Simple MATLAB/Octave simulation - math

This should be a very simple question for anyone who has some experience in this area, but I'm still new to this.
I have the following system (or here is an image with better resolution):
alt text http://img199.imageshack.us/img199/2140/equation1.png
Given the following input:
u = min(2 - t/7.5, 2*(mod(t, 2) < 1));
I need to plot the output of system y.
I am describing the system with the following function:
function xprime = func(t, x)
u = min(2 - t/7.5, 2*(mod(t, 2) < 1));
xprime = [
x(2);
x(3);
0.45*u - 4*x(3)^2 - x(2)*x(1) - 4*x(2) - 2*x(1);
x(5);
sin(t) - 3*x(5)*x(1);
];
and simulating with ode23, like this:
[tout, xout] = ode23(#func, [0 15], [1.5; 3; -0.5; 0; -1])
After the simulation, xout will have five columns. My question is: how do I know which one is the output of the y system?
EDIT: Ok, so to put it simple, I'd like to plot the solution like this:
a = 1 % what goes here? 1, 2, 3, 4 or 5?
plot(tout, xout(:,a))

The one that corresponds to y, which appears to be x(1), of course.
If you compare your code to the equations, you can see that x(1) appears in the code every place that y appears in the equations. That would be my best guess.

[T,Y,TE,YE,IE] = ode23(odefun,tspan,y0,options)
The following table lists the output arguments for the solvers.
T Column vector of time points.
Y Solution array. Each row in Y corresponds to the solution at a time returned in the corresponding row of T.
TE The time at which an event occurs.
YE The solution at the time of the event.
IE The index i of the event function that vanishes.
Isten fizesse!

Related

R outer function not inserting elements as arguments

I am working on a script that should estimate the probability of having at least 2 out of n people having a same birthday within k days from eachother. To estimate this I have the following function:
birthdayRangeCheck.prob = function(nPeople, seperation, nSimulations) {
count = 0
for (i in 1:nSimulations) {
count = count + birthdayRangeCheck(nPeople, seperation)
}
return(count / nSimulations)
}
Now just entering simple values for nPeople, seperation, nSimulations gives me a normal number.
e.g.
birthdayRangeCheck.prob(10,4,100)
-> 0.75
However when I want to plot the probability as a function of nPeople, and seperation I stumble upon the following problem:
x = 1:999
y = 0:998
z = outer(X = x, Y = y, FUN = birthdayRangeCheck.prob, nSimulations = 100)
numerical expression has 576 elements: only the first used... (a lot of times)
So it seems like outer is not entering single elements of x and y, but rather the vectors themselfs, which is the opposite of what outer should do right?
Am I overlooking something? Because I can't figure out what is causing this error. (replacing FUN with e.g. sin(x+y) works like a charm so I did pin it down to the function itself. But since the function works just fine with numeric arguments I don't see why R doesn't understand to just enter elements of x and y as arguments.)
Any help would be greatly appreciated. Thanks ;)

How to find the intecept x and y coordinates from 4 data points in Excel?

I have two points which form one line: (1,4) and (3,6), and another two which form another line: (2,1) and (4,2). These lines are continuous and I can find their intersection points by finding the equation for each line, and then equating them to find the x value at the intersection point, and then the y value.
i.e. for the first line, the equation is y = x + 3, and the second is y = 0.5x. At the intersection the y values are the same so x + 3 = 0.5x. So x = -6. Subbing this back into either of the equations gives a y value of -3.
From those steps, I now know that the intersection point is (-6,-3). The problem is I need to do the same steps in Excel, preferably as one formula. Can anyone give me some advice on how I would start this?
Its long but here it is:
Define x1,y1 and x2,y2 for the 1st line and x3,y3 and x4,y4 for the second.
x = (x2y1-x1y2)(x4-x3)-(x4y3-x3y4)(x2-x1) / [ (x2-x1)(y4-y3) - (x4-x3)(y2-y1) ]
y = (x2y1-x1y2)(y4-y3)-(x4y3-x3y4)(y2-y1) / [ (x2-x1)(y4-y3) - (x4-x3)(y2-y1) ]
Note that the denominators are the same. They will be ZERO! when the system has no solution. So you may want to check that in another cell and conditionally compute the answer.
Essentially, this formula is derived by solving a system of equations for x and y by hand using generic points (x1,y1), (x2,y2), (x3,y3), and (x4,y4). Easier yet, is solving the system by hand using well developed linear algebra concepts.
Wikipedia outlines this procedure well: Line-line intersection.
Also, this website describes all the different formulas and lets you put in whatever data you have in any mixed format and provides many details of the solutions: Everything about 2 lines.
Here's a matrix based solution:
x - y = -3
0.5*x - y = 0
Written as a matrix equation (I apologize for the poor typesetting):
| 1.0 -1.0 |{ x } { -3 }
| 0.5 -1.0 |{ y } = { 0 }
You can invert this matrix or use LU decomposition to solve it to get the answer. That method will work for any number of cases where you have one equation for each unknown.
This is easy to do by hand:
Subtract the second equation from the first: 0.5*x = -3
Divide both sides by 0.5: x = -6
Substitute this result into the other equation: y = 0.5*x = -3

