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.
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.