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core.py
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core.py
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# -*- coding: utf-8 -*-
"""
Core functionality for ODESys.
Note that it is possible to use new custom ODE integrators with pyodesys by
providing a module with two functions named ``integrate_adaptive`` and
``integrate_predefined``. See the ``pyodesys.integrators`` module for examples.
"""
from __future__ import absolute_import, division, print_function
import copy
import os
import warnings
from collections import defaultdict
import numpy as np
from .plotting import plot_result, plot_phase_plane
from .results import Result
from .util import _ensure_4args, _default
class RecoverableError(Exception):
pass
class ODESys(object):
""" Object representing an ODE system.
``ODESys`` provides unified interface to:
- scipy.integarte.ode
- pygslodeiv2
- pyodeint
- pycvodes
The numerical integration can be performed either in an :meth:`adaptive`
or :meth:`predefined` mode. Where locations to report the solution is
chosen by the stepper or the user respectively. For convenience in user
code one may use :meth:`integrate` which automatically chooses between
the two based on the length of ``xout`` provided by the user.
Parameters
----------
f : callback
first derivatives of dependent variables (y) with respect to
dependent variable (x). Signature is any of:
- ``rhs(x, y[:]) -> f[:]``
- ``rhs(x, y[:], p[:]) -> f[:]``
- ``rhs(x, y[:], p[:], backend=math) -> f[:]``.
jac : callback
Jacobian matrix (dfdy). Required for implicit methods.
Signature should be either of:
- ``jac(x, y[:]) -> J``
- ``jac(x, y[:], p[:]) -J``.
If ``nnz < 0``, ``J`` should be a 2D array-like object if ``nnz < 0``
corresponding to a dense or banded jacobian (see also ``band``).
If ``nnz >= 0``, ``J`` should be an instance of ``scipy.sparse.csc_matrix``.
dfdx : callback
Signature ``dfdx(x, y[:], p[:]) -> out[:]`` (used by e.g. GSL)
jtimes : callback
Jacobian-vector product (Jv). Signature is ```jtimes(x, y[:], v[:]) -> Jv[:]```
This is supported only by ``cvode``.
first_step_cb : callback
Signature ``step1st(x, y[:], p[:]) -> dx0`` (pass first_step==0 to use).
This is available for ``cvode``, ``odeint`` & ``gsl``, but not for ``scipy``.
roots_cb : callback
Signature ``roots_cb(x, y[:], p[:]=(), backend=math) -> discr[:]``.
nroots : int
Length of return vector from ``roots_cb``.
band : tuple of 2 integers or None (default: None)
If jacobian is banded: number of sub- and super-diagonals
names : iterable of strings (default : None)
Names of variables, used for referencing dependent variables by name
and for labels in plots.
param_names : iterable of strings (default: None)
Names of the parameters, used for referencing parameters by name.
indep_name : str
Name of the independent variable
dep_by_name : bool
When ``True`` :meth:`integrate` expects a dictionary as input for y0.
par_by_name : bool
When ``True`` :meth:`integrate` expects a dictionary as input for params.
latex_names : iterable of strings (default : None)
Names of variables in LaTeX format (e.g. for labels in plots).
latex_param_names : iterable of strings (default : None)
Names of parameters in LaTeX format (e.g. for labels in plots).
latex_indep_name : str
LaTeX formatted name of independent variable.
taken_names : iterable of str
Names of dependent variables which are calculated in pre_processors
pre_processors : iterable of callables (optional)
signature: f(x1[:], y1[:], params1[:]) -> x2[:], y2[:], params2[:].
When modifying: insert at beginning.
post_processors : iterable of callables (optional)
signature: f(x2[:], y2[:, :], params2[:]) -> x1[:], y1[:, :],
params1[:]
When modifying: insert at end.
append_iv : bool
See :attr:`append_iv`.
autonomous_interface : bool (optional)
If given, sets the :attr:`autonomous_interface` to indicate whether
the system appears autonomous or not upon call to :meth:`integrate`.
autonomous_exprs : bool
Describes whether the independent variable appears in the rhs expressions.
If set to ``True`` the underlying solver is allowed to shift the
independent variable during integration.
nnz : int (default : -1)
Maximum number of non-zero entries in sparse jacobian. When
non-negative, jacobian is assumed to be dense or banded.
