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Copyright (c) 2018 The Python Packaging Authority | ||
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Permission is hereby granted, free of charge, to any person obtaining a copy | ||
of this software and associated documentation files (the "Software"), to deal | ||
in the Software without restriction, including without limitation the rights | ||
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell | ||
copies of the Software, and to permit persons to whom the Software is | ||
furnished to do so, subject to the following conditions: | ||
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The above copyright notice and this permission notice shall be included in all | ||
copies or substantial portions of the Software. | ||
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR | ||
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, | ||
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE | ||
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER | ||
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, | ||
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE | ||
SOFTWARE. |
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[project] | ||
name = "sparselib" | ||
version = "1.0.0" | ||
authors = [ | ||
{ name="Parker Ewen", email="[email protected]" }, | ||
] | ||
description = "A library for invariant preserving, sparse uncertainty propagation." | ||
readme = "README.md" | ||
requires-python = ">=3.10" | ||
classifiers = [ | ||
"Programming Language :: Python :: 3", | ||
"License :: OSI Approved :: MIT License", | ||
"Operating System :: OS Independent", | ||
] | ||
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[project.urls] | ||
Homepage = "https://github.com/roahmlab/sparselib" | ||
Issues = "https://github.com/roahmlab/sparselib/issues" |
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import sparselib | ||
import matplotlib | ||
import numpy as np | ||
import matplotlib.pyplot as plt | ||
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from tqdm import tqdm | ||
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def dynamics(x): | ||
""" | ||
Dynamics for x | ||
:param x: Coordinates | ||
:type x: np.array | ||
:returns: vector field at coords | ||
:rtype: np.array | ||
""" | ||
return -np.sin(2 * x) | ||
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def uniform_dense(x): | ||
""" | ||
Initial Uniform uncertainty, independent of dimension | ||
:param x: Coordinates | ||
:type x: np.array | ||
:param mu: Optional mean | ||
:type mu: np.array | ||
:returns: initial uncertainty at coords | ||
:rtype: np.array | ||
""" | ||
return np.ones_like(x[:,0]) * 1 / (2 * np.pi) | ||
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def uniform_sparse(x): | ||
""" | ||
Initial Uniform uncertainty, independent of dimension | ||
:param x: Coordinates | ||
:type x: np.array | ||
:param mu: Optional mean | ||
:type mu: np.array | ||
:returns: initial uncertainty at coords | ||
:rtype: np.array | ||
""" | ||
return np.sqrt(np.ones_like(x[:,0]) * 1 / (2 * np.pi)) | ||
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class SolverParamsDense(): | ||
max_level: int = 6 | ||
dim: int = 1 | ||
domain: np.ndarray = np.array([0, 2*np.pi]) | ||
funcs: list = [uniform_dense, dynamics] | ||
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class SolverParamsSparse(): | ||
max_level: int = 6 | ||
dim: int = 1 | ||
domain: np.ndarray = np.array([0, 2*np.pi]) | ||
funcs: list = [uniform_sparse, dynamics] | ||
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def L1_vs_time(): | ||
# Initialize solver parameters | ||
paramsDense = SolverParamsDense() | ||
paramsSparse = SolverParamsSparse() | ||
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# Standard Galerkin method | ||
specgalDense = sparselib.SpectralGalerkin(paramsDense) | ||
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# Our sparse method | ||
specgalSparse = sparselib.SpectralGalerkin(paramsSparse) | ||
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# Evaluate results | ||
N = 1000 | ||
xs = np.linspace(paramsDense.domain[0], paramsDense.domain[1], N) | ||
xs = np.expand_dims(xs, axis=1) | ||
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# Compute the propagated uncertainty for our proposed sparse, half-density | ||
# method, a standard Galerkin approach, and the ground-truth distribution. | ||
interpDense = np.real(specgalDense.container.grids[0].eval(xs)) | ||
interpSparse = np.power(np.real(specgalSparse.container.grids[0].eval(xs)), 2) | ||
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L1sparse = [] | ||
L1dense = [] | ||
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L1sparse.append(np.sum(2 * np.pi * np.abs(interpSparse) / N)) | ||
L1dense.append(np.sum(2 * np.pi * np.abs(interpDense) / N)) | ||
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total_time = 1.5 | ||
M = 200 | ||
t = 0 | ||
dt = total_time / M | ||
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print("Computing Lp errors ...") | ||
pbar = tqdm(total=M) | ||
for i in range(M): | ||
t += dt | ||
specgalSparse.solve(dt) | ||
specgalDense.solve(dt) | ||
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interpDense = np.real(specgalDense.container.grids[0].eval(xs)) | ||
interpSparse = np.power(np.real(specgalSparse.container.grids[0].eval(xs)), 2) | ||
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L1sparse.append(np.sum(2 * np.pi * np.abs(interpSparse) / N)) | ||
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L1dense.append(np.sum(2 * np.pi * np.abs(interpDense) / N)) | ||
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pbar.update(1) | ||
pbar.close() | ||
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L1sparse = np.array(L1sparse) | ||
L1dense = np.array(L1dense) | ||
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ts = np.linspace(0, total_time, M+1) | ||
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matplotlib.rcParams.update({'font.size': 18}) | ||
fig, ax = plt.subplots(figsize=(18, 6)) | ||
ax.plot(ts, L1sparse, color='#189ab4', linestyle='-', linewidth=3) | ||
ax.plot(ts, L1dense, color='#fd7f20', linestyle='--', linewidth=3) | ||
ax.set_xlabel("Time [s]") | ||
ax.set_ylabel("$L^1$-norm") | ||
ax.set_xlim([0, total_time]) | ||
ax.set_ylim([0,1.2]) | ||
plt.gca().legend(('Sparse (Ours)', | ||
'Galerkin')) | ||
fig.tight_layout() | ||
# plt.grid() | ||
plt.show() | ||
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L1_vs_time() |