def cross_derivative(*args, **kwargs):
"""Derives corss derivative for a product of given functions.
:param \*args: All positional arguments must be fully qualified
function objects, eg. `f(x, y)` or `g(t, x, y, z)`.
:param dims: 2-tuple of symbols defining the dimension wrt. which
to differentiate, eg. `x`, `y`, `z` or `t`.
:param diff: Finite Difference symbol to insert, default `h`.
:returns: The cross derivative
Example: Deriving the cross-derivative of f(x, y)*g(x, y) wrt. x and y via:
``cross_derivative(f(x, y), g(x, y), dims=(x, y))``
results in:
``0.5*(-2.0*f(x, y)*g(x, y) + f(x, -h + y)*g(x, -h + y) +``
``f(x, h + y)*g(x, h + y) + f(-h + x, y)*g(-h + x, y) -``
``f(-h + x, h + y)*g(-h + x, h + y) + f(h + x, y)*g(h + x, y) -``
``f(h + x, -h + y)*g(h + x, -h + y)) / h**2``
"""
dims = kwargs.get('dims', (x, y))
diff = kwargs.get('diff', h)
order = kwargs.get('order', 1)
assert(isinstance(dims, tuple) and len(dims) == 2)
deriv = 0
# Stencil positions for non-symmetric cross-derivatives with symmetric averaging
ind1r = [(dims[0] + i * diff)
for i in range(-int(order / 2) + 1 - (order < 4),
int((order + 1) / 2) + 2 - (order < 4))]
ind2r = [(dims[1] + i * diff)
for i in range(-int(order / 2) + 1 - (order < 4),
int((order + 1) / 2) + 2 - (order < 4))]
ind1l = [(dims[0] - i * diff)
for i in range(-int(order / 2) + 1 - (order < 4),
int((order + 1) / 2) + 2 - (order < 4))]
ind2l = [(dims[1] - i * diff)
for i in range(-int(order / 2) + 1 - (order < 4),
int((order + 1) / 2) + 2 - (order < 4))]
# Finite difference weights from Taylor approximation with this positions
c1 = finite_diff_weights(1, ind1r, dims[0])
c1 = c1[-1][-1]
c2 = finite_diff_weights(1, ind1l, dims[0])
c2 = c2[-1][-1]
# Diagonal elements
for i in range(0, len(ind1r)):
for j in range(0, len(ind2r)):
var1 = [a.subs({dims[0]: ind1r[i], dims[1]: ind2r[j]}) for a in args]
var2 = [a.subs({dims[0]: ind1l[i], dims[1]: ind2l[j]}) for a in args]
deriv += (.5 * c1[i] * c1[j] * reduce(mul, var1, 1) +
.5 * c2[-(j+1)] * c2[-(i+1)] * reduce(mul, var2, 1))
return -deriv
def generate_subs(deriv_order, function, index):
dim = retrieve_dimensions(index)[0]
if dim.is_Time:
fd_order = function.time_order
elif dim.is_Space:
fd_order = function.space_order
else:
# Shouldn't arrive here
raise TypeError("Dimension type not recognised")
subs = {}
mapper = {dim: index}
indices, x0 = generate_indices(function, dim,
fd_order, side=None, x0=mapper)
coeffs = sympy.finite_diff_weights(deriv_order, indices, x0)[-1][-1]
for j in range(len(coeffs)):
subs.update({function._coeff_symbol
(indices[j], deriv_order, function, index): coeffs[j]})
return subs
def generate_subs(deriv_order, function, dim):
if dim.is_Time:
fd_order = function.time_order
elif dim.is_Space:
fd_order = function.space_order
else:
# Shouldn't arrive here
raise TypeError("Dimension type not recognised")
side = form_side((dim, ), function)
stagger = side.get(dim)
subs = {}
indices, x0 = generate_indices(function,
dim,
dim.spacing,
fd_order,
side=None,
stagger=stagger)
coeffs = sympy.finite_diff_weights(deriv_order, indices, x0)[-1][-1]
for j in range(len(coeffs)):
subs.update({
function._coeff_symbol(indices[j], deriv_order, function, dim):
coeffs[j]
})
return subs
def second_derivative(*args, **kwargs):
"""Derives second derivative for a product of given functions.
:param \*args: All positional arguments must be fully qualified
function objects, eg. `f(x, y)` or `g(t, x, y, z)`.
:param dim: Symbol defininf the dimension wrt. which to
differentiate, eg. `x`, `y`, `z` or `t`.
:param diff: Finite Difference symbol to insert, default `h`.
:param order: Discretisation order of the stencil to create.
:returns: The second derivative
Example: Deriving the second derivative of f(x, y)*g(x, y) wrt. x via
``second_derivative(f(x, y), g(x, y), order=2, dim=x)``
results in ``(-2.0*f(x, y)*g(x, y) + 1.0*f(-h + x, y)*g(-h + x, y) +
1.0*f(h + x, y)*g(h + x, y)) / h**2``.
"""
order = kwargs.get('order', 2)
dim = kwargs.get('dim')
diff = kwargs.get('diff', dim.spacing)
ind = [(dim + i * diff) for i in range(-int(order / 2),
int(order / 2) + 1)]
coeffs = finite_diff_weights(2, ind, dim)[-1][-1]
deriv = 0
for i in range(0, len(ind)):
var = [a.subs({dim: ind[i]}) for a in args]
deriv += coeffs[i] * reduce(mul, var, 1)
return deriv
def generic_derivative(expr, deriv_order, dim, fd_order, **kwargs):
"""
Create generic arbitrary order derivative expression from a
single :class:`Function` object. This methods is essentially a
dedicated wrapper around SymPy's `as_finite_diff` utility for
:class:`devito.Function` objects.
