问题描述
已经五年了,SciPy.integrate.odeint
学会了停止吗?
edit: It's been five years, has SciPy.integrate.odeint
learned to stop yet?
下面的脚本使用Python中的Runge-Kutta RK4在闭合路径周围整合了磁力线,并在一定公差范围内恢复到原始值时停止运行.我想使用SciPy.integrate.odeint
,但是我看不到如何在路径近似关闭时告诉它停止.
The script below integrates magnetic field lines around closed paths and stops when it returns to original value within some tolerance, using Runge-Kutta RK4 in Python. I would like to use SciPy.integrate.odeint
, but I can not see how I can tell it to stop when the path is approximately closed.
当然odeint
可能比在Python中集成要快得多,我可以盲目地研究它并在结果中寻找闭包,但将来我会做更大的问题.
Of course odeint
may be much faster than integrating in Python, I could just let it go around blindly and look for closure in the results, but in the future I'll do much larger problems.
是否可以将odeint中的" OK足够接近-您可以立即停止!"方法实现?还是我应该整合一会儿,检查,整合更多,检查...
Is there a way that I can implement a "OK that's close enough - you can stop now!" method into odeint? Or should I just integrate for a while, check, integrate more, check...
此讨论似乎相关,并且似乎提示您不能从SciPy内部进行"可能是答案.
This discussion seems relevant, and seems to suggest that "you can't from within SciPy" might be the answer.
注意:我通常使用RK45(Runge-Kutta-Fehlberg),它在给定的铲斗尺寸下更准确,可以加快速度,但在这里我保持简单.它还使可变步长成为可能.
Note: I usually use RK45 (Runge-Kutta-Fehlberg) which is more accurate at a given steop size to speed it up, but I kept it simple here. It also makes variable step size possible.
更新:但有时我需要固定的步长.我发现Scipy.integrate.ode
确实提供了一种测试/停止方法ode.solout(t, y)
,但似乎没有能力在t
的固定点进行评估. odeint
允许在t
的固定点进行评估,但似乎没有测试/停止方法.
Update: But sometimes I need fixed step size. I've found that Scipy.integrate.ode
does provide a testing/stopping method ode.solout(t, y)
but doesn't seem to have the ability to evaluate at fixed points of t
. odeint
allows evaluation at fixed points of t
, but doesn't seem to have a testing/stopping method.
def rk4Bds_stops(x, h, n, F, fclose=0.1):
h_over_two, h_over_six = h/2.0, h/6.0
watching = False
distance_max = 0.0
distance_old = -1.0
i = 0
while i < n and not (watching and greater):
k1 = F( x[i] )
k2 = F( x[i] + k1*h_over_two)
k3 = F( x[i] + k2*h_over_two)
k4 = F( x[i] + k3*h )
x[i+1] = x[i] + h_over_six * (k1 + 2.*(k2 + k3) + k4)
distance = np.sqrt(((x[i+1] - x[0])**2).sum())
distance_max = max(distance, distance_max)
getting_closer = distance < distance_old
if getting_closer and distance < fclose*distance_max:
watching = True
greater = distance > distance_old
distance_old = distance
i += 1
return i
def get_BrBztanVec(rz):
Brz = np.zeros(2)
B_zero = 0.5 * i * mu0 / a
zz = rz[1] - h
alpha = rz[0] / a
beta = zz / a
gamma = zz / rz[0]
Q = ((1.0 + alpha)**2 + beta**2)
k = np.sqrt(4. * alpha / Q)
C1 = 1.0 / (pi * np.sqrt(Q))
C2 = gamma / (pi * np.sqrt(Q))
C3 = (1.0 - alpha**2 - beta**2) / (Q - 4.0*alpha)
C4 = (1.0 + alpha**2 + beta**2) / (Q - 4.0*alpha)
E, K = spe.ellipe(k**2), spe.ellipk(k**2)
Brz[0] += B_zero * C2 * (C4*E - K)
Brz[1] += B_zero * C1 * (C3*E + K)
Bmag = np.sqrt((Brz**2).sum())
return Brz/Bmag
import numpy as np
import matplotlib.pyplot as plt
import scipy.special as spe
from scipy.integrate import odeint as ODEint
pi = np.pi
mu0 = 4.0 * pi * 1.0E-07
i = 1.0 # amperes