Scipy - data interpolation from one irregular grid to another irregular spaced grid

I am struggling with the interpolation between two grids, and I couldn't find an appropriate solution for my problem.
I have 2 different 2D grids, of which the node points are defined by their X and Y coordinates. The grid itself is not rectangular, but forms more or less a parallelogram (so the X-coordinate for (i,j) is not the same as (i,j+1), and the Y coordinate of (i,j) is different from the Y coordinate of (i+1,j).
Both grids have a 37*5 shape and they overlap almost entirely.
For the first grid I have for each point the X-coordinate, the Y-coordinate and a pressure value. Now I would like to interpolate this pressure distribution of the first grid on the second grid (of which also X and Y are known for each point.
I tried different interpolation methods, but my end result was never correct due to the irregular distribution of my grid points.
Functions as interp2d or griddata require as input a 1D array, but if I do this, the interpolated solution is wrong (even if I interpolate the pressure values from the original grid again on the original grid, the new pressure values are miles away from the original values.
For 1D interpolation on different irregular grids I use:
def interpolate(X, Y, xNew):
if xNew<X[0]:
print 'Interp Warning :', xNew,'is under the interval [',X[0],',',X[-1],']'
yNew = Y[0]
elif xNew>X[-1]:
print 'Interp Warning :', xNew,'is above the interval [',X[0],',',X[-1],']'
yNew = Y[-1]
elif xNew == X[-1] : yNew = Y[-1]
else:
ind = numpy.argmax(numpy.bitwise_and(X[:-1]<=xNew,X[1:]>xNew))
yNew = Y[ind] + ((xNew-X[ind])/(X[ind+1]-X[ind]))*(Y[ind+1]-Y[ind])
return yNew
but for 2D I thought griddata would be easier to use. Does anyone have experience with an interpolation where my input is a 2D array for the mesh and for the data?
Have another look at interp2d. http://docs.scipy.org/scipy/docs/scipy.interpolate.interpolate.interp2d/#scipy-interpolate-interp2d
Note the second example in the 'x,y' section under 'Parameters'. 'x' and 'y' are 1-D in a loose sense but they can be flattened arrays.
Should be something like this:
f = scipy.interpolate.interp2d([0.25, 0.5, 0.27, 0.58], [0.4, 0.8, 0.42,0.83], [3, 4, 5, 6])
znew = f(.25,.4)
print znew
[ 3.]
znew = f(.26,.41) # midway between (0.25,0.4,3) and (0.27,0.42,5)
print znew
[ 4.01945345] # Should be 4 - close enough?
I would have thought you could pass flattened 'xnew' and 'ynew' arrays to 'f()' but I couldn't get that to work. The 'f()' function would accept the row, column syntax though, which isn't useful to you. Because of this limitation with 'f()' you will have to evaluate 'znew' as part of a loop - might should look at nditer for that. Make sure also that it does what you want when '(xnew,ynew)' is outside of the '(x,y)' domain.

