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Weird results obtained while solving a set of coupled differential equations (using a sparse array) in python

I have tried to no avail for a week while trying to solve a system of coupled differential equations and reproduce the results shown in the attached image. I seem to be getting weird results as shown also. I don't seem to know what I might be doing wrong.The set of coupled differential equations were solved using Newman's BAND. Here's a link to the python implementation: python solution using BAND . And another link to the original image of the problem in case the attached is not clear enough: here you find a clearer image of the problem. Now what I am trying to do is to solve the same problem by creating a sparse array directly from the discretized equations using a combination of sympy and numpy and then solving using scipy's spsolve. Here is my code below. I need some help to figure out what I am doing wrong.
I have represented the variables as c1 = cA, c2 = cB, c3 = cC, c4 = cD in my code. Equation 2 has been linearized and phi10 and phi20 are the trial values of the variables cC and cD.
# import modules
import numpy as np
import sympy
from sympy.core.function import _mexpand
import scipy as sp
import scipy.sparse as ss
import scipy.sparse.linalg as ssl
import matplotlib.pyplot as plt
# define functions
def flatten(t):
"""
function to flatten lists
"""
return [item for sublist in t for item in sublist]
def get_coeffs(coeff_dict, func_vars):
"""
function to extract coefficients from variables
and form the sparse symbolic array
"""
c = coeff_dict
for i in list(c.keys()):
b, _ = i.as_base_exp()
if b == i:
continue
if b in c:
c[i] = 0
if any(k.has(b) for k in c):
c[i] = 0
return [coeff_dict[val] for val in func_vars]
# Constants for the problem
I = 0.1 # A/cm2
L = 1.0 # distance (x) in cm
m = 100 # grid spacing
h = L / (m-1)
a = 23300 # 1/cm
io = 2e-7 # A/cm2
n = 1
F = 96500 # C/mol
R = 8.314 # J/mol-K
T = 298 # K
sigma = 20 # S/cm
kappa = 0.06 # S/cm
alpha = 0.5
beta = -(1-alpha)*n*F/R/T
phi10 , phi20 = 5, 0.5 # these are just guesses
P = a*io*np.exp(beta*(phi10-phi20))
j = sympy.symbols('j',integer = True)
cA = sympy.IndexedBase('cA')
cB = sympy.IndexedBase('cB')
cC = sympy.IndexedBase('cC')
cD = sympy.IndexedBase('cD')
# write the boundary conditions at x = 0
bc=[cA[1], cB[1],
(4/3) * cC[2] - (1/3)*cC[3], # use a three point approximation for cC_prime
cD[1]
]
# form a list of expressions from the boundary conditions and equations
expr=flatten([bc,flatten([[
-cA[j-1] - cB[j-1] + cA[j+1] + cB[j+1],
cB[j-1] - 2*h*P*beta*cC[j] + 2*h*P*beta*cD[j] - cB[j+1],
-sigma*cC[j-1] + 2*h*cA[j] + sigma * cC[j+1],
-kappa * cD[j-1] + 2*h * cB[j] + kappa * cD[j+1]] for j in range(2, m)])])
vars = [cA[j], cB[j], cC[j], cD[j]]
# flatten the list of variables
unknowns = flatten([[cA[j], cB[j], cC[j], cD[j]] for j in range(1,m)])
var_len = len(unknowns)
# # # substitute in the boundary conditions at x = L while getting the coefficients
A = sympy.SparseMatrix([get_coeffs(_mexpand(i.subs({cA[m]:I}))\
.as_coefficients_dict(), unknowns) for i in expr])
# convert to a numpy array
mat_temp = np.array(A).astype(np.float64)
# you can view the sparse array with this
fig = plt.figure(figsize=(6,6))
ax = fig.add_axes([0,0, 1,1])
cmap = plt.cm.binary
plt.spy(mat_temp, cmap = cmap, alpha = 0.8)
def solve_sparse(b0, error):
# create the b column vector
b = np.copy(b0)
b[0:4] = np.array([0.0, I, 0.0, 0.0])
b[var_len-4] = I
b[var_len-3] = 0
b[var_len-2] = 0
b[var_len-1] = 0
print(b.shape)
old = np.copy(b0)
mat = np.copy(mat_temp)
b_2 = np.copy(b)
resid = 10
lss = 0
while lss < 100:
mat_2 = np.copy(mat)
for j in range(3, var_len - 3, 4):
# update the forcing term of equation 2
b_2[j+2] = 2*h*(1-beta*old[j+3]+beta*old[j+4])*a*io*np.exp(beta*(old[j+3]-old[j+4]))
# update the sparse array at every iteration for variables cC and cD in equation2
mat_2[j+2, j+3] += 2*h*beta*a*io*np.exp(beta*(old[j+3]-old[j+4]))
mat_2[j+2, j+4] += 2*h*beta*a*io*np.exp(beta*(old[j+3]-old[j+4]))
# form the column sparse matrix
A_s = ss.csc_matrix(mat_2)
new = ssl.spsolve(A_s, b_2).flatten()
resid = np.sum((new - old)**2)/var_len
lss += 1
old = np.copy(new)
return new
val0 = np.array([[0.0, 0.0, 0.0, 0.0] for _ in range(m-1)]).flatten() # form an array of initial values
error = 1e-7
## Run the code
conc = solve_sparse(val0, error).reshape(m-1, len(vars))
conc.shape # gives (99, 4)
# Plot result for cA:
plt.plot(conc[:,0], marker = 'o', linestyle = '')

