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I need to solve a nonlinear system of equations in Python using Sympy. For this, I wrote the code below. However, when I run this code the Python remains busy without returning any error message and, additionally, does not return the solution.

For comparison, I did the same work in Matlab and within a few seconds, the program returns two solutions for this system.

How, using Sympy, I can solve the system?

Regards.

import sympy as sym
import numpy as np

# Variables of the system
S, V, E, A, I, R  = sym.symbols('S, V, E, A, I, R')

# Parameters of the system
N = sym.Symbol("N", positive = True)
mi = sym.Symbol("mi", positive = True)
v = sym.Symbol("v", positive = True)
epsilon = sym.Symbol("epsilon", positive = True)
alpha = sym.Symbol("alpha", positive = True)
gamma_as = sym.Symbol("gamma_as", positive = True)
gamma_s = sym.Symbol("gamma_s", positive = True)
gamma_a = sym.Symbol("gamma_a", positive = True)
lamb = sym.Symbol("lamb", positive = True)
tau = sym.Symbol("tau", positive = True)
beta = sym.Symbol("beta", positive = True)
x = sym.Symbol("x")

# Declaration of the system equations
system = [mi*N - v*S + R - (beta*(A+I)/N)*S - mi*S,\
          v*S - (1-epsilon)*(beta*(A+I)/N)*V - mi*V,\
          (beta*(A+I)/N)*S + (1-epsilon)*(beta*(A+I)/N)*V - sym.exp(-mi*tau)*(beta*(A+I)/N)*S - mi*E,\
          alpha*sym.exp(-mi*tau)*(beta*(A+I)/N)*S - (gamma_as + gamma_a + mi)*A,\
          (1-alpha)*sym.exp(-mi*tau)*(beta*(A+I)/N)*S + gamma_as*A - (gamma_s + mi)*I,\
          gamma_a*A + gamma_s*I - (1+mi)*R]