Attributes
----------
f_cb : callback
For evaluating the vector of derivatives.
j_cb : callback or None
For evaluating the Jacobian matrix of f.
dfdx_cb : callback or None
For evaluating the second order derivatives.
jtimes_cb : callback or None
For evaluating the jacobian-vector product.
first_step_cb : callback or None
For calculating the first step based on x0, y0 & p.
roots_cb : callback
nroots : int
nnz : int
names : tuple of strings
param_names : tuple of strings
description : str
dep_by_name : bool
par_by_name : bool
latex_names : tuple of str
latex_param_names : tuple of str
pre_processors : iterable of callbacks
post_processors : iterable of callbacks
append_iv : bool
If ``True`` params[:] passed to :attr:`f_cb`, :attr:`jac_cb` will contain
initial values of y. Note that this happens after pre processors have been
applied.
autonomous_interface : bool or None
Indicates whether the system appears autonomous upon call to
:meth:`integrate`. ``None`` indicates that it is unknown.
Examples
--------
>>> odesys = ODESys(lambda x, y, p: p[0]*x + p[1]*y[0]*y[0])
>>> yout, info = odesys.predefined([1], [0, .2, .5], [2, 1])
>>> print(info['success'])
True
Notes
-----
Banded jacobians are supported by "scipy" and "cvode" integrators.
"""
def __init__(self, f, jac=None, dfdx=None, jtimes=None, first_step_cb=None, roots_cb=None, nroots=None,
band=None, names=(), param_names=(), indep_name=None, description=None, dep_by_name=False,
par_by_name=False, latex_names=(), latex_param_names=(), latex_indep_name=None,
taken_names=None, pre_processors=None, post_processors=None, append_iv=False,
autonomous_interface=None, to_arrays_callbacks=None, autonomous_exprs=None,
_indep_autonomous_key=None, numpy=None, nnz=-1, **kwargs):
self.f_cb = _ensure_4args(f)
self.j_cb = _ensure_4args(jac) if jac is not None else None
self.jtimes_cb = _ensure_4args(jtimes) if jtimes is not None else None
self.dfdx_cb = dfdx
self.first_step_cb = first_step_cb
self.roots_cb = roots_cb
self.nroots = nroots or 0
if band is not None:
if not band[0] >= 0 or not band[1] >= 0:
raise ValueError("bands needs to be > 0 if provided")
self.band = band
self.nnz = nnz
self.names = tuple(names or ())
self.param_names = tuple(param_names or ())
self.indep_name = indep_name
self.description = description
self.dep_by_name = dep_by_name
self.par_by_name = par_by_name
self.latex_names = tuple(latex_names or ())
self.latex_param_names = tuple(latex_param_names or ())
self.latex_indep_name = latex_indep_name
self.taken_names = tuple(taken_names or ())
self.pre_processors = pre_processors or []
self.post_processors = post_processors or []
self.append_iv = append_iv
self.autonomous_exprs = autonomous_exprs
if hasattr(self, 'autonomous_interface'):
if autonomous_interface is not None and autonomous_interface != self.autonomous_interface:
raise ValueError("Got conflicting autonomous_interface infomation.")
else:
if (autonomous_interface is None and self.autonomous_exprs and
len(self.post_processors) == 0 and len(self.pre_processors) == 0):
self.autonomous_interface = True
else:
self.autonomous_interface = autonomous_interface
if self.autonomous_interface not in (True, False, None):
raise ValueError("autonomous_interface needs to be a boolean value or None.")
self._indep_autonomous_key = _indep_autonomous_key
self.to_arrays_callbacks = to_arrays_callbacks
self.numpy = numpy or np
if len(kwargs) > 0:
raise ValueError("Unknown kwargs: %s" % str(kwargs))
@staticmethod
def _array_from_dict(d, keys, numpy=np):
vals = [d[k] for k in keys]
lens = [len(v) for v in vals if hasattr(v, '__len__') and getattr(v, 'ndim', 1) > 0]
if len(lens) == 0:
return vals, True
else:
if not all(l == lens[0] for l in lens):
raise ValueError("Mixed lenghts in dictionary.")
out = numpy.empty((lens[0], len(vals)), dtype=object)
for idx, v in enumerate(vals):
if getattr(v, 'ndim', -1) == 0:
for j in range(lens[0]):
out[j, idx] = v
else:
try:
for j in range(lens[0]):
out[j, idx] = v[j]
except TypeError:
out[:, idx] = v
return out, False
def _conditional_from_dict(self, cont, by_name, names):
if isinstance(cont, dict):
if not by_name:
raise ValueError("not by name, yet a dictionary was passed.")
cont, tp = self._array_from_dict(cont, names, numpy=self.numpy)
else:
tp = False
return cont, tp
def to_arrays(self, x, y, p, callbacks=None, reshape=True):
try:
nx = len(x)
except TypeError:
_x = 0*x, x
else:
_x = (0*x[0], x[0]) if nx == 0 else x
_names = [n for n in self.names if n not in self.taken_names]
_y, tp_y = self._conditional_from_dict(y, self.dep_by_name, _names)
_p, tp_p = self._conditional_from_dict(p, self.par_by_name, self.param_names)
del _names
callbacks = callbacks or self.to_arrays_callbacks
if callbacks is not None: # e.g. dedimensionalisation
if len(callbacks) != 3:
raise ValueError("Need 3 callbacks/None values.")
