NonuniformFiniteDifferencer

class NonuniformFiniteDifferencer(time_domain)

Time derivative estimation with finite differences for state snapshots that are not spaced uniformly in time.

This class essentially wraps numpy.gradient(), which uses second-order finite differences.

Parameters:

time_domain(k,) ndarray

Time domain corresponding to the snapshot data. This class is for time domains that are not uniformly spaced, see UniformFiniteDifferencer for uniformly spaced time domains.

Properties:

time_domain

Time domain of the snapshot data, a (k,) ndarray.

Methods:

estimate	Estimate the first time derivatives of the states using second-order finite differences.
mask	Map an array from the training time domain to the domain of the estimated time derivatives.
verify	Verify that estimate() is consistent in the sense that the all outputs have the same number of columns and test the accuracy of the results on a few test problems.
verify_shapes	Verify that estimate() is consistent in the sense that the all outputs have the same number of columns.