What happens seems pretty clear now, after having seen that the plotted solution indeed oscillates between the upper and lower values. You are using the central Euler method as discretization, for u'=F(u) this reads as
u[j+1]-u[j-1] = 2*h*F(u[j])
This method is only weakly stable and allows the sub-sequences of odd and even indices to evolve rather independently. As equation this would mean that the solution might approximate the system ue'=F(uo), uo'=F(ue) with independent functions ue, uo that follow the path of the even or odd sub-sequence.
These even and odd parts are only tied together by the treatment of the boundary points, two or three points deep. So to avoid or reduce the oscillation requires a very careful handling of boundary conditions and also the differential equations for the boundary points.
But one can avoid all this unpleasantness by using the trapezoidal method
u[j+1]-u[j] = 0.5*h*(F(u[j+1])+F(u[j]))
This also reduces the band-width of the system matrix.
To properly implement the implied Newton method correctly (linearizing via Taylor and solving the linearized equation is what the Newton-Kantorovich method does) you need to replace F(u[j]) with F(u_old[j])+F'(u_old[j])*(u[j]-u_old[j]). This then gives a linear system of equations in u for the iteration step.
For the trapezoidal method this gives
(I-0.5*h*F'(u_old[j+1]))*u[j+1] - (I+0.5*h*F'(u_old[j]))*u[j]
= 0.5*h*(F(u_old[j+1])-F'(u_old[j+1])*u_old[j+1] + F(u_old[j])-F'(u_old[j])*u_old[j])
In general, the derivatives values and thus the system matrix need not be updated every step, only the function value (else the iteration does not move forward).

Anyway to speed up this exponentially expensive python code?

I know I can use cython for a quick and dirty improved, but before that is there any way to speed up the code using pythonic way?
This code is aiming at generating features of polynomial on a hermite basis, can extended to any dimension, which is aiming a generalized feature generation for all possible cases in polynomials.
data_row = 4000;
n_components = 14;
q = n_components;
degree = 1
x= np.random.rand(data_row, n_components)
feature_list = []
feature_array = np.zeros((data_row, (degree + 1)**q))
from itertools import product
num = 0
for feature_combination in product(xrange(degree+1), repeat = q):
# iterate over all feature combinations
single_combination_feature = 1;
for i_component, current_hermite_degree in enumerate(feature_combination):
single_combination_feature *= polyval(hermitenorm(current_hermite_degree), x[:, i_component])
feature_array[:, num] = single_combination_feature
num += 1

How to create an array that can be accessed according to its indices in Numpy?

