"""Precompute coefficients of several series expansions of Wright's generalized Bessel function Phi(a, b, x). See https://dlmf.nist.gov/10.46.E1 with rho=a, beta=b, z=x. """ from argparse import ArgumentParser, RawTextHelpFormatter import numpy as np from scipy.integrate import quad from scipy.optimize import minimize_scalar, curve_fit from time import time try: import sympy from sympy import EulerGamma, Rational, S, Sum, \ factorial, gamma, gammasimp, pi, polygamma, symbols, zeta from sympy.polys.polyfuncs import horner except ImportError: pass def series_small_a(): """Tylor series expansion of Phi(a, b, x) in a=0 up to order 5. """ order = 5 a, b, x, k = symbols("a b x k") A = [] # terms with a X = [] # terms with x B = [] # terms with b (polygammas) # Phi(a, b, x) = exp(x)/gamma(b) * sum(A[i] * X[i] * B[i]) expression = Sum(x**k/factorial(k)/gamma(a*k+b), (k, 0, S.Infinity)) expression = gamma(b)/sympy.exp(x) * expression # nth term of taylor series in a=0: a^n/n! * (d^n Phi(a, b, x)/da^n at a=0) for n in range(0, order+1): term = expression.diff(a, n).subs(a, 0).simplify().doit() # set the whole bracket involving polygammas to 1 x_part = (term.subs(polygamma(0, b), 1) .replace(polygamma, lambda *args: 0)) # sign convetion: x part always positive x_part *= (-1)**n A.append(a**n/factorial(n)) X.append(horner(x_part)) B.append(horner((term/x_part).simplify())) s = "Tylor series expansion of Phi(a, b, x) in a=0 up to order 5.\n" s += "Phi(a, b, x) = exp(x)/gamma(b) * sum(A[i] * X[i] * B[i], i=0..5)\n" for name, c in zip(['A', 'X', 'B'], [A, X, B]): for i in range(len(c)): s += f"\n{name}[{i}] = " + str(c[i]) return s # expansion of digamma def dg_series(z, n): """Symbolic expansion of digamma(z) in z=0 to order n. See https://dlmf.nist.gov/5.7.E4 and with https://dlmf.nist.gov/5.5.E2 """ k = symbols("k") return -1/z - EulerGamma + \ sympy.summation((-1)**k * zeta(k) * z**(k-1), (k, 2, n+1)) def pg_series(k, z, n): """Symbolic expansion of polygamma(k, z) in z=0 to order n.""" return sympy.diff(dg_series(z, n+k), z, k) def series_small_a_small_b(): """Tylor series expansion of Phi(a, b, x) in a=0 and b=0 up to order 5. Be aware of cancellation of poles in b=0 of digamma(b)/Gamma(b) and polygamma functions. digamma(b)/Gamma(b) = -1 - 2*M_EG*b + O(b^2) digamma(b)^2/Gamma(b) = 1/b + 3*M_EG + b*(-5/12*PI^2+7/2*M_EG^2) + O(b^2) polygamma(1, b)/Gamma(b) = 1/b + M_EG + b*(1/12*PI^2 + 1/2*M_EG^2) + O(b^2) and so on. """ order = 5 a, b, x, k = symbols("a b x k") M_PI, M_EG, M_Z3 = symbols("M_PI M_EG M_Z3") c_subs = {pi: M_PI, EulerGamma: M_EG, zeta(3): M_Z3} A = [] # terms with a X = [] # terms with x B = [] # terms with b (polygammas expanded) C = [] # terms that generate B # Phi(a, b, x) = exp(x) * sum(A[i] * X[i] * B[i]) # B[0] = 1 # B[k] = sum(C[k] * b**k/k!, k=0..) # Note: C[k] can be obtained from a series expansion of 1/gamma(b). expression = gamma(b)/sympy.exp(x) * \ Sum(x**k/factorial(k)/gamma(a*k+b), (k, 0, S.Infinity)) # nth term of taylor series in a=0: a^n/n! * (d^n Phi(a, b, x)/da^n at a=0) for n in range(0, order+1): term = expression.diff(a, n).subs(a, 0).simplify().doit() # set the whole bracket involving polygammas to 1 x_part = (term.subs(polygamma(0, b), 1) .replace(polygamma, lambda *args: 0)) # sign convetion: x part always positive x_part *= (-1)**n # expansion of polygamma part with 1/gamma(b) pg_part = term/x_part/gamma(b) if n >= 1: # Note: highest term is digamma^n pg_part = pg_part.replace(polygamma, lambda k, x: pg_series(k, x, order+1+n)) pg_part = (pg_part.series(b, 0, n=order+1-n) .removeO() .subs(polygamma(2, 1), -2*zeta(3)) .simplify() ) A.append(a**n/factorial(n)) X.append(horner(x_part)) B.append(pg_part) # Calculate C and put in the k! C = sympy.Poly(B[1].subs(c_subs), b).coeffs() C.reverse() for i in range(len(C)): C[i] = (C[i] * factorial(i)).simplify() s = "Tylor series expansion of Phi(a, b, x) in a=0 and b=0 up to order 5." s += "\nPhi(a, b, x) = exp(x) * sum(A[i] * X[i] * B[i], i=0..5)\n" s += "B[0] = 1\n" s += "B[i] = sum(C[k+i-1] * b**k/k!, k=0..)