
nT = n[i]
# Stimulus current
IStim = 0
if delay / dt <= i <= (delay + duration) / dt:
IStim = I # in uA
else:
IStim = 0
# Compute change of m, h and n
m[i + 1] = (mT + dt * alphaM(vT)) / (1 + dt * (alphaM(vT) + betaM(vT)))
h[i + 1] = (hT + dt * alphaH(vT)) / (1 + dt * (alphaH(vT) + betaH(vT)))
n[i + 1] = (nT + dt * alphaN(vT)) / (1 + dt * (alphaN(vT) + betaN(vT)))
# Ionic currents
iNa = gNa * m[i + 1] ** 3. * h[i + 1] * (vT - vNa)
iK = gK * n[i + 1] ** 4. * (vT - vK)
iL = gL * (vT-vL)
Inoise = (np.random.normal(0, 1) * knoise * np.sqrt(gNa * A))
IIon = ((iNa + iK + iL) * A) + Inoise #
# Compute change of voltage
v[i + 1] = (vT + ((-IIon + IStim) / C) * dt)[0] # in ((uA / cm ^ 2) / (uF / cm ^ 2)) * ms == mV
# adjust the voltage to the resting potential
v = v + v_Rest
# test if there was a spike
if max(v[:]-v_Rest) > 60:
count += 1
return count
# some datapoints from another model out of 1000 runs. ydata means therefore 'count' out of 1000 runs.
# xdata = np.array([0.92*I,0.925*I,0.9535*I,0.975*I,0.9789*I,I,1.02*I,1.043*I,1.06*I,1.078*I,1.09*I])
# ydata = np.array([150,170,269,360,377,500,583,690,761,827,840])
EDIT:
import matplotlib.pyplot as plt
import numpy as np
from scipy.optimize import minimize
# HH parameters
v_Rest = -65 # in mV
gNa = 120 # in mS/cm^2
gK = 36 # in mS/cm^2
gL = 0.3 # in mS/cm^2
vNa = 115 # in mV
vK = -12 # in mV
vL = 10.6 # in mV
#Number of runs
runs = 1000
c = 1 # in uF/cm^2
def HH_model(x,I,area_factor):
count = 0
t_end = 10 # in ms
delay = 0.1 # in ms
duration = 0.1 # in ms
dt = 0.0025 # in ms
area_factor = area_factor
#geometry
d = 2 # diameter in um
r = d/2 # Radius in um
l = 10 # Length of the compartment in um
A = (1*10**(-8))*area_factor # surface [cm^2]
I = I*x
C = c*A # uF
for j in range(0,runs):
# Introduction of equations and channels
def alphaM(v): return 12 * ((2.5 - 0.1 * (v)) / (np.exp(2.5 - 0.1 * (v)) - 1))
def betaM(v): return 12 * (4 * np.exp(-(v) / 18))
def betaH(v): return 12 * (1 / (np.exp(3 - 0.1 * (v)) + 1))
def alphaH(v): return 12 * (0.07 * np.exp(-(v) / 20))
def alphaN(v): return 12 * ((1 - 0.1 * (v)) / (10 * (np.exp(1 - 0.1 * (v)) - 1)))
def betaN(v): return 12 * (0.125 * np.exp(-(v) / 80))
# compute the timesteps
t_steps= t_end/dt+1
# Compute the initial values
v0 = 0
m0 = alphaM(v0)/(alphaM(v0)+betaM(v0))
h0 = alphaH(v0)/(alphaH(v0)+betaH(v0))
n0 = alphaN(v0)/(alphaN(v0)+betaN(v0))
# Allocate memory for v, m, h, n
v = np.zeros((int(t_steps), 1))
m = np.zeros((int(t_steps), 1))
h = np.zeros((int(t_steps), 1))
n = np.zeros((int(t_steps), 1))
# Set Initial values
v[:, 0] = v0
m[:, 0] = m0
h[:, 0] = h0
n[:, 0] = n0
