Similar to many tutorials on the web, I've tried implementing a windowed-sinc lowpass filter using the following python functions:
def black_wind(w):
''' blackman window of width w'''
samps = np.arange(w)
return (0.42 - 0.5 * np.cos(2 * np.pi * samps/ (w-1)) + 0.08 * np.cos(4 * np.pi * samps/ (w-1)))
def lp_win_sinc(tw, fc, n):
''' lowpass sinc impulse response
Parameters:
tw = approximate transition width [fraction of nyquist freq]
fc = cutoff freq [fraction of nyquest freq]
n = length of output.
Returns:
s = impulse response of windowed-sinc filter appended zero-padding
to make len(s) = n
'''
m = int(np.ceil( 4./tw / 2) * 2)
samps = np.arange(m+1)
shift = samps - m/2
shift[m/2] = 1
h = np.sin(2 * np.pi * fc * shift)/shift
h[m/2] = 2 * np.pi * fc
h = h * black_wind(m+1)
h = h / h.sum()
s = np.zeros(n)
s[:len(h)] = h
return s
For input: 'tw = 0.05', 'fc = 0.2', 'n = 6000', the magnitude of the fft seems reasonable.
tw = 0.05
fc = 0.2
n = 6000
lp = lp_win_sinc(tw, fc, n)
f_lp = np.fft.rfft(lp)
plt.figure()
x = np.linspace(0, 0.5, len(f_lp))
plt.plot(x, np.abs(f_lp))
magnitude of lowpass filter response
however, the phase is non-linear above ~fc.
plt.figure()
x = np.linspace(0, 0.5, len(f_lp))
plt.plot(x, np.unwrap(np.angle(f_lp)))
phase of lowpass filter response
Given the symmetry of the non-zero-padded portion of the impulse response, I would expect the resulting phase to be linear. Can someone explain what is going on? Perhaps I'm using a numpy function incorrectly, or maybe my expectations are incorrect. I'm very grateful for any help.
***********************EDIT***********************
based on some of the helpful comments to this question and some more work, I wrote a function that produces zero phase delay and is therefore a bit easier to interpret the np.angle() results.
def lp_win_sinc(tw, fc, n):
m = int(np.ceil( 2./tw) * 2)
samps = np.arange(m+1)
shift = samps - m/2
shift[m/2] = 1
h = np.sin(2 * np.pi * fc * shift)/shift
h[m/2] = 2 * np.pi * fc
h = h * np.blackman(m+1)
h = h / h.sum()
s = np.zeros(n)
s[:len(h)] = h
return np.roll(s, -m/2)
The main change here is using np.roll() to place the line of symmetry at t=0.
The magnitudes in the stop band are crossing zero. The phase of the coefficient after a zero crossing will jump by 180 degrees, which is confusing np.angle()/np.unwrap(). -1*180° = 1*0°
The phase as shown in your graph is in fact linear. It's a constant slope in the passband, corresponding to a constant delay in the time domain. It's a much steeper slope, which renders as wrapping around at 2pi boundaries, in the stopband. But the value of the phase in the stopband is not particularly important since those frequencies aren't going to come through the filter anyway.
Related
This is more of a computational physics problem, and I've asked it on physics stack exchange, but no answers on there. This is, I suppose, a mix of the disciplines on here and there (and maybe even mathematics stack exchange), so finding the right place to post is a task in of itself apparently...
I'm attempting to use Crank-Nicolson scheme to solve the TDSE in 1D. The initial wave is a real Gaussian that has been normalised wrt its probability density. As the solution evolves, a depression grows in the central peak of the real part of the wave, and the imaginary part's central trough is perhaps a bit higher than I expect (image below).
Does this behaviour seem reasonable? I have searched around and not seen questions/figures that are similar. I've tested another person's code from Github and it exhibits the same behaviour, which makes me feel a bit better. But I still think the center peak should just decrease in height and increase in width. The likelihood of me getting a physics-based explanation is relatively low here I'd assume, but a computational-based explanation on errors I may have made is more likely.
