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Discrepancy between analytic solution and solution by relaxation method

So I am trying to solve the differential equation $\frac{d^2y}{dx^2} = -y(x)$ subject to boundary conditions y(0) = 0 and y(1) = 1 ,the analytic solution is y(x) = sin(x)/sin(1).
I am using three point stencil to approximate the double derivative.
The curves obtained through these ways should match at least at the boundaries ,but my solutions have small differences even at the boundaries.
I am attaching the code, Please tell me what is wrong.
import numpy as np
import scipy.linalg as lg
from scipy.sparse.linalg import eigs
from scipy.sparse.linalg import inv
from scipy import sparse
import matplotlib.pyplot as plt
a = 0
b = 1
N = 1000
h = (b-a)/N
r = np.arange(a,b+h,h)
y_a = 0
y_b = 1
def lap_three(r):
h = r[1]-r[0]
n = len(r)
M_d = -2*np.ones(n)
#M_d = M_d + B_d
O_d = np.ones(n-1)
mat = sparse.diags([M_d,O_d,O_d],offsets=(0,+1,-1))
#print(mat)
return mat
def f(r):
h = r[1]-r[0]
n = len(r)
return -1*np.ones(len(r))*(h**2)
def R_mat(f,r):
r_d = f(r)
R_mat = sparse.diags([r_d],offsets=[0])
#print(R_mat)
return R_mat
#def R_mat(r):
# M_d = -1*np.ones(len(r))
def make_mat(r):
main = lap_three(r) - R_mat(f,r)
return main
main = make_mat(r)
main_mat = main.toarray()
print(main_mat)
'''
eig_val , eig_vec = eigs(main, k = 20,which = 'SM')
#print(eig_val)
Val = eig_vec.T
plt.plot(r,Val[0])
'''
main_inv = inv(main)
inv_mat = main_inv.toarray()
#print(inv_mat)
#print(np.dot(main_mat,inv_mat))
n = len(r)
B_d = np.zeros(n)
B_d[0] = 0
B_d[-1] = 1
#print(B_d)
#from scipy.sparse.linalg import spsolve
A = np.abs(np.dot(inv_mat,B_d))
plt.plot(r[0:10],A[0:10],label='calculated solution')
real = np.sin(r)/np.sin(1)
plt.plot(r[0:10],real[0:10],label='analytic solution')
plt.legend()
#plt.plot(r,real)
#plt.plot(r,A)
'''diff = A-real
plt.plot(r,diff)'''

There is no guarantee of what the last point in arange(a,b+h,h) will be, it will mostly be b, but could in some cases also be b+h. Better use
r,h = np.linspace(a,b,N+1,retstep=True)
The linear system consists of the equations for the middle positions r[1],...,r[N-1]. These are N-1 equations, thus your matrix size is one too large.
You could keep the matrix construction shorter by including the h^2 term already in M_d.
If you use sparse matrices, you can also use the sparse solver A = spsolve(main, B_d).
The equations that make up the system are
A[k-1] + (-2+h^2)*A[k] + A[k+1] = 0
The vector on the right side thus needs to contain the values -A[0] and -A[N]. This should clear up the sign problem, no need to cheat with the absolute value.
The solution vector A corresponds, as constructed from the start, to r[1:-1]. As there are no values for postitions 0 and N inside, there can also be no difference.
PS: There is no relaxation involved here, foremost because this is no iterative method. Perhaps you meant a finite difference method.