_x, _y, _p = [e if cb is None else cb(e) for cb, e in zip(callbacks, [_x, _y, _p])]
_y = self.numpy.atleast_1d(_y)
if self._indep_autonomous_key:
if _y.shape[-1] == self.ny:
pass
elif _y.shape[-1] == self.ny - 1:
_y = self.numpy.concatenate((_y, _x[0]*self.numpy.ones(_y.shape[:-1] + (1,))), axis=-1)
else:
raise ValueError("y of incorrect shape")
arrs = [arr.T if tp else arr for tp, arr in
zip([False, tp_y, tp_p], map(self.numpy.atleast_1d, (_x, _y, _p)))]
if reshape:
extra_shape = None
for a in arrs:
if a.ndim == 1:
continue
elif a.ndim == 2:
if extra_shape is None:
extra_shape = a.shape[0]
else:
if extra_shape != a.shape[0]:
raise ValueError("Size mismatch!")
else:
raise NotImplementedError("Only 2 dimensions currently supported.")
if extra_shape is not None:
arrs = [a if a.ndim == 2 else self.numpy.tile(a, (extra_shape, 1)) for a in arrs]
return arrs
def pre_process(self, xout, y0, params=()):
""" Transforms input to internal values, used internally. """
for pre_processor in self.pre_processors:
xout, y0, params = pre_processor(xout, y0, params)
return [self.numpy.atleast_1d(arr) for arr in (xout, y0, params)]
def post_process(self, xout, yout, params):
""" Transforms internal values to output, used internally. """
for post_processor in self.post_processors:
xout, yout, params = post_processor(xout, yout, params)
return xout, yout, params
def adaptive(self, y0, x0, xend, params=(), **kwargs):
""" Integrate with integrator chosen output.
Parameters
----------
integrator : str
See :meth:`integrate`.
y0 : array_like
See :meth:`integrate`.
x0 : float
Initial value of the independent variable.
xend : float
Final value of the independent variable.
params : array_like
See :meth:`integrate`.
\\*\\*kwargs :
See :meth:`integrate`.
Returns
-------
Same as :meth:`integrate`
"""
return self.integrate((x0, xend), y0,
params=params, **kwargs)
def predefined(self, y0, xout, params=(), **kwargs):
""" Integrate with user chosen output.
Parameters
----------
integrator : str
See :meth:`integrate`.
y0 : array_like
See :meth:`integrate`.
xout : array_like
params : array_like
See :meth:`integrate`.
\\*\\*kwargs:
See :meth:`integrate`
Returns
-------
Length 2 tuple : (yout, info)
See :meth:`integrate`.
"""
xout, yout, info = self.integrate(xout, y0, params=params,
force_predefined=True, **kwargs)
return yout, info
def integrate(self, x, y0, params=(), atol=1e-8, rtol=1e-8, **kwargs):
""" Integrate the system of ordinary differential equations.
Solves the initial value problem (IVP).
Parameters
----------
x : array_like or pair (start and final time) or float
if float:
make it a pair: (0, x)
if pair or length-2 array:
initial and final value of the independent variable
if array_like:
values of independent variable report at
y0 : array_like
Initial values at x[0] for the dependent variables.
params : array_like (default: tuple())
Value of parameters passed to user-supplied callbacks.
integrator : str or None
Name of integrator, one of:
- 'scipy': :meth:`_integrate_scipy`
- 'gsl': :meth:`_integrate_gsl`
- 'odeint': :meth:`_integrate_odeint`
- 'cvode': :meth:`_integrate_cvode`
See respective method for more information.
If ``None``: ``os.environ.get('PYODESYS_INTEGRATOR', 'scipy')``
atol : float
Absolute tolerance
rtol : float
Relative tolerance
with_jacobian : bool or None (default)
Whether to use the jacobian. When ``None`` the choice is
done automatically (only used when required). This matters
when jacobian is derived at runtime (high computational cost).
with_jtimes : bool (default: False)
Whether to use the jacobian-vector product. This is only supported
by ``cvode`` and only when ``linear_solver`` is one of: gmres',
'gmres_classic', 'bicgstab', 'tfqmr'. See the documentation
for ``pycvodes`` for more information.
force_predefined : bool (default: False)
override behaviour of ``len(x) == 2`` => :meth:`adaptive`
\\*\\*kwargs :
Additional keyword arguments for ``_integrate_$(integrator)``.