# Solution
solution_set = sym.nonlinsolve(system, [S, V, E, A, I, R])
pyS, pyV, pyE, pyA, pyI, pyR = solution_set[0]
````

2 Answers2

3

SymPy generally solves a system of polynomial equations like this using Groebner bases. To compute the Groebner basis SymPy needs to identify each of the equations as a polynomial in the given unknowns with coefficients in a computable field (a "domain"). Your coefficients involve both mi and exp(-mi*tau) which SymPy's construct_domain doesn't like so it gives up constructing a computable domain and uses the "EX" domain instead which is very slow.

The solution then is to replace exp(mi*tau) with another symbol (I'll just use tau) and then compute the Groebner basis explicitly yourself:

In [103]: rep = {exp(-mi*tau):tau}

In [104]: system2 = [eq.subs(rep) for eq in system]

In [105]: for eq in system2: pprint(eq)
                        S⋅β⋅(A + I)
N⋅mi + R - S⋅mi - S⋅v - ───────────
                             N     
             V⋅β⋅(1 - ε)⋅(A + I)
S⋅v - V⋅mi - ───────────────────
                      N         
        S⋅β⋅τ⋅(A + I)   S⋅β⋅(A + I)   V⋅β⋅(1 - ε)⋅(A + I)
-E⋅mi - ───────────── + ─────────── + ───────────────────
              N              N                 N         
                     S⋅α⋅β⋅τ⋅(A + I)
-A⋅(γₐ + γₐₛ + mi) + ───────────────
                            N       
                      S⋅β⋅τ⋅(1 - α)⋅(A + I)
A⋅γₐₛ - I⋅(γₛ + mi) + ─────────────────────
                                N          
A⋅γₐ + I⋅γₛ - R⋅(mi + 1)

Now we could use solve or nonlinsolve but it's faster to compute and solve the Groebner basis ourselves:

In [106]: %time gb = groebner(system2, [S, V, E, A, I, R])
CPU times: user 3min 1s, sys: 100 ms, total: 3min 1s
Wall time: 3min 1s

The Groebner basis puts the system of equations into an almost solved form known as a rational univariate representation (RUR). In this case it looks like

S - a*R
V - b*R
E - c*R
A - d*R
I - e*R
R**2 + f*R + g

where the coefficients a, b, c, d, e, f, g are complicated rational functions of the symbolic parameters in the equations (alpha, beta etc). From here we can follow these steps to solve the Groebner basis:

  1. Solve the first 5 linear equations for S, V, E, A and I in terms of R.
  2. Solve the final quadratic equation for R giving two solutions R1 and R2.
  3. Substitute the the solutions for R1 and R2 into the solutions for S, V, E, A and I.
  4. Put it all together as two solution tuples.

That is:

In [115]: syms = [S, V, E, A, I, R]

In [116]: [lsol] = linsolve(gb[:-1], syms[:-1])

In [117]: R1, R2 = roots(gb[-1], R)

In [118]: sol1 = lsol.subs(R, R1) + (R1,)

In [119]: sol2 = lsol.subs(R, R2) + (R2,)

Now we have the two solution tuples in the form that would have been returned by nonlinsolve. Unfortunately the solutions are quite complicated so I won't show them in full. You can get some idea of the complexity by seeing the length of their string representations:

In [122]: print(len(str(sol1)))
794100

In [123]: print(len(str(sol2)))
27850

Now at this point it's worth considering what you actually wanted these solutions for. Maybe it's just that you wanted to substitute some explicit numeric values in for the symbolic parameters. It's worth noting here that potentially it would have been more efficient in the first place to substitute those values into the equations before attempting to solve them symbolically. If you want to see how your solutions depend on some particular parameters say just mi then you can substitute values for everything else and obtain a simpler form of the solution involving only that parameter more quickly:

In [136]: rep = {alpha:1, beta:2, epsilon:3, gamma_as:4, gamma_s:5, gamma_a:6, exp(-mi*tau):7, N:8, v
     ...: :9}

In [137]: system2 = [eq.subs(rep) for eq in system]

In [138]: %time solve(system2, syms)
CPU times: user 3.92 s, sys: 4 ms, total: 3.92 s
Wall time: 3.92 s
Out[138]: 
⎡                              ⎛                                                       ⎛  2        
⎢⎛ 8⋅mi     72              ⎞  ⎜4⋅(mi + 5)⋅(mi + 10)   36⋅(mi + 5)⋅(mi + 10)⋅(mi + 12)⋅⎝mi  + 4⋅mi 
⎢⎜──────, ──────, 0, 0, 0, 0⎟, ⎜────────────────────, ─────────────────────────────────────────────
