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223 lines (184 loc) · 9.97 KB
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import numpy as np
def gAnalytic(l, alpha):
""" returns g(lambda)"""
a0 = 4 * alpha # sum of all alphas
func = (np.log(((alpha * (alpha + 1)) / (a0 * (a0 + 1))) * (2 * np.cosh(2 * l) + 2)
+ (alpha ** 2 / (a0 * (a0 + 1))) * (4 + 4 * (2 * np.cosh(l))))
- 2 * np.log((np.cosh(l) + 1) / 2))
return func
def localTimeSSRW(v=0.08, alpha=1, tMax=1000, d=2):
# order: xx, x-x, xy, x-y, -xx, -x-x, -xy, -x-y, yx,y-x,yy,y-y,-yx,-y-x,-yy,-y-y
# (2d*2d, 2 (# walkers), d)
# np.array([[[walk1x,walk1y],[walk2x,walk2y]],,,,,,,,,,,,,,,,])
# order goes walk1 xhat (walk 2s), walk1 -xhat (walk 2s), walk1 yhat (walk2s), walk1 -yhat (walk2s)
options = np.array([[[+1, 0], [+1, 0]], [[+1, 0], [-1, 0]], [[+1, 0], [0, 1]], [[+1, 0], [0, -1]],
[[-1, 0], [1, 0]], [[-1, 0], [-1, 0]], [[-1, 0], [0, 1]], [[-1, 0], [0, -1]],
[[0, +1], [1, 0]], [[0, +1], [-1, 0]], [[0, +1], [0, 1]], [[0, +1], [0, -1]],
[[0, -1], [1, 0]], [[0, -1], [-1, 0]], [[0, -1], [0, 1]], [[0, -1], [0, -1]]])
localTime = np.zeros(tMax)
localTime[0] = 1 # t=0 LT = 0
# # tilted one point probabilitiy measure
# initialize at t=0 with walks at 0,0, eqn 16 evaluated at t=0 and r1[0] = r2[0] = vec(0)
paths = np.zeros((tMax, d, 2)) #time by dimension by # walks
eqn16 = np.zeros((tMax))
phi0 = (np.linalg.norm([paths[0, 0, 0] - v * 0 / np.sqrt(1 - 2 * v ** 2), paths[0, 1, 0]])
* np.linalg.norm([paths[0, 0, 1] - v * 0 / np.sqrt(1 - 2 * v ** 2), paths[0, 1, 1]]))
eqn16[0] = np.exp(gAnalytic(np.arctanh(2 * v), alpha) * localTime[0]) * phi0
for t in range(1, tMax):
# first update the paths
# if at same site, same jump distribution. thus same tilted distribution
probs = [1 / 16] * 16
outcome = np.random.choice(np.arange(16),p=probs)
vector = options[outcome]
paths[t, :, :] = paths[t - 1, :, :] + vector # paths is t by d by #walks
# local time is how many incidents where the walks are at the same site
# including this current timestep
if (paths[t, :, 0] == paths[t, :, 1]).all():
localTime[t] = localTime[t - 1] + 1
else:
localTime[t] = localTime[t - 1]
# update eqn 16
phis = (np.linalg.norm([paths[:, 0, 0] - v * t / np.sqrt(1 - 2 * v ** 2), paths[:, 1, 0]])
* np.linalg.norm([paths[:, 0, 1] - v * t / np.sqrt(1 - 2 * v ** 2), paths[:, 1, 1]]))
eqn16[t] = np.exp(gAnalytic(np.arctanh(2 * v), alpha) * localTime[t]) * phis
return paths, eqn16, localTime
def manyIterationsSSRW(n, v=0.08, alpha=1, tMax=1000, d=2):
""" return the avg. of eqn 16 wrt jacob's shitty tilted measure"""
localTimes = []
for i in range(n):
paths, eqn16, localTime = localTimeSSRW(v=v, alpha=alpha, tMax=tMax, d=d)
localTimes.append(localTime)
return localTimes
def correlated2PointMotion(v, alpha):
""" return the probabilities associated with eqn. 14 of jacob's 2d random walk overleaf doc."""
