Parallellizing Intial-boundary value problem (Finite difference) - python-3.x

I am running a simulation to solve the advection diffusion equation. I wish to parallelize the part of the code where I calculate the partial derivatives so as to speed up my computation. Here is what I am doing:
p1 = np.zeros((len(r), len(th)-1 )) #The solution of the matrix
def func(i):
pti = np.zeros(len(th)-1)
for j in range (len(pti)):
abc = f(p1) #Some function calculating the derivatives at each point
pti[j] = p1[i][j] + dt*( abc ) #dt is some small float number
return pti
#Setting the initial condition of the p1 matrix
for i in range(len(p1[:,0])):
for j in range(len(p1[0])):
p1[i][j] = 0.01
#Final loop calculating the integral by finite difference scheme
p = Pool(args.cores)
for k in range (0,args.iterations): #This is integration in time
p1=p.map(func,range(len(r)))
print (p1)
The problem that I am facing here is that my p1 matrix is not updating after each iteration in k. In the end when I print p1 I get the same matrix that I initialized.
Also, the linear version of this code is working (but it takes too long).

Okay I solved this myself. Apparently putting the line
p = Pool(args.cores)
inside the loop
for k in range (0,args.iterations):
does the trick.

Related

How to understand this efficient implementation of PageRank calculation

For reference, I'm using this page. I understand the original pagerank equation
but I'm failing to understand why the sparse-matrix implementation is correct. Below is their code reproduced:
def compute_PageRank(G, beta=0.85, epsilon=10**-4):
'''
Efficient computation of the PageRank values using a sparse adjacency
matrix and the iterative power method.
Parameters
----------
G : boolean adjacency matrix. np.bool8
If the element j,i is True, means that there is a link from i to j.
beta: 1-teleportation probability.
epsilon: stop condition. Minimum allowed amount of change in the PageRanks
between iterations.
Returns
-------
output : tuple
PageRank array normalized top one.
Number of iterations.
'''
#Test adjacency matrix is OK
n,_ = G.shape
assert(G.shape==(n,n))
#Constants Speed-UP
deg_out_beta = G.sum(axis=0).T/beta #vector
#Initialize
ranks = np.ones((n,1))/n #vector
time = 0
flag = True
while flag:
time +=1
with np.errstate(divide='ignore'): # Ignore division by 0 on ranks/deg_out_beta
new_ranks = G.dot((ranks/deg_out_beta)) #vector
#Leaked PageRank
new_ranks += (1-new_ranks.sum())/n
#Stop condition
if np.linalg.norm(ranks-new_ranks,ord=1)<=epsilon:
flag = False
ranks = new_ranks
return(ranks, time)
To start, I'm trying to trace the code and understand how it relates to the PageRank equation. For the line under the with statement (new_ranks = G.dot((ranks/deg_out_beta))), this looks like the first part of the equation (the beta times M) BUT it seems to be ignoring all divide by zeros. I'm confused by this because the PageRank algorithm requires us to replace zero columns with ones (except along the diagonal). I'm not sure how this is accounted for here.
The next line new_ranks += (1-new_ranks.sum())/n is what I presume to be the second part of the equation. I can understand what this does, but I can't see how this translates to the original equation. I would've thought we would do something like new_ranks += (1-beta)*ranks.sum()/n.
This happens because in the row sums
e.T * M * r = e.T * r
by the column sum construction of M. The convex combination with coefficient beta has the effect that the sum over the new r vector is again 1. Now what the algorithm does is to take the first matrix-vector product b=beta*M*r and then find a constant c so that r_new = b+c*e has row sum one. In theory this should be the same as what the formula says, but in the floating point practice this approach corrects and prevents floating point error accumulation in the sum of r.
Computing it this way also allows to ignore zero columns, as the compensation for them is automatically computed.

Is there a faster way to calculate the distance between elements in the same matrix with a Gaussian function?