:param function: The symbol representing a function.
:param deriv_order: Derivative order, eg. 2 for a second derivative.
:param dim: The dimension for which to take the derivative.
:param fd_order: Order of the coefficient discretization and thus
the width of the resulting stencil expression.
"""
indices = [(dim + i * dim.spacing)
for i in range(-fd_order // 2, fd_order // 2 + 1)]
if fd_order == 1:
indices = [dim, dim + dim.spacing]
c = finite_diff_weights(deriv_order, indices, dim)[-1][-1]
deriv = 0
all_dims = tuple(
set((dim, ) + tuple([i for i in expr.indices if i.root == dim])))
for i in range(0, len(indices)):
subs = dict([(d, indices[i].subs({dim: d})) for d in all_dims])
deriv += expr.subs(subs) * c[i]
return deriv.evalf(_PRECISION)
def staggered_diff(expr, deriv_order, dim, fd_order, stagger=centered):
"""
Utility to generate staggered derivatives.
:param expr: A :class:`Function` object.
:param dims: The :class:`Dimension`s w.r.t. the derivative is computed.
:param order: Order of the discretization coefficient (note: this impacts
the width of the resulting stencil expression).
:param stagger: (Optional) shift for the FD, `left`, `right` or `centered`.
"""
if stagger == left:
off = -.5
elif stagger == right:
off = .5
else:
off = 0
diff = dim.spacing
idx = list(
set([(dim + int(i + .5 + off) * diff)
for i in range(-int(fd_order / 2), int(fd_order / 2))]))
if fd_order // 2 == 1:
idx = [dim + diff, dim] if stagger == right else [dim - diff, dim]
c = finite_diff_weights(deriv_order, idx, dim + off * dim.spacing)[-1][-1]
deriv = 0
for i in range(0, len(idx)):
deriv += expr.subs({dim: idx[i]}) * c[i]
return deriv.evalf(_PRECISION)
def second_derivative(expr, **kwargs):
"""Derives second derivative for a product of given functions.
:param \*args: All positional arguments must be fully qualified
function objects, eg. `f(x, y)` or `g(t, x, y, z)`.
:param dim: Symbol defininf the dimension wrt. which to
differentiate, eg. `x`, `y`, `z` or `t`.
:param diff: Finite Difference symbol to insert, default `h`.
:param order: Discretisation order of the stencil to create.
:returns: The second derivative
Example: Deriving the second derivative of f(x, y)*g(x, y) wrt. x via
``second_derivative(f(x, y), g(x, y), order=2, dim=x)``
results in ``(-2.0*f(x, y)*g(x, y) + 1.0*f(-h + x, y)*g(-h + x, y) +
1.0*f(h + x, y)*g(h + x, y)) / h**2``.
"""
order = kwargs.get('order', 2)
dim = kwargs.get('dim')
diff = kwargs.get('diff', dim.spacing)
ind = [(dim + i * diff) for i in range(-int(order / 2),
int(order / 2) + 1)]
coeffs = finite_diff_weights(2, ind, dim)[-1][-1]
deriv = 0
all_dims = tuple(
set((dim, ) + tuple([i for i in expr.indices if i.root == dim])))
for i in range(0, len(ind)):
subs = dict([(d, ind[i].subs({dim: d})) for d in all_dims])
deriv += coeffs[i] * expr.subs(subs)
return deriv.evalf(_PRECISION)
def generic_derivative(expr, dim, fd_order, deriv_order, stagger=None):
"""
Arbitrary-order derivative of a given expression.
Parameters
----------
expr : expr-like
Expression for which the derivative is produced.
dim : Dimension
The Dimension w.r.t. which to differentiate.
fd_order : int
Coefficient discretization order. Note: this impacts the width of
the resulting stencil.
deriv_order : int
Derivative order, e.g. 2 for a second-order derivative.
stagger : Side, optional
Shift of the finite-difference approximation.
Returns
-------
expr-like
``deriv-order`` derivative of ``expr``.
"""
diff = dim.spacing
if stagger == left or not expr.is_Staggered:
off = -.5
elif stagger == right:
off = .5
else:
off = 0
if expr.is_Staggered:
indices = list(
set([(dim + int(i + .5 + off) * dim.spacing)
for i in range(-fd_order // 2, fd_order // 2)]))
x0 = (dim + off * diff)
if fd_order < 2:
indices = [dim +
diff, dim] if stagger == right else [dim - diff, dim]
else:
indices = [(dim + i * dim.spacing)
for i in range(-fd_order // 2, fd_order // 2 + 1)]
x0 = dim
if fd_order < 2:
indices = [dim, dim + diff]
c = finite_diff_weights(deriv_order, indices, x0)[-1][-1]
deriv = 0
all_dims = tuple(
set((dim, ) + tuple([i for i in expr.indices if i.root == dim])))
for i in range(0, len(indices)):
subs = dict([(d, indices[i].subs({dim: d})) for d in all_dims])
deriv += expr.subs(subs) * c[i]
return deriv.evalf(_PRECISION)
def generic_derivative(expr,
dim,
fd_order,
deriv_order,
stagger=None,
symbolic=False,
matvec=direct):
"""
Arbitrary-order derivative of a given expression.