⎢⎝mi + 9  mi + 9            ⎠  ⎜     7⋅(mi + 9)                  ⎛    4        3         2         
⎣                              ⎝                      7⋅(mi + 9)⋅⎝3⋅mi  + 38⋅mi  + 161⋅mi  + 718⋅mi

    ⎞                                   ⎛  2          ⎞ ⎛    3        2               ⎞            
- 25⎠    24⋅(mi + 1)⋅(mi + 5)⋅(mi + 10)⋅⎝mi  + mi + 50⎠⋅⎝3⋅mi  + 41⋅mi  + 209⋅mi + 787⎠  -4⋅(mi + 1
───────, ──────────────────────────────────────────────────────────────────────────────, ──────────
      ⎞                 ⎛  2            ⎞ ⎛    4        3         2               ⎞                
 + 900⎠     7⋅(mi + 12)⋅⎝mi  + 4⋅mi - 25⎠⋅⎝3⋅mi  + 38⋅mi  + 161⋅mi  + 718⋅mi + 900⎠           (mi +

           ⎛  2          ⎞                ⎛  2          ⎞                  ⎛  2          ⎞ ⎞⎤
)⋅(mi + 5)⋅⎝mi  + mi + 50⎠   -16⋅(mi + 1)⋅⎝mi  + mi + 50⎠   -8⋅(3⋅mi + 25)⋅⎝mi  + mi + 50⎠ ⎟⎥
───────────────────────────, ─────────────────────────────, ───────────────────────────────⎟⎥
     ⎛  2            ⎞                  ⎛  2            ⎞               ⎛  2            ⎞  ⎟⎥
 12)⋅⎝mi  + 4⋅mi - 25⎠        (mi + 12)⋅⎝mi  + 4⋅mi - 25⎠     (mi + 12)⋅⎝mi  + 4⋅mi - 25⎠  ⎠⎦

If you substitute values for all parameters then it's a lot faster:

In [139]: rep = {alpha:1, beta:2, epsilon:3, gamma_as:4, gamma_s:5, gamma_a:6, exp(-mi*tau):7, N:8, v
     ...: :9, mi:10}

In [140]: system2 = [eq.subs(rep) for eq in system]

In [141]: %time solve(system2, syms)
CPU times: user 112 ms, sys: 0 ns, total: 112 ms
Wall time: 111 ms
Out[141]: 
⎡⎛1200  124200  5224320  -960   -256   -640 ⎞  ⎛80  72            ⎞⎤
⎢⎜────, ──────, ───────, ─────, ─────, ─────⎟, ⎜──, ──, 0, 0, 0, 0⎟⎥
⎣⎝133   55727    67459     23     23     23 ⎠  ⎝19  19            ⎠⎦
Oscar Benjamin
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  • Learning Groebner Basis via Stack Overflow with Oscar Benjamin! These are *really* helpful answers. – smichr Aug 20 '22 at 17:30
1

If you look at your system you will see that the 4th and 5th equations have two solutions since solving the 4th for A and substituting into the 5th gives an expression that factors as I*f(S) -- giving, for the value of A, I = 0 and S such that f(S) = 0. Judicious selection of which equation(s) to solve next and taking time to lump constants together so you don't bog down the solver gives both solutions in about 10 seconds with relatively small operation counts (relative to the results of nonlinsolve above -- 10 and 5192 operations). The process gives the same solutions for the representative values above:

def condense(eq, *x, reps=None):
    """collapse additive/multiplicative constants into single
    variables, returning condensed expression and replacement
    values.

    Note: use of the replacement dictionary may require topological sorting
    if values depend on the keys.
    """
    from sympy.core.traversal import bottom_up
    from sympy.simplify.radsimp import collect
    from sympy.utilities.iterables import numbered_symbols
    if reps is None:
        reps = {}
    else:
        reps = {v:k for k,v in reps.items()}
    con = numbered_symbols('c')
    free = eq.free_symbols
    def c():
        while True:
            rv = next(con)
            if rv not in free:
                return rv
    def do(e):
        if not e.args:
            return e
        e = e.func(*[do(i) for i in e.args])
        isAdd=e.is_Add
        if not (isAdd or e.is_Mul):
            return e
        if isAdd:
            ee = collect(e, x, exact=None)
            if ee != e:
                e = do(ee)
        co, id = e.as_coeff_Add() if isAdd else e.as_coeff_Mul()
        i, d = id.as_independent(*x, as_Add=isAdd)
        if not i.args:
            return e
        return e.func(co, reps.get(i, reps.setdefault(i, c())), d)
    rv = do(bottom_up(eq, do))
    return rv, {v: k for k, v in reps.items()}

def repsort(*replace):
    """Return sorted replacement tuples `(o, n)` such that `(o_i, n_i)`
    will appear before `(o_j, n_j)` if `o_j` appears in `n_i`. An error
    will be raised if `o_j` appears in `n_i` and `o_i` appears in `n_k`
    if `k >= i`.

    Examples
    ========

    >>> from sympy.abc import x, y, z, a