Remove redundant points for line plot

I am trying to plot large amounts of points using some library. The points are ordered by time and their values can be considered unpredictable.
My problem at the moment is that the sheer number of points makes the library take too long to render. Many of the points are redundant (that is - they are "on" the same line as defined by a function y = ax + b). Is there a way to detect and remove redundant points in order to speed rendering ?
Thank you for your time.
The following is a variation on the Ramer-Douglas-Peucker algorithm for 1.5d graphs:
Compute the line equation between first and last point
Check all other points to find what is the most distant from the line
If the worst point is below the tolerance you want then output a single segment
Otherwise call recursively considering two sub-arrays, using the worst point as splitter
In python this could be
def simplify(pts, eps):
if len(pts) < 3:
return pts
x0, y0 = pts[0]
x1, y1 = pts[-1]
m = float(y1 - y0) / float(x1 - x0)
q = y0 - m*x0
worst_err = -1
worst_index = -1
for i in xrange(1, len(pts) - 1):
x, y = pts[i]
err = abs(m*x + q - y)
if err > worst_err:
worst_err = err
worst_index = i
if worst_err < eps:
return [(x0, y0), (x1, y1)]
else:
first = simplify(pts[:worst_index+1], eps)
second = simplify(pts[worst_index:], eps)
return first + second[1:]
print simplify([(0,0), (10,10), (20,20), (30,30), (50,0)], 0.1)
The output is [(0, 0), (30, 30), (50, 0)].
About python syntax for arrays that may be non obvious:
x[a:b] is the part of array from index a up to index b (excluded)
x[n:] is the array made using elements of x from index n to the end
x[:n] is the array made using first n elements of x
a+b when a and b are arrays means concatenation
x[-1] is the last element of an array
An example of the results of running this implementation on a graph with 100,000 points with increasing values of eps can be seen here.
I came across this question after I had this very idea. Skip redundant points on plots. I believe I came up with a far better and simpler solution and I'm happy to share as my first proposed solution on SO. I've coded it and it works well for me. It also takes into account the screen scale. There may be 100 points in value between those plot points, but if the user has a chart sized small, they won't see them.
So, iterating through your data/plot loop, before you draw/add your next data point, look at the next value ahead and calculate the change in screen scale (or value, but I think screen scale for the above-mentioned reason is better). Now do the same for the next value ahead (getting these values is just a matter of peeking ahead in your array/collection/list/etc adding the for next step increment (probably 1/2) to the current for value whilst in the loop). If the 2 values are the same (or perhaps very minor change, per your own preference), you can skip this one point in your chart by simply adding 'continue' in the loop, skipping adding the data point as the point lies exactly on the slope between the point before and after it.
Using this method, I reduce a chart from 963 points to 427 for example, with absolutely zero visual change.
I think you might need to perhaps read this a couple of times to understand, but it's far simpler than the other best solution mentioned here, much lighter weight, and has zero visual effect on your plot.
I would probably apply a "least squares" algorithm to obtain a line of best fit. You can then go through your points and downfilter consecutive points that lie close to the line. You only need to plot the outliers, and the points that take the curve back to the line of best fit.
Edit: You may not need to employ "least squares"; if your input is expected to hover around "y=ax+b" as you say, then that's already your line of best fit and you can just use that. :)

Minimizing a function containing an integral

Does anyone know how to minimize a function containing an integral in MATLAB? The function looks like this:
L = Int(t=0,t=T)[(AR-x)dt], A is a system parameter and R and x are related through:
dR/dt = axRY - bR, where a and b are constants.
dY/dt = -xRY
I read somewhere that I can use fminbnd and quad in combination but I am not able to make it work. Any suggestions?
Perhaps you could give more details of your integral, e.g. where is the missing bracket in [AR-x)dt]? Is there any dependence of x on t, or can we integrate dR/dt = axR - bR to give R=C*exp((a*x-b)*t)? In any case, to answer your question on fminbnd and quad, you could set A,C,T,a,b,xmin and xmax (the last two are the range you want to look for the min over) and use:
[x fval] = fminbnd(#(x) quad(#(t)A*C*exp((a*x-b)*t)-x,0,T),xmin,xmax)
This finds x that minimizes the integral.
If i didn't get it wrong you are trying to minimize respect to t:
\int_0^t{(AR-x) dt}
well then you just need to find the zeros of:
AR-x
This is just math, not matlab ;)
Here's some manipulation of your equations that might help.
Combining the second and third equations you gave gives
dR/dt = -a*(dY/dt)-bR
Now if we solve for R on the righthand side and plug it into the first equation you gave we get
L = Int(t=0,t=T)[(-A/b*(dR/dt + a*dY/dt) - x)dt]
Now we can integrate the first term to get:
L = -A/b*[R(T) - R(0) + Y(T) - Y(0)] - Int(t=0,t=T)[(x)dt]
So now all that matters with regards to R and Y are the endpoints. In fact, you may as well define a new function, Z which equals Y + R. Then you get
L = -A/b*[Z(T) - Z(0)] - Int(t=0,t=T)[(x)dt]
This next part I'm not as confident in. The integral of x with respect to t will give some function which is evaluated at t = 0 and t = T. This function we will call X to give:
L = -A/b*[Z(T) - Z(0)] - X(T) + X(0)
This equation holds true for all T, so we can set T to t if we want to.
L = -A/b*[Z(t) - Z(0)] - X(t) + X(0)
Also, we can group a lot of the constants together and call them C to give
X(t) = -A/b*Z(t) + C
where
C = A/b*Z(0) + X(0) - L
So I'm not sure what else to do with this, but I've shown that the integral of x(t) is linearly related to Z(t) = R(t) + Y(t). It seems to me that there are many equations that solve this. Anyone else see where to go from here? Any problems with my math?

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