I am trying to implement Runge-Kutta 4 to solve a differential equation and need some insight.
The main problem that I'm having is that my error for these values is around 0.09, when it should be around 0.0001*10-4 , so there's something wrong with my implementation of rk4, but I have no idea where I'm making the error. If you could point me in the direction of where my implementation of runge-kutta is off, that would be great. (Note, we are able to compute the error because the solution is a circle, so I know that the end point should be the same as the initial condition, (1,0), and the error is the distance between the computed endpoint and (1,0). This assignment is for learning numerical methods.
I repeat: I AM NOT LOOKING FOR A SOLUTION, I am looking for someone to help point me in the direction of what's going wrong in my code, because I've been staring at this for god knows how long...
How the code works: between the function declaration and for loop is setting the initial values (again, p and q are irrelevant in this part of the problem), the for loop is iterating and solving the function numerically. I use runge kutta 4 as described on the wikipedia article.
The code I wrote is written is below and N=400 (400 steps), T=42 (terminal time of 4pi2), (x,y)=(1,0) (initial conditions), and gamma = 1 (gamma is a parameter in the equation), and (p,q) is irrelevant for the part about which I am asking. P1PC is the .m file that contains the differential equation, and is also below.
function rk(N,T,x,y,gamma,p,q)
timestep=T/N;
xy=zeros(N,4);
xy(1,:)=[x,y,p,q];
k=zeros(4,2);%k(:,1) is for x, k(:,2) is for y
for index=2:N
[k(1,1),k(1,2)]=P1PC(gamma,xy(index-1,1),xy(index-1,2));
[k(2,1),k(2,2)]=P1PC(gamma,xy(index-1,1)+0.5*k(1,1)*timestep,xy(index-1,2)+0.5*k(1,2)*timestep);
[k(3,1),k(3,2)]=P1PC(gamma,xy(index-1,1)+0.5*k(2,1)*timestep,xy(index-1,2)+0.5*k(2,2)*timestep);
[k(4,1),k(4,2)]=P1PC(gamma,xy(index-1,1)+k(3,1)*timestep,xy(index-1,2)+k(3,2)*timestep);
xy(index,1)=xy(index-1,1)+(timestep/6)*(k(1,1)+2*k(2,1)+2*k(3,1)+k(4,1));
xy(index,2)=xy(index-1,2)+(timestep/6)*(k(1,2)+2*k(2,2)+2*k(3,2)+k(4,2));
end
plot(xy(:,1),xy(:,2));
error=sqrt((1-xy(N,1))^2+(0-xy(N,2))^2)
xy(N,1)
xy(N,2)
end
Here is the matlab code for function I am solving (P1PC):
function [kx,ky]=P1PC(gamma,x,y)
r=x^2+y^2;
ky=(gamma*x)/(2*pi*r);
kx=(gamma*(-y))/(2*pi*r);
end
I see two issues. One is that the end time is only reached after taking N steps, and your code takes N-1 steps. Most importantly, your definition of error is wrong. You want to check if the radius is one and hence error=sqrt(x^2+y^2)-1
See the code below I used (a bit simplified) to test the algorithm
P1PC =#(gamma,x,y)[-gamma*y,gamma*x]/(2*pi*(x^2+y^2));
T = 42;
N = 400;
h=T/N;
time=0;
x0=1;
y0=0;
gamma=1;
xy = zeros(N+1,2);
xy(1,:) = [x0,y0];
for i=2:N+1
k1 = P1PC(gamma, xy(i-1,1),xy(i-1,2));
k2 = P1PC(gamma, xy(i-1,1)+(h/2)*k1(1), xy(i-1,2)+(h/2)*k1(2));
k3 = P1PC(gamma, xy(i-1,1)+(h/2)*k2(1), xy(i-1,2)+(h/2)*k2(2));
k4 = P1PC(gamma, xy(i-1,1)+(h)*k3(1), xy(i-1,2)+(h)*k3(2));
xy(i,:) = xy(i-1,:) + (h/6)*(k1+2*k2+2*k3+k4);
time = time + h;
end
plot(xy(:,1),xy(:,2));
disp(['time=',num2str(time)])
error=sqrt(xy(N+1,1)^2+xy(N+1,2)^2)-1;
disp(['error=',num2str(error)])
Produces the output
time=42
error=3.0267e-011
Related
I am trying to make a model of planets' movement plot it in 3d using Matlab.