Starting from an M matrix of shape 7000 x 2, I calculate the following quantity:
I do it in the following way (the variance sigma is arbitrary):
W = np.zeros((M.shape[0], M.shape[0]))
elements_sum_by_i = np.zeros((M.shape[0]))
for i in range (0,M.shape[0]):
#normalization
for k in range (0, M.shape[0]):
elements_sum_by_i[k] = math.exp(-(np.linalg.norm(M[i,:] - M[k,:])**2)/(2*sigma**2))
sum_by_i = sum(elements_sum_by_i)
#calculation
for j in range (0,M.shape[0]):
W[i,j] = (math.exp(-(np.linalg.norm(M[i,:] - M[j,:]))**2/(2*sigma**2)))/(sum_by_i)
The problem is that it is really very slow (takes about 30 minutes). Is there a faster way to do this calculation?
May be you can extract some ideas from the following comments:
1) Calculate the Log(W[i,j]) with the simplifications of the formula, the exponents disappear, the processing should be quicker.
2) Take the exponent of it: Exp(Log(W{i,j])) == W[i,j]
3) Use variables for values that are constants inside the iterations like sigma = 2*sigma**2, that you can compute at start outside of the iterations.
Important, before any change, memorize the result so that your new development can be tested on the final matrix result that you already know, I suppose, is correct.
Good luck.

Solving vector second order differential equation while indexing into an array

I'm attempting to solve the differential equation:
m(t) = M(x)x'' + C(x, x') + B x'
where x and x' are vectors with 2 entries representing the angles and angular velocity in a dynamical system. M(x) is a 2x2 matrix that is a function of the components of theta, C is a 2x1 vector that is a function of theta and theta' and B is a 2x2 matrix of constants. m(t) is a 2*1001 array containing the torques applied to each of the two joints at the 1001 time steps and I would like to calculate the evolution of the angles as a function of those 1001 time steps.
I've transformed it to standard form such that :
x'' = M(x)^-1 (m(t) - C(x, x') - B x')
Then substituting y_1 = x and y_2 = x' gives the first order linear system of equations:
y_2 = y_1'
y_2' = M(y_1)^-1 (m(t) - C(y_1, y_2) - B y_2)
(I've used theta and phi in my code for x and y)
def joint_angles(theta_array, t, torques, B):
phi_1 = np.array([theta_array[0], theta_array[1]])
phi_2 = np.array([theta_array[2], theta_array[3]])
def M_func(phi):
M = np.array([[a_1+2.*a_2*np.cos(phi[1]), a_3+a_2*np.cos(phi[1])],[a_3+a_2*np.cos(phi[1]), a_3]])
return np.linalg.inv(M)
def C_func(phi, phi_dot):
return a_2 * np.sin(phi[1]) * np.array([-phi_dot[1] * (2. * phi_dot[0] + phi_dot[1]), phi_dot[0]**2])
dphi_2dt = M_func(phi_1) # (torques[:, t] - C_func(phi_1, phi_2) - B # phi_2)
return dphi_2dt, phi_2
t = np.linspace(0,1,1001)
initial = theta_init[0], theta_init[1], dtheta_init[0], dtheta_init[1]
x = odeint(joint_angles, initial, t, args = (torque_array, B))
I get the error that I cannot index into torques using the t array, which makes perfect sense, however I am not sure how to have it use the current value of the torques at each time step.
I also tried putting odeint command in a for loop and only evaluating it at one time step at a time, using the solution of the function as the initial conditions for the next loop, however the function simply returned the initial conditions, meaning every loop was identical. This leads me to suspect I've made a mistake in my implementation of the standard form but I can't work out what it is. It would be preferable however to not have to call the odeint solver in a for loop every time, and rather do it all as one.
If helpful, my initial conditions and constant values are:
theta_init = np.array([10*np.pi/180, 143.54*np.pi/180])
dtheta_init = np.array([0, 0])
L_1 = 0.3
L_2 = 0.33
I_1 = 0.025
I_2 = 0.045
M_1 = 1.4
M_2 = 1.0
D_2 = 0.16
a_1 = I_1+I_2+M_2*(L_1**2)
a_2 = M_2*L_1*D_2
a_3 = I_2
Thanks for helping!
The solver uses an internal stepping that is problem adapted. The given time list is a list of points where the internal solution gets interpolated for output samples. The internal and external time lists are in no way related, the internal list only depends on the given tolerances.
There is no actual natural relation between array indices and sample times.
The translation of a given time into an index and construction of a sample value from the surrounding table entries is called interpolation (by a piecewise polynomial function).
Torque as a physical phenomenon is at least continuous, a piecewise linear interpolation is the easiest way to transform the given function value table into an actual continuous function. Of course one also needs the time array.
So use numpy.interp1d or the more advanced routines of scipy.interpolate to define the torque function that can be evaluated at arbitrary times as demanded by the solver and its integration method.