Parameters
----------
expr : expr-like
Expression for which the derivative is produced.
dim : Dimension
The Dimension w.r.t. which to differentiate.
fd_order : int
Coefficient discretization order. Note: this impacts the width of
the resulting stencil.
deriv_order : int
Derivative order, e.g. 2 for a second-order derivative.
stagger : Side, optional
Shift of the finite-difference approximation.
Returns
-------
expr-like
``deriv-order`` derivative of ``expr``.
"""
diff = dim.spacing
adjoint_val = matvec.val**deriv_order
# Stencil positions
indices, x0 = generate_indices(expr, dim, diff, fd_order, stagger=stagger)
# Finite difference weights from Taylor approximation with these positions
if symbolic:
c = symbolic_weights(expr, deriv_order, indices, x0)
else:
c = finite_diff_weights(deriv_order, indices, x0)[-1][-1]
# Loop through positions
deriv = 0
all_dims = tuple(
set((dim, ) + tuple(i for i in expr.indices if i.root == dim)))
for i in range(len(indices)):
subs = dict((d, indices[i].subs({dim: d})) for d in all_dims)
deriv += expr.subs(subs) * c[i]
# Evaluate up to _PRECISION digits
deriv = (adjoint_val * deriv).evalf(_PRECISION)
return deriv
def generic_derivative(expr,
dim,
fd_order,
deriv_order,
stagger=None,
symbolic=False):
"""
Arbitrary-order derivative of a given expression.
Parameters
----------
expr : expr-like
Expression for which the derivative is produced.
dim : Dimension
The Dimension w.r.t. which to differentiate.
fd_order : int
Coefficient discretization order. Note: this impacts the width of
the resulting stencil.
deriv_order : int
Derivative order, e.g. 2 for a second-order derivative.
stagger : Side, optional
Shift of the finite-difference approximation.
Returns
-------
expr-like
``deriv-order`` derivative of ``expr``.
"""
diff = dim.spacing
indices, x0 = generate_indices(expr, dim, diff, fd_order, stagger=stagger)
if symbolic:
c = symbolic_weights(expr, deriv_order, indices, x0)
else:
c = finite_diff_weights(deriv_order, indices, x0)[-1][-1]
deriv = 0
all_dims = tuple(
set((dim, ) + tuple([i for i in expr.indices if i.root == dim])))
for i in range(0, len(indices)):
subs = dict((d, indices[i].subs({dim: d})) for d in all_dims)
deriv += expr.subs(subs) * c[i]
return deriv.evalf(_PRECISION)
def standard_stencil(deriv,
space_order,
offset=0.,
as_float=True,
as_dict=False):
"""
Generate a stencil expression with standard weightings. Offset can be
applied to this stencil to evaluate at non-node positions.
Parameters
----------
deriv : int
The derivative order for the stencil
space_order : int
The space order of the discretization
offset : float
The offset at which the derivative is to be evaluated. In grid
increments. Default is 0.
as_float : bool
Convert stencil to np.float32. Default is True.
as_dict : bool
Return as dictionary rather than array
Returns
-------
stencil_expr : sympy.Add
The stencil expression
"""
# Want to start by calculating standard stencil expansions
min_index = -offset - space_order / 2
x_list = [i + min_index for i in range(space_order + 1)]
base_coeffs = sp.finite_diff_weights(deriv, x_list, 0)[-1][-1]
if as_float:
coeffs = np.array(base_coeffs, dtype=np.float32)
else:
coeffs = np.array(base_coeffs, dtype=object)
if as_dict:
mask = coeffs != 0
coeffs = coeffs[mask]
indices = (np.array(x_list)[mask] + offset).astype(int)
return dict(zip(indices, coeffs))
else:
return coeffs
def first_derivative(expr, **kwargs):
"""Derives first derivative for a product of given functions.
:param \*args: All positional arguments must be fully qualified
function objects, eg. `f(x, y)` or `g(t, x, y, z)`.
:param dims: symbol defining the dimension wrt. which
to differentiate, eg. `x`, `y`, `z` or `t`.
:param diff: Finite Difference symbol to insert, default `h`.
:param side: Side of the shift for the first derivatives.
:returns: The first derivative
Example: Deriving the first-derivative of f(x)*g(x) wrt. x via:
``first_derivative(f(x) * g(x), dim=x, side=1, order=1)``
results in:
``*(-f(x)*g(x) + f(x + h)*g(x + h) ) / h``
"""
dim = kwargs.get('dim')
diff = kwargs.get('diff', dim.spacing)
order = int(kwargs.get('order', 1))
matvec = kwargs.get('matvec', direct)
side = kwargs.get('side', centered).adjoint(matvec)
deriv = 0
# Stencil positions for non-symmetric cross-derivatives with symmetric averaging
if side == right:
ind = [(dim + i * diff)
for i in range(-int(order / 2) + 1 - (order % 2),
int((order + 1) / 2) + 2 - (order % 2))]
elif side == left:
ind = [(dim - i * diff)
for i in range(-int(order / 2) + 1 - (order % 2),
int((order + 1) / 2) + 2 - (order % 2))]
else:
ind = [(dim + i * diff) for i in range(-int(order / 2),
int((order + 1) / 2) + 1)]
# Finite difference weights from Taylor approximation with this positions
c = finite_diff_weights(1, ind, dim)
c = c[-1][-1]
all_dims = tuple(
set((dim, ) + tuple([i for i in expr.indices if i.root == dim])))
# Loop through positions
for i in range(0, len(ind)):
subs = dict([(d, ind[i].subs({dim: d})) for d in all_dims])
deriv += expr.subs(subs) * c[i]
return (matvec.val * deriv).evalf(_PRECISION)
def _cfl_coeff(self):
"""
Courant number from the physics.
