trapezodial integral matlab - math

I want to use instead of matlab integration command, a basic self created one. Do you have any Idea how to fix the error? If I use Matlab quad command, my algorithm works good but when I try to use my self created integral function,not suprisingly for sure, it does not work:(
M-File:
function y = trapapa(low, up, ints, fun)
y = 0;
step = (up - low) / ints;
for j = low : step : up
y = y + feval(fun,j);
end
y = (y - (feval(fun, low) + feval(fun, up))/2) * step;
Mean algorithm:
clear;
x0=linspace(0,4,3);
y=linspace(0,2,3);
for i=1:length(x0)
for j=1:length(y)
x(i,j)=y(j)+x0(i);
alpha=#(rho)((5-2*x(i,j)).*exp(y(j)-rho))./2;
%int(i,j)=quad(alpha,0,y(j))
int(i,j)=trapapa(alpha,0,y(j),10)
end
end

You are not following your function definition in the script. The fun parameter (variable alpha) is supposed to be the last one.
Try int(i,j)=trapapa(0,y(j),10,alpha)

Related

Complex PDE (Ginzburg Landau) in Julia with Pseudo-Spectral method

I want to teach myself about solving PDEs with Julia and I am trying to solve the complex Ginzburg Landau equation (CGLE) with a pseudospectral method in Julia now. However, I struggle with it and I am a bit of ideas what to try.
The CGLE reads:
With Fourier transform and its inverse , I can transform into the spectral form:
This is for example also given in this old script I found (https://www.uni-muenster.de/Physik.TP/archive/fileadmin/lehre/NumMethoden/SoSe2009/Skript/script.pdf) From the same source I know, that alpha=1, beta=2 and initial conditions with small noise of order 0.01 around 0 should result in plane waves as solutions. Thats what I want to test first.
Following the very nice tutorial from Chris Rackauckas (https://youtu.be/okGybBmihOE), I tried to use ApproxFun and DifferentialEquations in the following way to solve this problem:
EDIT: I corrected two mistakes from the original post, a missing dot and minus sign, but the code is still not giving the correct results
EDIT2: Figured out that I computed the wavenumber k completely wrong
using ApproxFun
using DifferentialEquations
F = Fourier()
n = 512
L = 100
T = ApproxFun.plan_transform(F, n)
Ti = ApproxFun.plan_itransform(F, n)
x = collect(range(-L/2,stop=L/2, length=n))
k = points(F, n)
alpha = 1im
beta = 2im
u0 = 0.01*(rand(ComplexF64, n) .- 0.5)
Fu0 = T*u0
function cgle!(du, u, p, t)
a, b, k, T, Ti = p
invu = Ti*u
du .= (1.0 .- k.^2*(1.0 .+a)).*u .- T*( (1.0 .+b) .* (abs.(invu)).^2 .* invu)
end
pars = alpha, beta, k, T, Ti
prob = ODEProblem(cgle!, Fu0, (0.,50.), pars)
u = solve(prob, Rodas5(autodiff=false))
# plotting on a equidistant time stepping
t = collect(range(0, stop=50, length=1000))
sol = zeros(eltype(u),(n, length(t)))
for it in eachindex(t)
sol[:,it] = Ti*u(t[it])
end
IM = PyPlot.imshow(real.(sol))
cb = PyPlot.colorbar(IM, orientation="horizontal")
gcf()
(edited) I tried different solvers, as also recommended in the video, some apparently wont work for complex numbers, some do, but when I run this code it does not give the expected results. The solution remain very small in value and it wont result in the plane waves that actually should be the result. I also tested other intial conditions that should result in chaos, but those result in the same very small solutions as well. I also alternativly used an explicit Laplace Operator with ApproxFun, but the results are the same. My problem here, is that I am neither really an expert with PDE mathemitacaly, nor with their numerical treatment, so far I mainly worked with ODEs.
EDIT2 This now seems to work more or less. I am still wondering about some things though
How can I compute this on a specified domain like , I am seriously confused about how this works with ApproxFun, as far as I can see the wavenumbers k should be (2pi/L)*[-N/2+1 ; N/2 -1], but I am not so sure about how to do this with ApproxFun
https://codeinthehole.com/tutorial/coherent.html shows the different dynamic regimes / phase portrait of the equation. While I can reproduce some of them, some don't seem to work, like the Spatio-temporal intermittency
EDIT 3: I solved these issues by using FFTW directly instead of ApproxFun. In case somebody knows how to this with ApproxFun, I would still be interessted though. Below follows the code with FFTW (it is also a bit more optimized for performance)
begin
using FFTW
using DifferentialEquations
using PyPlot
end
begin
n = 512
L = 200
n2 = Int(n/2)
alpha = 2im
beta = 1im
x = range(-L/2,stop=L/2,length=n)
u0 = 0.01*(rand(ComplexF64, n) .- 0.5)
k = [0:n/2-1; 0; -n/2+1:-1] .*(2*pi/L);
k2 = k.*k
k2[n2 + 1] = (n2*(2*pi/L))^2
T = plan_fft(u0)
Ti = plan_ifft(T*u0)
LinOp = (1.0 .- k2.*(1.0 .+alpha))
Fu0 = T*u0
end
function cgle!(du, u, p, t)
LinOp, b, T, Ti = p
invu = Ti*u
du .= LinOp.*u .- T*( (1.0 .+b) .* (abs.(invu)).^2 .* invu)
end
pars = LinOp, beta, T, Ti
prob = ODEProblem(cgle!, Fu0, (0.,100.), pars)
#time u = solve(prob)
t = collect(range(0, stop=50, length=1000))
sol = zeros(eltype(u),(n, length(t)))
for it in eachindex(t)
sol[:,it] = Ti*u(t[it])
end
IM = PyPlot.imshow(abs.(sol))
cb = PyPlot.colorbar(IM, orientation="horizontal")
gcf()
EDIT 4: Rodas turned out to be a extremly slow solver for this case, just using the default works out nicely for me.
Any help is appreciated.
du = (1. .- k.^2*(1. .+(im*a))).*u + T*( (1. .+(im*b)) .* abs.(invu).^2 .* invu)
Notice that is replacing the pointer to du, not updating it. Use something like .= instead:
du .= (1. .- k.^2*(1. .+(im*a))).*u + T*( (1. .+(im*b)) .* abs.(invu).^2 .* invu)
Otherwise your derivative is just 0.

