Derivatives of indexed variables in Maple - variables

Consider N variables, x_1, x_2, ... , x_N. Given i < N and j < N, it holds dx_i/dx_j=delta_i,j, i.e. the derivative is 1 when i=j and 0 otherwise.
While diff(x[i],x[i]) returns 1, unfortunately diff(x[i],x[j]) returns 0 rather than delta_i,j and sum(diff(x[i],x[j]),j=1..N) returns 0 rather than 1.
Is there a way of getting the correct derivative without specifying the value of N? I.e. a way that can be used for calculations that hold for any N.

The regular diff() command handles the arguments in a literal manner. However, you can try the Physics package, and treat the metric as the Kronecker delta:
restart;
with( Physics ):
Setup( metric = Euclidean ):
Define( x ):
f := diff( Sum( a[i] * x[i], i=1..N ), x[j] );
Simplify( eval( f, g_=KroneckerDelta ) ) assuming j >= 1 and j <= N; # returns a[j]

Related

How to convert the following if conditions to Linear integer programming constraints?

These are the conditions:
if(x > 0)
{
y >= a;
z <= b;
}
It is quite easy to convert the conditions into Linear Programming constraints if x were binary variable. But I am not finding a way to do this.
You can do this in 2 steps
Step 1: Introduce a binary dummy variable
Since x is continuous, we can introduce a binary 0/1 dummy variable. Let's call it x_positive
if x>0 then we want x_positive =1. We can achieve that via the following constraint, where M is a very large number.
x < x_positive * M
Note that this forces x_positive to become 1, if x is itself positive. If x is negative, x_positive can be anything. (We can force it to be zero by adding it to the objective function with a tiny penalty of the appropriate sign.)
Step 2: Use the dummy variable to implement the next 2 constraints
In English: if x_positive = 1, then y >= a
However, if x_positive = 0, y can be anything (y > -inf)
y > a - M (1 - x_positive)
Similarly,
if x_positive = 1, then z <= b
z <= b + M * (1 - x_positive)
Both the linear constraints above will kick in if x>0 and will be trivially satisfied if x <=0.

An example for a continuous, monotone, quasi concave function?

Can anybody give me an example for a continuous, monotone, and quasi concave function that is not concave?
Continuous
Has a value everywhere.
Monotone
(x <= y) => (f(x) <= f(y))
or
(x <= y) => (f(x) >= f(y))
Concave
f'(x) is monotonically decreasing. If f'(x) is constant on an interval [a, b] where a <> b, then f is not strictly concave.
The construction of an example
Take the logarithm as a starting point. It is, continuous monotonically (on the realm of positive real numbers) increasing, quasiconcave AND concave. Not quite the result we expect yet, but pretty close to it:
ln'(x) = 1/x
ln(1) = 0
now, let's define a function as follows:
f(x) = ln(x), if x < 1 or x > 2
f(1), if 1 <= x <= 2