### Noise component
knoise= 0.0005 #uA/(mS)^1/2
### --------- Step3: SOLVE
for i in range(0, int(t_steps)-1, 1):
# Get current states
vT = v[i]
mT = m[i]
hT = h[i]
nT = n[i]
# Stimulus current
IStim = 0
if delay / dt <= i <= (delay + duration) / dt:
IStim = I # in uA
else:
IStim = 0
# Compute change of m, h and n
m[i + 1] = (mT + dt * alphaM(vT)) / (1 + dt * (alphaM(vT) + betaM(vT)))
h[i + 1] = (hT + dt * alphaH(vT)) / (1 + dt * (alphaH(vT) + betaH(vT)))
n[i + 1] = (nT + dt * alphaN(vT)) / (1 + dt * (alphaN(vT) + betaN(vT)))
# Ionic currents
iNa = gNa * m[i + 1] ** 3. * h[i + 1] * (vT - vNa)
iK = gK * n[i + 1] ** 4. * (vT - vK)
iL = gL * (vT-vL)
Inoise = (np.random.normal(0, 1) * knoise * np.sqrt(gNa * A))
IIon = ((iNa + iK + iL) * A) + Inoise #
# Compute change of voltage
v[i + 1] = (vT + ((-IIon + IStim) / C) * dt)[0] # in ((uA / cm ^ 2) / (uF / cm ^ 2)) * ms == mV
# adjust the voltage to the resting potential
v = v + v_Rest
# test if there was a spike
if max(v[:]-v_Rest) > 60:
count += 1
return count
def loss(parameters, model, x_ref, y_ref):
# unpack multiple parameters
I, area_factor = parameters
# compute prediction
y_predicted = np.array([model(x, I, area_factor) for x in x_ref])
# compute error and use it as loss
mse = ((y_ref - y_predicted) ** 2).mean()
return mse
# some datapoints from another model out of 1000 runs. ydata means therefore 'count' out of 1000 runs.
xdata = np.array([0.92,0.925,0.9535, 0.975, 0.9789, 1])
ydata = np.array([150,170,269, 360, 377, 500])
y_data_scaled = ydata / runs
y_predicted = np.array([HH_model(x,I=10**(-3), area_factor=1) for x in xdata])
parameters = (10**(-3), 1)
mse0 = loss(parameters, HH_model, xdata, y_data_scaled)
# compute the parameters that minimize the loss (alias, the error between the data and the predictions of the model)
optimum = minimize(loss, x0=np.array([10**(-3), 1]), args=(HH_model, xdata, y_data_scaled))
# compute the predictions with the optimized parameters
I = optimum['x'][0]
area_factor = optimum['x'][1]
y_predicted_opt = np.array([HH_model(x, I, area_factor) for x in xdata])
# plot the raw data, the model with handcrafted guess and the model with optimized parameters
fig, ax = plt.subplots(1, 1)
ax.set_xlabel('input')
ax.set_ylabel('output predictions')
ax.plot(xdata, y_data_scaled, marker='o')
ax.plot(xdata, y_predicted, marker='*')
ax.plot(xdata, y_predicted_opt, marker='v')
ax.legend([
"raw data points",
"initial guess",
"predictions with optimized parameters"
])
I started using your function,
then I noticed it was very slow to execute.
Hence, I decided to show the process with a toy (linear) model.
The process remains the same.