a = 1.0 # meters
h = 0.0 # meters
ds = 0.04 # step distance (meters)
r_list, z_list, n_list = [], [], []
dr_list, dz_list = [], []
r_try = np.linspace(0.15, 0.95, 17)
x = np.zeros((1000, 2))
nsteps = 500
for rt in r_try:
x[:] = np.nan
x[0] = np.array([rt, 0.0])
n = rk4Bds_stops(x, ds, nsteps, get_BrBztanVec)
n_list.append(n)
r, z = x[:n+1].T.copy() # make a copy is necessary
dr, dz = r[1:] - r[:-1], z[1:] - z[:-1]
r_list.append(r)
z_list.append(z)
dr_list.append(dr)
dz_list.append(dz)
plt.figure(figsize=[14, 8])
fs = 20
plt.subplot(2,3,1)
for r in r_list:
plt.plot(r)
plt.title("r", fontsize=fs)
plt.subplot(2,3,2)
for z in z_list:
plt.plot(z)
plt.title("z", fontsize=fs)
plt.subplot(2,3,3)
for r, z in zip(r_list, z_list):
plt.plot(r, z)
plt.title("r, z", fontsize=fs)
plt.subplot(2,3,4)
for dr, dz in zip(dr_list, dz_list):
plt.plot(dr, dz)
plt.title("dr, dz", fontsize=fs)
plt.subplot(2, 3, 5)
plt.plot(n_list)
plt.title("n", fontsize=fs)
plt.show()
推荐答案
您需要的是事件处理". scipy.integrate.odeint
尚不能执行此操作.但是您可以使用日di(请参阅 https://pypi.python.org/pypi/python -sundials/0.5 ),可以进行事件处理.
What you need is 'event handling'. The scipy.integrate.odeint
cannot do this yet. But you could use sundials (see https://pypi.python.org/pypi/python-sundials/0.5), which can do event handling.
将速度作为优先事项的另一种选择是简单地在cython中编写rkf
.我有一个实现,应该很容易更改为在遵循某些条件后停止:
The other option, keeping speed as a priority, is to simply code up rkf
in cython. I have an implementation lying around which should be easy to change to stop after some criteria:
cythoncode.pyx
import numpy as np
cimport numpy as np
import cython
#cython: boundscheck=False
#cython: wraparound=False
cdef double a2 = 2.500000000000000e-01 # 1/4
cdef double a3 = 3.750000000000000e-01 # 3/8
cdef double a4 = 9.230769230769231e-01 # 12/13
cdef double a5 = 1.000000000000000e+00 # 1
cdef double a6 = 5.000000000000000e-01 # 1/2
cdef double b21 = 2.500000000000000e-01 # 1/4
cdef double b31 = 9.375000000000000e-02 # 3/32
cdef double b32 = 2.812500000000000e-01 # 9/32
cdef double b41 = 8.793809740555303e-01 # 1932/2197
cdef double b42 = -3.277196176604461e+00 # -7200/2197
cdef double b43 = 3.320892125625853e+00 # 7296/2197
cdef double b51 = 2.032407407407407e+00 # 439/216
cdef double b52 = -8.000000000000000e+00 # -8
cdef double b53 = 7.173489278752436e+00 # 3680/513
cdef double b54 = -2.058966861598441e-01 # -845/4104
cdef double b61 = -2.962962962962963e-01 # -8/27
cdef double b62 = 2.000000000000000e+00 # 2
cdef double b63 = -1.381676413255361e+00 # -3544/2565
cdef double b64 = 4.529727095516569e-01 # 1859/4104
cdef double b65 = -2.750000000000000e-01 # -11/40
cdef double r1 = 2.777777777777778e-03 # 1/360
cdef double r3 = -2.994152046783626e-02 # -128/4275
cdef double r4 = -2.919989367357789e-02 # -2197/75240
cdef double r5 = 2.000000000000000e-02 # 1/50
cdef double r6 = 3.636363636363636e-02 # 2/55
cdef double c1 = 1.157407407407407e-01 # 25/216
cdef double c3 = 5.489278752436647e-01 # 1408/2565
cdef double c4 = 5.353313840155945e-01 # 2197/4104
cdef double c5 = -2.000000000000000e-01 # -1/5
cdef class cyfunc:
cdef double dy[2]
cdef double* f(self, double* y):
return self.dy