I am trying to solve the following problem via a Finite Difference Approximation in Python using NumPy:
$u_t = k \, u_{xx}$, on $0 < x < L$ and $t > 0$;
$u(0,t) = u(L,t) = 0$;
$u(x,0) = f(x)$.
I take $u(x,0) = f(x) = x^2$ for my problem.
Programming is not my forte so I need help with the implementation of my code. Here is my code (I'm sorry it is a bit messy, but not too bad I hope):
## This program is to implement a Finite Difference method approximation
## to solve the Heat Equation, u_t = k * u_xx,
## in 1D w/out sources & on a finite interval 0 < x < L. The PDE
## is subject to B.C: u(0,t) = u(L,t) = 0,
## and the I.C: u(x,0) = f(x).
import numpy as np
import matplotlib.pyplot as plt
# definition of initial condition function
def f(x):
return x^2
# parameters
L = 1
T = 10
N = 10
M = 100
s = 0.25
# uniform mesh
x_init = 0
x_end = L
dx = float(x_end - x_init) / N
#x = np.zeros(N+1)
x = np.arange(x_init, x_end, dx)
x[0] = x_init
# time discretization
t_init = 0
t_end = T
dt = float(t_end - t_init) / M
#t = np.zeros(M+1)
t = np.arange(t_init, t_end, dt)
t[0] = t_init
# Boundary Conditions
for m in xrange(0, M):
t[m] = m * dt
# Initial Conditions
for j in xrange(0, N):
x[j] = j * dx
# definition of solution to u_t = k * u_xx
u = np.zeros((N+1, M+1)) # NxM array to store values of the solution
# finite difference scheme
for j in xrange(0, N-1):
u[j][0] = x**2 #initial condition
for m in xrange(0, M):
for j in xrange(1, N-1):
if j == 1:
u[j-1][m] = 0 # Boundary condition
else:
u[j][m+1] = u[j][m] + s * ( u[j+1][m] - #FDM scheme
2 * u[j][m] + u[j-1][m] )
else:
if j == N-1:
u[j+1][m] = 0 # Boundary Condition
print u, t, x
#plt.plot(t, u)
#plt.show()
So the first issue I am having is I am trying to create an array/matrix to store values for the solution. I wanted it to be an NxM matrix, but in my code I made the matrix (N+1)x(M+1) because I kept getting an error that the index was going out of bounds. Anyways how can I make such a matrix using numpy.array so as not to needlessly take up memory by creating a (N+1)x(M+1) matrix filled with zeros?
Second, how can I "access" such an array? The real solution u(x,t) is approximated by u(x[j], t[m]) were j is the jth spatial value, and m is the mth time value. The finite difference scheme is given by:
u(x[j],t[m+1]) = u(x[j],t[m]) + s * ( u(x[j+1],t[m]) - 2 * u(x[j],t[m]) + u(x[j-1],t[m]) )
(See here for the formulation)
I want to be able to implement the Initial Condition u(x[j],t[0]) = x**2 for all values of j = 0,...,N-1. I also need to implement Boundary Conditions u(x[0],t[m]) = 0 = u(x[N],t[m]) for all values of t = 0,...,M. Is the nested loop I created the best way to do this? Originally I tried implementing the I.C. and B.C. under two different for loops which I used to calculate values of the matrices x and t (in my code I still have comments placed where I tried to do this)
I think I am just not using the right notation but I cannot find anywhere in the documentation for NumPy how to "call" such an array so at to iterate through each value in the proposed scheme. Can anyone shed some light on what I am doing wrong?
Any help is very greatly appreciated. This is not homework but rather to understand how to program FDM for Heat Equation because later I will use similar methods to solve the Black-Scholes PDE.
EDIT: So when I run my code on line 60 (the last "else" that I use) I get an error that says invalid syntax, and on line 51 (u[j][0] = x**2 #initial condition) I get an error that reads "setting an array element with a sequence." What does that mean?

Generating multiple random (x, y) coordinates, excluding duplicates?

I want to generate a bunch (x, y) coordinates from 0 to 2500 that excludes points that are within 200 of each other without recursion.
Right now I have it check through a list of all previous values to see if any are far enough from all the others. This is really inefficient and if I need to generate a large number of points it takes forever.
So how would I go about doing this?

This is a variant on Hank Ditton's suggestion that should be more efficient time- and memory-wise, especially if you're selecting relatively few points out of all possible points. The idea is that, whenever a new point is generated, everything within 200 units of it is added to a set of points to exclude, against which all freshly-generated points are checked.
import random
radius = 200
rangeX = (0, 2500)
rangeY = (0, 2500)
qty = 100 # or however many points you want
# Generate a set of all points within 200 of the origin, to be used as offsets later
# There's probably a more efficient way to do this.
deltas = set()
for x in range(-radius, radius+1):
for y in range(-radius, radius+1):
if x*x + y*y <= radius*radius:
deltas.add((x,y))
randPoints = []
excluded = set()
i = 0
while i<qty:
x = random.randrange(*rangeX)
y = random.randrange(*rangeY)
if (x,y) in excluded: continue
randPoints.append((x,y))
i += 1
excluded.update((x+dx, y+dy) for (dx,dy) in deltas)
print randPoints

I would overgenerate the points, target_N < input_N, and filter them using a KDTree. For example:
import numpy as np
from scipy.spatial import KDTree
N = 20
pts = 2500*np.random.random((N,2))
tree = KDTree(pts)
print tree.sparse_distance_matrix(tree, 200)
Would give me points that are "close" to each other. From here it should be simple to apply any filter:
(11, 0) 60.843426339
(0, 11) 60.843426339
(1, 3) 177.853472309
(3, 1) 177.853472309

Some options:
Use your algorithm but implement it with a kd-tree that would speed up nearest neighbours look-up
Build a regular grid over the [0, 2500]^2 square and 'shake' all points randomly with a bi-dimensional normal distribution centered on each intersection in the grid
Draw a larger number of random points then apply a k-means algorithm and only keep the centroids. They will be far away from one another and the algorithm, though iterative, could converge more quickly than your algorithm.