I'm happy to give more information, for example my code, or the matrices used in the scheme, etc. Thanks in advance!
Here's a link to GIF of time evolution:
And the part of my code relevant to solving the 1D TDSE:
(pretty much the entire thing except the plotting)
import numpy as np
import matplotlib.pyplot as plt
from matplotlib.animation import FuncAnimation
# Define function for norm.
def normf(dxc, uc, ic):
return sum(dxc * np.square(np.abs(uc[ic, :])))
# Define function for expectation value of position.
def xexpf(dxc, xc, uc, ic):
return sum(dxc * xc * np.square(np.abs(uc[ic, :])))
# Define function for expectation value of squared position.
def xexpsf(dxc, xc, uc, ic):
return sum(dxc * np.square(xc) * np.square(np.abs(uc[ic, :])))
# Define function for standard deviation.
def sdaf(xexpc, xexpsc, ic):
return np.sqrt(xexpsc[ic] - np.square(xexpc[ic]))
# Time t: t0 =< t =< tf. Have N steps at which to evaluate the CN scheme. The
# time interval is dt. decp: variable for plotting to certain number of decimal
# places.
t0 = 0
tf = 20
N = 200
dt = tf / N
t = np.linspace(t0, tf, num = N + 1, endpoint = True)
decp = str(dt)[::-1].find('.')
# Initialise array for filling with norm values at each time step.
norm = np.zeros(len(t))
# Initialise array for expectation value of position.
xexp = np.zeros(len(t))
# Initialise array for expectation value of squared position.
xexps = np.zeros(len(t))
# Initialise array for alternate standard deviation.
sda = np.zeros(len(t))
# Position x: -a =< x =< a. M is an even number. There are M + 1 total discrete
# positions, for the points to be symmetric and centred at x = 0.
a = 100
M = 1200
dx = (2 * a) / M
x = np.linspace(-a, a, num = M + 1, endpoint = True)
# The gaussian function u diffuses over time. sd sets the width of gaussian. u0
# is the initial gaussian at t0.
sd = 1
var = np.power(sd, 2)
mu = 0
u0 = np.sqrt(1 / np.sqrt(np.pi * var)) * np.exp(-np.power(x - mu, 2) / (2 * \
var))
u = np.zeros([len(t), len(x)], dtype = 'complex_')
u[0, :] = u0
# Normalise u.
u[0, :] = u[0, :] / np.sqrt(normf(dx, u, 0))
# Set coefficients of CN scheme.
alpha = dt * -1j / (4 * np.power(dx, 2))
beta = dt * 1j / (4 * np.power(dx, 2))
# Tridiagonal matrices Al and AR. Al to be solved using Thomas algorithm.
Al = np.zeros([len(x), len(x)], dtype = 'complex_')
for i in range (0, M):
Al[i + 1, i] = alpha
Al[i, i] = 1 - (2 * alpha)
Al[i, i + 1] = alpha
# Corner elements for BC's.
Al[M, M], Al[0, 0] = 1 - alpha, 1 - alpha
Ar = np.zeros([len(x), len(x)], dtype = 'complex_')
for i in range (0, M):
Ar[i + 1, i] = beta
Ar[i, i] = 1 - (2 * beta)
