Skip to content

Commit

Permalink
feat(diff): adapt ModifiedL1 to new interface
Browse files Browse the repository at this point in the history
  • Loading branch information
alexfikl committed Jul 14, 2024
1 parent d44a61e commit cbea335
Show file tree
Hide file tree
Showing 2 changed files with 48 additions and 37 deletions.
2 changes: 1 addition & 1 deletion src/pycaputo/differentiation/__init__.py
Original file line number Diff line number Diff line change
Expand Up @@ -42,7 +42,7 @@ def guess_method_for_order(
if isinstance(p, grid.JacobiGaussLobattoPoints):
m = caputo.SpectralJacobi(d.alpha)
elif 0 < d.alpha < 1:
if isinstance(p, grid.UniformMidpoints):
if isinstance(p, grid.MidPoints):
m = caputo.ModifiedL1(d.alpha)
else:
m = caputo.L1(d.alpha)
Expand Down
83 changes: 47 additions & 36 deletions src/pycaputo/differentiation/caputo.py
Original file line number Diff line number Diff line change
Expand Up @@ -6,12 +6,11 @@
import math
from abc import abstractmethod
from dataclasses import dataclass
from typing import Iterator

import numpy as np

from pycaputo.derivatives import CaputoDerivative
from pycaputo.grid import Points, UniformMidpoints, UniformPoints
from pycaputo.grid import MidPoints, Points, UniformPoints, make_midpoints_from
from pycaputo.logging import get_logger
from pycaputo.utils import (
Array,
Expand Down Expand Up @@ -109,11 +108,22 @@ def _diffs_caputo_l1(m: L1, f: ArrayOrScalarFunction, p: Points, n: int) -> Scal

@diff.register(L1)
def _diff_caputo_l1(m: L1, f: ArrayOrScalarFunction, p: Points) -> Array:
fx = f(p.x) if callable(f) else f
if callable(f):
fx = f(p.x)
elif isinstance(f, np.ndarray):
if f.shape[0] != p.size:
raise ValueError(
f"Shape of 'f' does match points: got {f.shape} expected{p.shape}"
)
fx = f
else:
raise TypeError(f"Unknown type for 'f': {type(f)}")

df = np.empty_like(fx)
df[0] = np.nan

# FIXME: in the uniform case, we can also do an FFT, but we need different
# weights for that, so we leave it like this for now
for n in range(1, df.size):
w = quadrature_weights(m, p, n + 1)
df[n] = np.sum(w * fx[: n + 1])
Expand All @@ -132,8 +142,9 @@ class ModifiedL1(CaputoMethod):
r"""Implements the modified L1 method for the Caputo fractional derivative
of order :math:`\alpha \in (0, 1)`.
This method is defined in Section 4.1.1 (III) from [Li2020]_ for quasi-uniform
grids. These grids can be constructed by :class:`~pycaputo.grid.UniformMidpoints`.
This method is defined in Section 4.1.1 (III) from [Li2020]_. Note that this
method evaluates the fractional derivative at the midpoints
:math:`(x_i + x_{i - 1}) / 2` for any given input grid.
"""

if __debug__:
Expand All @@ -146,48 +157,48 @@ def __post_init__(self) -> None:
)


def _weights_modified_l1(m: ModifiedL1, p: Points) -> Iterator[Array]:
if not isinstance(p, UniformMidpoints):
raise NotImplementedError(
f"'{type(m).__name__}' does not implement 'weights' for"
f" '{type(p).__name__}' grids"
)
@quadrature_weights.register(ModifiedL1)
def _quadrature_weights_caputo_modified_l1(m: ModifiedL1, p: Points, n: int) -> Array:
if isinstance(p, MidPoints):
return quadrature_weights.dispatch(L1)(m, p, n)
else:
p = make_midpoints_from(p)
w = quadrature_weights.dispatch(L1)(m, p, n)

# NOTE: weights from [Li2020] Equation 4.51
# FIXME: this does not use the formula from the book; any benefit to it?
alpha = m.alpha
wc = 1 / math.gamma(2 - alpha) / p.dx[-1] ** alpha
k = np.arange(p.x.size)
# FIXME: not clear if this does anything? Might be the same as just
# doing L1 on the original grid..
wp = np.empty((n + 1,), dtype=w.dtype)
wp[0] = w[0] / 2.0
wp[-1] = w[-1] / 2.0
wp[1:-1] = (w[1:] + w[:-1]) / 2.0

return wp

# NOTE: first interval has a size of h / 2 and is weighted differently
w0 = 2 * ((k[:-1] + 0.5) ** (1 - alpha) - k[:-1] ** (1 - alpha))

for n in range(1, p.x.size):
w = (n - k[:n]) ** (1 - alpha) - (n - k[:n] - 1) ** (1 - alpha)
w[0] = w0[n - 1]
@diffs.register(ModifiedL1)
def _diffs_caputo_modified_l1(
m: ModifiedL1, f: ArrayOrScalarFunction, p: Points, n: int
) -> Scalar:
if not isinstance(p, MidPoints):
p = make_midpoints_from(p)

yield wc * w
if not callable(f):
f[1:] = (f[:-1] + f[1]) / 2.0

return diffs.dispatch(L1)(m, f, p, n)


@diff.register(ModifiedL1)
def _diff_modified_l1_method(
def _diff_caputo_modified_l1(
m: ModifiedL1, f: ArrayOrScalarFunction, p: Points
) -> Array:
if not isinstance(p, UniformMidpoints):
raise NotImplementedError(
f"'{type(m).__name__}' does not implement 'diff' for '{type(p).__name__}'"
" grids"
)
if not isinstance(p, MidPoints):
p = make_midpoints_from(p)

dfx = np.diff(f(p.x) if callable(f) else f)
if not callable(f):
f[1:] = (f[:-1] + f[1]) / 2.0

df = np.empty(p.x.size)
df[0] = np.nan

for n, w in enumerate(_weights_modified_l1(m, p)):
df[n + 1] = np.sum(w * dfx[: n + 1])

return df
return diff.dispatch(L1)(m, f, p)


# }}}
Expand Down

0 comments on commit cbea335

Please sign in to comment.