def __cinit__(self):
pass
@cython.cdivision(True)
@cython.boundscheck(False)
@cython.wraparound(False)
cpdef rkf(cyfunc f, np.ndarray[double, ndim=1] times,
np.ndarray[double, ndim=1] x0,
double tol=1e-7, double dt_max=-1.0, double dt_min=1e-8):
# Initialize
cdef double t = times[0]
cdef int times_index = 1
cdef int add = 0
cdef double end_time = times[len(times) - 1]
cdef np.ndarray[double, ndim=1] res = np.empty_like(times)
res[0] = x0[1] # Only storing second variable
cdef double x[2]
x[:] = x0
cdef double k1[2]
cdef double k2[2]
cdef double k3[2]
cdef double k4[2]
cdef double k5[2]
cdef double k6[2]
cdef double r[2]
while abs(t - times[times_index]) < tol: # if t = 0 multiple times
res[times_index] = res[0]
t = times[times_index]
times_index += 1
if dt_max == -1.0:
dt_max = 5. * (times[times_index] - times[0])
cdef double dt = dt_max/10.0
cdef double tolh = tol*dt
while t < end_time:
# If possible, step to next time to save
if t + dt >= times[times_index]:
dt = times[times_index] - t;
add = 1
# Calculate Runga Kutta variables
k1 = f.f(x)
k1[0] *= dt; k1[1] *= dt;
r[0] = x[0] + b21 * k1[0]
r[1] = x[1] + b21 * k1[1]
k2 = f.f(r)
k2[0] *= dt; k2[1] *= dt;
r[0] = x[0] + b31 * k1[0] + b32 * k2[0]
r[1] = x[1] + b31 * k1[1] + b32 * k2[1]
k3 = f.f(r)
k3[0] *= dt; k3[1] *= dt;
r[0] = x[0] + b41 * k1[0] + b42 * k2[0] + b43 * k3[0]
r[1] = x[1] + b41 * k1[1] + b42 * k2[1] + b43 * k3[1]
k4 = f.f(r)
k4[0] *= dt; k4[1] *= dt;
r[0] = x[0] + b51 * k1[0] + b52 * k2[0] + b53 * k3[0] + b54 * k4[0]
r[1] = x[1] + b51 * k1[1] + b52 * k2[1] + b53 * k3[1] + b54 * k4[1]
k5 = f.f(r)
k5[0] *= dt; k5[1] *= dt;
r[0] = x[0] + b61 * k1[0] + b62 * k2[0] + b63 * k3[0] + b64 * k4[0] + b65 * k5[0]
r[1] = x[1] + b61 * k1[1] + b62 * k2[1] + b63 * k3[1] + b64 * k4[1] + b65 * k5[1]
k6 = f.f(r)
k6[0] *= dt; k6[1] *= dt;
# Find largest error
r[0] = abs(r1 * k1[0] + r3 * k3[0] + r4 * k4[0] + r5 * k5[0] + r6 * k6[0])
r[1] = abs(r1 * k1[1] + r3 * k3[1] + r4 * k4[1] + r5 * k5[1] + r6 * k6[1])
if r[1] > r[0]:
r[0] = r[1]
# If error is smaller than tolerance, take step
tolh = tol*dt
if r[0] <= tolh:
t = t + dt
x[0] = x[0] + c1 * k1[0] + c3 * k3[0] + c4 * k4[0] + c5 * k5[0]
x[1] = x[1] + c1 * k1[1] + c3 * k3[1] + c4 * k4[1] + c5 * k5[1]
# Save if at a save time index
if add:
while abs(t - times[times_index]) < tol:
res[times_index] = x[1]
t = times[times_index]
times_index += 1
add = 0
# Update time stepping
dt = dt * min(max(0.84 * ( tolh / r[0] )**0.25, 0.1), 4.0)
if dt > dt_max:
dt = dt_max
elif dt < dt_min: # Equations are too stiff
return res*0 - 100 # or something
# ADD STOPPING CONDITION HERE...
return res
cdef class F(cyfunc):
cdef double a
def __init__(self, double a):
self.a = a
cdef double* f(self, double y[2]):
self.dy[0] = self.a*y[1] - y[0]
self.dy[1] = y[0] - y[1]**2
return self.dy
代码可以由
test.py
import numpy as np
import matplotlib.pyplot as plt
import pyximport
pyximport.install(setup_args={'include_dirs': np.get_include()})
from cythoncode import rkf, F
x0 = np.array([1, 0], dtype=np.float64)
f = F(a=0.1)
t = np.linspace(0, 30, 100)
y = rkf(f, t, x0)
plt.plot(t, y)
plt.show()
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