For the elastic case, we use the general `.85/sqrt(ndim)`.
For te acoustic case, we can get an accurate estimate from the spatial order.
One dan show that C = sqrt(a1/a2) where:
- a1 is the sum of absolute value of FD coefficients in time
- a2 is the sum of absolute value of FD coefficients in space
https://library.seg.org/doi/pdf/10.1190/1.1444605
"""
# Elasic coefficient (see e.g )
if 'lam' in self._physical_parameters or 'vs' in self._physical_parameters:
return .85 / np.sqrt(self.grid.dim)
a1 = 4 # 2nd order in time
coeffs = finite_diff_weights(
2, range(-self.space_order, self.space_order + 1), 0)
a2 = float(self.grid.dim * sum(np.abs(coeffs[-1][-1])))
return np.sqrt(a1 / a2)
def first_derivative(*args, **kwargs):
"""Derives first derivative for a product of given functions.
:param \*args: All positional arguments must be fully qualified
function objects, eg. `f(x, y)` or `g(t, x, y, z)`.
:param dims: symbol defining the dimension wrt. which
to differentiate, eg. `x`, `y`, `z` or `t`.
:param diff: Finite Difference symbol to insert, default `h`.
:param side: Side of the shift for the first derivatives.
:returns: The first derivative
Example: Deriving the first-derivative of f(x)*g(x) wrt. x via:
``cross_derivative(f(x), g(x), dim=x, side=1, order=1)``
results in:
``*(-f(x)*g(x) + f(x + h)*g(x + h) ) / h``
"""
dim = kwargs.get('dim')
diff = kwargs.get('diff', dim.spacing)
order = int(kwargs.get('order', 1))
matvec = kwargs.get('matvec', direct)
side = kwargs.get('side', centered).adjoint(matvec)
deriv = 0
# Stencil positions for non-symmetric cross-derivatives with symmetric averaging
if side == right:
ind = [(dim + i * diff)
for i in range(-int(order / 2) + 1 - (order % 2),
int((order + 1) / 2) + 2 - (order % 2))]
elif side == left:
ind = [(dim - i * diff)
for i in range(-int(order / 2) + 1 - (order % 2),
int((order + 1) / 2) + 2 - (order % 2))]
else:
ind = [(dim + i * diff) for i in range(-int(order / 2),
int((order + 1) / 2) + 1)]
# Finite difference weights from Taylor approximation with this positions
c = finite_diff_weights(1, ind, dim)
c = c[-1][-1]
# Loop through positions
for i in range(0, len(ind)):
var = [a.subs({dim: ind[i]}) for a in args]
deriv += c[i] * reduce(mul, var, 1)
return matvec._transpose * deriv
def generic_derivative(expr, dim, fd_order, deriv_order, stagger=None, symbolic=False):
"""
Arbitrary-order derivative of a given expression.
Parameters
----------
expr : expr-like
Expression for which the derivative is produced.
dim : Dimension
The Dimension w.r.t. which to differentiate.
fd_order : int
Coefficient discretization order. Note: this impacts the width of
the resulting stencil.
deriv_order : int
Derivative order, e.g. 2 for a second-order derivative.
stagger : Side, optional
Shift of the finite-difference approximation.
Returns
-------
expr-like
``deriv-order`` derivative of ``expr``.
"""
diff = dim.spacing
indices, x0 = generate_indices(expr, dim, diff, fd_order, stagger=stagger)
if symbolic:
c = symbolic_weights(expr, deriv_order, indices, x0)
else:
c = finite_diff_weights(deriv_order, indices, x0)[-1][-1]
deriv = 0
all_dims = tuple(set((dim, ) +
tuple([i for i in expr.indices if i.root == dim])))
for i in range(0, len(indices)):
subs = dict((d, indices[i].subs({dim: d})) for d in all_dims)
deriv += expr.subs(subs) * c[i]
return deriv.evalf(_PRECISION)
def generic_derivative(expr, dim, fd_order, deriv_order, symbolic=False,
matvec=direct, x0=None):
"""
Arbitrary-order derivative of a given expression.
Parameters
----------
expr : expr-like
Expression for which the derivative is produced.
dim : Dimension
The Dimension w.r.t. which to differentiate.
fd_order : int
Coefficient discretization order. Note: this impacts the width of
the resulting stencil.
deriv_order : int
Derivative order, e.g. 2 for a second-order derivative.
stagger : Side, optional
Shift of the finite-difference approximation.
x0 : dict, optional
Origin of the finite-difference scheme as a map dim: origin_dim.
Returns
-------
expr-like
``deriv-order`` derivative of ``expr``.
"""
# First order derivative with 2nd order FD is highly non-recommended so taking
# first order fd that is a lot better
if deriv_order == 1 and fd_order == 2 and not symbolic:
fd_order = 1
# Stencil positions
indices, x0 = generate_indices(expr, dim, fd_order, x0=x0)
# Finite difference weights from Taylor approximation with these positions
if symbolic:
c = symbolic_weights(expr, deriv_order, indices, x0)
else:
c = finite_diff_weights(deriv_order, indices, x0)[-1][-1]
return indices_weights_to_fd(expr, dim, indices, c, matvec=matvec.val)
def first_derivative(expr, dim, fd_order=None, side=centered, matvec=direct):
"""
First-order derivative of a given expression.
