{ "cells": [ { "cell_type": "markdown", "metadata": { "deletable": false, "editable": false, "nbgrader": { "cell_type": "markdown", "checksum": "4ec40081b048ce2f34f3f4fedbb0be10", "grade": false, "grade_id": "cell-98f724ece1aacb67", "locked": true, "schema_version": 3, "solution": false, "task": false } }, "source": [ "# CDS: Numerical Methods Assignments\n", "\n", "- See lecture notes and documentation on Brightspace for Python and Jupyter basics. If you are stuck, try to google or get in touch via Discord.\n", "\n", "- Solutions must be submitted via the Jupyter Hub.\n", "\n", "- Make sure you fill in any place that says `YOUR CODE HERE` or \"YOUR ANSWER HERE\".\n", "\n", "## Submission\n", "\n", "1. Name all team members in the the cell below\n", "2. make sure everything runs as expected\n", "3. **restart the kernel** (in the menubar, select Kernel$\\rightarrow$Restart)\n", "4. **run all cells** (in the menubar, select Cell$\\rightarrow$Run All)\n", "5. Check all outputs (Out[\\*]) for errors and **resolve them if necessary**\n", "6. submit your solutions **in time (before the deadline)**" ] }, { "cell_type": "raw", "metadata": {}, "source": [ "team_members = \"Koen Vendrig, Kees van Kempen\"" ] }, { "cell_type": "markdown", "metadata": { "deletable": false, "editable": false, "nbgrader": { "cell_type": "markdown", "checksum": "177d489a4104e3c95a4de1a4c7768c01", "grade": false, "grade_id": "cell-1e89a94d71771bb6", "locked": true, "schema_version": 3, "solution": false, "task": false } }, "source": [ "## Composite Numerical Integration: Trapezoid and Simpson Rules\n", "\n", "In the following we will implement the composite trapezoid and Simpson rules to calculate definite integrals. These rules are defined by\n", "\n", "\\begin{align}\n", "\t\\int_a^b \\, f(x)\\, dx &\\approx \\frac{h}{2} \\left[ f(a) + 2 \\sum_{j=1}^{n-1} f(x_j) + f(b) \\right] \n", " &\\text{trapezoid} \\\\\n", " &\\approx \\frac{h}{3} \\left[ f(a) + 2 \\sum_{j=1}^{n/2-1} f(x_{2j}) + 4 \\sum_{j=1}^{n/2} f(x_{2j-1}) + f(b) \\right]\t \n", " &\\text{Simpson}\n", "\\end{align}\n", " \n", "with $a = x_0 < x_1 < \\dots < x_{n-1} < x_n = b$ and $x_k = a + kh$. Here $k = 0, \\dots, n$ and $h = (b-a) / n$ is the step size." ] }, { "cell_type": "code", "execution_count": 1, "metadata": { "deletable": false, "nbgrader": { "cell_type": "code", "checksum": "a60a63e0450a3157dd421b394288f18a", "grade": true, "grade_id": "cell-44d29c12deac7ed7", "locked": false, "points": 0, "schema_version": 3, "solution": true, "task": false } }, "outputs": [], "source": [ "import numpy as np\n", "import scipy.integrate\n", "\n", "# And for printing the lambdas:\n", "import inspect" ] }, { "cell_type": "markdown", "metadata": { "deletable": false, "editable": false, "nbgrader": { "cell_type": "markdown", "checksum": "e11bb7c15d840e7a9397f209769ebb66", "grade": false, "grade_id": "cell-ce9a56067e726f36", "locked": true, "schema_version": 3, "solution": false, "task": false } }, "source": [ "### Task 1\n", "\n", "Implement both integration schemes as Python functions $\\text{trapz(yk, dx)}$ and $\\text{simps(yk, dx)}$. The argument $\\text{yk}$ is an array of length $n+1$ representing $y_k = f(x_k)$ and $\\text{dx}$ is the step size $h$. Compare your results with Scipy's functions $\\text{scipy.integrate.trapz(yk, xk)}$ and $\\text{scipy.integrate.simps(yk, xk)}$ for a $f(x_k)$ of your choice.\n", "\n", "Try both even and odd $n$. What do you see? Why?\n", "\n", "Hint: go to the Scipy documentation. How are even and odd $n$ handled there?" ] }, { "cell_type": "code", "execution_count": 2, "metadata": { "deletable": false, "nbgrader": { "cell_type": "code", "checksum": "2bc6bd3985c2b7ab4ab051ebe94496f9", "grade": true, "grade_id": "cell-59f0de06f77dce3e", "locked": false, "points": 6, "schema_version": 3, "solution": true, "task": false } }, "outputs": [], "source": [ "def trapz(yk, dx):\n", " a, b = yk[0], yk[-1]\n", " h = dx\n", " integral = h/2*(a + 2*np.sum(yk[1:-1]) + b)\n", " return integral\n", " \n", "def simps(yk, dx):\n", " a, b = yk[0], yk[-1]\n", " h = dx\n", " # Instead of summing over something with n/2, we use step size 2,\n", " # thus avoiding any issues with 2 ∤ n.