How to use NLopt in Julia with equality_constraint

I'm struggling to amend the Julia-specific tutorial on NLopt to meet my needs and would be grateful if someone could explain what I'm doing wrong or failing to understand.
I wish to:
Minimise the value of some objective function myfunc(x); where
x must lie in the unit hypercube (just 2 dimensions in the example below); and
the sum of the elements of x must be one.
Below I make myfunc very simple - the square of the distance from x to [2.0, 0.0] so that the obvious correct solution to the problem is x = [1.0,0.0] for which myfunc(x) = 1.0. I have also added println statements so that I can see what the solver is doing.
testNLopt = function()
origin = [2.0,0.0]
n = length(origin)
#Returns square of the distance between x and "origin", and amends grad in-place
myfunc = function(x::Vector{Float64}, grad::Vector{Float64})
if length(grad) > 0
grad = 2 .* (x .- origin)
end
xOut = sum((x .- origin).^2)
println("myfunc: x = $x; myfunc(x) = $xOut; ∂myfunc/∂x = $grad")
return(xOut)
end
#Constrain the sums of the x's to be 1...
sumconstraint =function(x::Vector{Float64}, grad::Vector{Float64})
if length(grad) > 0
grad = ones(length(x))
end
xOut = sum(x) - 1
println("sumconstraint: x = $x; constraint = $xOut; ∂constraint/∂x = $grad")
return(xOut)
end
opt = Opt(:LD_SLSQP,n)
lower_bounds!(opt, zeros(n))
upper_bounds!(opt,ones(n))
equality_constraint!(opt,sumconstraint,0)
#xtol_rel!(opt,1e-4)
xtol_abs!(opt,1e-8)
min_objective!(opt, myfunc)
maxeval!(opt,20)#to ensure code always terminates, remove this line when code working correctly?
optimize(opt,ones(n)./n)
end
I have read this similar question and documentation here and here, but still can't figure out what's wrong. Worryingly, each time I run testNLopt I see different behaviour, as in this screenshot including occasions when the solver uselessly evaluates myfunc([NaN,NaN]) many times.
You aren't actually writing to the grad parameters in-place, as you write in the comments;
grad = 2 .* (x .- origin)
just overrides the local variable, not the array contents -- and I guess that's why you see these df/dx = [NaN, NaN] everywhere. The simplest way to fix that would be with broadcasting assignment (note the dot):
grad .= 2 .* (x .- origin)
and so on. You can read about that behaviour here and here.