I used Newton's law with the gravitational force between two objects and I got the differential equation below:
matlab code:
function dy=F(t,y,CurrentPos,j)
m=[1.98854E+30 3.302E+23 4.8685E+24 5.97219E+24 6.4185E+23 1.89813E+27 5.68319E+26 8.68103E+25 1.0241E+26 1.307E+22];
G=6.67E-11;
dy = zeros(6,1);
dy(1) = y(4);
dy(2) = y(5);
dy(3) = y(6);
for i=1:10
if i~=j
deltaX=(CurrentPos(j,1)-CurrentPos(i,1));
deltaY=(CurrentPos(j,2)-CurrentPos(i,2));
deltaZ=(CurrentPos(j,3)-CurrentPos(i,3));
ray=sqrt((deltaX^2)+(deltaY^2)+(deltaZ^2));
dy(4) = dy(4) + G*m(i)*(deltaX/(ray^3));
dy(5) = dy(5) + G*m(i)*(deltaY/(ray^3));
dy(6) = dy(6) + G*m(i)*(deltaZ/(ray^3));
end
end
where the 'm' array is the planet masses.
then I used the numerical method Runge-Kutta-4 to solve it, and here's the code:
function [y,t]=RK4(F,intPos,a,b,N)
h=(b-a)/N;
t=zeros(N,1);
y = zeros(10*N,6);
y(1,:)=intPos(1,:);
y(2,:)=intPos(2,:);
y(3,:)=intPos(3,:);
y(4,:)=intPos(4,:);
y(5,:)=intPos(5,:);
y(6,:)=intPos(6,:);
y(7,:)=intPos(7,:);
y(8,:)=intPos(8,:);
y(9,:)=intPos(9,:);
y(10,:)=intPos(10,:);
t(1)=a;
for i=1:N
t(i+1)=a+i*h;
CurrentPos=y((i*10)-9:i*10,:);
% CurrentPos(1,:)=intPos(1,:);
y((i*10)+1,:)=intPos(1,:);
for j=2:10
k1=F(t(i),y(((i-1)*10)+j,:),CurrentPos,j);
k2=F(t(i)+h/2,y(((i-1)*10)+j,:)+(h/2).*k1',CurrentPos,j);
k3=F(t(i)+h/2,y(((i-1)*10)+j,:)+(h/2).*k2',CurrentPos,j);
k4=F(t(i)+h,y(((i-1)*10)+j,:)+h.*k3',CurrentPos,j);
y((i*10)+j,:)=y(((i-1)*10)+j,:)+(h/6)*(k1+2*k2+2*k3+k4)';
end
end
Finally applied the function for the Initial States from JPL HORIZONS System:
format short
intPos=zeros(10,6);
intPos(1,:)=[1.81899E+08 9.83630E+08 -1.58778E+07 -1.12474E+01 7.54876E+00 2.68723E-01];
intPos(2,:)=[-5.67576E+10 -2.73592E+10 2.89173E+09 1.16497E+04 -4.14793E+04 -4.45952E+03];
intPos(3,:)=[4.28480E+10 1.00073E+11 -1.11872E+09 -3.22930E+04 1.36960E+04 2.05091E+03];
intPos(4,:)=[-1.43778E+11 -4.00067E+10 -1.38875E+07 7.65151E+03 -2.87514E+04 2.08354E+00];
intPos(5,:)=[-1.14746E+11 -1.96294E+11 -1.32908E+09 2.18369E+04 -1.01132E+04 -7.47957E+02];
intPos(6,:)=[-5.66899E+11 -5.77495E+11 1.50755E+10 9.16793E+03 -8.53244E+03 -1.69767E+02];
intPos(7,:)=[8.20513E+10 -1.50241E+12 2.28565E+10 9.11312E+03 4.96372E+02 -3.71643E+02];
intPos(8,:)=[2.62506E+12 1.40273E+12 -2.87982E+10 -3.25937E+03 5.68878E+03 6.32569E+01];
intPos(9,:)=[4.30300E+12 -1.24223E+12 -7.35857E+10 1.47132E+03 5.25363E+03 -1.42701E+02];
intPos(10,:)=[1.65554E+12 -4.73503E+12 2.77962E+10 5.24541E+03 6.38510E+02 -1.60709E+03];
[yy,t]=RK4(#F,intPos,0,1e8,1e3);
x=zeros(101,1);
y=zeros(101,1);
z=zeros(101,1);
for i=1:1e3
x(i,:)=yy((i-1)*10+4,1);
y(i,:)=yy((i-1)*10+4,2);
z(i,:)=yy((i-1)*10+4,3);
end
plot3(x,y,z)
Finally, the result wasn't satisfying at all and I got many 'NAN', then I did some adjustment on the RK4 method and started to get numbers, but when I plotted them it turned out I'm plotting a line instead of an orbit.