Returns
-------
Length 3 tuple: (x, yout, info)
x : array of values of the independent variable
yout : array of the dependent variable(s) for the different
values of x.
info : dict ('nfev' is guaranteed to be a key)
"""
arrs = self.to_arrays(x, y0, params)
_x, _y, _p = _arrs = self.pre_process(*arrs)
ndims = [a.ndim for a in _arrs]
if ndims == [1, 1, 1]:
twodim = False
elif ndims == [2, 2, 2]:
twodim = True
else:
raise ValueError("Pre-processor made ndims inconsistent?")
if self.append_iv:
_p = self.numpy.concatenate((_p, _y), axis=-1)
if hasattr(self, 'ny'):
if _y.shape[-1] != self.ny:
raise ValueError("Incorrect shape of intern_y0")
if isinstance(atol, dict):
kwargs['atol'] = [atol[k] for k in self.names]
else:
kwargs['atol'] = atol
kwargs['rtol'] = rtol
integrator = kwargs.pop('integrator', None)
if integrator is None:
integrator = os.environ.get('PYODESYS_INTEGRATOR', 'scipy')
args = tuple(map(self.numpy.atleast_2d, (_x, _y, _p)))
self._current_integration_kwargs = kwargs
if isinstance(integrator, str):
nfo = getattr(self, '_integrate_' + integrator)(*args, **kwargs)
else:
kwargs['with_jacobian'] = getattr(integrator, 'with_jacobian', None)
nfo = self._integrate(integrator.integrate_adaptive,
integrator.integrate_predefined,
*args, **kwargs)
if twodim:
_xout = [d['internal_xout'] for d in nfo]
_yout = [d['internal_yout'] for d in nfo]
_params = [d['internal_params'] for d in nfo]
res = [Result(*(self.post_process(_xout[i], _yout[i], _params[i]) + (nfo[i], self)))
for i in range(len(nfo))]
else:
_xout = nfo[0]['internal_xout']
_yout = nfo[0]['internal_yout']
self._internal = _xout.copy(), _yout.copy(), _p.copy()
nfo = nfo[0]
res = Result(*(self.post_process(_xout, _yout, _p) + (nfo, self)))
return res
def chained_parameter_variation(self, *args, **kwargs):
""" See :func:`chained_parameter_variation`. """
return chained_parameter_variation(self, *args, **kwargs)
def _integrate_scipy(self, intern_xout, intern_y0, intern_p,
atol=1e-8, rtol=1e-8, first_step=None, with_jacobian=None,
force_predefined=False, name=None, **kwargs):
""" Do not use directly (use ``integrate('scipy', ...)``).
Uses `scipy.integrate.ode <http://docs.scipy.org/doc/scipy/reference/generated/scipy.integrate.ode.html>`_
Parameters
----------
\\*args :
See :meth:`integrate`.
name : str (default: 'lsoda'/'dopri5' when jacobian is available/not)
What integrator wrapped in scipy.integrate.ode to use.
\\*\\*kwargs :
Keyword arguments passed onto `set_integrator(...) <
http://docs.scipy.org/doc/scipy/reference/generated/
scipy.integrate.ode.set_integrator.html#scipy.integrate.ode.set_integrator>`_
Returns
-------
See :meth:`integrate`.
