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Rework derivative discretizations #57

Merged
merged 26 commits into from
Aug 12, 2024
Merged

Rework derivative discretizations #57

merged 26 commits into from
Aug 12, 2024

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alexfikl
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@alexfikl alexfikl commented Jul 14, 2024 •
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See discussion in #55. Methods that need updating

Caputo

  • L1
  • ModifiedL1
  • L2
  • L2C
  • SpectralJacobi
    • This method evaluates the derivative on the whole grid.
  • YuanAgrawal
  • Diethelm
  • BirkSong

Riemann-Liouville

Should just work once Caputo methods are updated.

Grünwald-Letnikov

  • GrunwaldLetnikov
  • ShiftedGrunwaldLetnikov
  • TianZhouDeng2
  • TianZhouDeng3

Gradient

Reimplement gradient based on diffs method. Methods that don't support it can take a long hard look at themselves.

Fixes #55.

@alexfikl alexfikl marked this pull request as draft July 14, 2024 17:52
@alexfikl
feat: add default side to derivatives
9ff0d24
@alexfikl
feat: define new diff interface
6aef8fd
@alexfikl
feat(diff): port Caputo L1 to new diff interface
7e96547
@alexfikl
feat: add example for constructing matrix
c4dfa64
@alexfikl
feat(grid): add helper to create a midpoint grid
bef7801
@alexfikl
feat(diff): adapt ModifiedL1 to new interface
c263236
@alexfikl
feat(diff): adapt L2 to new interface
b0396b7
@alexfikl
docs: improve docs for new diff functionality
8b214d2
@alexfikl
feat: add fallbacks for diff functions
29cf7ff
@alexfikl
feat: more work on the L2 method
8b775c5
@alexfikl
fix: typing imports
07d1a71
@alexfikl
feat(diff): move fallbacks
7bd1e5f
@alexfikl
docs: update diff docs
62bf5f0
@alexfikl
feat: add L1D method that takes a callable only
5bccc77
@alexfikl
feat: finish up L2 reimplementation
e778dfa
@alexfikl
feat: finish up the L2 method
ea94b7f
@alexfikl
feat(caputo): add some methods for testing
2909845
@alexfikl
docs: fix some typos
338bcfe
@alexfikl
docs: add changelog
5543d8d
@alexfikl
feat(diff): rename SpectralJacobi to Jacobi
1329bc8
@alexfikl
feat(diff): expand RL methods to match Caputo
a41ea6e
@alexfikl
test: check diff interface consistency
a5a5c51
@alexfikl alexfikl marked this pull request as ready for review August 12, 2024 18:06
@alexfikl
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This turned out to be a bit of a pain. Had to re-derive most of the methods to be able to write out the weights and diffs separately.

For now, the interface seems nice enough and the most used methods are ported. The rest of them can be done one by one whenever someone finds the time and the will 😁

@alexfikl alexfikl merged commit 5dbb796 into main Aug 12, 2024
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@alexfikl alexfikl deleted the rework-diff branch August 12, 2024 18:11
This was referenced Aug 12, 2024
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[diff] Rework evaluation in diff
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