Scilab round-off error

I cannot solve a problem in Scilab because it get stucked because of round-off errors. I get the message
!--error 9999
Error: Round-off error detected, the requested tolerance (or default) cannot be achieved. Try using bigger tolerances.
at line 2 of function scalpol called by :
at line 7 of function gram_schmidt_pol called by :
gram_schmidt_pol(a,-1/2,-1/2)
It's a Gram Schmidt process with the integral of the product of two functions and a weight as the scalar product, between -1 and 1.
gram_schmidt_pol is the process specially designed for polynome, and scalpol is the scalar product described for polynome.
The a and b are parameters for the weigth, which is (1+x)^a*(1-x)^b
The entry is a matrix representing a set of vectors, it works well with the matrix [[1;2;3],[4;5;6],[7;8;9]], but it fails with the above message error on matrix eye(2,2), in addition to this, I need to do it on eye(9,9) !
I have looked for a "tolerance setting" in the menus, there is some in General->Preferences->Xcos->Simulation but I believe this is not for what I wan't, I have tried low settings (high tolerance) in it and it hasn't change anything.
So how can I solve this rounf-off problem ?
Feel free to tell me my message lacks of clearness.
Thank you.
Edit: Code of the functions :
// function that evaluate a polynomial (vector of coefficients) in x
function [y] = pol(p, x)
y = 0
for i=1:length(p)
y = y + p(i)*x^(i-1)
end
endfunction
// weight function evaluated in x, parametrized by a and b
// (poids = weight in french)
function [y] = poids(x, a, b)
y = (1-x)^a*(1+x)^b
endfunction
// scalpol compute scalar product between polynomial p1 and p2
// using integrate, the weight and the pol functions.
function [s] = scalpol(p1, p2, a, b)
s = integrate('poids(x,a, b)*pol(p1,x)*pol(p2,x)', 'x', -1, 1)
endfunction
// norm associated to scalpol
function [y] = normscalpol(f, a, b)
y = sqrt(scalpol(f, f, a, b))
endfunction
// finally the gram schmidt process on a family of polynome
// represented by a matrix
function [o] = gram_schmidt_pol(m, a, b)
[n,p] = size(m)
o(1:n) = m(1:n,1)/(normscalpol(m(1:n,1), a, b))
for k = 2:p
s =0
for i = 1:(k-1)
s = s + (scalpol(o(1:n,i), m(1:n,k), a, b) / scalpol(o(1:n,i),o(1:n,i), a, b) .* o(1:n,i))
end
o(1:n,k) = m(1:n,k) - s
o(1:n,k) = o(1:n,k) ./ normscalpol(o(1:n,k), a, b)
end
endfunction
By default, Scilab's integrate routine tries to achieve absolute error at most 1e-8 and relative error at most 1e-14. This is reasonable, but its treatment of relative error does not take into account the issues that occur when the exact value is zero. (See How to calculate relative error when true value is zero?). For this reason, even the simple
integrate('x', 'x', -1, 1)
throws an error (in Scilab 5.5.1).
And this is what happens in the process of running your program: some integrals are zero. There are two solutions:
(A) Give up on the relative error bound, by specifying it as 1:
integrate('...', 'x', -1, 1, 1e-8, 1)
(B) Add some constant to the function being integrated, then subtract from the result:
integrate('100 + ... ', 'x', -1, 1) - 200
(The latter should work in most cases, though if the integral happens to be exactly -200, you'll have the same problem again)
The above works for gram_schmidt_pol(eye(2,2), -1/2, -1/2) but for larger, say, gram_schmidt_pol(eye(9,9), -1/2, -1/2), it throws the error "The integral is probably divergent, or slowly convergent".
It appears that the adaptive integration routine can't handle the functions of the kind you have. A fallback is to use the simple inttrap instead, which just applies the trapezoidal rule. Since at x=-1 and 1 the function poids is undefined, the endpoints have to be excluded.
function [s] = scalpol(p1, p2, a, b)
t = -0.9995:0.001:0.9995
y = poids(t,a, b).*pol(p1,t).*pol(p2,t)
s = inttrap(t,y)
endfunction
In order for this to work, other related functions must be vectorized (* and ^ changed to .* and .^ where necessary):
function [y] = pol(p, x)
y = 0
for i=1:length(p)
y = y + p(i)*x.^(i-1)
end
endfunction
function [y] = poids(x, a, b)
y = (1-x).^a.*(1+x).^b
endfunction
The result is guaranteed to work, though the precision may be a bit lower: you are going to get some numbers like 3D-16 which are actually zeros.