import numpy as np
import matplotlib.pyplot as plt
from scipy.optimize import minimize
def loss(parameters, model, x_ref, y_ref):
# unpack multiple parameters
m, q = parameters
# compute prediction
y_predicted = np.array([model(x, m, q) for x in x_ref])
# compute error and use it as loss
mse = ((y_ref - y_predicted) ** 2).mean()
return mse
# load a dataset to fit a model
x_data = np.array([0.92, 0.925, 0.9535, 0.975, 0.9789, 1, 1.02, 1.043, 1.06, 1.078, 1.09])
y_data = np.array([150, 170, 269, 360, 377, 500, 583, 690, 761, 827, 840])
# normalise the data - input is already normalised
y_data_scaled = y_data / 1000
# create a model (linear, as an example) using handcrafted parameters, ex:(1,1)
linear_fun = lambda x, m, q: m * x + q
y_predicted = np.array([linear_fun(x, m=1, q=1) for x in x_data])
# create a function that given a model (linear_fun), a dataset(x,y) and the parameters, compute the error
parameters = (1, 1)
mse0 = loss(parameters, linear_fun, x_data, y_data_scaled)
# compute the parameters that minimize the loss (alias, the error between the data and the predictions of the model)
optimum = minimize(loss, x0=np.array([1, 1]), args=(linear_fun, x_data, y_data_scaled))
# compute the predictions with the optimized parameters
m = optimum['x'][0]
q = optimum['x'][1]
y_predicted_opt = np.array([linear_fun(x, m, q) for x in x_data])
# plot the raw data, the model with handcrafted guess and the model with optimized parameters
fig, ax = plt.subplots(1, 1)
ax.set_xlabel('input')
ax.set_ylabel('output predictions')
ax.plot(x_data, y_data_scaled, marker='o')
ax.plot(x_data, y_predicted, marker='*')
ax.plot(x_data, y_predicted_opt, marker='v')
ax.legend([
"raw data points",
"initial guess",
"predictions with optimized parameters"
])
# Note1: good practise is to validate your model with a different set of data,
# respect to the one that you have used to find the parameters
# here, however, it is shown just the optimization procedure
# Note2: in your case you should use the HH_model instead of the linear_fun
# and I and Area_factor instead of m and q.
Output:
-- EDIT: To use the HH_model:
I went deeper in your code,
I tried few values for area and stimulus
and I executed a single run of HH_Model without taking the threshold.
Then, I checked the predicted dynamic of voltage (v):
the sequence is always diverging ( all values become nan after few steps )
if you have an initial guess for stimulus and area that could make the code to work, great.
if you have no idea of the order of magnitude of these parameters
the unique solution I see is a grid search over them - just to find this initial guess.
however, it might take a very long time without guarantee of success.
given that the code is based on a physical model, I would suggest to:
1 - find pen and paper a reasonable values.
2 - check that this simulation works for these values.
3 - then, run the optimizer to find the minimum.
Or, worst case scenario, reverse engineer the code and find the value that makes the equation to converge
Here the refactored code:
import math
import numpy as np
# HH parameters
v_Rest = -65 # in mV
gNa = 1200 # in mS/cm^2
gK = 360 # in mS/cm^2
gL = 0.3 * 10 # in mS/cm^2
vNa = 115 # in mV
vK = -12 # in mV
vL = 10.6 # in mV
# Number of runs
c = 1 # in uF/cm^2
# Introduction of equations and channels
def alphaM(v):