# order: xx, x-x, xy, x-y, -xx, -x-x, -xy, -x-y, yx,y-x,yy,y-y,-yx,-y-x,-yy,-y-y
nhats = np.array([(1, 0), (-1, 0), (0, 1), (0, -1)])
a0 = 4 * alpha # technically it's the sum of the alphas, but all ours are equal
# the denominator is the sum of the 16 terms
sameCov = alpha * (alpha + 1) / (a0 * (a0 + 1))
diffCov = alpha ** 2 / (a0 * (a0 + 1))
terms = np.array([sameCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[0] + nhats[0]))),
diffCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[0] + nhats[1]))),
diffCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[0] + nhats[2]))),
diffCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[0] + nhats[3]))),
diffCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[1] + nhats[0]))),
sameCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[1] + nhats[1]))),
diffCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[1] + nhats[2]))),
diffCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[1] + nhats[3]))),
diffCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[2] + nhats[0]))),
diffCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[2] + nhats[1]))),
sameCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[2] + nhats[2]))),
diffCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[2] + nhats[3]))),
diffCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[3] + nhats[0]))),
diffCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[3] + nhats[1]))),
diffCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[3] + nhats[2]))),
sameCov * np.exp(2 * np.arctanh(v) * np.dot(nhats[0], (nhats[3] + nhats[3])))
])
normalize = np.sum(terms)
return terms / normalize
def get2PointVectors(probs):
""" using probs from correlated2PointMotion, return an option of moves for 2 walks to move"""
# (2d*2d, 2 (# walkers), d)
# np.array([[[walk1x,walk1y],[walk2x,walk2y]],,,,,,,,,,,,,,,,])
# order goes walk1 xhat (walk 2s), walk1 -xhat (walk 2s), walk1 yhat (walk2s), walk1 -yhat (walk2s)
options = np.array([[[+1, 0], [+1, 0]], [[+1, 0], [-1, 0]], [[+1, 0], [0, 1]], [[+1, 0], [0, -1]],
[[-1, 0], [1, 0]], [[-1, 0], [-1, 0]], [[-1, 0], [0, 1]], [[-1, 0], [0, -1]],
[[0, +1], [1, 0]], [[0, +1], [-1, 0]], [[0, +1], [0, 1]], [[0, +1], [0, -1]],
[[0, -1], [1, 0]], [[0, -1], [-1, 0]], [[0, -1], [0, 1]], [[0, -1], [0, -1]]])
move = options[np.random.choice(np.arange(16), p=probs)]
return move
def phi(walk_x,walk_y, v, t):
""" implement the smoothing funtion as phi(\vec{R(t)}-vt\hat{x}/sqrt(1-v^2) )"""
return np.linalg.norm([(walk_x - v*t)/np.sqrt(1-v**2), walk_y/np.sqrt(1-v**2)])
def version2(v, alpha, tMax, d=2):
"""
build up 2 random walks in the tilted probability measure acc. to eqn 14
also calculate the local time of the 2 walks along the way
"""
localTime = np.zeros(tMax)
localTime[0] = 1 # fencpost problem
# # tilted one point probabilitiy measure
# initialize at t=0 with walks at 0,0, eqn 16 evaluated at t=0 and r1[0] = r2[0] = vec(0)
walks = np.zeros((tMax, d, 2)) # time by dimension by # walks
probs = correlated2PointMotion(v, alpha)
eqn15 = np.zeros(tMax)
eqn15[0] = (np.exp(gAnalytic(np.arctanh(2*v),alpha)*0) *
(phi(walks[0,0,0],walks[0,1,0],v,0)*phi(walks[0,0,1],walks[0,1,1],v,0)))
for t in range(1, tMax):
initialMove = get2PointVectors(probs)
moveWalk1 = initialMove[0]
if (walks[t - 1, :, 0] == walks[t - 1, :, 1]).all():
moveWalk2 = initialMove[1]
else:
newMove = get2PointVectors(probs)
moveWalk2 = newMove[1]
walks[t, :, 0] = walks[t - 1, :, 0] + moveWalk1
walks[t, :, 1] = walks[t - 1, :, 1] + moveWalk2
# update local time
if (walks[t, :, 0] == walks[t, :, 1]).all():