Any help would be appreciated.
Thanks in advance.
Two errors: One physical: The alpha in the formula is the j in the code, the running index j in the formulas is the loop index i in the formula. In total this makes a sign error, transforming the attracting gravity force into a repelling force like between electrons. Thus the physics dictates that the bodies move away from each other almost linearly, as long as their paths don't cross.
Second, you are applying the RK4 method in such a way that in total it is an order 1 method. These also tend to behave un-physically rather quickly. You need to update first all positions to the first stage in a temporary StagePos variable, then use that to compute all position updates for the second stage etc. The difference to the current implementation may be small in each step, but such systematic errors quickly sum up.
This is my first go with ML (and Matlab) and I'm following "Learning From Data" by Yaser S. Abu-Mostafa.
I'm trying to implement the Perceptron algorithm, after trying to go through the pseudocode, using other people's solutions I can't seem to fix my problem (I went through other threads too).
The algorithm separates the data fine, it works. However, I want to plot a single line, but it seems as it separates them in a way so the '-1' cluster is divided to a second cluster or more.
This is the code:
iterations = 100;
dim = 3;
X1=[rand(1,dim);rand(1,dim);ones(1,dim)]; % class '+1'
X2=[rand(1,dim);1+rand(1,dim);ones(1,dim)]; % class '-1'
X=[X1,X2];
Y=[-ones(1,dim),ones(1,dim)];
w=[0,0,0]';
% call perceptron
wtag=weight(X,Y,w,iterations);
% predict
ytag=wtag'*X;
% plot prediction over origianl data
figure;hold on
plot(X1(1,:),X1(2,:),'b.')
plot(X2(1,:),X2(2,:),'r.')
plot(X(1,ytag<0),X(2,ytag<0),'bo')
plot(X(1,ytag>0),X(2,ytag>0),'ro')
legend('class -1','class +1','pred -1','pred +1')
%Why don't I get just one line?
plot(X,Y);
The weight function (Perceptron):
function [w] = weight(X,Y,w_init,iterations)
%WEIGHT Summary of this function goes here
% Detailed explanation goes here
w = w_init;
for iteration = 1 : iterations %<- was 100!
for ii = 1 : size(X,2) %cycle through training set
if sign(w'*X(:,ii)) ~= Y(ii) %wrong decision?
w = w + X(:,ii) * Y(ii); %then add (or subtract) this point to w
end
end
sum(sign(w'*X)~=Y)/size(X,2); %show misclassification rate
end
I don't think the problem is in the second function but I added it regardless
I'm pretty sure the algorithm separates it to more than one cluster but I can't tell why most of the learning I've done so far was math and theory and not actual coding so I'm probably missing something obvious..
I have an integrated error expression E = int[ abs(x-p)^2 ]dx with limits x|0 to x|L. The variable p is a polynomial of the form 2*(a*sin(x)+b(a)*sin(2*x)+c(a)*sin(3*x)). In other words, both coefficients b and c are known expressions of a. An additional equation is given as dE/da = 0. If the upper limit L is defined, the system of equations is closed and I can solve for a, giving the three coefficients.
I managed to get an optimization routine to solve for a purely based on maximizing L. This is confirmed by setting optimize=0 in the code below. It gives the same solution as if I solved the problem analytically. Therefore, I know the equations to solve for the coefficent a are correct.
I know the example I presented can be solved with pencil and paper, but I'm trying to build an optimization function that is generalized for this type of problem (I have a lot to evaluate). Ideally, polynomial is given as an input argument to a function which then outputs xsol. Obviously, I need to get the optimization to work for the polynomial I presented here before I can worry about generalizations.