Karatsuba recursive code is not working correctly

I want to implement Karatsuba multiplication algorithm in python.But it is not working completely.
The code is not working for the values of x or y greater than 999.For inputs below 1000,the program is showing correct result.It is also showing correct results on base cases.
#Karatsuba method of multiplication.
f = int(input()) #Inputs
e = int(input())
def prod(x,y):
r = str(x)
t = str(y)
lx = len(r) #Calculation of Lengths
ly = len(t)
#Base Case
if(lx == 1 or ly == 1):
return x*y
#Other Case
else:
o = lx//2
p = ly//2
a = x//(10*o) #Calculation of a,b,c and d.
b = x-(a*10*o) #The Calculation is done by
c = y//(10*p) #calculating the length of x and y
d = y-(c*10*p) #and then dividing it by half.
#Then we just remove the half of the digits of the no.
return (10**o)*(10**p)*prod(a,c)+(10**o)*prod(a,d)+(10**p)*prod(b,c)+prod(b,d)
print(prod(f,e))
I think there are some bugs in the calculation of a,b,c and d.
a = x//(10**o)
b = x-(a*10**o)
c = y//(10**p)
d = y-(c*10**p)
You meant 10 to the power of, but wrote 10 multiplied with.
You should train to find those kinds of bugs yourself. There are multiple ways to do that:
Do the algorithm manually on paper for specific inputs, then step through your code and see if it matches
Reduce the code down to sub-portions and see if their expected value matches the produced value. In your case, check for every call of prod() what the expected output would be and what it produced, to find minimal input values that produce erroneous results.
Step through the code with the debugger. Before every line, think about what the result should be and then see if the line produces that result.