\n" s += "\nM_PI = pi" s += "\nM_EG = EulerGamma" s += "\nM_Z3 = zeta(3)" for name, c in zip(['A', 'X'], [A, X]): for i in range(len(c)): s += f"\n{name}[{i}] = " s += str(c[i]) # For C, do also compute the values numerically for i in range(len(C)): s += f"\n# C[{i}] = " s += str(C[i]) s += f"\nC[{i}] = " s += str(C[i].subs({M_EG: EulerGamma, M_PI: pi, M_Z3: zeta(3)}) .evalf(17)) # Does B have the assumed structure? s += "\n\nTest if B[i] does have the assumed structure." s += "\nC[i] are derived from B[1] allone." s += "\nTest B[2] == C[1] + b*C[2] + b^2/2*C[3] + b^3/6*C[4] + .." test = sum([b**k/factorial(k) * C[k+1] for k in range(order-1)]) test = (test - B[2].subs(c_subs)).simplify() s += f"\ntest successful = {test==S(0)}" s += "\nTest B[3] == C[2] + b*C[3] + b^2/2*C[4] + .." test = sum([b**k/factorial(k) * C[k+2] for k in range(order-2)]) test = (test - B[3].subs(c_subs)).simplify() s += f"\ntest successful = {test==S(0)}" return s def asymptotic_series(): """Asymptotic expansion for large x. Phi(a, b, x) ~ Z^(1/2-b) * exp((1+a)/a * Z) * sum_k (-1)^k * C_k / Z^k Z = (a*x)^(1/(1+a)) Wright (1935) lists the coefficients C_0 and C_1 (he calls them a_0 and a_1). With slightly different notation, Paris (2017) lists coefficients c_k up to order k=3. Paris (2017) uses ZP = (1+a)/a * Z (ZP = Z of Paris) and C_k = C_0 * (-a/(1+a))^k * c_k """ order = 8 class g(sympy.Function): """Helper function g according to Wright (1935) g(n, rho, v) = (1 + (rho+2)/3 * v + (rho+2)*(rho+3)/(2*3) * v^2 + ...) Note: Wright (1935) uses square root of above definition. """ nargs = 3 @classmethod def eval(cls, n, rho, v): if not n >= 0: raise ValueError("must have n >= 0") elif n == 0: return 1 else: return g(n-1, rho, v) \ + gammasimp(gamma(rho+2+n)/gamma(rho+2)) \ / gammasimp(gamma(3+n)/gamma(3))*v**n class coef_C(sympy.Function): """Calculate coefficients C_m for integer m. C_m is the coefficient of v^(2*m) in the Taylor expansion in v=0 of Gamma(m+1/2)/(2*pi) * (2/(rho+1))^(m+1/2) * (1-v)^(-b) * g(rho, v)^(-m-1/2) """ nargs = 3 @classmethod def eval(cls, m, rho, beta): if not m >= 0: raise ValueError("must have m >= 0") v = symbols("v") expression = (1-v)**(-beta) * g(2*m, rho, v)**(-m-Rational(1, 2)) res = expression.diff(v, 2*m).subs(v, 0) / factorial(2*m) res = res * (gamma(m + Rational(1, 2)) / (2*pi) * (2/(rho+1))**(m + Rational(1, 2))) return res # in order to have nice ordering/sorting of expressions, we set a = xa. xa, b, xap1 = symbols("xa b xap1") C0 = coef_C(0, xa, b) # a1 = a(1, rho, beta) s = "Asymptotic expansion for large x\n" s += "Phi(a, b, x) = Z**(1/2-b) * exp((1+a)/a * Z) \n" s += " * sum((-1)**k * C[k]/Z**k, k=0..6)\n\n" s += "Z = pow(a * x, 1/(1+a))\n" s += "A[k] = pow(a, k)\n" s += "B[k] = pow(b, k)\n" s += "Ap1[k] = pow(1+a, k)\n\n" s += "C[0] = 1./sqrt(2. * M_PI * Ap1[1])\n" for i in range(1, order+1): expr = (coef_C(i, xa, b) / (C0/(1+xa)**i)).simplify() factor = [x.denominator() for x in sympy.Poly(expr).coeffs()] factor = sympy.lcm(factor) expr = (expr * factor).simplify().collect(b, sympy.factor) expr = expr.xreplace({xa+1: xap1}) s += f"C[{i}] = C[0] / ({factor} * Ap1[{i}])\n" s += f"C[{i}] *= {str(expr)}\n\n" import re re_a = re.compile(r'xa\*\*(\d+)') s = re_a.sub(r'A[\1]', s) re_b = re.compile(r'b\*\*(\d+)') s = re_b.sub(r'B[\1]', s) s = s.replace('xap1', 'Ap1[1]') s = s.replace('xa', 'a') # max integer = 2^31-1 = 2,147,483,647. Solution: Put a point after 10 # or more digits. re_digits = re.compile(r'(\d{10,})') s = re_digits.sub(r'\1.', s) return s def optimal_epsilon_integral(): """Fit optimal choice of epsilon for integral representation. The integrand of int_0^pi P(eps, a, b, x, phi) * dphi can exhibit oscillatory behaviour. It stems from the cosine of P and can be minimized by minimizing the arc length of the argument f(phi) = eps * sin(phi) - x * eps^(-a) * sin(a * phi) + (1 - b) * phi of cos(f(phi)). We minimize the arc length in eps for a grid of values (a, b, x) and fit a parametric function to it. """ def fp(eps, a, b, x, phi): """Derivative of f w.r.t. phi.""" eps_a = np.power(1. * eps, -a) return eps * np.cos(phi) - a * x * eps_a * np.cos(a * phi) + 1 - b def arclength(eps, a, b, x, epsrel=1e-2, limit=100): """Compute Arc length of f. Note that the arg length of a function f fro t0 to t1 is given by int_t0^t1 sqrt(1 + f'(t)^2) dt """ return quad(lambda phi: np.sqrt(1 + fp(eps, a, b, x, phi)**2), 0, np.pi, epsrel=epsrel, limit=100)[0] # grid of minimal arc length values data_a = [1e-3, 0.1, 0.5, 0.9, 1, 2, 4, 5, 6, 8] data_b = [0, 1, 4, 7, 10] data_x = [1, 1.5, 2, 4, 10, 20, 50, 100, 200, 500, 1e3, 5e3, 1e4] data_a, data_b, data_x = np.meshgrid(data_a, data_b, data_x) data_a, data_b, data_x = (data_a.flatten(), data_b.flatten(), data_x.flatten()) best_eps = [] for i in range(data_x.size): best_eps.append( minimize_scalar(lambda eps: arclength(eps, data_a[i], data_b[i], data_x[i]), bounds=(1e-3, 1000), method='Bounded', options={'xatol': 1e-3}).x ) best_eps = np.array(best_eps) # pandas would be nice, but here a dictionary is enough df = {'a': data_a, 'b': data_b, 'x': data_x, 'eps': best_eps, } def func(data, A0, A1, A2, A3, A4, A5): """Compute parametric function to fit.""" a = data['a'] b = data['b'] x = data['x'] return (A0 * b * np.exp(-0.5 * a) + np.exp(A1 + 1 / (1 + a) * np.log(x) - A2 * np.exp(-A3 * a) + A4 / (1 + np.exp(A5 * a)))) func_params = list(curve_fit(func, df, df['eps'], method='trf')[0]) s = "Fit optimal eps for integrand P via minimal arc length\n" s += "with parametric function:\n" s += "optimal_eps = (A0 * b * exp(-a/2) + exp(A1 + 1 / (1 + a) * log(x)\n" s += " - A2 * exp(-A3 * a) + A4 / (1 + exp(A5 * a)))\n\n" s += "Fitted parameters A0 to A5 are:\n" s += ', '.join(['{:.5g}'.format(x) for x in func_params]) return s def main(): t0 = time() parser = ArgumentParser(description=__doc__, formatter_class=RawTextHelpFormatter) parser.add_argument('action', type=int, choices=[1, 2, 3, 4], help='chose what expansion to precompute\n' '1 : Series for small a\n' '2 : Series for small a and small b\n' '3 : Asymptotic series for large x\n' ' This may take some time (>4h).\n' '4 : Fit optimal eps for integral representation.' ) args = parser.parse_args() switch = {1: lambda: print(series_small_a()), 2: lambda: print(series_small_a_small_b()), 3: lambda: print(asymptotic_series()), 4: lambda: print(optimal_epsilon_integral()) } switch.get(args.action, lambda: print("Invalid input."))() print("\n{:.1f} minutes elapsed.\n".format((time() - t0)/60)) if __name__ == '__main__': main()