\n", " integral = h/3*(a + 2*np.sum(yk[2:-1:2]) + 4*np.sum(yk[1:-1:2]) + b)\n", " return integral" ] }, { "cell_type": "code", "execution_count": 3, "metadata": {}, "outputs": [], "source": [ "def compare_integration(f, a, b, n):\n", " # Let's check whether f is callable.\n", " # TODO: Improve checks on f, or not.\n", " assert callable(f)\n", " \n", " h = (b - a)/n\n", " xk = np.linspace(a, b, n + 1)\n", " yk = f(xk)\n", " \n", " print(\"For function\", inspect.getsource(f))\n", " print(\"for boundaries a =\", a, \", b =\", b, \"and steps n =\", n, \"the algorithms say:\")\n", " print(\"trapezoid:\\t\\t\", trapz(yk, h))\n", " print(\"Simpson:\\t\\t\", simps(yk, h))\n", " print(\"scipy.integrate.trapz:\\t\", scipy.integrate.trapz(yk, xk))\n", " print(\"scipy.integrate.simps:\\t\", scipy.integrate.simps(yk, xk))\n", " print()" ] }, { "cell_type": "code", "execution_count": 4, "metadata": { "deletable": false, "nbgrader": { "cell_type": "code", "checksum": "9599217f233689affb19148157e62b41", "grade": true, "grade_id": "cell-ff04b1d785ea895f", "locked": false, "points": 1, "schema_version": 3, "solution": true, "task": false } }, "outputs": [], "source": [ "# We need a function to integrate, so here we go.\n", "f = lambda x: x**2\n", "\n", "n = 100001\n", "a, b = 0, 1" ] }, { "cell_type": "code", "execution_count": 5, "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "For function f = lambda x: x**2\n", "\n", "for boundaries a = 0 , b = 1 and steps n = 100001 the algorithms say:\n", "trapezoid:\t\t 0.33333333334999976\n", "Simpson:\t\t 0.3333300000666658\n", "scipy.integrate.trapz:\t 0.33333333334999965\n", "scipy.integrate.simps:\t 0.3333333333333335\n", "\n", "For function f = lambda x: x**2\n", "\n", "for boundaries a = 0 , b = 1 and steps n = 100002 the algorithms say:\n", "trapezoid:\t\t 0.3333333333499994\n", "Simpson:\t\t 0.33333333333333337\n", "scipy.integrate.trapz:\t 0.3333333333499993\n", "scipy.integrate.simps:\t 0.3333333333333333\n", "\n" ] } ], "source": [ "compare_integration(f, a, b, n)\n", "compare_integration(f, a, b, n + 1)" ] }, { "cell_type": "markdown", "metadata": { "deletable": false, "editable": false, "nbgrader": { "cell_type": "markdown", "checksum": "f3a2f1f2b9ba3ffeb8646c346797d95a", "grade": false, "grade_id": "cell-1a7e33464e3be83b", "locked": true, "schema_version": 3, "solution": false, "task": false } }, "source": [ "### Task 2\n", "\n", "Implement at least one test function for each of your integration functions." ] }, { "cell_type": "code", "execution_count": 6, "metadata": { "deletable": false, "nbgrader": { "cell_type": "code", "checksum": "c3b7ee0d3ced97054590e89bba97e031", "grade": true, "grade_id": "cell-d8f2e0aa55860e08", "locked": false, "points": 6, "schema_version": 3, "solution": true, "task": false } }, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "For function f(x) = x^3 + 6x\n", "for boundaries a = 2 , b = 16 and steps n = 82198 the algorithms say:\n", "trapezoid:\t\t 1362.6666667343538\n", "scipy.integrate.trapz:\t 1362.6666667343543\n", "with difference trapz(yk, h) - scipy.integrate.trapz(yk, xk) = -4.547473508864641e-13\n", "\n", "For function f(x) = -x^3 + 6x\n", "for boundaries a = 2 , b = 17 and steps n = 82228 the algorithms say:\n", "Simpson:\t\t 1635.0\n", "scipy.integrate.simps:\t 1635.0000000000002\n", "with difference simps(yk, h) - scipy.integrate.simps(yk, xk) = -2.2737367544323206e-13\n", "\n" ] } ], "source": [ "# In the comparison of n even and n odd, and the testing of the integrations,\n", "# we have already tested the functions, but as it is asked, here we go again.