return 12 * ((2.5 - 0.1 * (v)) / (np.exp(2.5 - 0.1 * (v)) - 1))
def betaM(v):
return 12 * (4 * np.exp(-(v) / 18))
def betaH(v):
return 12 * (1 / (np.exp(3 - 0.1 * (v)) + 1))
def alphaH(v):
return 12 * (0.07 * np.exp(-(v) / 20))
def alphaN(v):
return 12 * ((1 - 0.1 * (v)) / (10 * (np.exp(1 - 0.1 * (v)) - 1)))
def betaN(v):
return 12 * (0.125 * np.exp(-(v) / 80))
def predict_voltage(A, C, delay, dt, duration, stimulus, t_end):
# compute the timesteps
t_steps = t_end / dt + 1
# Compute the initial values
v0 = 0
m0 = alphaM(v0) / (alphaM(v0) + betaM(v0))
h0 = alphaH(v0) / (alphaH(v0) + betaH(v0))
n0 = alphaN(v0) / (alphaN(v0) + betaN(v0))
# Allocate memory for v, m, h, n
v = np.zeros((int(t_steps), 1))
m = np.zeros((int(t_steps), 1))
h = np.zeros((int(t_steps), 1))
n = np.zeros((int(t_steps), 1))
# Set Initial values
v[:, 0] = v0
m[:, 0] = m0
h[:, 0] = h0
n[:, 0] = n0
# Noise component
knoise = 0.0005 # uA/(mS)^1/2
for i in range(0, int(t_steps) - 1, 1):
# Get current states
vT = v[i]
mT = m[i]
hT = h[i]
nT = n[i]
# Stimulus current
if delay / dt <= i <= (delay + duration) / dt:
IStim = stimulus # in uA
else:
IStim = 0
# Compute change of m, h and n
m[i + 1] = (mT + dt * alphaM(vT)) / (1 + dt * (alphaM(vT) + betaM(vT)))
h[i + 1] = (hT + dt * alphaH(vT)) / (1 + dt * (alphaH(vT) + betaH(vT)))
n[i + 1] = (nT + dt * alphaN(vT)) / (1 + dt * (alphaN(vT) + betaN(vT)))
# Ionic currents
iNa = gNa * m[i + 1] ** 3. * h[i + 1] * (vT - vNa)
iK = gK * n[i + 1] ** 4. * (vT - vK)
iL = gL * (vT - vL)
Inoise = (np.random.normal(0, 1) * knoise * np.sqrt(gNa * A))
IIon = ((iNa + iK + iL) * A) + Inoise #
# Compute change of voltage
v[i + 1] = (vT + ((-IIon + IStim) / C) * dt)[0] # in ((uA / cm ^ 2) / (uF / cm ^ 2)) * ms == mV
# stop simulation if it diverges
if math.isnan(v[i + 1]):
return [None]
# adjust the voltage to the resting potential
v = v + v_Rest
return v
def HH_model(stimulus, area_factor, runs=1000):
count = 0
t_end = 10 # in ms
delay = 0.1 # in ms
duration = 0.1 # in ms
dt = 0.0025 # in ms
area_factor = area_factor
# geometry
d = 2 # diameter in um
r = d / 2 # Radius in um
l = 10 # Length of the compartment in um
A = (1 * 10 ** (-8)) * area_factor # surface [cm^2]
stimulus = stimulus
C = c * A # uF
for j in range(0, runs):
v = predict_voltage(A, C, delay, dt, duration, stimulus, t_end)
if max(v[:] - v_Rest) > 60:
count += 1
return count
And the attempt to run one simulation:
import time
from ex_21.equations import c, predict_voltage
area_factor = 0.1
stimulus = 70
# input signal
count = 0
t_end = 10 # in ms
delay = 0.1 # in ms
duration = 0.1 # in ms
dt = 0.0025 # in ms
# geometry
d = 2 # diameter in um
r = d / 2 # Radius in um
l = 10 # Length of the compartment in um
A = (1 * 10 ** (-8)) * area_factor # surface [cm^2]
C = c * A # uF
start = time.time()
voltage_dynamic = predict_voltage(A, C, delay, dt, duration, stimulus, t_end)
elapse = time.time() - start
print(voltage_dynamic)
Output:
[None]

Solving equation with one variable

In the following code i am trying to find value of Teq inside the function B(x,Teq).
I just have to note that the code is correct, the whole for loops and etc. But I just added the part of solve equation and it does not works just shows me [] [] [] [] [] [] [] ....
I do not understand whay I ma getting this.
how to do that.
any help please?
