opinf.ddt
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Time derivative estimation utilities.
For time-continuous models, Operator Inference requires the time derivative of the state snapshots. If they are not available from a full-order solver, the time derivatives can often be estimated from the snapshots. The following functions implement finite difference estimators for the time derivative of snapshots.
Approximate the time derivatives for a chunk of snapshots with a finite difference scheme. |
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Approximate the time derivatives for a chunk of snapshots with a second-order finite difference scheme. |
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Approximate the time derivatives for a chunk of snapshots that are uniformly spaced in time. |