概述
I'm trying to simulate a 2-D random walk in python with boundaries (the particle/object will can't cross the boundaries and must return back). However my version is not vectorised and is very slow. How do I implement it without(or minimising) the use of loops.
Here is my approach
def bound_walk():
Origin = [0, 0] #Starting Point
#All Possible directiom
directions = ((-1, 1), (0, 1), (1, 1),
(-1, 0) , (1, 0),
(-1, -1), (0, -1), (1, -1))
#Directions allowed when x-coordinate reaches boundary
refelectionsx = ((-1, 1), (0, 1),
(-1, 0),(-1, -1), (0, -1))
#Directions allowed when y-coordinate reaches boundary
refelectionsy = ((-1, 0) , (1, 0),
(-1, -1), (0, -1), (1, -1))
points = [(0, 0)]
for i in range(20000):
direction = choice(directions)
reflection1 = choice(refelectionsx)
reflection2 = choice(refelectionsy)
if Origin[0]>50: #Boundary==50
Origin[0] += reflection1[0]
elif Origin[0]
Origin[0] -= reflection1[0]
else:
Origin[0] += direction[0]
if Origin[1]>50:
Origin[1] += reflection2[1]
elif Origin[1] < -50:
Origin[1] -= reflection2[1]
else:
Origin[1] += direction[1]
points.append(Origin[:])
return points
解决方案
Here is one approach that is fast, but not 100% equivalent to your implementation. The difference is that in my implementation, at the boundary the chance of going in one of the directions parallel to the boundary is half that of the directions retreating from the boundary. That is arguably the better model if you think of the directions as being the result of binning continuous directions, because the boundary cuts the relevant bins in half.
If you try it you'll find that it does 10 million steps more or less instantly.
The trick is that we simply "unroll" space, so we can simulate an uncostrained random walk which is cheap and then in the end we fold it back to the bounding rectangle.
# parameters
>>> directions = np.delete(np.indices((3, 3)).reshape(2, -1), 4, axis=1).T - 1
>>> boundaries = np.array([(-50, 50), (-50, 50)])
>>> start = np.array([0, 0])>>> steps = 10**7
>>>
# "simulation"
>>> size = np.diff(boundaries, axis=1).ravel()
>>>
>>> trajectory = np.cumsum(directions[np.random.randint(0, 8, (steps,))], axis=0)
>>> trajectory = np.abs((trajectory + start - boundaries[:, 0] + size) % (2 * size) - size) + boundaries[:, 0]
>>>
# some sanity checks
# boundaries are respected
>>> print(trajectory.min(axis=0))
[-50 -50]
>>> print(trajectory.max(axis=0))
[50 50]
# step size looks ok
>>> print(np.diff(trajectory, axis=0).min(axis=0))
[-1 -1]
>>> print(np.diff(trajectory, axis=0).max(axis=0))
[1 1]
# histograms of time spent at coordinates looks flat
>>> print(np.bincount(trajectory[:, 0] - boundaries[0, 0]))
[ 50276 100134 100395 100969 101218 101388 101708 100688 101460 102667
103613 103652 103540 103296 102676 102105 102766 102855 101786 101246
101442 101152 101020 100498 100637 100588 100100 99745 100034 99878
99120 98076 98193 98126 97715 98317 98343 97693 97391 96854
96576 96906 96423 96445 96779 96672 96376 95747 95732 95881
96833 97149 98490 99692 99519 98800 99497 100070 100065 99816
99838 100470 100466 100887 100461 100033 99405 99425 100537 100227
100796 101668 101218 101413 101559 101258 101416 101292 100567 100022
100266 100770 100882 100519 100326 100795 101066 101293 101667 101666
101040 101221 101019 100868 101681 100778 100121 98500 98174 98308
49254]
>>> print(np.bincount(trajectory[:, 1] - boundaries[1, 0]))
[ 52316 104725 104235 103801 102936 102269 102604 102557 102514 103063
102130 101805 101699 102285 102456 102464 102590 104010 103502 103105
102784 102927 103430 104750 104671 104836 104547 103280 102131 101548
101173 101806 101345 101959 101525 101061 101260 100774 100126 98806
99209 100105 99686 100418 101056 101434 101078 101680 103042 103732
103003 102047 100832 100489 100809 100429 101325 102420 102282 102205
101341 100644 99827 99482 98931 98588 97911 97981 97053 96794
96818 97364 97025 97093 97807 98594 98280 98406 98474 98516
98555 98713 98381 98296 97600 97374 97423 97092 96238 95771
95547 95325 94710 94115 93332 92219 91309 91780 92399 92345
45461]
最后
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