"""
from scipy.integrate import ode
ny = intern_y0.shape[-1]
nx = intern_xout.shape[-1]
results = []
for _xout, _y0, _p in zip(intern_xout, intern_y0, intern_p):
if name is None:
if self.j_cb is None:
name = 'dopri5'
else:
name = 'lsoda'
if with_jacobian is None:
if name == 'lsoda': # lsoda might call jacobian
with_jacobian = True
elif name in ('dop853', 'dopri5'):
with_jacobian = False # explicit steppers
elif name == 'vode':
with_jacobian = kwargs.get('method', 'adams') == 'bdf'
def rhs(t, y, p=()):
rhs.ncall += 1
return self.f_cb(t, y, p)
rhs.ncall = 0
if self.j_cb is not None:
def jac(t, y, p=()):
jac.ncall += 1
return self.j_cb(t, y, p)
jac.ncall = 0
r = ode(rhs, jac=jac if with_jacobian else None)
if 'lband' in kwargs or 'uband' in kwargs or 'band' in kwargs:
raise ValueError("lband and uband set locally (set `band` at initialization instead)")
if self.band is not None:
kwargs['lband'], kwargs['uband'] = self.band
r.set_integrator(name, atol=atol, rtol=rtol, **kwargs)
if len(_p) > 0:
r.set_f_params(_p)
r.set_jac_params(_p)
r.set_initial_value(_y0, _xout[0])
if nx == 2 and not force_predefined:
mode = 'adaptive'
if name in ('vode', 'lsoda'):
warnings.warn("'adaptive' mode with SciPy's integrator (vode/lsoda) may overshoot (itask=2)")
warnings.warn("'adaptive' mode with SciPy's integrator is unreliable, consider using e.g. cvode")
# vode itask 2 (may overshoot)
ysteps = [_y0]
xsteps = [_xout[0]]
while r.t < _xout[1]:
r.integrate(_xout[1], step=True)
if not r.successful():
raise RuntimeError("failed")
xsteps.append(r.t)
ysteps.append(r.y)
else:
xsteps, ysteps = [], []
def solout(x, y):
xsteps.append(x)
ysteps.append(y)
r.set_solout(solout)
r.integrate(_xout[1])
if not r.successful():
raise RuntimeError("failed")
_yout = np.array(ysteps)
_xout = np.array(xsteps)
else: # predefined
mode = 'predefined'
_yout = np.empty((nx, ny))
_yout[0, :] = _y0
for idx in range(1, nx):
r.integrate(_xout[idx])
if not r.successful():
raise RuntimeError("failed")
_yout[idx, :] = r.y
info = {
'internal_xout': _xout,
'internal_yout': _yout,
'internal_params': _p,
'success': r.successful(),
'nfev': rhs.ncall,
'n_steps': -1, # don't know how to obtain this number
'name': name,
'mode': mode,
'atol': atol,
'rtol': rtol
}
if self.j_cb is not None:
info['njev'] = jac.ncall
results.append(info)
return results
def _integrate(self, adaptive, predefined, intern_xout, intern_y0, intern_p,
atol=1e-8, rtol=1e-8, first_step=0.0, with_jacobian=None,
force_predefined=False, **kwargs):
nx = intern_xout.shape[-1]
results = []
for _xout, _y0, _p in zip(intern_xout, intern_y0, intern_p):
new_kwargs = dict(dx0=first_step, atol=atol,
rtol=rtol, check_indexing=False)
new_kwargs.update(kwargs)
def _f(x, y, fout):
try:
if len(_p) > 0:
fout[:] = np.asarray(self.f_cb(x, y, _p))
else:
fout[:] = np.asarray(self.f_cb(x, y))
except RecoverableError:
return 1 # recoverable error
if with_jacobian is None:
raise Exception("Must pass with_jacobian")
elif with_jacobian is True:
if self.nnz >= 0:
def _j(x, y, data, colptrs, rowvals):
if len(_p) > 0:
J = self.j_cb(x, y, _p)
else:
J = self.j_cb(x, y)
J = J.asformat("csc")
data[:] = J.data
colptrs[:] = J.indptr
rowvals[:] = J.indices
new_kwargs['nnz'] = self.nnz
else:
def _j(x, y, jout, dfdx_out=None, fy=None):
if len(_p) > 0:
jout[:, :] = np.asarray(self.j_cb(x, y, _p))
else:
jout[:, :] = np.asarray(self.j_cb(x, y))
if dfdx_out is not None:
if len(_p) > 0:
dfdx_out[:] = np.asarray(self.dfdx_cb(x, y, _p))
else:
dfdx_out[:] = np.asarray(self.dfdx_cb(x, y))
else:
_j = None
with_jtimes = kwargs.pop('with_jtimes', False)
if with_jtimes is True:
def _jtimes(v, Jv, x, y, fy=None):
yv = np.concatenate((y, v))
if len(_p) > 0:
Jv[:] = np.asarray(self.jtimes_cb(x, yv, _p))
else:
Jv[:] = np.asarray(self.jtimes_cb(x, yv))
new_kwargs['jtimes'] = _jtimes
if self.first_step_cb is not None:
def _first_step(x, y):
if len(_p) > 0:
return self.first_step_cb(x, y, _p)
else:
return self.first_step_cb(x, y)
if 'dx0cb' in new_kwargs:
raise ValueError("cannot override dx0cb")
else:
new_kwargs['dx0cb'] = _first_step
if self.roots_cb is not None:
def _roots(x, y, out):
if len(_p) > 0:
out[:] = np.asarray(self.roots_cb(x, y, _p))
else:
out[:] = np.asarray(self.roots_cb(x, y))
if 'roots' in new_kwargs:
raise ValueError("cannot override roots")
else:
new_kwargs['roots'] = _roots
if 'nroots' in new_kwargs:
raise ValueError("cannot override nroots")
new_kwargs['nroots'] = self.nroots
if nx == 2 and not force_predefined:
_xout, yout, info = adaptive(_f, _j, _y0, *_xout, **new_kwargs)
info['mode'] = 'adaptive'
else:
yout, info = predefined(_f, _j, _y0, _xout, **new_kwargs)
info['mode'] = 'predefined'
info['internal_xout'] = _xout
info['internal_yout'] = yout
info['internal_params'] = _p
results.append(info)
return results
def _integrate_gsl(self, *args, **kwargs):
""" Do not use directly (use ``integrate(..., integrator='gsl')``).
