I'm trying to calculate a matrix-form ODE,
i.e., (∂/∂t)ψ = -iHψ ,where ψ is a vector and H is a (time-independent) matrix.
I have two problems.
1. Difference of calculation time between DifferentialEquations.jl and Runge Kutta code
I calculated the above equation in two ways.
DifferentialEquations.jl
using LinearAlgebra
using OrdinaryDiffEq
using DifferentialEquations
#matrix
function Ham(Lx,Ly,Lz)
4*SINk₁(Lx,Ly,Lz) + 3*im*SINk₂(Lx,Ly,Lz) + COSk₃(Lx,Ly,Lz) -im*EYE(Lx,Ly,Lz)
end
# Initial conditions
ψ0 = Complex{Float64}[]
σ = sqrt(5/2)
for iz = 1:Lz
for ix = 1:Lx
for iy=1:Ly
gauss = (1/(((sqrt(2*π))*σ)^3))exp(-((ix-5)^2 + (iy-5)^2 + (iz-5)^2)/(2*(σ)^2))
push!(ψ0,gauss)
end
end
end
#normalization
ψ0 = ψ0./norm(ψ0)
#time span
tspan = (0.0,20.0)
#ODE
function time_evolution(ψdot::Array{Complex{Float64}, 1},ψ::Array{Complex{Float64}, 1},para::Float64,t::Float64)
ψdot.=-im.*Ham(Lx,Ly,Lz)*ψ
end
#solve the equation
prob = ODEProblem(time_evolution,ψ0,tspan)
@time sol = solve(prob)
Where SINk₁(Lx,Ly,Lz),SINk₂(Lx,Ly,Lz),COSk₃(Lx,Ly,Lz),EYE(Lx,Ly,Lz) are
function EYE(Lx,Ly,Lz)
N = Lx*Ly*Lz
mat = Matrix{Complex{Float64}}(I, N, N)
return mat
end
function SINk₁(Lx,Ly,Lz)
N = Lx*Ly*Lz
mat = zeros(Complex{Float64},N,N)
for ix = 1:Lx
for iy = 1:Ly
for iz = 1:Lz
for dx in -1:1
jx = ix + dx
for dy in -1:1
jy = iy + dy
for dz in -1:1
jz = iz + dz
ii = (iz-1)*Lx*Ly + (ix-1)*Ly + iy
jj = (jz-1)*Lx*Ly + (jx-1)*Ly + jy
if 1 <= jx <= Lx && 1 <= jy <= Ly && 1 <= jz <= Lz
if dx == +1 && dy == 0 && dz == 0
mat[ii,jj] += -(im/2)
end
if dx == -1 && dy == 0 && dz == 0
mat[ii,jj] += im/2
end
end
end
end
end
end
end
end
return mat
end
function SINk₂(Lx,Ly,Lz)
N = Lx*Ly*Lz
mat = zeros(Complex{Float64},N,N)
for ix = 1:Lx
for iy = 1:Ly
for iz = 1:Lz
for dx in -1:1
jx = ix + dx
for dy in -1:1
jy = iy + dy
for dz in -1:1
jz = iz + dz
ii = (iz-1)*Lx*Ly + (ix-1)*Ly + iy
jj = (jz-1)*Lx*Ly + (jx-1)*Ly + jy
if 1 <= jx <= Lx && 1 <= jy <= Ly && 1 <= jz <= Lz
if dx == 0 && dy == +1 && dz == 0
mat[ii,jj] += -im/2
end
if dx == 0 && dy == -1 && dz == 0
mat[ii,jj] += im/2
end
end
end
end
end
end
end
end
return mat
end
function COSk₃(Lx,Ly,Lz)
N = Lx*Ly*Lz
mat = zeros(Complex{Float64},N,N)
for ix = 1:Lx
for iy = 1:Ly
for iz = 1:Lz
for dx in -1:1
jx = ix + dx
for dy in -1:1
jy = iy + dy
for dz in -1:1
jz = iz + dz
ii = (iz-1)*Lx*Ly + (ix-1)*Ly + iy
jj = (jz-1)*Lx*Ly + (jx-1)*Ly + jy
if 1 <= jx <= Lx && 1 <= jy <= Ly && 1 <= jz <= Lz
if dx == 0 && dy == 0 && dz == +1
mat[ii,jj] += 1/2
end
if dx == 0 && dy == 0 && dz == -1
mat[ii,jj] += 1/2
end
end
end
end
end
end
end
end
return mat
end
For matrix size Lx = Ly = Lz = 10, this takes about 50 secs:
49.591043 seconds (28.10 k allocations: 141.020 GiB, 21.55% gc time)
Runge Kutta code
