asem000/finitediffx

Finite difference tools in JAX

Installation |Examples

Differentiable finite difference tools in jax

🛠️ Installation

pip install FiniteDiffX

Install development version

pip install git+https://github.com/ASEM000/FiniteDiffX

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⏩ Quick Example

import jax.numpy as jnp
import finitediffx as fdx

# lets first define a vector valued function F: R^3 -> R^3
# F = F1, F2
# F1 = x^2 + y^3
# F2 = x^4 + y^3
# F3 = 0
# F = [x**2 + y**3, x**4 + y**3, 0]

x, y, z = [jnp.linspace(0, 1, 100)] * 3
dx, dy, dz = x[1] - x[0], y[1] - y[0], z[1] - z[0]
X, Y, Z = jnp.meshgrid(x, y, z, indexing="ij")
F1 = X**2 + Y**3
F2 = X**4 + Y**3
F3 = jnp.zeros_like(F1)
F = jnp.stack([F1, F2, F3], axis=0)

# ∇.F : the divergence of F
divF = fdx.divergence(
    F,
    step_size=(dx, dy, dz),
    keepdims=False,
    accuracy=6,
    method="central",
)

jax.grad, jax.value_and_grad finite difference counterpart to be used on unimplemented rules in jax or on non-traceable numpy code

import jax
from jax import numpy as jnp
import numpy as onp  # Not jax-traceable
import finitediffx as fdx
import functools as ft
from jax.experimental import enable_x64

with enable_x64():

    @fdx.fgrad
    @fdx.fgrad
    def np_rosenbach2_fdx_style_1(x, y):
        """Compute the Rosenbach function for two variables in numpy."""
        return onp.power(1-x, 2) + 100*onp.power(y-onp.power(x, 2), 2)

    @ft.partial(fdx.fgrad, derivative=2)
    def np2_rosenbach2_fdx_style2(x, y):
        """Compute the Rosenbach function for two variables."""
        return onp.power(1-x, 2) + 100*onp.power(y-onp.power(x, 2), 2)

    @jax.grad
    @jax.grad
    def jnp_rosenbach2(x, y):
        """Compute the Rosenbach function for two variables."""
        return jnp.power(1-x, 2) + 100*jnp.power(y-jnp.power(x, 2), 2)

    print(np_rosenbach2_fdx_style_1(1.,2.))
    print(np2_rosenbach2_fdx_style2(1.,2.))
    print(jnp_rosenbach2(1., 2.))
# 402.0000951997936
# 402.0000000002219
# 402.0