Parameters
----------
expr : expr-like
Expression for which the first-order derivative is produced.
dim : Dimension
The Dimension w.r.t. which to differentiate.
fd_order : int, optional
Coefficient discretization order. Note: this impacts the width of
the resulting stencil. Defaults to ``expr.space_order``
side : Side, optional
Side of the finite difference location, centered (at x), left (at x - 1)
or right (at x +1). Defaults to ``centered``.
matvec : Transpose, optional
Forward (matvec=direct) or transpose (matvec=transpose) mode of the
finite difference. Defaults to ``direct``.
Returns
-------
expr-like
First-order derivative of ``expr``.
Examples
--------
>>> from devito import Function, Grid, first_derivative, transpose
>>> grid = Grid(shape=(4, 4))
>>> x, _ = grid.dimensions
>>> f = Function(name='f', grid=grid)
>>> g = Function(name='g', grid=grid)
>>> first_derivative(f*g, dim=x)
-f(x, y)*g(x, y)/h_x + f(x + h_x, y)*g(x + h_x, y)/h_x
This is also more easily obtainable via:
>>> (f*g).dx
-f(x, y)*g(x, y)/h_x + f(x + h_x, y)*g(x + h_x, y)/h_x
The adjoint mode
>>> g = Function(name='g', grid=grid)
>>> first_derivative(f*g, dim=x, matvec=transpose)
f(x, y)*g(x, y)/h_x - f(x + h_x, y)*g(x + h_x, y)/h_x
"""
diff = dim.spacing
side = side.adjoint(matvec)
order = fd_order or expr.space_order
deriv = 0
# Stencil positions for non-symmetric cross-derivatives with symmetric averaging
if side == right:
ind = [(dim + i * diff)
for i in range(-int(order / 2) + 1 - (order % 2),
int((order + 1) / 2) + 2 - (order % 2))]
elif side == left:
ind = [(dim - i * diff)
for i in range(-int(order / 2) + 1 - (order % 2),
int((order + 1) / 2) + 2 - (order % 2))]
else:
ind = [(dim + i * diff) for i in range(-int(order / 2),
int((order + 1) / 2) + 1)]
# Finite difference weights from Taylor approximation with this positions
c = finite_diff_weights(1, ind, dim)
c = c[-1][-1]
all_dims = tuple(
set((dim, ) + tuple([i for i in expr.indices if i.root == dim])))
# Loop through positions
for i in range(0, len(ind)):
subs = dict([(d, ind[i].subs({dim: d})) for d in all_dims])
deriv += expr.subs(subs) * c[i]
return (matvec.val * deriv).evalf(_PRECISION)
def test_ReactionDiffusion__lrefl_7(log):
# Diffusion without reaction (7 bins)
from sympy import finite_diff_weights
lrefl, rrefl = True, False
N = 7
t0 = 3.0
logy, logt = log
D = 17.0
nstencil = 5
nsidep = (nstencil-1)//2
x = np.array([3, 5, 13, 17, 23, 25, 35, 37], dtype=np.float64)
y0 = np.array([12, 8, 11, 5, 7, 4, 9], dtype=np.float64)
xc_ = padded_centers(x, nsidep)
lb = stencil_pxci_lbounds(nstencil, N, lrefl=lrefl, rrefl=rrefl)
rd = ReactionDiffusion(1, [], [], [], D=[D], x=x, logy=logy,
logt=logt, N=N, nstencil=nstencil,
lrefl=lrefl, rrefl=rrefl)
y = rd.logb(y0) if logy else y0
t = rd.logb(t0) if logt else t0
le = nsidep if lrefl else 0
D_weight_ref = np.array([
finite_diff_weights(
2, xc_[lb[i]:lb[i]+nstencil], x0=xc_[le+i])[-1][-1]
for i in range(N)], dtype=np.float64)
assert np.allclose(rd.D_weight, D_weight_ref.flatten())
yi = pxci_to_bi(nstencil, N)
fref = D*np.array([
sum([rd.D_weight[i*nstencil+j]*y0[yi[lb[i]+j]]
for j in range(nstencil)])
for i in range(N)
])
if logy:
fref /= y0
if logt:
fref *= t0
_test_f(rd, t, y, fref)
if logy:
def cb(i, j):
if abs(i-j) > 1:
return 0 # imperfect Jacobian
elif i == j:
res = 0
for k in range(nstencil):
cyi = yi[lb[i] + k] # current y index
if cyi != i:
res -= y0[cyi]/y0[i]*rd.D_weight[i*nstencil + k]
return res
else:
res = 0
for k in range(nstencil):
cyi = yi[lb[i] + k] # current y index
if cyi == j:
res += y0[j]/y0[i]*rd.D_weight[i*nstencil + k]
return res
else:
def cb(i, j):
if abs(i-j) > 1:
return 0 # imperfect Jacobian
res = 0
for k in range(nstencil):
if yi[lb[i]+k] == j:
res += rd.D_weight[i*nstencil + k]
return res
jref = D*np.array([cb(i, j) for i, j in product(
range(N), range(N))]).reshape(N, N)
if logt:
jref *= t0
_test_dense_jac_rmaj(rd, t, y, jref)
def cross_derivative(expr, **kwargs):
"""Derives cross derivative for a product of given functions.