\n", "\n", "def test_trapz():\n", " fun = lambda x: x**3 + 6*x\n", " a, b = 2, 16\n", " n = 82198\n", " \n", " h = (b - a)/n\n", " xk = np.linspace(a, b, n + 1)\n", " yk = f(xk)\n", "\n", " trapz_our = trapz(yk, h)\n", " trapz_scipy = scipy.integrate.trapz(yk, xk)\n", " \n", " print(\"For function f(x) = x^3 + 6x\")\n", " print(\"for boundaries a =\", a, \", b =\", b, \"and steps n =\", n, \"the algorithms say:\")\n", " print(\"trapezoid:\\t\\t\", trapz_our)\n", " print(\"scipy.integrate.trapz:\\t\", trapz_scipy)\n", " print(\"with difference trapz(yk, h) - scipy.integrate.trapz(yk, xk) =\", trapz_our - trapz_scipy)\n", " print()\n", " \n", "def test_simps():\n", " fun = lambda x: -x**3 + 6*x\n", " a, b = 2, 17\n", " n = 82228\n", " \n", " h = (b - a)/n\n", " xk = np.linspace(a, b, n + 1)\n", " yk = f(xk)\n", "\n", " simps_our = simps(yk, h)\n", " simps_scipy = scipy.integrate.simps(yk, xk)\n", " \n", " print(\"For function f(x) = -x^3 + 6x\")\n", " print(\"for boundaries a =\", a, \", b =\", b, \"and steps n =\", n, \"the algorithms say:\")\n", " print(\"Simpson:\\t\\t\", simps_our)\n", " print(\"scipy.integrate.simps:\\t\", simps_scipy)\n", " print(\"with difference simps(yk, h) - scipy.integrate.simps(yk, xk) =\", simps_our - simps_scipy)\n", " print()\n", " \n", "test_trapz()\n", "test_simps()" ] }, { "cell_type": "markdown", "metadata": { "deletable": false, "editable": false, "nbgrader": { "cell_type": "markdown", "checksum": "ead1d68798b82e5c9c5dba354a255abb", "grade": false, "grade_id": "cell-71d20f6b94c6ed05", "locked": true, "schema_version": 3, "solution": false, "task": false } }, "source": [ "### Task 3\n", "\n", "Study the accuracy of these integration routines by calculating the following integrals for a variety of step sizes $h$:\n", "\n", "- $\\int_0^1 \\, x\\, dx$\n", "- $\\int_0^1 \\, x^2\\, dx$\n", "- $\\int_0^1 \\, x^\\frac{1}{2}\\, dx$\n", "\n", "The integration error is defined as the difference (not the absolute difference) between your numerical results and the exact results. Plot the integration error as a function of $h$ for both integration routines and all listed functions. Comment on the comparison between both integration routines. Does the sign of the error match your expectations? Why?" ] }, { "cell_type": "code", "execution_count": 7, "metadata": { "deletable": false, "nbgrader": { "cell_type": "code", "checksum": "90eaf3d9beb2347589518aba4e8ad3c4", "grade": true, "grade_id": "cell-b0bb51b7eae7769b", "locked": false, "points": 4, "schema_version": 3, "solution": true, "task": false } }, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "As we are calculus geniuses, we know that the first integral gives 1/2.\n", "For function f1 = lambda x: x\n", "\n", "for boundaries a = 0 , b = 1 and steps n = 100000 the algorithms say:\n", "trapezoid:\t\t 0.5000000000000001\n", "Simpson:\t\t 0.5000000000000001\n", "scipy.integrate.trapz:\t 0.5000000000000001\n", "scipy.integrate.simps:\t 0.5\n", "\n", "As we are calculus geniuses, we know that the second integral gives 1/3.\n", "For function f2 = lambda x: x**2\n", "\n", "for boundaries a = 0 , b = 1 and steps n = 100000 the algorithms say:\n", "trapezoid:\t\t 0.33333333335000004\n", "Simpson:\t\t 0.3333333333333335\n", "scipy.integrate.trapz:\t 0.33333333335\n", "scipy.integrate.simps:\t 0.3333333333333333\n", "\n", "As we are calculus geniuses, we know that the third integral gives 2/3.\n", "For function f3 = lambda x: x**(1/2)\n", "\n", "for boundaries a = 0 , b = 1 and steps n = 100000 the algorithms say:\n", "trapezoid:\t\t 0.6666666600968939\n", "Simpson:\t\t 0.6666666640993837\n", "scipy.integrate.trapz:\t 0.6666666600968938\n", "scipy.integrate.simps:\t 0.6666666640993836\n", "\n", "For all three cases, the results are very close, and the functions work quickly.\n" ] } ], "source": [ "f1 = lambda x: x\n", "f2 = lambda x: x**2\n", "f3 = lambda x: x**(1/2)\n", "\n", "n = 100000\n", "a, b = 0, 1\n", "\n", "print(\"As we are calculus geniuses, we know that the first integral gives 1/2.\")\n", "compare_integration(f1, a, b, n)\n", "\n", "print(\"As we are calculus geniuses, we know that the second integral gives 1/3.\")\n", "compare_integration(f2, a, b, n)\n", "\n", "print(\"As we are calculus geniuses, we know that the third integral gives 2/3.\")\n", "compare_integration(f3, a, b, n)\n", "\n", "print(\"For all three cases, the results are very close, and the functions work quickly.\")" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.8.10" } }, "nbformat": 4, "nbformat_minor": 4 }