Ar[i, i + 1] = beta
# Corner elements for BC's.
Ar[M, M], Ar[0, 0] = 1 - 2*beta, 1 - beta
# Thomas algorithm variables. Following similar naming as in Wiki article.
a = np.diag(Al, -1)
b = np.diag(Al)
c = np.diag(Al, 1)
NT = len(b)
cp = np.zeros(NT - 1, dtype = 'complex_')
for n in range(0, NT - 1):
if n == 0:
cp[n] = c[n] / b[n]
else:
cp[n] = c[n] / (b[n] - (a[n - 1] * cp[n - 1]))
d = np.zeros(NT, dtype = 'complex_')
dp = np.zeros(NT, dtype = 'complex_')
# Iterate over each time step to solve CN method. Maintain boundary
# conditions. Keep track of standard deviation.
for i in range(0, N):
# BC's.
u[i, 0], u[i, M] = 0, 0
# Find RHS.
d = np.dot(Ar, u[i, :])
for n in range(0, NT):
if n == 0:
dp[n] = d[n] / b[n]
else:
dp[n] = (d[n] - (a[n - 1] * dp[n - 1])) / (b[n] - (a[n - 1] * \
cp[n - 1]))
nc = NT - 1
while nc > -1:
if nc == NT - 1:
u[i + 1, nc] = dp[nc]
nc -= 1
else:
u[i + 1, nc] = dp[nc] - (cp[nc] * u[i + 1, nc + 1])
nc -= 1
norm[i] = normf(dx, u, i)
xexp[i] = xexpf(dx, x, u, i)
xexps[i] = xexpsf(dx, x, u, i)
sda[i] = sdaf(xexp, xexps, i)
# Fill in final norm value.
norm[N] = normf(dx, u, N)
# Fill in final position expectation value.
xexp[N] = xexpf(dx, x, u, N)
# Fill in final squared position expectation value.
xexps[N] = xexpsf(dx, x, u, N)
# Fill in final standard deviation value.
sda[N] = sdaf(xexp, xexps, N)
I am trying to solve a system of geodesics orbital equations using python. They are coupled ordinary equations. I've tried different approaches, but they all yielded me a wrong shape (the shape should be some periodic function when plotting r and phi). Any idea on how to do this?
Here are my constants
G = 4.30091252525 * (pow(10, -3)) #Gravitational constant in (parsec*km^2)/(Ms*sec^2)
c = 0.0020053761 #speed of light , AU/sec
M = 170000 #mass of the central body, in solar masses
m = 10 #mass of the orbiting body, in solar masses
rs = 2 * G * M / pow(c, 2) #Schwarzschild radius
Lz= 0.000024 #Angular momemntum
h = Lz / m #Just the constant in equation
E= 1.715488e-007 #energy
And initial conditions are:
Y(0) = rs
Phi(0) = math.pi
Orbital equations
The way I tried to do it:
def rhs(t, u):
Y, phi = u
dY = np.sqrt((E**2 / (m**2 * c**2) - (1 - rs / Y) * (c**2 + h**2 / Y**2)))
dphi = L / Y**2
return [dY, dphi]
Y0 = np.array([rs,math.pi])
sol = solve_ivp(rhs, [1, 1000], Y0, method='Radau', dense_output=True)
It seems like you are looking at the spacial coordinates in an invariant plane of the geodesic equations of an object moving in Schwarzschild gravity.
One can use many different methods, which preserve as much of the underlying geometric structure of the model as possible, like symplectic geometric integrators or perturbation theory. As Lutz Lehmann pointed out in the comments, the default method for 'solve_ivp' uses as default the Dormand-Prince (4)5 stepper that utilizes the extrapolation mode, that is, the order 5 step, with the step size selection driven by the error estimate of the order 4 step.
Warning: your initial condition for Y equals Schwarzschild's radius, so these equations may fail or require special treatment (especially the time component of the equations, which you have not included here!) It may be that you have to switch to different coordinates, that remove the singularity at the even horizon. Moreover, the solutions may not be periodic curves, but quasi-periodic, so they may not close up nicely.