Euler beam, solving differential equation in python

I must solve the Euler Bernoulli differential beam equation which is:
w’’’’(x) = q(x)
and boundary conditions:
w(0) = w(l) = 0
and
w′′(0) = w′′(l) = 0
The beam is as shown on the picture below:
beam
The continious force q is 2N/mm.
I have to use shooting method and scipy.integrate.odeint() func.
I can't even manage to start as i do not understand how to write the differential equation as a system of equation
Can someone who understands solving of differential equations with boundary conditions in python please help!
Thanks :)
The shooting method
To solve the fourth order ODE BVP with scipy.integrate.odeint() using the shooting method you need to:
1.) Separate the 4th order ODE into 4 first order ODEs by substituting:
u = w
u1 = u' = w' # 1
u2 = u1' = w'' # 2
u3 = u2' = w''' # 3
u4 = u3' = w'''' = q # 4
2.) Create a function to carry out the derivation logic and connect that function to the integrate.odeint() like this:
function calc(u, x , q)
{
return [u[1], u[2], u[3] , q]
}
w = integrate.odeint(calc, [w(0), guess, w''(0), guess], xList, args=(q,))
Explanation:
We are sending the boundary value conditions to odeint() for x=0 ([w(0), w'(0) ,w''(0), w'''(0)]) which calls the function calc which returns the derivatives to be added to the current state of w. Note that we are guessing the initial boundary conditions for w'(0) and w'''(0) while entering the known w(0)=0 and w''(0)=0.
Addition of derivatives to the current state of w occurs like this:
# the current w(x) value is the previous value plus the current change of w in dx.
w(x) = w(x-dx) + dw/dx
# others are calculated the same
dw(x)/dx = dw(x-dx)/dx + d^2w(x)/dx^2
# etc.
This is why we are returning values [u[1], u[2], u[3] , q] instead of [u[0], u[1], u[2] , u[3]] from the calc function, because u[1] is the first derivative so we add it to w, etc.
3.) Now we are able to set up our shooting method. We will be sending different initial boundary values for w'(0) and w'''(0) to odeint() and then check the end result of the returned w(x) profile to determine how close w(L) and w''(L) got to 0 (the known boundary conditions).
The program for the shooting method:
# a function to return the derivatives of w
def returnDerivatives(u, x, q):
return [u[1], u[2], u[3], q]
# a shooting funtion which takes in two variables and returns a w(x) profile for x=[0,L]
def shoot(u2, u4):
# the number of x points to calculate integration -> determines the size of dx
# bigger number means more x's -> better precision -> longer execution time
xSteps = 1001
# length of the beam
L= 1.0 # 1m
xSpace = np.linspace(0, L, xSteps)
q = 0.02 # constant [N/m]
# integrate and return the profile of w(x) and it's derivatives, from x=0 to x=L
return odeint(returnDerivatives, [ 0, u2, 0, u4] , xSpace, args=(q,))
# the tolerance for our results.
tolerance = 0.01
# how many numbers to consider for u2 and u4 (the guess boundary conditions)
u2_u4_maxNumbers = 1327 # bigger number, better precision, slower program
# you can also divide into separate variables like u2_maxNum and u4_maxNum
# these are already tested numbers (the best results are somewhere in here)
u2Numbers = np.linspace(-0.1, 0.1, u2_u4_maxNumbers)
# the same as above
u4Numbers = np.linspace(-0.5, 0.5, u2_u4_maxNumbers)
# result list for extracted values of each w(x) profile => [u2Best, u4Best, w(L), w''(L)]
# which will help us determine if the w(x) profile is inside tolerance
resultList = []
# result list for each U (or w(x) profile) => [w(x), w'(x), w''(x), w'''(x)]
resultW = []
# start generating numbers for u2 and u4 and send them to odeint()
for u2 in u2Numbers:
for u4 in u4Numbers:
U = []
U = shoot(u2,u4)
# get only the last row of the profile to determine if it passes tolerance check
result = U[len(U)-1]
# only check w(L) == 0 and w''(L) == 0, as those are the known boundary cond.
if (abs(result[0]) < tolerance) and (abs(result[2]) < tolerance):
# if the result passed the tolerance check, extract some values from the
# last row of the w(x) profile which we will need later for comaprisons
resultList.append([u2, u4, result[0], result[2]])
# add the w(x) profile to the list of profiles that passed the tolerance
# Note: the order of resultList is the same as the order of resultW
resultW.append(U)
# go through the resultList (list of extracted values from last row of each w(x) profile)
for i in range(len(resultList)):
x = resultList[i]
# both boundary conditions are 0 for both w(L) and w''(L) so we will simply add
# the two absolute values to determine how much the sum differs from 0
y = abs(x[2]) + abs(x[3])