# print('they moved to the same site!')
localTime[t] = localTime[t - 1] + 1
else:
localTime[t] = localTime[t-1]
# update eqn 16
eqn15[t] = (np.exp(gAnalytic(np.arctanh(2 * v), alpha) * localTime[t-1]) *
(phi(walks[t, 0, 0], walks[t, 0, 1], v, t) * phi(walks[t,0,1],walks[t,1,1],v,t)))
return np.array(walks), np.array(localTime), np.array(eqn15)
def manyVersion2(n, tMax, v=0.08, alpha=1, d=2):
""" return the avg. of eqn 16 wrt jacob's shitty tilted measure"""
localTimes = []
eqn15s = []
for i in range(n):
_, localTime, eqn15 = version2(v=v, alpha=alpha, tMax=tMax, d=d)
localTimes.append(localTime)
eqn15s.append(eqn15)
return np.array(localTimes), np.array(eqn15s)
# # TO DO: FIX THIS BECAUSE THE STRUCture ISNt RIgHt
# def iterateOverVs(n, tMax, alpha=1, d=2):
# vs = np.geomspace(1e-3,2,21)
# localTimes = np.zeros((tMax,vs.shape[0]))
# eqn15s = np.zeros((tMax,vs.shape[0]))
# for idx, v in enumerate(vs):
# print(f"working on v = {v}")
# lT, eqn15 = manyVersion2(n, tMax, v=v, alpha=alpha, d=d)
# localTimes[:,idx] = lT
# eqn15s[:,idx] = eqn15
# return localTimes, eqn15s, vs
def rVec(xMag,yMag):
""" helper function to compute kappa(r) """
xhat = np.array([1,0])
yhat = np.array([0,1])
return xMag*xhat + yMag*yhat
def computeTermInsideKappa(rVec, n1, n2, v):
""" helper function to compute kappa(r)"""
xhat = np.array([1,0])
exponentialTerm = np.exp(2*np.arctanh(v)*np.dot(xhat, n1+n2))
logTerm = np.log((1 + np.linalg.norm(rVec+n1+n2))/(1+np.linalg.norm(rVec)))
return exponentialTerm*logTerm
def kappa(r, v):
"""compute kappa(r) for a given r and a given v"""
kappa = 0
nhats = np.array([(1, 0), (-1, 0), (0, 1), (0, -1)])
for n1 in nhats:
for n2 in nhats:
kappa += computeTermInsideKappa(r, n1, n2, v)
return (((1-v**2)**2)/16)*kappa
def computeAllKappa(v, size=100):
""" compute kappa(r) over a range of r vectors (centered around (0,0),
and out to size size)
for a given v"""
x, y = np.arange(-size,size+1), np.arange(-size,size+1)
xx, yy = np.meshgrid(x, y)
r = np.array([xx.flatten(),yy.flatten()]).T
return np.array([kappa(rvalue,v) for rvalue in r]).reshape(2*size+1,2*size+1)
def findKappaLimit(v, sizes=None):
""" for a give v find the limit of the sum of kappas
as the range of all space gets large"""
if sizes is None:
sizes = [100, 250, 500, 1000, 1500, 2000, 5000]
kappaSums = []
for size in sizes:
print(f'size: {size}')
kappaSum = np.sum(computeAllKappa(v, size))
kappaSums.append(kappaSum)
return np.array((sizes, kappaSums))