dfimppara = pd.read_csv('C:/Users....csv', sep=",")
dfimporto = pd.read_csv('C:/Users....csv', sep=",")
dfpara=dfimppara.values
dforto=dfimporto.values
Tpara=dfpara[0,4:len(dfpara[0,:])]
Torto=dforto[0,4:len(dforto[0,:])]
Jup = dfpara[:,1]
Jlw = dfpara[:,2]
def B(x,Teq):
ee = exp(h * (dfimppara.iloc[x, 1] * 115e9)/ (KB * Teq)) - 1
return ((2 * h * ((dfimppara.iloc[x, 1] * 115e9 ) ** 3)/c**2) * (ee**(-1)))
def Unu(x,z,test):
TCMB = 2.7 * (1 + z)
ee = exp(h * (dfimppara.iloc[x, 1] * 115e9)/ (KB * TCMB)) - 1
return ((8 * pi * h * ((dfimppara.iloc[x, 1] * 115e9 ) ** 3)/c**3) * pow(ee, -1)) * test
from sympy import Symbol, Eq, solve
UU=[1e-25,1e-24,1e-23,1e-22,1e-21,1e-20,1e-19]
for ng in np.arange(100,200,500):
for z in np.arange(1, 2):
for xx in range(1, 819):
for uff in range (len(UU)):
Ju = dfimppara.iloc[xx, 1]
Jl = dfimppara.iloc[xx, 2]
lim = Ju - Jl
if lim > 1:
pass
else:
if Ju<2:
Teq = Symbol('Teq')
an = solve(UU[uff] + Unu(xx,z,1) - B(xx,Teq), 0)
print(an)
else:
pass

Why Won't This Python Code match the Formula for a European Call Option?

import math
import numpy as np
S0 = 100.; K = 100.; T = 1.0; r = 0.05; sigma = 0.2
M = 100; dt = T / M; I = 500000
S = np.zeros((M + 1, I))
S[0] = S0
for t in range(1, M + 1):
z = np.random.standard_normal(I)
S[t] = S[t - 1] * np.exp((r - 0.5 * sigma ** 2) * dt + sigma *
math.sqrt(dt) * z)
C0 = math.exp(-r * T) * np.sum(np.maximum(S[-1] - K, 0)) / I
print ("European Option Value is ", C0)
It gives a value of around 10.45 as you increase the number of simulations, but using the B-S formula the value should be around 10.09. Anybody know why the code isn't giving a number closer to the formula?

Complex vectors and shape for arrays

I am slightly new to python and I am trying to convert some code.This is an approximation method. Which isn't important. In my oddev function I get returned
c2[1:modes+1] = v* 1j
ValueError: could not broadcast input array from shape (25) into shape (25,1)
When I do this Matlab I believe it automatically casts it, and will store the complex array. The function is a getting the coefficient from a partial sine transform to do this. At first I tried storing the random matrix which just an array using np.matlib method and this had the same shape but I believe I will lose the real values of the filter when I cast it. How do I store this?
import math
import numpy as np
def quickcontmin(datain):
n = np.shape(datain)[0]
m = math.floor(n / 2)
modes = math.floor(m / 2)
addl = 20
nn = 20 * n
chi = 10 ** -13
def evenhp(xv):
"Even high pass"
n1 = np.shape(xv)[0]
vx = np.array(xv[:-1])
vx = vx[::-1]
c1 = np.append(xv,vx)
c1 = np.fft.fft(c1)
c1[0:modes-1] = 0.0
c1[-1 - modes + 2:-1] = 0.0
evenl = np.real(np.fft.ifft(c1))
even = evenl[0:n1-1]
return even
def evenhpt(xv):
" Transpose of EvenHP"
n1 = np.shape(xv)[0]
xy = np.zeros((n1- 2, 1))
c1 = np.append(xv,xy)
c1 = np.fft.fft(c1)
c1[0:modes-1] = 0.0
c1[-1 - modes + 1:-1] = 0.0
evenl = np.real(np.fft.ifft(c1))