# if we've just started set the least difference to the current
if i == 0:
minNum = y # remember the smallest difference to 0
index = 0 # remember index of best profile
elif y < minNum:
# current sum of absolute values is smaller
minNum = y
index = i
# print out the integral for w(x) over the beam
sum = 0
for i in resultW[index]:
sum = sum + i[0]
print("The integral of w(x) over the beam is:")
print(sum/1001) # sum/xSteps
This outputs:
The integral of w(x) over the beam is:
0.000135085272117
To print out the best profile for w(x) that we found:
print(resultW[index])
which outputs something like:
# w(x) w'(x) w''(x) w'''(x)
[[ 0.00000000e+00 7.54147813e-04 0.00000000e+00 -9.80392157e-03]
[ 7.54144825e-07 7.54142917e-04 -9.79392157e-06 -9.78392157e-03]
[ 1.50828005e-06 7.54128237e-04 -1.95678431e-05 -9.76392157e-03]
...,
[ -4.48774290e-05 -8.14851572e-04 1.75726275e-04 1.01560784e-02]
[ -4.56921910e-05 -8.14670764e-04 1.85892353e-04 1.01760784e-02]
[ -4.65067671e-05 -8.14479780e-04 1.96078431e-04 1.01960784e-02]]
To double check the results from above we will also solve the ODE using the numerical method.
The numerical method
To solve the problem using the numerical method we first need to solve the differential equations. We will get four constants which we need to find with the help of the boundary conditions. The boundary conditions will be used to form a system of equations to help find the necessary constants.
For example:
w’’’’(x) = q(x);
means that we have this:
d^4(w(x))/dx^4 = q(x)
Since q(x) is constant after integrating we have:
d^3(w(x))/dx^3 = q(x)*x + C
After integrating again:
d^2(w(x))/dx^2 = q(x)*0.5*x^2 + C*x + D
After another integration:
dw(x)/dx = q(x)/6*x^3 + C*0.5*x^2 + D*x + E
And finally the last integration yields:
w(x) = q(x)/24*x^4 + C/6*x^3 + D*0.5*x^2 + E*x + F
Then we take a look at the boundary conditions (now we have expressions from above for w''(x) and w(x)) with which we make a system of equations to solve the constants.
w''(0) => 0 = q(x)*0.5*0^2 + C*0 + D
w''(L) => 0 = q(x)*0.5*L^2 + C*L + D
This gives us the constants:
D = 0 # from the first equation
C = - 0.01 * L # from the second (after inserting D=0)
After repeating the same for w(0)=0 and w(L)=0 we obtain:
F = 0 # from first
E = 0.01/12.0 * L^3 # from second
Now, after we have solved the equation and found all of the integration constants we can make the program for the numerical method.
The program for the numerical method
We will make a FOR loop to go through the entire beam for every dx at a time and sum up (integrate) w(x).
L = 1.0 # in meters
step = 1001.0 # how many steps to take (dx)
q = 0.02 # constant [N/m]
integralOfW = 0.0; # instead of w(0) enter the boundary condition value for w(0)
result = []
for i in range(int(L*step)):
x= i/step
w = (q/24.0*pow(x,4) - 0.02/12.0*pow(x,3) + 0.01/12*pow(L,3)*x)/step # current w fragment
# add up fragments of w for integral calculation
integralOfW += w
# add current value of w(x) to result list for plotting
result.append(w*step);
print("The integral of w(x) over the beam is:")
print(integralOfW)
which outputs:
The integral of w(x) over the beam is:
0.00016666652805511192
Now to compare the two methods
Result comparison between the shooting method and the numerical method
The integral of w(x) over the beam:
Shooting method -> 0.000135085272117
Numerical method -> 0.00016666652805511192
That's a pretty good match, now lets see check the plots:
From the plots it's even more obvious that we have a good match and that the results of the shooting method are correct.
To get even better results for the shooting method increase xSteps and u2_u4_maxNumbers to bigger numbers and you can also narrow down the u2Numbers and u4Numbers to the same set size but a smaller interval (around the best results from previous program runs). Keep in mind that setting xSteps and u2_u4_maxNumbers too high will cause your program to run for a very long time.
You need to transform the ODE into a first order system, setting u0=w one possible and usually used system is
u0'=u1,
u1'=u2,
u2'=u3,
u3'=q(x)
This can be implemented as
def ODEfunc(u,x): return [ u[1], u[2], u[3], q(x) ]
Then make a function that shoots with experimental initial conditions and returns the components of the second boundary condition
def shoot(u01, u03): return odeint(ODEfunc, [0, u01, 0, u03], [0, l])[-1,[0,2]]
Now you have a function of two variables with two components and you need to solve this 2x2 system with the usual methods. As the system is linear, the shooting function is linear as well and you only need to find the coefficients and solve the resulting linear system.

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