Anyway, I now need to further optimize the problem with some constraints. To start, L is chosen. This allows me to calculate a. Once a is know, the polynomial is a known function of x only i.e p(x). I need to then determine the largest INTERVAL from 0->x over which the following constraint is satisfied: |dp(x)/dx - 1| < tol. This gives me a measure of the performance of the polynomial with the coefficient a. The interval is what I call the "bandwidth". I would like to emphasis two things: 1) The "bandwidth" is NOT the same as L. 2) All values of x within the "bandwidth" must meet the constraint. The function dp(x)/dx does oscillate in and out of the tolerance criteria, so testing the criteria for a single value of x does not work. It must be tested over an interval. The first instance of violation defines the bandwidth. I need to maximize this "bandwidth"/interval. For output, I also need to know which L lead to such an optimization, hence I know the correct a to choose for the given constraints. That is the formal problem statement. (I hope I got it right this time)
Now my problem is setting this whole thing up with MATLAB's optimization tools. I tried to follow ideas from the following articles:
Tutorial for the Optimization Toolbox™
Setting optimize=1 for the if statement will work with the constrained optimization. I thought some how nested optimization is involved, but I couldn't get anything to work. I provided known solutions to the problem from the IMSL optimization library to compare/check with. They are written below the optimization routine. Anyway, here is the code I've put together so far:
function [history] = testing()
% History
history.fval = [];
history.x = [];
history.a = [];
%----------------
% Equations
polynomial = #(x,a) 2*sin(x)*a + 2*sin(2*x)*(9/20 -(4*a)/5) + 2*sin(3*x)*(a/5 - 2/15);
dpdx = #(x,a) 2*cos(x)*a + 4*cos(2*x)*(9/20 -(4*a)/5) + 6*cos(3*x)*(a/5 - 2/15);
% Upper limit of integration
IC = 0.8; % initial
LB = 0; % lower
UB = pi/2; % upper
% Optimization
tol = 0.003;
% Coefficient
% --------------------------------------------------------------------------------------------
dpda = #(x,a) 2*sin(x) + 2*sin(2*x)*(-4/5) + 2*sin(3*x)*1/5;
dEda = #(L,a) -2*integral(#(x) (x-polynomial(x,a)).*dpda(x,a),0,L);
a_of_L = #(L) fzero(#(a)dEda(L,a),0); % Calculate the value of "a" for a given "L"
EXITFLAG = #(L) get_outputs(#()a_of_L(L),3); % Be sure a zero is actually calculated
% NL Constraints
% --------------------------------------------------------------------------------------------
% Equality constraint (No inequality constraints for parent optimization)
ceq = #(L) EXITFLAG(L) - 1; % Just make sure fzero finds unique solution
confun = #(L) deal([],ceq(L));
% Objective function
% --------------------------------------------------------------------------------------------
% (Set optimize=0 to test coefficent equations and proper maximization of L )
optimize = 1;
if optimize
%%%% Plug in solution below
else
% Optimization options
options = optimset('Algorithm','interior-point','Display','iter','MaxIter',500,'OutputFcn',#outfun);
% Optimize objective
objective = #(L) -L;
xsol = fmincon(objective,IC,[],[],[],[],LB,UB,confun,options);
% Known optimized solution from IMSL library
% a = 0.799266;
% lim = pi/2;
disp(['IMSL coeff (a): 0.799266 Upper bound (L): ',num2str(pi/2)])
disp(['code coeff (a): ',num2str(history.a(end)),' Upper bound: ',num2str(xsol)])
end
% http://stackoverflow.com/questions/7921133/anonymous-functions-calling-functions-with-multiple-output-forms
function varargout = get_outputs(fn, ixsOutputs)
output_cell = cell(1,max(ixsOutputs));
[output_cell{:}] = (fn());
varargout = output_cell(ixsOutputs);
end
function stop = outfun(x,optimValues,state)
stop = false;
switch state
case 'init'
case 'iter'
% Concatenate current point and objective function
% value with history. x must be a row vector.
history.fval = [history.fval; optimValues.fval];
history.x = [history.x; x(1)];
history.a = [history.a; a_of_L(x(1))];
case 'done'
otherwise
end
end
end
I could really use some help setting up the constrained optimization. I'm not only new to optimizations, I've never used MATLAB to do so. I should also note that what I have above does not work and is incorrect for the constrained optimization.