even = evenl[0:n1-1]
even[1:-2] = even[1:-2] + evenl[-1:-1:n1+1]
return even``
def evenlp(xv):
" Low pass cosine filter"
n1 = np.shape(xv)[0]
vx = np.array(xv[:-1])
vx = vx[::-1]
c1 = np.append(xv,vx)
c1 = np.fft.fft(c1)
c1[modes + 1:-1 - modes + 1] = 0.0
evenl = np.real(np.fft.ifft(c1))
even = evenl[0:n1-1]
return even
def oddev(xv):
"Evaluate the sine modes on the grid"
c2 = np.zeros((2 *n - 2, 1))*1j
v = np.array(xv[:])
v1 = v[:-1]
v1 = v[::-1]
c2[1:modes+1] = v* 1j
c2[-1 - modes + 1:-1] = -v1* 1j
evall = np.fft.ifft(c2) * math.sqrt(2 * n - 2)
eva = evall[0:n-1]
return eva
def oddevt(xv):
" Transpose the sine modes on the function OddEv"
c1 = np.array(xv[1:-2])
c1 = np.insert(c1,0.0,0)
c1 = np.append(c1,0.0)
c1 = np.append(c1,xv[-2:-1:2])
c1a = np.divide(np.fft.fft(c1),math.sqrt(2 * n - 2))
fcoef = np.imag(c1a[1:modes])
return fcoef
def eextnd(xv):
"Obtain cosine coefficients and evalue on the refined grid"
vx = np.array(xv[:-1])
vx = vx[::-1]
c1 = np.append(xv,vx)
c1 = np.fft.fft(c1)
cL = np.zeros((2*nn-2,1))
cL[0:modes-1] = c1[0:modes-1]
cL[-1 - modes + 1:-1] = c1[-1 - modes + 1:-1]
evenexL = np.multiply(np.fft.ifft(cL) , (nn - 1) / (n - 1))
evenex = evenexL[0:nn-1]
return evenex
def oextnd(xv):
"Evaluate sine coefficients on the refined grid"
c2 = np.zeros((2 * nn - 2, 1))
c2[0] = 0.0
c2[1:modes + 1] = np.multiply(xv[0:-1],1j)
c2[-1 - modes + 1:-1] = np.multiply(-xv[-1:-1:1],1j)
evall = np.real(np.multiply(np.fft.ifft(c2), math.sqrt(2 * n - 2) * (2 *nn - 2) / (2 * n - 2)))
oox = evall[0:nn-1]
return oox
dc = evenlp(datain)
#L in paper, number of vectors used to sample the columnspace
lll = round(4 * math.log(m )/ math.log(2)) + addl
lll = int(lll)
#The following should be straightforward from the psuedo-code
w=2 * np.random.rand(modes , lll) - 1
p=np.matlib.zeros(shape=(n,lll))
for j in range(lll):
p[:,j] = evenhp(oddev(w[:,j]))
q,r = np.linalg.qr(p , mode='reduced')
z = np.zeros(shape=(modes,lll))
for j in range(lll):
z[:,j]= oddevt(evenhpt(q[:,j]))
un,s,v = np.linalg.svd(z,full_matrices='False')
ds=np.diag(s)
aa=np.extract(np.diag(s)>(chi))
aa[-1] = aa
aa = int(aa)
s = 0 * s
for j in range(aa):
s[j,j] = 1.0 / ds(j)
#find the sine coefficents
b=un*s* v.T* q.T* evenhp(datain)
#Constructing the continuation
exs=oddev(b)
pexs = evenlp(exs)
dataCont=exs-pexs+dc
dataCont[n+1:2*n-2]=-exs[-2:-1:1]-pexs[-2:-1:1]+dc[-2:-1:1]
#Evaluate the continuation on the refined grid
dataRefined=eextnd(dc-exs)+oextnd(b)
return dataRefined, dataCont
n1 = 100
t = np.linspace(0,2*math.pi,n1)
y = np.sin(t)
data = quickcontmin(y)
dc1 = data[1]
dc1 = dc1[0:n1-1]`
Replacing c2[1:modes+1] = v* 1j by c2[1:modes+1, 0] = v* 1j should fix that specific error.
More consistent would be to replace:
v = np.array(xv[:])
v1 = v[:-1]
v1 = v[::-1]
by
v = xv
v1 = v[:-1]
v is already a column vector so you don't need to transform it into a 1d vector when you later need a column vector.

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