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import numpy as np
class FiniteDifferenceUniform(object):
"""
Finite difference operator on a uniform grid.
:param int diff_order: Order of the derivative to take. Currently only 1 and
2 are supported.
:param int acc_order: Accuracy order of the operator. Derivatives of
polynomials up to this order will be computed
exactly.
"""
# public
diff_order = None
acc_order = None
"""
For each source point, this number of points in each direction is needed
to compute the derivative to desired order. Points at the boundary are
computed with lower order operators.
"""
stencil = None
# private
_coeffs = None
_div = None
_diff_table = [
{
2 : {
'stencil' : 1,
'coeffs' : (-1., 0., 1.),
'div' : 2.,
},
4 : {
'stencil' : 2,
'coeffs' : (1., -8., 0., 8., -1.),
'div' : 12.,
},
6 : {
'stencil' : 3,
'coeffs' : (-1., 9., -45., 0., 45., -9., 1.),
'div' : 60.,
},
8 : {
'stencil' : 4,
'coeffs' : (3., -32., 168., -672., 0., 672., -168., 32., -3.),
'div' : 840.,
},
},
{
2 : {
'stencil' : 1,
'coeffs' : (1., -2., 1.),
'div' : 1.,
},
4 : {
'stencil' : 2,
'coeffs' : (-1., 16., -30., 16., -1.),
'div' : 12.,
},
6 : {
'stencil' : 3,
'coeffs' : (2., -27., 270., -490., 270., -27., 2.),
'div' : 180.,
},
8 : {
'stencil' : 4,
'coeffs' : (-9., 128., -1008., 8064., -14350., 8064., -1008., 128., -9.),
'div' : 5040.,
},
},
]
def __init__(self, diff_order, acc_order):
self.diff_order = diff_order
self.acc_order = acc_order
self._coeffs = self._diff_table[diff_order - 1][acc_order]['coeffs']
self._div = self._diff_table[diff_order - 1][acc_order]['div']
self.stencil = self._diff_table[diff_order - 1][acc_order]['stencil']
def __call__(self, arr, axis, dx, bound = 'both'):
"""
Evaluate the derivative for an array.
:param array_like arr: Array to differentiate.
:param int axis: Axis along which to differentiate.
:param float dx: Spacing between array elements.
:return: derivative of arr
:rtype: Numpy array, same shape and type as arr.
"""
coeff = self._coeffs
div = self._div
stencil = self.stencil
bound_lower = bound == 'lower' or bound == 'both'
bound_upper = bound == 'upper' or bound == 'both'
slices_src = []
for i in range(stencil * 2 + 1):
sl = [slice(None) for _ in arr.shape]
start = i
end = -stencil * 2 + i
if end == 0:
end = None
sl[axis] = slice(start, end)
slices_src.append(tuple(sl))
slicelist_ret = [slice(None)] * len(arr.shape)
slicelist_ret[axis] = slice(stencil, -stencil)
ret = np.zeros_like(arr)
for s, c in zip(slices_src, coeff):
ret[tuple(slicelist_ret)] += c * arr[tuple(s)]
ret[tuple(slicelist_ret)] /= (div * (dx ** self.diff_order))
if bound_lower:
if self.acc_order > 2:
fd_lower = FiniteDifferenceUniform(self.diff_order, self.acc_order - 2)
slicelist_edge_src = [slice(None) for _ in arr.shape]
slicelist_edge_src[axis] = slice(0, 2 * stencil)
diff_edge = fd_lower(arr[tuple(slicelist_edge_src)], axis, dx, bound = 'lower')
slicelist_edge_dst = [slice(None) for _ in arr.shape]
slicelist_edge_dst[axis] = slice(0, stencil)
ret[tuple(slicelist_edge_dst)] = diff_edge[tuple(slicelist_edge_dst)]
else:
slicelist_edge_dst = [slice(None) for _ in arr.shape]
slicelist_edge_dst[axis] = slice(0, 1)
slicelist_edge_p1 = [slice(None) for _ in arr.shape]
slicelist_edge_p1[axis] = slice(1, 2)
slicelist_edge_m1 = [slice(None) for _ in arr.shape]
slicelist_edge_m1[axis] = slice(0, 1)
ret[tuple(slicelist_edge_dst)] = (arr[tuple(slicelist_edge_p1)] - arr[tuple(slicelist_edge_m1)]) / dx
if bound_upper:
if self.acc_order > 2:
fd_lower = FiniteDifferenceUniform(self.diff_order, self.acc_order - 2)
slicelist_edge_src = [slice(None) for _ in arr.shape]
slicelist_edge_src[axis] = slice(-2 * stencil, None)
diff_edge = fd_lower(arr[tuple(slicelist_edge_src)], axis, dx, bound = 'upper')
slicelist_edge_dst = [slice(None) for _ in arr.shape]
slicelist_edge_dst[axis] = slice(-stencil, None)
ret[tuple(slicelist_edge_dst)] = diff_edge[tuple(slicelist_edge_dst)]
else:
slicelist_edge_dst = [slice(None) for _ in arr.shape]
slicelist_edge_dst[axis] = slice(-1, None)
slicelist_edge_p1 = [slice(None) for _ in arr.shape]
slicelist_edge_p1[axis] = slice(-1, None)
slicelist_edge_m1 = [slice(None) for _ in arr.shape]
slicelist_edge_m1[axis] = slice(-2, -1)
ret[tuple(slicelist_edge_dst)] = (arr[tuple(slicelist_edge_p1)] - arr[tuple(slicelist_edge_m1)]) / dx
return ret
fd2 = FiniteDifferenceUniform(1, 2)
fd4 = FiniteDifferenceUniform(1, 4)
fd8 = FiniteDifferenceUniform(1, 8)
fd22 = FiniteDifferenceUniform(2, 2)
fd24 = FiniteDifferenceUniform(2, 4)
fd28 = FiniteDifferenceUniform(2, 8)
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