For a quick and dirty treatment, but possibly a fairly accurate one, I would differentiate the first equation
(dr / dtau)^2 = (E2_mc2 - c2) + (2*GM)/r - (h^2)/(r^2) + (r_schw*h^2)/(r^3)
with respect to the proper time tau, then cancel out the first derivative dr / dtau with respect to r on both sides, and end up with an equation with second derivative for the radius r on the left. Then turn this second derivative equation into a pair of first derivative equations for r and its rate of change v, i.e
dphi / dtau = h / (r^2)
dr / dtau = v
dv / dtau = - GM / (r^2) + h^2 / (r^3) - 3*r_schw*(h^2) / (2*r^4)
and calculate from the original equation for r and its first derivative dr / dtau an initial value for the rate of change v = dr / dtau, i.e. I would solve for v the equations with r=r0:
(v0)^2 = (E2_mc2 - c2) + (2*GM)/r0 - (h^2)/(r0^2) + (r_schw*h^2)/(r0^3)
Maybe some kind of python code like this may work:
import math
import numpy as np
import matplotlib.pyplot as plt
from scipy.integrate import solve_ivp
#from ode_helpers import state_plotter
# u = [phi, Y, V, t] or if time is excluded
# u = [phi, Y, V]
def f(tau, u, param):
E2_mc2, c2, GM, h, r_schw = param
Y = u[1]
f_phi = h / (Y**2)
f_Y = u[2] # this is the dr / dt auxiliary equation
f_V = - GM / (Y**2) + h**2 / (Y**3) - 3*r_schw*(h**2) / (2*Y**4)
#f_time = (E2_mc2 * Y) / (Y - r_schw) # this is the equation of the time coordinate
return [f_phi, f_Y, f_V] # or [f_phi, f_Y, f_V, f_time]
# from the initial value for r = Y0 and given energy E,
# calculate the initial rate of change dr / dtau = V0
def ivp(Y0, param, sign):
E2_mc2, c2, GM, h, r_schw = param
V0 = math.sqrt((E2_mc2 - c2) + (2*GM)/Y0 - (h**2)/(Y0**2) + (r_schw*h**2)/(Y0**3))
return sign*V0
G = 4.30091252525 * (pow(10, -3)) #Gravitational constant in (parsec*km^2)/(Ms*sec^2)
c = 0.0020053761 #speed of light , AU/sec
M = 170000 #mass of the central body, in solar masses
m = 10 #mass of the orbiting body, in solar masses
Lz= 0.000024 #Angular momemntum
h = Lz / m #Just the constant in equation
E= 1.715488e-007 #energy
c2 = c**2
E2_mc2 = (E**2) / (c2*m**2)
GM = G*M
r_schw = 2*GM / c2
param = [E2_mc2, c2, GM, h, r_schw]
Y0 = r_schw
sign = 1 # or -1
V0 = ivp(Y0, param, sign)
tau_span = np.linspace(1, 1000, num=1000)
u0 = [math.pi, Y0, V0]
sol = solve_ivp(lambda tau, u: f(tau, u, param), [1, 1000], u0, t_eval=tau_span)
Double check the equations, mistakes and inaccuracies are possible.
I'm trying to make a program that shows together the plot of my data and the plot of the simulated data. My data are from an RC circuit with square wave in input, shark fin waveform in output. The problem is that the simulated one is a little bit messy. I can't figure where is the error, I guess some is wrong on the frequency, but I don't know. Thanks to anybody who will help me.
Link to the data https://drive.google.com/open?id=1d8p9sIsNoVuXTsjHga0bXmgrbmUIb-LX
My code
import numpy as np
import matplotlib.pyplot as plt
import pylab
x, y = pylab.loadtxt('dati06_04.txt', unpack=True) # $\mu s$; digits
off = (y.max() + y.min()) / 2 # digits, offset
Amp = y.max()-y.min() # digits, amplitude
f_T = 24 # Hz, cut frequency
w_T = 2 * np.pi * f_T # rad / s
def A_k(k, w):
global w_T
return 1 / (1 + k * w / w_T) ** 0.5
def Phi(k, w):
global w_T
return np.arctan(- w * k / w_T)
def c_k(k):
global Amp
c = 0
if k % 2 == 0:
c = 0
if k % 2 == 1:
c = 2 * Amp / (k * np.pi)
return c
def w_res(tt, f, k):
global off
w = 2 * np.pi * f
ww = 0
for i in range(k+1):
ww = ww + c_k(i) * A_k(i, w) * np.sin(w * i * tt + Phi(i, w))
return ww + off
plt.plot(x/1000, y, color='blue')
plt.plot(x/1000, w_res(x, 111, 1000), color='orange')
plt.show()
You probably confuse period and frequency somewhere, that causes your issue. I'm not sure where, because I'm not perfectly familiar with the theory, and I don't fully understand your logic there. The solution is changing the following line:
plt.plot(x/1000, w_res(x, 111, 1000), color='orange')
to
plt.plot(x/1000, w_res(x, 1/111, 1000), color='orange')
You got a straight line before, because the frequency was too low and you saw the lower edge of a square signal. Also, you can delete the global definitions, they are useless in this situation.