function rk4(ψ::Array{Complex{Float64}, 1},H::Array{Complex{Float64}, 2},δt::Float64)
f(a) = -im*H*a
k1 = f(ψ)
k2 = f(ψ + (1/2)*δt*k1)
k3 = f(ψ + (1/2)*δt*k2)
k4 = f(ψ + δt*k3)
ψ = ψ + δt*(1/6)*(k1 + 2*k2 + 2*k3 + k4)
return ψ
end
function RK4(ti::Int64,tf::Int64,interval::Int64,ψ0::Array{Complex{Float64}, 1})
#time span
δt = (tf-ti)/interval
size = length(ψ0)
#container of solutions
list_t = zeros(Float64,interval+1)
list_ψ = zeros(Complex{Float64},interval+1,size)
#initial condition
list_t[1] = ti
list_ψ[1,1:size] = ψ0
#store solutions
for i in 2:interval+1
list_ψ[i,1:size] = rk4(list_ψ[i-1,1:size],H,δt)
list_t[i] = list_t[i-1]+δt
end
return list_t,list_ψ
end
#matrix
H = Ham(Lx,Ly,Lz)
#time span
ti = 0
tf = 20
interval = 60
@time list_t1,list_ψ1 = RK4(ti,tf,interval,ψ0)
For matrix size Lx = Ly = Lz = 10 and the same δt, this takes about 2.0 secs:
1.882741 seconds (1.45 k allocations: 3.592 GiB, 24.03% gc time)
What causes the difference?
2. Difference of calculation time between Julia and Python
Even in the Runge Kutta code,it takes too much times for large matrix size.
For example, Lx = Ly = Lz = 20, i.e. 8000×8000 matrix, takes about 130 secs.
However, in python, I heard Runge Kutta 4th order method takes only few seconds even for 100000*100000 matrix.
Why so fast?
The same calculation time is possible in julia?
(2020/10/24)
I checked the calculation time using adaptive=false in julia.
Since installing BenchmarkTools was failed for some reason,I used @time macro.
For the above Ham(Lx,Ly,Lz),ψ0 and Lx = Ly = Lz = 10,
RK4
#time span
ti = 0
tf = 20
interval = 60 #dt=1/3
@time list_t1,list_ψ1 = RK4(ti,tf,interval,ψ0)
0.983133 seconds (1.40 M allocations: 3.657 GiB, 18.14% gc time)
DifferentialEquations.jl
controlling the accuracy
#time span
tspan = (0.0,20.0)
prob = ODEProblem(time_evolution,ψ0,tspan)
@time sol = solve(prob)
32.249755 seconds (28.10 k allocations: 141.020 GiB, 29.34% gc time)
not controlling the accuracy
#time span
tspan = (0.0,20.0)
prob = ODEProblem(time_evolution,ψ0,tspan)
@time sol = solve(prob,RK4(),dt=1/3,adaptive=false)
7.910114 seconds (6.38 k allocations: 35.919 GiB, 29.14% gc time)
Because of a fixed dt, it surely became faster in DifferentialEquations.jl.
However, it doesn't match the RK4 one despite using the same dt.
I don't know why...
No matter how hard I try, it can't be faster as python?
(2020/10/29)
From my friend's advice, Runge Kutta code was improved.
function rk4(ψ::Array{Complex{Float64}, 1},H,δt::Float64)
f(a) = -im*mul!(similar(a),H,a)
k1 = f(ψ)
k2 = f(ψ + (1/2)*δt*k1)
k3 = f(ψ + (1/2)*δt*k2)
k4 = f(ψ + δt*k3)
ψ = ψ + δt*(1/6)*(k1 + 2*k2 + 2*k3 + k4)
return ψ
end
Then, using H = sparse(Ham(Lx,Ly,Lz)) yielded 0.007810 seconds (1.33 k allocations: 19.391 MiB) for the same setting.