Beginner Finite Elemente Code does not solve equation properly

I am trying to write the code for solving the extremely difficult differential equation:
x' = 1
with the finite element method.
As far as I understood, I can obtain the solution u as
with the basis functions phi_i(x), while I can obtain the u_i as the solution of the system of linear equations:
with the differential operator D (here only the first derivative). As a basis I am using the tent function:
def tent(l, r, x):
m = (l + r) / 2
if x >= l and x <= m:
return (x - l) / (m - l)
elif x < r and x > m:
return (r - x) / (r - m)
else:
return 0
def tent_half_down(l,r,x):
if x >= l and x <= r:
return (r - x) / (r - l)
else:
return 0
def tent_half_up(l,r,x):
if x >= l and x <= r:
return (x - l) / (r - l)
else:
return 0
def tent_prime(l, r, x):
m = (l + r) / 2
if x >= l and x <= m:
return 1 / (m - l)
elif x < r and x > m:
return 1 / (m - r)
else:
return 0
def tent_half_prime_down(l,r,x):
if x >= l and x <= r:
return - 1 / (r - l)
else:
return 0
def tent_half_prime_up(l, r, x):
if x >= l and x <= r:
return 1 / (r - l)
else:
return 0
def sources(x):
return 1
Discretizing my space:
n_vertex = 30
n_points = (n_vertex-1) * 40
space = (0,5)
x_space = np.linspace(space[0],space[1],n_points)
vertx_list = np.linspace(space[0],space[1], n_vertex)
tent_list = np.zeros((n_vertex, n_points))
tent_prime_list = np.zeros((n_vertex, n_points))
tent_list[0,:] = [tent_half_down(vertx_list[0],vertx_list[1],x) for x in x_space]
tent_list[-1,:] = [tent_half_up(vertx_list[-2],vertx_list[-1],x) for x in x_space]
tent_prime_list[0,:] = [tent_half_prime_down(vertx_list[0],vertx_list[1],x) for x in x_space]
tent_prime_list[-1,:] = [tent_half_prime_up(vertx_list[-2],vertx_list[-1],x) for x in x_space]
for i in range(1,n_vertex-1):
tent_list[i, :] = [tent(vertx_list[i-1],vertx_list[i+1],x) for x in x_space]
tent_prime_list[i, :] = [tent_prime(vertx_list[i-1],vertx_list[i+1],x) for x in x_space]
Calculating the system of linear equations:
b = np.zeros((n_vertex))
A = np.zeros((n_vertex,n_vertex))
for i in range(n_vertex):
b[i] = np.trapz(tent_list[i,:]*sources(x_space))
for j in range(n_vertex):
A[j, i] = np.trapz(tent_prime_list[j] * tent_list[i])
And then solving and reconstructing it
u = np.linalg.solve(A,b)
sol = tent_list.T.dot(u)
But it does not work, I am only getting some up and down pattern. What am I doing wrong?
First, a couple of comments on terminology and notation:
1) You are using the weak formulation, though you've done this implicitly. A formulation being "weak" has nothing to do with the order of derivatives involved. It is weak because you are not satisfying the differential equation exactly at every location. FE minimizes the weighted residual of the solution, integrated over the domain. The functions phi_j actually discretize the weighting function. The difference when you only have first-order derivatives is that you don't have to apply the Gauss divergence theorem (which simplifies to integration by parts for one dimension) to eliminate second-order derivatives. You can tell this wasn't done because phi_j is not differentiated in the LHS.
2) I would suggest not using "A" as the differential operator. You also use this symbol for the global system matrix, so your notation is inconsistent. People often use "D", since this fits better to the idea that it is used for differentiation.
Secondly, about your implementation:
3) You are using way more integration points than necessary. Your elements use linear interpolation functions, which means you only need one integration point located at the center of the element to evaluate the integral exactly. Look into the details of Gauss quadrature to see why. Also, you've specified the number of integration points as a multiple of the number of nodes. This should be done as a multiple of the number of elements instead (in your case, n_vertex-1), because the elements are the domains on which you're integrating.
4) You have built your system by simply removing the two end nodes from the formulation. This isn't the correct way to specify boundary conditions. I would suggesting building the full system first and using one of the typical methods for applying Dirichlet boundary conditions. Also, think about what constraining two nodes would imply for the differential equation you're trying to solve. What function exists that satisfies x' = 1, x(0) = 0, x(5) = 0? You have overconstrained the system by trying to apply 2 boundary conditions to a first-order differential equation.
Unfortunately, there isn't a small tweak that can be made to get the code to work, but I hope the comments above help you rethink your approach.
EDIT to address your changes:
1) Assuming the matrix A is addressed with A[row,col], then your indices are backwards. You should be integrating with A[i,j] = ...
2) A simple way to apply a constraint is to replace one row with the constraint desired. If you want x(0) = 0, for example, set A[0,j] = 0 for all j, then set A[0,0] = 1 and set b[0] = 0. This substitutes one of the equations with u_0 = 0. Do this after integrating.