:param \*args: All positional arguments must be fully qualified
function objects, eg. `f(x, y)` or `g(t, x, y, z)`.
:param dims: 2-tuple of symbols defining the dimension wrt. which
to differentiate, eg. `x`, `y`, `z` or `t`.
:param diff: Finite Difference symbol to insert, default `h`.
:returns: The cross derivative
Example: Deriving the cross-derivative of f(x, y)*g(x, y) wrt. x and y via:
``cross_derivative(f(x, y), g(x, y), dims=(x, y))``
results in:
``0.5*(-2.0*f(x, y)*g(x, y) + f(x, -h + y)*g(x, -h + y) +``
``f(x, h + y)*g(x, h + y) + f(-h + x, y)*g(-h + x, y) -``
``f(-h + x, h + y)*g(-h + x, h + y) + f(h + x, y)*g(h + x, y) -``
``f(h + x, -h + y)*g(h + x, -h + y)) / h**2``
"""
dims = kwargs.get('dims')
diff = kwargs.get('diff', (dims[0].spacing, dims[1].spacing))
order = kwargs.get('order', (1, 1))
assert (isinstance(dims, tuple) and len(dims) == 2)
deriv = 0
# Stencil positions for non-symmetric cross-derivatives with symmetric averaging
ind1r = [(dims[0] + i * diff[0])
for i in range(-int(order[0] / 2) + 1 - (order[0] < 4),
int((order[0] + 1) / 2) + 2 - (order[0] < 4))]
ind2r = [(dims[1] + i * diff[1])
for i in range(-int(order[1] / 2) + 1 - (order[1] < 4),
int((order[1] + 1) / 2) + 2 - (order[1] < 4))]
ind1l = [(dims[0] - i * diff[0])
for i in range(-int(order[0] / 2) + 1 - (order[0] < 4),
int((order[0] + 1) / 2) + 2 - (order[0] < 4))]
ind2l = [(dims[1] - i * diff[1])
for i in range(-int(order[1] / 2) + 1 - (order[1] < 4),
int((order[1] + 1) / 2) + 2 - (order[1] < 4))]
# Finite difference weights from Taylor approximation with this positions
c11 = finite_diff_weights(1, ind1r, dims[0])[-1][-1]
c21 = finite_diff_weights(1, ind1l, dims[0])[-1][-1]
c12 = finite_diff_weights(1, ind2r, dims[1])[-1][-1]
c22 = finite_diff_weights(1, ind2l, dims[1])[-1][-1]
all_dims1 = tuple(
set((dims[0], ) + tuple([i
for i in expr.indices if i.root == dims[0]])))
all_dims2 = tuple(
set((dims[1], ) + tuple([i
for i in expr.indices if i.root == dims[1]])))
# Diagonal elements
for i in range(0, len(ind1r)):
for j in range(0, len(ind2r)):
subs1 = dict([(d1, ind1r[i].subs({dims[0]: d1})) +
(d2, ind2r[i].subs({dims[1]: d2}))
for (d1, d2) in zip(all_dims1, all_dims2)])
subs2 = dict([(d1, ind1l[i].subs({dims[0]: d1})) +
(d2, ind2l[i].subs({dims[1]: d2}))
for (d1, d2) in zip(all_dims1, all_dims2)])
var1 = expr.subs(subs1)
var2 = expr.subs(subs2)
deriv += .5 * (c11[i] * c12[j] * var1 +
c21[-(j + 1)] * c22[-(i + 1)] * var2)
return -deriv.evalf(_PRECISION)
def __init__(self, n, stoich_active, stoich_prod, k, N=0, D=None,
z_chg=None, mobility=None, x=None, stoich_inact=None,
geom=FLAT, logy=False, logt=False, logx=False, nstencil=None,
lrefl=True, rrefl=True, auto_efield=False,
surf_chg=(0.0, 0.0), eps_rel=1.0, g_values=None,
g_value_parents=None, fields=None, modulated_rxns=None,
modulation=None, n_jac_diags=-1, use_log2=False, **kwargs):
# Save args
self.n = n
self.stoich_active = stoich_active
self.stoich_prod = stoich_prod
self.k = k
self.D = D if D is not None else [0]*n
self.z_chg = z_chg if z_chg is not None else [0]*n
self.mobility = mobility if mobility is not None else [0]*n
self.x = x if x is not None else [0, 1]
self.N = len(self.x) - 1
if N not in [None, 0]:
assert self.N == N
self.stoich_inact = stoich_inact or [[]*len(stoich_active)]
self.geom = geom
self.logy = logy
self.logt = logt
self.logx = logx
self.nstencil = nstencil or 3
self.lrefl = lrefl
self.rrefl = rrefl
self.auto_efield = auto_efield
self.surf_chg = surf_chg
self.eps_rel = eps_rel
self.g_values = g_values or []
self.g_value_parents = g_value_parents or []
self.fields = [] if fields is None else fields
self.modulated_rxns = [] if modulated_rxns is None else modulated_rxns
self.modulation = [] if modulation is None else modulation
self.n_jac_diags = (int(os.environ.get('CHEMREAC_N_JAC_DIAGS', 1)) if