I have an iterative model in Python which generates at signal using a function which contains a derivative. As the model iterates the signal becomes noisy - I suspect it may be an issue with computing the numerical derivative. I've tried to smooth this by applying a low-pass filter, convolving the noisy signal with a Gaussian kernel. I use the code snippet:
nw = 256
std = 40
window = gaussian(nw, std, sym=True)
filtered = convolve(current, window, mode='same') / np.sum(window)
where current is my signal, and gaussian and convolve have been imported from scipy. This seems to give a slight improvement, and the first 2 or 3 iterations appear very smooth. However, after that the signal becomes extremely noisy again, despite the fact that the low-pass filter is positioned inside the iterative loop.
Can anyone suggest where I might be going wrong or how I could better tackle this problem? Thanks.
EDIT: As suggested I've included the code I'm using below. At 5 iterations the noise on the signal is clearly apparent.
import numpy as np
from scipy import special
import matplotlib.pyplot as plt
from scipy.integrate import odeint
from scipy.signal import convolve
from scipy.signal import gaussian
# Constants
B = 426400E-9 # tesla
R = 71723E3
Rkm = R / 1000.
Omega = 1.75e-4 #8.913E-4 # rads/s
period = (2. * np.pi / Omega) / 3600. # Gets period in hours
Bj = 2.0 * B
mdot = 1000.
sigmapstar = 0.05
# Create rhoe array
rho0 = 5.* R
rho1 = 100. * R
rhoe = np.linspace(rho0, rho1, 2.E5)
# Define flux function and z component of equatorial field strength
Fe = B * R**3 / rhoe
Bze = B * (R/rhoe)**3
def derivs(u, rhoe, p):
"""Computes the derivative"""
wOmegaJ = u
Bj, sigmapstar, mdot, B, R = p
# Compute the derivative of w/omegaJ wrt rhoe (**Fe and Bjz have been subbed)
dwOmegaJ = (((8.0*np.pi*sigmapstar*B**2 * (R**6)) / (mdot * rhoe**5)) \
*(1.0-wOmegaJ) - (2.*wOmegaJ/rhoe))
res = dwOmegaJ
return res
its = 5 # number of iterations to perform
i = 0
# Loop to iterate
while i < its:
# Define the initial condition of rigid corotation
wOmegaJ_0 = 1
params = [Bj, sigmapstar, mdot, B, R]
init = wOmegaJ_0
# Compute numerical solution to Hill eqn
u = odeint(derivs, init, rhoe, args=(params,))
wOmega = u[:,0]
# Calculate I_rho
i_rho = 8. * np.pi * sigmapstar * Omega * Fe * ( 1. - wOmega)
dx = rhoe[1] - rhoe[0]
differential = np.gradient(i_rho, dx)
jpara = 1. * differential / (4 * np.pi * rhoe * Bze )
jpari = 2. * B * para
# Remove infinity and NaN values)
jpari[~np.isfinite(jpari)] = 0.0
# Convolve to smooth curve
nw = 256
std = 40
window = gaussian(nw, std, sym=True)
filtered = convolve(jpari, window, mode='same') /np.sum(window)
jpari = filtered
# Pedersen conductivity as function of jpari
sigmapstar0 = 0.05
jstar = 0.01e-6
jstarstar = 0.25e-6
s1 = 0.1e6#0.1e6 # (Am^-2)^-1
s2 = 9.9e6 # (Am^-2)^-1
n = 8.