Uses `GNU Scientific Library <http://www.gnu.org/software/gsl/>`_
(via `pygslodeiv2 <https://pypi.python.org/pypi/pygslodeiv2>`_)
to integrate the ODE system.
Parameters
----------
\\*args :
see :meth:`integrate`
method : str (default: 'bsimp')
what stepper to use, see :py:attr:`gslodeiv2.steppers`
\\*\\*kwargs :
keyword arguments passed onto
:py:func:`gslodeiv2.integrate_adaptive`/:py:func:`gslodeiv2.integrate_predefined`
Returns
-------
See :meth:`integrate`
"""
import pygslodeiv2 # Python interface GSL's "odeiv2" integrators
kwargs['with_jacobian'] = kwargs.get(
'method', 'bsimp') in pygslodeiv2.requires_jac
return self._integrate(pygslodeiv2.integrate_adaptive,
pygslodeiv2.integrate_predefined,
*args, **kwargs)
def _integrate_odeint(self, *args, **kwargs):
""" Do not use directly (use ``integrate(..., integrator='odeint')``).
Uses `Boost.Numeric.Odeint <http://www.odeint.com>`_
(via `pyodeint <https://pypi.python.org/pypi/pyodeint>`_) to integrate
the ODE system.
"""
import pyodeint # Python interface to boost's odeint integrators
kwargs['with_jacobian'] = kwargs.get(
'method', 'rosenbrock4') in pyodeint.requires_jac
return self._integrate(pyodeint.integrate_adaptive,
pyodeint.integrate_predefined,
*args, **kwargs)
def _integrate_cvode(self, *args, **kwargs):
""" Do not use directly (use ``integrate(..., integrator='cvode')``).
Uses CVode from CVodes in
`SUNDIALS <https://computation.llnl.gov/casc/sundials/>`_
(via `pycvodes <https://pypi.python.org/pypi/pycvodes>`_)
to integrate the ODE system. """
import pycvodes # Python interface to SUNDIALS's cvodes integrators
kwargs['with_jacobian'] = kwargs.get('method', 'bdf') in pycvodes.requires_jac
if 'lband' in kwargs or 'uband' in kwargs or 'band' in kwargs:
raise ValueError("lband and uband set locally (set at"
" initialization instead)")
if self.band is not None:
kwargs['lband'], kwargs['uband'] = self.band
kwargs['autonomous_exprs'] = self.autonomous_exprs
return self._integrate(pycvodes.integrate_adaptive,
pycvodes.integrate_predefined,
*args, **kwargs)
def _plot(self, cb, internal_xout=None, internal_yout=None,
internal_params=None, **kwargs):
kwargs = kwargs.copy()
if 'x' in kwargs or 'y' in kwargs or 'params' in kwargs:
raise ValueError("x and y from internal_xout and internal_yout")
_internal = getattr(self, '_internal', [None]*3)
x, y, p = (_default(internal_xout, _internal[0]),
_default(internal_yout, _internal[1]),
_default(internal_params, _internal[2]))
for post_processor in self.post_processors:
x, y, p = post_processor(x, y, p)
if 'names' not in kwargs:
kwargs['names'] = getattr(self, 'names', None)
else:
if 'indices' not in kwargs and getattr(self, 'names', None) is not None:
kwargs['indices'] = [self.names.index(n) for n in kwargs['names']]
kwargs['names'] = self.names
return cb(x, y, **kwargs)
def plot_result(self, **kwargs):
""" Plots the integrated dependent variables from last integration.
This method will be deprecated. Please use :meth:`Result.plot`.
See :func:`pyodesys.plotting.plot_result`
"""
return self._plot(plot_result, **kwargs)
def plot_phase_plane(self, indices=None, **kwargs):
""" Plots a phase portrait from last integration.
