opinf.ddt#

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.

ddt

Approximate the time derivatives for a chunk of snapshots with a finite difference scheme.

ddt_nonuniform

Approximate the time derivatives for a chunk of snapshots with a second-order finite difference scheme.

ddt_uniform

Approximate the time derivatives for a chunk of snapshots that are uniformly spaced in time.