n_jac_diags is -1 else n_jac_diags)
self.use_log2 = use_log2
if kwargs:
raise KeyError("Don't know what to do with:", kwargs)
# Set attributes used later
self._t = sp.Symbol('t')
self._nsidep = (self.nstencil-1) // 2
if self.n_jac_diags == 0:
self.n_jac_diags = self._nsidep
self._y = sp.symbols('y:'+str(self.n*self.N))
self._xc = padded_centers(self.x, self._nsidep)
self._lb = stencil_pxci_lbounds(self.nstencil, self.N,
self.lrefl, self.rrefl)
self._xc_bi_map = pxci_to_bi(self.nstencil, self.N)
self._f = [0]*self.n*self.N
self.efield = [0]*self.N
# Reactions
for ri, (k, sactv, sinact, sprod) in enumerate(zip(
self.k, self.stoich_active, self.stoich_inact,
self.stoich_prod)):
c_actv = map(sactv.count, range(self.n))
c_inact = map(sinact.count, range(self.n))
c_prod = map(sprod.count, range(self.n))
c_totl = [nprd - nactv - ninact for nactv, ninact, nprd in zip(
c_actv, c_inact, c_prod)]
for bi in range(self.N):
r = k
if ri in self.modulated_rxns:
r *= self.modulation[self.modulated_rxns.index(ri)][bi]
for si in sactv:
r *= self.y(bi, si)
for si in range(self.n):
self._f[bi*self.n + si] += c_totl[si]*r
for fi, fld in enumerate(self.fields):
for bi in range(self.N):
if self.g_value_parents[fi] == -1:
gfact = 1
else:
gfact = self.y(bi, self.g_value_parents[fi])
for si in range(self.n):
self._f[bi*self.n + si] += sp.S(
fld[bi])*self.g_values[fi][si]*gfact
if self.N > 1:
# Diffusion
self.D_wghts = []
self.A_wghts = []
for bi in range(self.N):
local_x_serie = self._xc[
self._lb[bi]:self._lb[bi]+self.nstencil]
l_x_rnd = self._xc[bi+self._nsidep]
w = sp.finite_diff_weights(2, local_x_serie, l_x_rnd)
self.D_wghts.append(w[-1][-1])
self.A_wghts.append(w[-2][-1])
for wi in range(self.nstencil):
if self.logx:
if geom == FLAT:
self.D_wghts[bi][wi] -= w[-2][-1][wi]
elif geom == CYLINDRICAL:
self.A_wghts[bi][wi] += w[-3][-1][wi]
elif geom == SPHERICAL:
self.D_wghts[bi][wi] += w[-2][-1][wi]
self.A_wghts[bi][wi] += 2*w[-3][-1][wi]
else:
raise ValueError("Unknown geom: %s" % geom)
self.D_wghts[bi][wi] *= self.expb(-2*l_x_rnd)
self.A_wghts[bi][wi] *= self.expb(-l_x_rnd)
else:
if geom == FLAT:
pass
elif geom == CYLINDRICAL:
self.D_wghts[bi][wi] += w[-2][-1][wi]/l_x_rnd
self.A_wghts[bi][wi] += w[-3][-1][wi]/l_x_rnd
elif geom == SPHERICAL:
self.D_wghts[bi][wi] += 2*w[-2][-1][wi]/l_x_rnd
self.A_wghts[bi][wi] += 2*w[-3][-1][wi]/l_x_rnd
else:
raise ValueError("Unknown geom: %s" % geom)
for bi, (dw, aw) in enumerate(zip(self.D_wghts, self.A_wghts)):
for si in range(self.n):
d_terms = [dw[k]*self.y(
self._xc_bi_map[self._lb[bi]+k], si
) for k in range(self.nstencil)]
self._f[bi*self.n + si] += self.D[si]*reduce(
add, d_terms)
a_terms = [aw[k]*self.y(
self._xc_bi_map[self._lb[bi]+k], si
) for k in range(self.nstencil)]
self._f[bi*self.n + si] += (
self.mobility[si]*self.efield[bi]*reduce(
add, a_terms))
if self.logy or self.logt:
logbfactor = sp.log(2) if use_log2 else 1
for bi in range(self.N):
for si in range(self.n):
if self.logy:
self._f[bi*self.n+si] /= self.y(bi, si)
if not self.logt:
self._f[bi*self.n+si] /= logbfactor
if self.logt:
self._f[bi*self.n+si] *= (2**self._t) if self.use_log2 else sp.exp(self._t)
if not self.logy:
self._f[bi*self.n+si] *= logbfactor
def test_ReactionDiffusion__3_reactions_4_species_5_bins_k_factor(
geom_refl):
# UNSUPPORTED since `bin_k_factor` was replaced with `fields`
# if a real world scenario need per bin modulation of binary
# reactions and the functionality is reintroduced, this test
# is useful
from sympy import finite_diff_weights
geom, refl = geom_refl
lrefl, rrefl = refl
# r[0]: A + B -> C
# r[1]: D + C -> D + A + B
# r[2]: B + B -> D
# r[0] r[1] r[2]
stoich_active = [[0, 1], [2, 3], [1, 1]]
stoich_prod = [[2], [0, 1, 3], [3]]
n = 4
N = 5
D = np.array([2.6, 3.7, 5.11, 7.13])*213