This method will be deprecated. Please use :meth:`Result.plot_phase_plane`.
See :func:`pyodesys.plotting.plot_phase_plane`
"""
return self._plot(plot_phase_plane, indices=indices, **kwargs)
def _jac_eigenvals_svd(self, xval, yvals, intern_p):
from scipy.linalg import svd
J = self.j_cb(xval, yvals, intern_p)
return svd(J, compute_uv=False)
def stiffness(self, xyp=None, eigenvals_cb=None):
""" [DEPRECATED] Use :meth:`Result.stiffness`, stiffness ration
Running stiffness ratio from last integration.
Calculate sittness ratio, i.e. the ratio between the largest and
smallest absolute eigenvalue of the jacobian matrix. The user may
supply their own routine for calculating the eigenvalues, or they
will be calculated from the SVD (singular value decomposition).
Note that calculating the SVD for any but the smallest Jacobians may
prove to be prohibitively expensive.
Parameters
----------
xyp : length 3 tuple (default: None)
internal_xout, internal_yout, internal_params, taken
from last integration if not specified.
eigenvals_cb : callback (optional)
Signature (x, y, p) (internal variables), when not provided an
internal routine will use ``self.j_cb`` and ``scipy.linalg.svd``.
"""
if eigenvals_cb is None:
if self.band is not None:
raise NotImplementedError
eigenvals_cb = self._jac_eigenvals_svd
if xyp is None:
x, y, intern_p = self._internal
else:
x, y, intern_p = self.pre_process(*xyp)
singular_values = []
for xval, yvals in zip(x, y):
singular_values.append(eigenvals_cb(xval, yvals, intern_p))
return (np.abs(singular_values).max(axis=-1) /
np.abs(singular_values).min(axis=-1))
class OdeSys(ODESys):
""" DEPRECATED, use ODESys instead. """
pass
def _new_x(xout, x, guaranteed_autonomous):
if guaranteed_autonomous:
return 0, abs(x[-1] - xout[-1]) # rounding
else:
return xout[-1], x[-1]
def integrate_auto_switch(odes, kw, x, y0, params=(), **kwargs):
""" Auto-switching between formulations of ODE system.
In case one has a formulation of a system of ODEs which is preferential in
the beginning of the integration, this function allows the user to run the
integration with this system where it takes a user-specified maximum number
of steps before switching to another formulation (unless final value of the
independent variables has been reached). Number of systems used i returned
as ``nsys`` in info dict.
Parameters
----------
odes : iterable of :class:`OdeSy` instances
kw : dict mapping kwarg to iterables of same legnth as ``odes``
x : array_like
y0 : array_like
params : array_like
\\*\\*kwargs:
See :meth:`ODESys.integrate`
Notes
-----
Plays particularly well with :class:`symbolic.TransformedSys`.
"""
x_arr = np.asarray(x)
if x_arr.shape[-1] > 2:
raise NotImplementedError("Only adaptive support return_on_error for now")
multimode = False if x_arr.ndim < 2 else x_arr.shape[0]
nfo_keys = ('nfev', 'njev', 'time_cpu', 'time_wall')
next_autonomous = getattr(odes[0], 'autonomous_interface', False) == True # noqa (np.True_)
if multimode:
tot_x = [np.array([0] if next_autonomous else [x[_][0]]) for _ in range(multimode)]
tot_y = [np.asarray([y0[_]]) for _ in range(multimode)]
tot_nfo = [defaultdict(int) for _ in range(multimode)]
glob_x = [_[0] for _ in x] if next_autonomous else [0.0]*multimode
else:
tot_x, tot_y, tot_nfo = np.array([0 if next_autonomous else x[0]]), np.asarray([y0]), defaultdict(int)
glob_x = x[0] if next_autonomous else 0.0
for oi in range(len(odes)):
if oi < len(odes) - 1:
next_autonomous = getattr(odes[oi+1], 'autonomous_interface', False) == True # noqa (np.True_)
_int_kw = kwargs.copy()
for k, v in kw.items():
_int_kw[k] = v[oi]
res = odes[oi].integrate(x, y0, params, **_int_kw)
if multimode:
for idx in range(multimode):
tot_x[idx] = np.concatenate((tot_x[idx], res[idx].xout[1:] + glob_x[idx]))
tot_y[idx] = np.concatenate((tot_y[idx], res[idx].yout[1:, :]))
for k in nfo_keys:
if k in res[idx].info:
tot_nfo[idx][k] += res[idx].info[k]
