Coverage for pySDC/tutorial/step_1/D_collocation_accuracy_check.py: 100%

85 statements  

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1from pathlib import Path 

2import matplotlib 

3 

4matplotlib.use('Agg') 

5 

6from collections import namedtuple 

7import matplotlib.pylab as plt 

8import numpy as np 

9import os.path 

10import scipy.sparse as sp 

11 

12from pySDC.core.Collocation import CollBase 

13from pySDC.implementations.problem_classes.HeatEquation_ND_FD import heatNd_unforced 

14 

15# setup id for gathering the results (will sort by dt) 

16ID = namedtuple('ID', 'dt') 

17 

18 

19def main(): 

20 """ 

21 A simple test program to compute the order of accuracy in time 

22 """ 

23 

24 # initialize problem parameters 

25 problem_params = {} 

26 problem_params['nu'] = 0.1 # diffusion coefficient 

27 problem_params['freq'] = 4 # frequency for the test value 

28 problem_params['nvars'] = 16383 # number of DOFs in space 

29 problem_params['bc'] = 'dirichlet-zero' # boundary conditions 

30 

31 # instantiate problem 

32 prob = heatNd_unforced(**problem_params) 

33 

34 # instantiate collocation class, relative to the time interval [0,1] 

35 coll = CollBase(num_nodes=3, tleft=0, tright=1, node_type='LEGENDRE', quad_type='RADAU-RIGHT') 

36 

37 # assemble list of dt 

38 dt_list = [0.1 / 2**p for p in range(0, 4)] 

39 

40 # run accuracy test for all dt 

41 results = run_accuracy_check(prob=prob, coll=coll, dt_list=dt_list) 

42 

43 # get order of accuracy 

44 order = get_accuracy_order(results) 

45 

46 Path("data").mkdir(parents=True, exist_ok=True) 

47 f = open('data/step_1_D_out.txt', 'w') 

48 for l in range(len(order)): 

49 out = 'Expected order: %2i -- Computed order %4.3f' % (5, order[l]) 

50 f.write(out + '\n') 

51 print(out) 

52 f.close() 

53 

54 # visualize results 

55 plot_accuracy(results) 

56 

57 assert os.path.isfile('data/step_1_accuracy_test_coll.png') 

58 

59 assert all(np.isclose(order, 2 * coll.num_nodes - 1, rtol=0.4)), ( 

60 "ERROR: did not get order of accuracy as expected, got %s" % order 

61 ) 

62 

63 

64def run_accuracy_check(prob, coll, dt_list): 

65 """ 

66 Routine to build and solve the linear collocation problem 

67 

68 Args: 

69 prob: a problem instance 

70 coll: a collocation instance 

71 dt_list: list of time-step sizes 

72 

73 Return: 

74 the analytic error of the solved collocation problem 

75 """ 

76 

77 results = {} 

78 # loop over all nvars 

79 for dt in dt_list: 

80 # shrink collocation matrix: first line and column deals with initial value, not needed here 

81 Q = coll.Qmat[1:, 1:] 

82 

83 # build system matrix M of collocation problem 

84 M = sp.eye(prob.nvars[0] * coll.num_nodes) - dt * sp.kron(Q, prob.A) 

85 

86 # get initial value at t0 = 0 

87 u0 = prob.u_exact(t=0) 

88 # fill in u0-vector as right-hand side for the collocation problem 

89 u0_coll = np.kron(np.ones(coll.num_nodes), u0) 

90 # get exact solution at Tend = dt 

91 uend = prob.u_exact(t=dt) 

92 

93 # solve collocation problem directly 

94 u_coll = sp.linalg.spsolve(M, u0_coll) 

95 

96 # compute error 

97 err = np.linalg.norm(u_coll[-prob.nvars[0] :] - uend, np.inf) 

98 # get id for this dt and store error in results 

99 id = ID(dt=dt) 

100 results[id] = err 

101 

102 # add list of dt to results for easier access 

103 results['dt_list'] = dt_list 

104 return results 

105 

106 

107def get_accuracy_order(results): 

108 """ 

109 Routine to compute the order of accuracy in time 

110 

111 Args: 

112 results: the dictionary containing the errors 

113 

114 Returns: 

115 the list of orders 

116 """ 

117 

118 # retrieve the list of dt from results 

119 assert 'dt_list' in results, 'ERROR: expecting the list of dt in the results dictionary' 

120 dt_list = sorted(results['dt_list'], reverse=True) 

121 

122 order = [] 

123 # loop over two consecutive errors/dt pairs 

124 for i in range(1, len(dt_list)): 

125 # get ids 

126 id = ID(dt=dt_list[i]) 

127 id_prev = ID(dt=dt_list[i - 1]) 

128 

129 # compute order as log(prev_error/this_error)/log(this_dt/old_dt) <-- depends on the sorting of the list! 

130 tmp = np.log(results[id] / results[id_prev]) / np.log(dt_list[i] / dt_list[i - 1]) 

131 order.append(tmp) 

132 

133 return order 

134 

135 

136def plot_accuracy(results): 

137 """ 

138 Routine to visualize the errors as well as the expected errors 

139 

140 Args: 

141 results: the dictionary containing the errors 

142 """ 

143 

144 # retrieve the list of nvars from results 

145 assert 'dt_list' in results, 'ERROR: expecting the list of dts in the results dictionary' 

146 dt_list = sorted(results['dt_list']) 

147 

148 # Set up plotting parameters 

149 params = { 

150 'legend.fontsize': 20, 

151 'figure.figsize': (12, 8), 

152 'axes.labelsize': 20, 

153 'axes.titlesize': 20, 

154 'xtick.labelsize': 16, 

155 'ytick.labelsize': 16, 

156 'lines.linewidth': 3, 

157 } 

158 plt.rcParams.update(params) 

159 

160 # create new figure 

161 plt.figure() 

162 # take x-axis limits from nvars_list + some spacning left and right 

163 plt.xlim([min(dt_list) / 2, max(dt_list) * 2]) 

164 plt.xlabel('dt') 

165 plt.ylabel('abs. error') 

166 plt.grid() 

167 

168 # get guide for the order of accuracy, i.e. the errors to expect 

169 # get error for first entry in nvars_list 

170 id = ID(dt=dt_list[0]) 

171 base_error = results[id] 

172 # assemble optimal errors for 5th order method and plot 

173 order_guide_space = [base_error * (2 ** (5 * i)) for i in range(0, len(dt_list))] 

174 plt.loglog(dt_list, order_guide_space, color='k', ls='--', label='5th order') 

175 

176 min_err = 1e99 

177 max_err = 0e00 

178 err_list = [] 

179 # loop over nvars, get errors and find min/max error for y-axis limits 

180 for dt in dt_list: 

181 id = ID(dt=dt) 

182 err = results[id] 

183 min_err = min(err, min_err) 

184 max_err = max(err, max_err) 

185 err_list.append(err) 

186 plt.loglog(dt_list, err_list, ls=' ', marker='o', markersize=10, label='experiment') 

187 

188 # adjust y-axis limits, add legend 

189 plt.ylim([min_err / 10, max_err * 10]) 

190 plt.legend(loc=2, ncol=1, numpoints=1) 

191 

192 # save plot as PDF, beautify 

193 fname = 'data/step_1_accuracy_test_coll.png' 

194 plt.savefig(fname, bbox_inches='tight') 

195 

196 return None 

197 

198 

199if __name__ == "__main__": 

200 main()