ASKSAGE: Sage Q&A Forum - RSS feedhttps://ask.sagemath.org/questions/Q&A Forum for SageenCopyright Sage, 2010. Some rights reserved under creative commons license.Mon, 14 May 2018 19:03:38 +0200Is it possible to change Polynomial Ring in the middle of a computation?https://ask.sagemath.org/question/42341/is-it-possible-to-change-polynomial-ring-in-the-middle-of-a-computation/ Hi, I'm trying to invert the "Pollaczek-Khinchine" Laplace transform when it is rational
This works for me at degree 2:
var('x,s')
Fx = (1/6*exp(-2*x)+5/6*exp(-6*x));rho=2/3
print('Hyperexponential claims:',Fx)
R.<s> = PolynomialRing(QQbar)#when all coefficients are not integer, use CC
FF = R.fraction_field()
L_F=laplace(Fx,x,s)#Laplace transform of F
#Compute Pollackek-Khinchine (PK) formula L_rui for the Laplace transform (LT) of ruin probability
m1=L_F(s=0)
fe=L_F/m1
Fe=(1-fe)/s
L_rui=rho*Fe/(1-rho*fe)
show(L_rui.simplify_full())
inverse_laplace(SR(L_rui),s,u)
but not at degree 3, since I do not know how to use partial_fraction_decomposition, and then to switch to RR numbers and then invert .
If I start in R.<s> = PolynomialRing(RR), for an already known LT, everything is fine. But, a certain simplification by s in PK formula will become impossible due to rounding errors, so I am forced to start with R.<s> = PolynomialRing(QQbar)
After obtaining the partial_fraction_decomposition, I must apply RR to all numbers , but I do not manage to do it. Without that conversion, inverse_laplace won't workflorinMon, 14 May 2018 19:03:38 +0200https://ask.sagemath.org/question/42341/inverse_laplace of a fraction whose denominator has real roots (or complex)https://ask.sagemath.org/question/42331/inverse_laplace-of-a-fraction-whose-denominator-has-real-roots-or-complex/ Hi, this is the simplest and very important method of Laplace inversion . It can be applied to any Laplace transform
(LT), by starting with a Pade approximation of the LT, then partial fractions and inversion. For some reason, a program I had written last year stopped working
def Ruin(Fx, rho, x, u):#assumes rational survival function Fx, i.e. a hyperexponential density
var('s')
L_F=laplace(Fx,x,s)
m1=L_F(s=0) #some algebraic manipulations known as Pollaczek-Khinchine formula
fe=L_F/m1
Fe=factor((1-fe)/s)
L_rui=rho*Fe/(1-rho*fe)
C=ComplexField(53);
dec=Frac(C['s'])(L_rui).partial_fraction_decomposition();
n=len(dec)
par=[inverse_laplace(dec[1][i],s,u) for i in [0..n]];
rui=sum(par)
return rui, L_rui, fe
It's pretty easy to repair the program when roots are rational -- see question "partial_fraction_decomposition" with possibly "complex roots", again. For nonrational roots, I proposed there the following test case
var('s,u')
R.<s> = PolynomialRing(QQbar)
F = R.fraction_field()
L=3/4*(19*s^2 + 156*s + 284)/(19*s^3 + 174*s^2 + 422*s + 228)
whole,LL=L.partial_fraction_decomposition()
show(LL[0])
inverse_laplace(LL[0],s,u)
Thanks in advance :)florinMon, 14 May 2018 11:04:41 +0200https://ask.sagemath.org/question/42331/