This has been answered, but it's very tangentially related to my work so I took a stab at it. I implemented the algorithm described in this note which I found linked from this blog post. Unfortunately it's not faster than the other proposed methods, but I'm sure there are optimizations to be made.
import numpy as np
import matplotlib.pyplot as plt
def lonely(p,X,r):
m = X.shape[1]
x0,y0 = p
x = y = np.arange(-r,r)
x = x + x0
y = y + y0
u,v = np.meshgrid(x,y)
u[u < 0] = 0
u[u >= m] = m-1
v[v < 0] = 0
v[v >= m] = m-1
return not np.any(X[u[:],v[:]] > 0)
def generate_samples(m=2500,r=200,k=30):
# m = extent of sample domain
# r = minimum distance between points
# k = samples before rejection
active_list = []
# step 0 - initialize n-d background grid
X = np.ones((m,m))*-1
# step 1 - select initial sample
x0,y0 = np.random.randint(0,m), np.random.randint(0,m)
active_list.append((x0,y0))
X[active_list[0]] = 1
# step 2 - iterate over active list
while active_list:
i = np.random.randint(0,len(active_list))
rad = np.random.rand(k)*r+r
theta = np.random.rand(k)*2*np.pi
# get a list of random candidates within [r,2r] from the active point
candidates = np.round((rad*np.cos(theta)+active_list[i][0], rad*np.sin(theta)+active_list[i][1])).astype(np.int32).T
# trim the list based on boundaries of the array
candidates = [(x,y) for x,y in candidates if x >= 0 and y >= 0 and x < m and y < m]
for p in candidates:
if X[p] < 0 and lonely(p,X,r):
X[p] = 1
active_list.append(p)
break
else:
del active_list[i]
return X
X = generate_samples(2500, 200, 10)
s = np.where(X>0)
plt.plot(s[0],s[1],'.')
And the results:

Per the link, the method from aganders3 is known as Poisson Disc Sampling. You might be able to find more efficient implementations that use a local grid search to find 'overlaps.' For example Poisson Disc Sampling. Because you are constraining the system, it cannot be completely random. The maximum packing for circles with uniform radii in a plane is ~90% and is achieved when the circles are arranged in a perfect hexagonal array. As the number of points you request approaches the theoretical limit, the generated arrangement will become more hexagonal. In my experience, it is difficult to get above ~60% packing with uniform circles using this approach.

the following method uses list comprehension, but I am generating integers you can use different random generators for different datatypes
arr = [[random.randint(-4, 4), random.randint(-4, 4)] for i in range(40)]

Speed up double loop in Python

Is there a way to speed up a double loop that updates its values from the previous iteration?
In code:
def calc(N, m):
x = 1.0
y = 2.0
container = np.zeros((N, 2))
for i in range(N):
for j in range(m):
x=np.random.gamma(3,1.0/(y*y+4))
y=np.random.normal(1.0/(x+1),1.0/sqrt(x+1))
container[i, 0] = x
container[i, 1] = y
return container
calc(10, 5)
As you can see, the inner loop is updating variables x and y while the outer loop starts with a different value of x each time. I don't think this is vectorizable but maybe there are other possible improvements.
Thanks!

I don't think it's going to add up to any important speed up, but you can save some function calls if you generate all your gamma and normally distributed random values at once.
Gamma functions have a scaling property, so that if you draw a value x from a gamma(k, 1) distribution, then c*x will be a value drawn from a gamma(k, c) distribution. Similarly, with the normal distribution, you can take a y value drawn from a normal(0, 1) distribution and convert it into a value drawn from a normal(m, s) distribution doing x*s + m. So you can rewrite your function as follows:
def calc(N, m):
x = 1.0
y = 2.0
container = np.zeros((N, 2))
nm = N*m
gamma_vals = np.random.gamma(3, 1, size=(nm,))
norm_vals = np.random.normal(0, 1, size=(nm,))
for i in xrange(N):
for j in xrange(m):
ij = i*j
x = gamma_vals[ij] / (y*y+4)
y = norm_vals[ij]/np.sqrt(x+1) + 1/(x+1)
container[i, 0] = x
container[i, 1] = y
return container
If the actual parameters of your distributions had a simpler expression, you may actually be able to use some elaborate form of np.cumprod or the like, and spare yourself the loops. I am not able to figure out a way of doing so...

Does this work?
for i in xrange(N):
# xrange is an iterator, range makes a new list.
# You save linear space and `malloc`ing time by doing this
x += m*y # a simple algebra hack. Compute this line of the loop just once instead of `m` times
y -= m*x
y *= -1 # another simple algebra hack. Compute this line of the loop just once instead of `m` times
container[i,0] = x
container[i,1] = y
return container