Optimization of MiniZinc model

I have a MiniZinc model which is supposed to find d[1 .. n] and o[1..k, 0 .. n] such that
x[k] = o[k,0] + d[1]*o[k,1] + d[2]*o[k,2] ... d[n]+o[k,n] and the sum of absolute values of o[k,i]'s is minimized.
I have many different x[i] and d[1..n] should remain the same for all of them.
I have a working model which is pasted below, which finds a good solution in the n=2 case really quickly (less than a second) however, if I go to n=3 (num_dims in the code) even after an hour I get no answer except the trivial one (xi=o0), even though the problem is somewhat recursive, in that a good answer for 2 dimensions can serve as a starting point for 3 dimensions by using o0 as xi for a new 2 dimensional problem.
I have used MiniZinc before, however, I do not have a background in OR or Optimization, thus I do not really know how to optimize my model. I would be helpful for any hints on how to do that, either by adding constraints or somehow directing the search. Is there a way to debug such performance problems in MiniZinc?
My current model:
% the 1d offsets
array [1 .. num_stmts] of int : x;
x = [-10100, -10001, -10000, -9999, -9900, -101, -100, -99, -1, 1, 99, 100, 101, 9900, 9999, 10000, 10001, 10100];
int : num_stmts = 18;
% how many dimensions we decompose into
int : num_dims = 2;
% the dimension sizes
array [1 .. num_dims] of var int : dims;
% the access offsets
array [1 .. num_stmts, 1 .. num_dims] of var int : offsets;
% the cost function: make access distance (absolute value of offsets) as small as possible
var int : cost = sum (s in 1 .. num_stmts, d in 1 .. num_dims) (abs(offsets[s,d]));
% dimensions must be positive
constraint forall (d in 1 .. num_dims) (dims[d] >= 0);
% offsets * dimensions must be equal to the original offsets
constraint forall (s in 1 .. num_stmts) (
x[s] = offsets[s,1] + sum(d in 2 .. num_dims) (offsets[s,d] * dims[d-1])
);
% disallow dimension crossing
constraint forall (s in 1 .. num_stmts, d in 1 .. num_dims) (
abs(offsets[s,d]) < dims[d]
);
% all dims together need to match the array size
constraint product (d in 1..num_dims) (dims[d]) = 1300000;
solve minimize cost;
output ["dims = ", show(dims), "\n"] ++
[ if d == 1 then show_int(6, x[s]) ++ " = " else "" endif ++
" " ++ show_int(4, offsets[s, d]) ++ if d>1 then " * " ++ show(dims[d-1]) else "" endif ++
if d == num_dims then "\n" else " + " endif |
s in 1 .. num_stmts, d in 1 .. num_dims];
Are you using the MiniZinc IDE? Have you tried using a different solver?
I was struggling with a problem of dividing n random positive integers into m groups (m < n) where the sum of each group was supposed to be as close as possible to some other number.
When n reached about 100 and m about 10, it took significantly longer time (30 min+) and the result was not satisfying. This was using the default Gecode (bundled) solver. By chance I went through each and everyone of the solvers and found that the COIN-OR CBC (bundled) found an optimal solution within 15 s.

k consecutive integers constraint

How can I state the following constraint in Constraint Programming? (Preferably in Gurobi or Comet).
S is an array of integers of size n. The set of integers that I can use to fill the array are in the range 1-k. There is a constraint ci for each of the integers that can be used. ci denotes the minimum number of consecutive integers i.
For example if c1 = 3, c2 = 2 then 1112211112111 is not a valid sequence since there must be two consecutive 2's, whereas 1112211122111 is a valid sequence.
Perhaps using the regular constraint (automaton in Comet) would be the best approach.
However, here is a straightforward solution in MiniZinc which use a lot of reifications. It should be possible to translate it to Comet at least (I don't think Gurobi support reifications).
The decision variables (the sequences) are in the array "x". It also use a helper array ("starts") which contains the start positions of each sequences; this makes it easier to reason about the sequences in "x". The number of sequences is in "z" (e.g. for optimization problems).
Depending on the size of x and other constraints, one can probably add more (redundant) constraints on how many sequences there can be etc. This is not done here, though.
Here's the model: http://www.hakank.org/minizinc/k_consecutive_integers.mzn
It's also shown below.
int: n;
int: k;
% number of consecutive integers for each integer 1..k
array[1..k] of int: c;
% decision variables
array[1..n] of var 1..k: x;
% starts[i] = 1 -> x[i] starts a new sequence
% starts[i] = 0 -> x[i] is in a sequence
array[1..n] of var 0..k: starts;
% sum of sequences
var 1..n: z = sum([bool2int(starts[i] > 0) | i in 1..n]);
solve :: int_search(x, first_fail, indomain_min, complete) satisfy;
constraint
forall(a in 1..n, b in 1..k) (
(starts[a] = b ) ->
(
forall(d in 0..c[b]-1) (x[a+d] = b )
/\
forall(d in 1..c[b]-1) (starts[a+d] = 0 )
/\
(if a > 1 then x[a-1] != b else true endif) % before
/\
(if a <= n-c[b] then x[a+c[b]] != b else true endif) % after
)
)
/\
% more on starts
starts[1] > 0 /\
forall(i in 2..n) (
starts[i] > 0 <-> ( x[i]!=x[i-1] )
)
/\
forall(i in 1..n) (
starts[i] > 0 -> x[i] = starts[i]
)
;
output [
"z : " ++ show(z) ++ "\n" ++
"starts: " ++ show(starts) ++ "\n" ++
"x : " ++ show(x) ++ "\n"
];
%
% data
%
%% From the question above:
%% It's a unique solution.
n = 13;
k = 2;
c = [3,2];