Python

Case Study: Singular Perturbation Theory with SymPy

Formal perturbation theory, and in particular singular perturbation theory, are standard topics in applied mathematics, but seem to be largely unknown outside that specific community. Which is a shame, because they are both useful, and intellectually fascinating.

Perturbation expansions, in particular for higher orders, have a reputation for being “cumbersome”, as the say: the algebra quickly becomes both tedious and error-prone. Which is true, but it turns out that the SymPy computer-algebra system can be put to good use in this context.

Computing the Normal Distribution Function

Every once in a while, I need to evaluate the normal distribution function $\Phi(x)$:

$$ \Phi(x) = \frac{1}{\sqrt{2 \pi}} \int_{-\infty}^x \! e^{-\frac{1}{2}t^2} \, dt $$

Unfortunately, it is not always available in the standard math libraries, and hence I have to implement a “good-enough” version myself. Here are some options.

Random Shuffles

Shuffling a collection of items is a surprisingly frequent task in programming: essentially, it comes up whenever a known input must be processed in random order. What is more, there is a delightful, three-line algorithm to accomplish this task correctly, in-place, and in optimal time. Unfortunately, this simple three-line solution seems to be insufficiently known, leading to various, less-than-optimal ad-hoc alternatives being used in practice — but that is entirely unnecessary!

Command Line Arguments with Python's Argparse Module

Processing command-line arguments in ad-hoc python tools is one of those areas where I tend to just hack it together from scratch — simply because the effort of learning and understanding the relevant library packages not only seems to be more work than it is worth, but also and in particular more effort than “just doing it” by hand. I don’t want anything fancy, after all. I just want to get it done.