# Calculate news sigmapstar. Realistic conductivity
sigmapstarNew = sigmapstar0 + 0.5 * (s1 + s2/(1 + (jpari/jstarstar)**n)**(1./n)) * (np.sqrt(jpari**2 + jstar**2) + jpari)
sigmapstarNew = sigmapstarNew
diff = np.abs(sigmapstar - sigmapstarNew) / sigmapstar * 100
diff = max(diff)
sigmapstar = 0.5* sigmapstar + 0.5* sigmapstarNew # Weighted averaging
i += 1
print diff
# Plot jpari
ax = plt.subplot(111)
ax.plot(rhoe/R, jpari * 1e6)
ax.axhline(0, ls=':')
ax.set_xlabel(r'$\rho_e / R_{UCD}$')
ax.set_ylabel(r'$j_{\parallel i} $ / $ \mu$ A m$^{-2}$')
ax.set_xlim([0,80])
ax.set_ylim(-0.01,0.01)
plt.locator_params(nbins=5)
plt.draw()
plt.show()
I want to randomly distribute N particles within a volume such that they satisfy the Plummer potential distribution. I trying to work from "The Art of Computational Science" by Hut, which has a description but I can't seem to implement it. Where I differ from Hut is that I require 3 velocity components for each particle. Here's what I have done so far:
f=0
g=0.1
if g >f*f*(1-f*f)**3.5:
f=np.random.uniform(0,1,N)
g=np.random.uniform(0,0.1,N)
vel_x= f*np.sqrt(2)*(1+x*x)**(-0.25)
vel_y= f*np.sqrt(2)*(1+y*y)**(-0.25)
vel_z= f*np.sqrt(2)*(1+z*z)**(-0.25)
vel = np.zeros((N,3))
vel[:,0]=vel_x
vel[:,1]=vel_y
vel[:,2]=vel_z
However, when I run the energy check described by Hut, such that the kinetic energy ~0.147 in N body units, this code fails. Any advice on where Im going wrong would be greatly appreciated
You are probably misreading the Ruby code in Hut's book since it is also generating 3-dimensional velocity vectors:
x = 0.0
y = 0.1
while y > x*x*(1.0-x*x)**3.5
x = frand(0,1)
y = frand(0,0.1)
end
velocity = x * sqrt(2.0) * ( 1.0 + radius*radius)**(-0.25)
theta = acos(frand(-1, 1))
phi = frand(0, 2*PI)
b.vel[0] = velocity * sin( theta ) * cos( phi )
b.vel[1] = velocity * sin( theta ) * sin( phi )
b.vel[2] = velocity * cos( theta )
The first part generates |v| by rejection sampling from the velocity distribution. The second part generates a random direction in space (in polar coordinates) and the last part of the code transforms from polar to Cartesian coordinates.
Your code does something completely different. You should instead adapt the code fragment shown above in Python, e.g.:
f = 0.0
g = 0.1
while g > f*f*(1.0-f*f)**3.5:
f = np.random.uniform(0,1)
g = np.random.uniform(0,0.1)
velocity = f * np.sqrt(2.0) * (1.0 + radius*radius)**(-0.25)
theta = np.arccos(np.random.uniform(-1, 1))
phi = np.random.uniform(0, 2*np.pi)
vel[n,0] = velocity * np.sin(theta) * np.cos(phi)
vel[n,1] = velocity * np.sin(theta) * np.sin(phi)
vel[n,2] = velocity * np.cos(theta)
The code could possibly be vectorised, but in reality it makes little sense since the rejection sampling is not vectorisable (it might and most likely will take different number of iterations for each sample).