tot_nfo[idx]['success'] = res[idx].info['success']
else:
tot_x = np.concatenate((tot_x, res.xout[1:] + glob_x))
tot_y = np.concatenate((tot_y, res.yout[1:, :]))
for k in nfo_keys:
if k in res.info:
tot_nfo[k] += res.info[k]
tot_nfo['success'] = res.info['success']
if multimode:
if all([r.info['success'] for r in res]):
break
else:
if res.info['success']:
break
if oi < len(odes) - 1:
if multimode:
_x, y0 = [], []
for idx in range(multimode):
_x.append(_new_x(res[idx].xout, x[idx], next_autonomous))
y0.append(res[idx].yout[-1, :])
if next_autonomous:
glob_x[idx] += res[idx].xout[-1]
x = _x
else:
x = _new_x(res.xout, x, next_autonomous)
y0 = res.yout[-1, :]
if next_autonomous:
glob_x += res.xout[-1]
if multimode: # don't return defaultdict
tot_nfo = [dict(nsys=oi+1, **_nfo) for _nfo in tot_nfo]
return [Result(tot_x[idx], tot_y[idx], res[idx].params, tot_nfo[idx], odes[0])
for idx in range(len(res))]
else:
tot_nfo = dict(nsys=oi+1, **tot_nfo)
return Result(tot_x, tot_y, res.params, tot_nfo, odes[0])
integrate_chained = integrate_auto_switch # deprecated name
def chained_parameter_variation(subject, durations, y0, varied_params, default_params=None,
integrate_kwargs=None, x0=None, npoints=1, numpy=None):
""" Integrate an ODE-system for a serie of durations with some parameters changed in-between
Parameters
----------
subject : function or ODESys instance
If a function: should have the signature of :meth:`pyodesys.ODESys.integrate`
(and resturn a :class:`pyodesys.results.Result` object).
If a ODESys instance: the ``integrate`` method will be used.
durations : iterable of floats
Spans of the independent variable.
y0 : dict or array_like
varied_params : dict mapping parameter name (or index) to array_like
Each array_like need to be of same length as durations.
default_params : dict or array_like
Default values for the parameters of the ODE system.
integrate_kwargs : dict
Keyword arguments passed on to ``integrate``.
x0 : float-like
First value of independent variable. default: 0.
npoints : int
Number of points per sub-interval.
Examples
--------
>>> odesys = ODESys(lambda t, y, p: [-p[0]*y[0]])
>>> int_kw = dict(integrator='cvode', method='adams', atol=1e-12, rtol=1e-12)
>>> kwargs = dict(default_params=[0], integrate_kwargs=int_kw)
>>> res = chained_parameter_variation(odesys, [2, 3], [42], {0: [.7, .1]}, **kwargs)
>>> mask1 = res.xout <= 2
>>> import numpy as np
>>> np.allclose(res.yout[mask1, 0], 42*np.exp(-.7*res.xout[mask1]))
True
>>> mask2 = 2 <= res.xout
>>> np.allclose(res.yout[mask2, 0], res.yout[mask2, 0][0]*np.exp(-.1*(res.xout[mask2] - res.xout[mask2][0])))
True
"""
assert len(durations) > 0, 'need at least 1 duration (preferably many)'
assert npoints > 0, 'need at least 1 point per duration'
for k, v in varied_params.items():
if len(v) != len(durations):
raise ValueError("Mismathced lengths of durations and varied_params")
if isinstance(subject, ODESys):
integrate = subject.integrate
numpy = numpy or subject.numpy
else:
integrate = subject
numpy = numpy or np
default_params = default_params or {}
integrate_kwargs = integrate_kwargs or {}
def _get_idx(cont, idx):
if isinstance(cont, dict):
return {k: (v[idx] if hasattr(v, '__len__') and getattr(v, 'ndim', 1) > 0 else v)
for k, v in cont.items()}
else:
return cont[idx]
durations = numpy.cumsum(durations)
for idx_dur in range(len(durations)):
params = copy.copy(default_params)
for k, v in varied_params.items():
params[k] = v[idx_dur]
if idx_dur == 0:
if x0 is None:
x0 = durations[0]*0
out = integrate(numpy.linspace(x0, durations[0], npoints + 1), y0, params, **integrate_kwargs)
else:
if isinstance(out, Result):
out.extend_by_integration(durations[idx_dur], params, npoints=npoints, **integrate_kwargs)
else:
for idx_res, r in enumerate(out):
r.extend_by_integration(durations[idx_dur], _get_idx(params, idx_res),
npoints=npoints, **integrate_kwargs)
return out