    >>> repsort((x, y + 1), (z, x + 2))
    [(z, x + 2), (x, y + 1)]
    >>> repsort((x, y + 1), (z, x**2))
    [(z, x**2), (x, y + 1)]
    >>> repsort(*Tuple((x,y+z),(y,a),(z,1/y)))
    [(x, y + z), (z, 1/y), (y, a)]

    Any two of the following 3 tuples will not raise an error,
    but together they contain a cycle that raises an error:

    >>> repsort((x, y), (y, z), (z, x))
    Traceback (most recent call last):
    ...
    raise ValueError("cycle detected")
    """
    from itertools import permutations
    from sympy import default_sort_key, topological_sort
    free = {i for i,_ in replace}
    defs, replace = sift(replace,
        lambda x: x[1].is_number or not x[1].has_free(*free),
        binary=True)
    edges = [(i, j) for i, j in permutations(replace, 2) if 
        i[1].has(j[0]) and (not j[0].is_Symbol or j[0] in i[1].free_symbols)]
    rv = topological_sort([replace, edges], default_sort_key)
    rv.extend(ordered(defs))
    return rv

def dupdate(d, s):
    """update values in d with values from s and return the combined dictionaries"""
    rv = {k: v.xreplace(s) for k,v in d.items()}
    rv.update(s)
    return rv

# Variables of the system
syms=S, V, E, A, I, R  = symbols('S, V, E, A, I, R')

# Parameters of the system
const = var('a:j k')
system = [
    -A*S*c/a - I*S*c/a + R + S*(-h - j) + a*h,
    A*(V*c*d/a - V*c/a) + I*(V*c*d/a - V*c/a) + S*j - V*h,
    A*(-S*c*k/a + S*c/a - V*c*d/a + V*c/a) - E*h +
        I*(-S*c*k/a + S*c/a - V*c*d/a + V*c/a),
    A*(S*b*c*k/a - e - f - h) + I*S*b*c*k/a,
    A*(-S*b*c*k/a + S*c*k/a + f) + I*(-S*b*c*k/a + S*c*k/a - g - h),
    A*e + I*g + R*(-h - 1)
]


import sympy as sym

# Variables of the system
syms = S, V, E, A, I, R  = sym.symbols('S, V, E, A, I, R')

# Parameters of the system
N = sym.Symbol("N", positive = True)
mi = sym.Symbol("mi", positive = True)
v = sym.Symbol("v", positive = True)
epsilon = sym.Symbol("epsilon", positive = True)
alpha = sym.Symbol("alpha", positive = True)
gamma_as = sym.Symbol("gamma_as", positive = True)
gamma_s = sym.Symbol("gamma_s", positive = True)
gamma_a = sym.Symbol("gamma_a", positive = True)
lamb = sym.Symbol("lamb", positive = True)
tau = sym.Symbol("tau", positive = True)
beta = sym.Symbol("beta", positive = True)

# Declaration of the system equations
system = [
    mi*N - v*S + R - (beta*(A+I)/N)*S - mi*S,
    v*S - (1-epsilon)*(beta*(A+I)/N)*V - mi*V,
    (beta*(A+I)/N)*S + (1-epsilon)*(beta*(A+I)/N)*V -
        sym.exp(-mi*tau)*(beta*(A+I)/N)*S - mi*E,
    alpha*sym.exp(-mi*tau)*(beta*(A+I)/N)*S - (gamma_as + gamma_a + mi)*A,
    (1-alpha)*sym.exp(-mi*tau)*(beta*(A+I)/N)*S + gamma_as*A - (gamma_s + mi)*I,
    gamma_a*A + gamma_s*I - (1+mi)*R]

system, srep = condense(Tuple(*system), *syms)
asol = solve(system[3], A, dict=True)[0]
aeq=Tuple(*[i.xreplace(asol) for i in system])
si = solve(aeq[4], *syms, dict=True)

sol1 = dupdate(asol, si[0])
sol1 = dupdate(sol1, solve(Tuple(*system).xreplace(sol1),syms,dict=1)[0]); sol1

aeqs4 = Tuple(*[i.xreplace(si[1]) for i in aeq])
ceq, crep = condense(Tuple(*aeqs4),*syms,reps=srep)

ir = solve([ceq[0], ceq[-1]], I, R, dict=1)[0]
ve = solve([i.simplify() for i in Tuple(*ceq).xreplace(ir)], syms, dict=True)[0]  # if we don't simplify to make first element 0 we get no solution -- bug?
sol2 = dupdate(asol, si[1])
sol2 = dupdate(sol2, ir)
sol2 = dupdate(sol2, ve)

crep = repsort(*crep.items())
sol1 = Dict({k:v.subs(crep) for k,v in sol1.items()})  # 10 ops
sol2 = Dict({k:v.subs(crep) for k,v in sol2.items()})  # 5192 ops

Test for specific values (as above):

>>> rep = {alpha: 1, beta: 2, epsilon: 3, gamma_as: 4, gamma_s: 5,
...        gamma_a: 6, exp(-mi*tau): 7, N: 8, v: 9, mi: 10}
...
>>> sol1.xreplace(rep)
{A: 0, E: 0, I: 0, R: 0, S: 80/19, V: 72/19}
>>> sol2.xreplace(rep)
{A: -960/23, E: 89280/851, I: -256/23, 
R: -640/23, S: 1200/133, V: -124200/4921}

Of course, it took time to find this path to the solution. But if the solver could make better selections of what to solve (rather than trying to get the Groebner basis of the whole system) the time for obtaining a solution from SymPy could be greatly reduced.

smichr
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