Issue specifying datatype for the Mandelbrot set

I have optimized a bit on calculating the Mandelbrot set, & I now wish to be able to specify whether my arrays should be float64 or float32 instead of the easier implementation with type complex128 or complex64. I use the fact that for a complex number (a+jb)^2 = a^2-b^2 + (2ab)j, but this seems to give me a slightly different wrong mandelbrot set. The code is seen below:
from timeit import default_timer as timer
import numpy as np
from numexpr import evaluate
import matplotlib.pyplot as plt
#%% Inputs
N = 5000
I = 20
T = 2 #Thresholdenter code here
#%% Functions
def mandel_brot_vector(I,C,T,datatype):
Cre = np.array(C.real,dtype=datatype)
Cim = np.array(C.imag,dtype=datatype)
M = np.zeros(Cre.shape,dtype=datatype)
zreal=0
zimag=0
for i in range(I):
M[zreal*zreal+zimag*zimag<T**2] = i/I
zreal = evaluate("zreal*zreal-zimag*zimag+Cre") #complex multiplication rule
zimag = evaluate("2*zreal*zimag+Cim") #complex multiplication rule
N = len(M[0])
M = np.reshape(np.array(M),(N//2,N)).astype(datatype)
M = np.concatenate((M,M[::-1]),axis=0)
return M
def create_C(N,split):
C_re = np.linspace(np.full((1,N),-2)[0],np.full((1,N),1)[0],N).T
C_im = np.linspace(np.full((1,N),1.5*1j)[0],np.full((1,N),-1.5*1j)[0],N)
C = C_re+C_im
C = C[:N//2,:]
if split != 0:
C_split = np.array_split(C,split)
else:
C_split = C
return np.array(C_split)
C = create_C(N, 0)
t0_32 = timer()
M32 = mandel_brot_vector(I,C,T,np.float32)
t_32 = timer() - t0_32
t0_64 = timer()
M64 = mandel_brot_vector(I,C,T,np.float64)
t_64 = timer() - t0_64
plt.matshow(M64,cmap="hot")
print(" "*10,f"N={N}")
print(f"{'Float 32':<20}{t_32:<40}",
f"\n{'Float 64':<20}{t_64:<40}"
)
Currently the image I get: wrong mandelbrot. For reference, the following function will produce the correct mandelbrot set but with complex128:
def mandel_brot(I,C,T):
M = np.zeros(C.shape)
z=0
for i in range(I):
M[np.abs(z)<T] = i/I
z = evaluate("z*z+C")
N = len(M[0])
M = np.reshape(np.array(M),(N//2,N)).astype(datatype)
M = np.concatenate((M,M[::-1]),axis=0)
return M
Hope someone can help solve this issue, thanks in advance. Btw do not bother with the split of the C array, it is set up to run with multiprocessing which I am not using in the code attached.

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).

Crank Nicolson Method on Wave Function Python

I am trying to propagate a gaussian wave packet using the crank nicolson method in imaginary time (multiply the time step by the unit imaginary). The code that I have written in attempt to achieve this is shown here:
import matplotlib.pyplot as plt #this allows you to plot, and changes the name to plt
import numpy as np #this allows you to do math, and changes the name to np
import math
import scipy.linalg as la
def V(x):
# k = 1
# v = k*x**4
v = 0.25*(x-3)**2+0.15*(x-3)**4
return v
def Psi(x):
psi = np.exp(-2*(x-3)**2)
return psi
#Function for computing integral using trapezoid method
def TrapInt(y, h):
trap = [(float(y[ii]) + float(y[ii+1])) for ii in range(0, len(y)-1)]
return float(h)/2*sum(trap)
N = 1000
L = 3;
h = 0.01
x = np.arange(0,6,h);
t = np.linspace(0,L,300);
t = 1j*t;
dt = t[1] - t[0]
dx = x[1] - x[0]
A = 1j*dt/(2*dx**2)
pot = V(x)
Q = np.zeros([len(x),len(x)],dtype = complex)
P = np.zeros([len(x),len(x)],dtype = complex)
wave = np.zeros([len(x),len(t)],dtype = complex)
wave[:,0] = Psi(x)
B = (1- 2*A - 1j*dt*pot)
for ii in range(0,len(x)-1):
Q[ii][ii] = -(B[ii])
P[ii][ii] = (B[ii])
Q[ii][ii+1] = (2-A)
P[ii][ii+1] = A
if ii >= 1:
Q[ii][ii-1] = -A
P[ii][ii-1] = A
plt.plot(wave[:,0])
for ii in range(0,len(t)-1):
one = np.matmul(P,wave[:,ii])
wave[:,ii+1] = np.matmul(la.inv(Q),one)
I can't seem to find any mathematical errors in my implementation of the crank nicolson method; however, whenever I try to run this it gives an error saying that Q is singular (has no inverse). I'm not sure why this is occurring. Any help is appreciated. Thanks

You never assign to Q[-1]. Zero rows have been known to produce singular matrices in some cases.
Also, don’t repeatedly invert the matrix. Probably don’t invert it at all, but rather store some decomposition of it to allow efficient calculation of Q-1x.

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?