Why do i get this error - MATLAB

I have the image and the vector
a = imread('Lena.tiff');
v = [0,2,5,8,10,12,15,20,25];
and this M-file
function y = Funks(I, gama, c)
[m n] = size(I);
for i=1:m
for j=1:n
J(i, j) = (I(i, j) ^ gama) * c;
end
end
y = J;
imshow(y);
when I'm trying to do this:
f = Funks(a,v,2)
I am getting this error:
??? Error using ==> mpower
Integers can only be combined with integers of the same class, or scalar doubles.
Error in ==> Funks at 5
J(i, j) = (I(i, j) ^ gama) * c;
Can anybody help me, with this please?
The error is caused because you're trying to raise a number to a vector power. Translated (i.e. replacing formal arguments with actual arguments in the function call), it would be something like:
J(i, j) = (a(i, j) ^ [0,2,5,8,10,12,15,20,25]) * 2
Element-wise power .^ won't work either, because you'll try to "stuck" a vector into a scalar container.
Later edit: If you want to apply each gamma to your image, maybe this loop is more intuitive (though not the most efficient):
a = imread('Lena.tiff'); % Pics or GTFO
v = [0,2,5,8,10,12,15,20,25]; % Gamma (ar)ray -- this will burn any picture
f = cell(1, numel(v)); % Prepare container for your results
for k=1:numel(v)
f{k} = Funks(a, v(k), 2); % Save result from your function
end;
% (Afterwards you use cell array f for further processing)
Or you may take a look at the other (more efficient if maybe not clearer) solutions posted here.
Later(er?) edit: If your tiff file is CYMK, then the result of imread is a MxNx4 color matrix, which must be handled differently than usual (because it 3-dimensional).
There are two ways I would follow:
1) arrayfun
results = arrayfun(#(i) I(:).^gama(i)*c,1:numel(gama),'UniformOutput',false);
J = cellfun(#(x) reshape(x,size(I)),results,'UniformOutput',false);
2) bsxfun
results = bsxfun(#power,I(:),gama)*c;
results = num2cell(results,1);
J = cellfun(#(x) reshape(x,size(I)),results,'UniformOutput',false);
What you're trying to do makes no sense mathematically. You're trying to assign a vector to a number. Your problem is not the MATLAB programming, it's in the definition of what you're trying to do.
If you're trying to produce several images J, each of which corresponds to a certain gamma applied to the image, you should do it as follows:
function J = Funks(I, gama, c)
[m n] = size(I);
% get the number of images to produce
k = length(gama);
% Pre-allocate the output
J = zeros(m,n,k);
for i=1:m
for j=1:n
J(i, j, :) = (I(i, j) .^ gama) * c;
end
end
In the end you will get images J(:,:,1), J(:,:,2), etc.
If this is not what you want to do, then figure out your equations first.

??? Error using ==> plot - conversion to double from sym is not possible

I'm having some problems with my code. Here it is:
lambdaz = 1.2;
n = 24;
mu = 0.00055e9;
lambda = sym('lambda','clear');
W = (((2.*mu)./n.^2)).*((lambda.^n)+(lambdaz.^n)+((lambda.^-n).*(lambdaz.^-n))-3);
dW_dlambda = diff(W, lambda);
W2=(((2.*mu)./n.^2).*(lambda.^n))+(((2.*mu)./n.^2).*(lambdaz.^n))+(((2.*mu)./n.^2).*((lambda.^-n).*(lambdaz.^-n)))-(3.*((2.*mu)./n.^2))
dW2_dlambda=diff(W2,lambda)
x=((((lambda.^2).*(lambdaz))-1).^-1).*(dW_dlambda);
x2=((((lambda.^2).*(lambdaz))-1).^-1).*(dW2_dlambda)
P2 = int(x2,lambda)
P=int(x,lambda);
P=(0:1000:26700)
plot(lambda,P)
When I try to plot lambda against P I get the "conversion to double from sym is not possible" error message. I'm not particularly fantastic at Matlab so any help would be gratefully received!
The plot function only works for numeric inputs. Both lambda and P are symbolic expressions (at least before overwrote P by setting it equal to a vector after the integration) that cannot be directly converted to to floating point. You get the same error if try to something like double(sym('exp(x)')). You have two options. The first is the ezplot function in the Symbolic Toolbox:
...
P = int(x,lambda);
ezplot(P,[-5 5]); % Plot's P from lambda = -5 to lambda = 5
Or you can use the subs function:
...
P = int(x,lambda);
lambda = -5:0.01:5;
plot(lambda,real(subs(P,'lambda',lambda)))
axis([lambda(1) lambda(end) -1e15 1e15])
I used real to suppress a warning for negative values of lambda.

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