UPDATE: I added a for loop in the section if optimizeto show what I'm trying to achieve with the optimization. Obviously, I could just use this, but it seems very inefficient, especially if I increase the resolution of range and have to run this optimization many times. If you uncomment the plots, it will show how the bandwidth behaves. By looping over the full range, I'm basically testing every L but surely there's got to be a more efficient way to do this??
UPDATE: Solved
So it seems fmincon is not the only tool for this job. In fact I couldn't even get it to work. Below, fmincon gets "stuck" on the IC and refuses to do anything...why...that's for a different post! Using the same layout and formulation, fminbnd finds the correct solution. The only difference, as far as I know, is that the former was using a conditional. But my conditional is nothing fancy, and really unneeded. So it's got to have something to do with the algorithm. I guess that's what you get when using a "black box". Anyway, after a long, drawn out, painful, learning experience, here is a solution:
options = optimset('Display','iter','MaxIter',500,'OutputFcn',#outfun);
% Conditional
index = #(L) min(find(abs([dpdx(range(range<=L),a_of_L(L)),inf] - 1) - tol > 0,1,'first'),length(range));
% Optimize
%xsol = fmincon(#(L) -range(index(L)),IC,[],[],[],[],LB,UB,confun,options);
xsol = fminbnd(#(L) -range(index(L)),LB,UB,options);
I would like to especially thank #AndrasDeak for all their support. I wouldn't have figured it out without the assistance!
I am trying to implement the following vector calculus equation in MATLAB.
Here n, u, v etc are 2D matrix of size 201 X 201 and others like mu and chi are respective functions. There are few doubts which comes to my mind now. gradient command produces both x-component and y-component. So how can I represent grad(n)? Can someone help me to realize this equation?
My attempt to code the first component alone in the equation is given below. The code is running inside a loop. I believe this nx+ny part in the code is wrong, but I saw such an attempt here in the example section "Part II: Divergence of a Vector Field".
[U,V] = meshgrid(1:201);
while t<T-dt
[nx,ny]=gradient(rho(:,:,1),dx,dy);
[ux,uy]=gradient(u(:,:,1),dx,dy);
a = divergence(U,V,mu*(nx+ny));
%b =divergence((U,V,chi*n(:,:,1)*(ux+uy));
n(:,:,2) = (dt)*(a) + n(:,:,1);
t=t+dt
u(:,:,1) = u(:,:,2);
n(:,:,1) = n(:,:,2);
rho(:,:,1) = rho(:,:,2);
end
The code in question is here:
function k = whileloop(odefun,args)
...
while (sign(costheta) == originalsign)
y=y(:) + odefun(0,y(:),vars,param)*(dt); % Line 4
costheta = dot(y-normpt,normvec);
k = k + 1;
end
...
end
and to clarify, odefun is F1.m, an m-file of mine. I pass it into the function that contains this while-loop. It's something like whileloop(#F1,args). Line 4 in the code-block above is the Euler method.
The reason I'm using a while-loop is because I want to trigger upon the vector "y" crossing a plane defined by a point, "normpt", and the vector normal to the plane, "normvec".
Is there an easy change to this code that will speed it up dramatically? Should I attempt learning how to make mex files instead (for a speed increase)?
Edit:
Here is a rushed attempt at an example of what one could try to test with. I have not debugged this. It is to give you an idea:
%Save the following 3 lines in an m-file named "F1.m"
function ydot = F1(placeholder1,y,placeholder2,placeholder3)
ydot = y/10;
end
%Run the following:
dt = 1.5e-12 %I do not know about this. You will have to experiment.
y0 = [.1,.1,.1];
normpt = [3,3,3];
normvec = [1,1,1];
originalsign = sign(dot(y0-normpt,normvec));
costheta = originalsign;
y = y0;
k = 0;
while (sign(costheta) == originalsign)
y=y(:) + F1(0,y(:),0,0)*(dt); % Line 4
costheta = dot(y-normpt,normvec);
k = k + 1;
end
disp(k);
dt should be sufficiently small that it takes hundreds of thousands of iterations to trigger.
Assume I must use the Euler method. I have a stochastic differential equation with state-dependent noise if you are curious as to why I tell you to take such an assumption.
I would focus on your actual ODE integration. The fewer steps you have to take, the faster the loop will run. I would only worry about the speed of the sign check after you've optimized the actual integration method.
It looks like you're using the first-order explicit Euler method. Have you tried a higher-order integrator or an implicit method? Often you can increase the time step significantly.