y0 = np.array([
2.5, 1.2, 3.2, 4.3,
2.7, 0.8, 1.6, 2.4,
3.1, 0.3, 1.5, 1.8,
3.3, 0.6, 1.6, 1.4,
3.6, 0.9, 1.7, 1.2
]).reshape((5, 4))
x = np.array([11.0, 13.3, 17.0, 23.2, 29.8, 37.2])
xc_ = x[:-1]+np.diff(x)/2
xc_ = [x[0]-(xc_[0]-x[0])]+list(xc_)+[x[-1]+(x[-1]-xc_[-1])]
assert len(xc_) == 7
k = [31.0, 37.0, 41.0]
# (r[0], r[1]) modulations over bins
modulated_rxns = [0, 1]
modulation = [[i+3 for i in range(N)],
[i+4 for i in range(N)]]
nstencil = 3
nsidep = 1
rd = ReactionDiffusion(
4, stoich_active, stoich_prod, k, N, D=D, x=x,
geom=geom, nstencil=nstencil, lrefl=lrefl,
rrefl=rrefl, modulated_rxns=modulated_rxns,
modulation=modulation)
assert np.allclose(xc_, rd.xc)
lb = stencil_pxci_lbounds(nstencil, N, lrefl, rrefl)
if lrefl:
if rrefl:
assert lb == [0, 1, 2, 3, 4]
else:
assert lb == [0, 1, 2, 3, 3]
else:
if rrefl:
assert lb == [1, 1, 2, 3, 4]
else:
assert lb == [1, 1, 2, 3, 3]
assert lb == list(map(rd._stencil_bi_lbound, range(N)))
pxci2bi = pxci_to_bi(nstencil, N)
assert pxci2bi == [0, 0, 1, 2, 3, 4, 4]
assert pxci2bi == list(map(rd._xc_bi_map, range(N+2)))
D_weight = []
for bi in range(N):
local_x_serie = xc_[lb[bi]:lb[bi]+nstencil]
local_x_around = xc_[nsidep+bi]
w = finite_diff_weights(
2, local_x_serie, x0=local_x_around
)
D_weight.append(w[-1][-1])
if geom == 'f':
pass
elif geom == 'c':
for wi in range(nstencil):
# first order derivative
D_weight[bi][wi] += w[-2][-1][wi]*1/local_x_around
elif geom == 's':
for wi in range(nstencil):
# first order derivative
D_weight[bi][wi] += w[-2][-1][wi]*2/local_x_around
else:
raise RuntimeError
assert np.allclose(rd.D_weight, np.array(D_weight, dtype=np.float64).flatten())
def cflux(si, bi):
f = 0.0
for k in range(nstencil):
f += rd.D_weight[bi*nstencil+k]*y0[pxci2bi[lb[bi]+k], si]
return D[si]*f
r = [
[k[0]*modulation[0][bi]*y0[bi, 0]*y0[bi, 1] for
bi in range(N)],
[k[1]*modulation[1][bi]*y0[bi, 3]*y0[bi, 2] for
bi in range(N)],
[k[2]*y0[bi, 1]**2 for bi in range(N)],
]
fref = np.array([[
-r[0][bi] + r[1][bi] + cflux(0, bi),
-r[0][bi] + r[1][bi] - 2*r[2][bi] + cflux(1, bi),
r[0][bi] - r[1][bi] + cflux(2, bi),
r[2][bi] + cflux(3, bi)
] for bi in range(N)]).flatten()
# Now let's check that the Jacobian is correctly computed.
def dfdC(bi, lri, lci):
v = 0.0
for ri in range(len(stoich_active)):
totl = (stoich_prod[ri].count(lri) -
stoich_active[ri].count(lri))
if totl == 0:
continue
actv = stoich_active[ri].count(lci)
if actv == 0:
continue
v += actv*totl*r[ri][bi]/y0[bi, lci]
return v
def jac_elem(ri, ci):
bri, bci = ri // n, ci // n
lri, lci = ri % n, ci % n
elem = 0.0
def _diffusion():
_elem = 0.0
for k in range(nstencil):
if pxci2bi[lb[bri]+k] == bci:
_elem += D[lri]*rd.D_weight[bri*nstencil+k]
return _elem
if bri == bci:
# on block diagonal
elem += dfdC(bri, lri, lci)
if lri == lci:
elem += _diffusion()
elif bri == bci - 1:
if lri == lci:
elem = _diffusion()
elif bri == bci + 1:
if lri == lci:
elem = _diffusion()
return elem
jref = np.zeros((n*N, n*N), order='C')
for ri, ci in np.ndindex(n*N, n*N):
jref[ri, ci] = jac_elem(ri, ci)
# Compare to what is calculated using our C++ callback
_test_f_and_dense_jac_rmaj(rd, 0, y0.flatten(), fref, jref)
jout_cmaj = np.zeros((n*N, n*N), order='F')
rd.dense_jac_cmaj(0.0, y0.flatten(), jout_cmaj)
assert np.allclose(jout_cmaj, jref)
ref_banded_j = get_banded(jref, n, N)
ref_banded_j_symbolic = rd.alloc_jout(order='F', pad=0)
symrd = SymRD.from_rd(rd)
symrd.banded_jac(0.0, y0.flatten(), ref_banded_j_symbolic)
assert np.allclose(ref_banded_j_symbolic, ref_banded_j)
jout_bnd_packed_cmaj = np.zeros((3*n+1, n*N), order='F')
rd.banded_jac_cmaj(0.0, y0.flatten(), jout_bnd_packed_cmaj)
if os.environ.get('plot_tests', False):
import matplotlib
matplotlib.use('Agg')
import matplotlib.pyplot as plt
from chemreac.util.plotting import coloured_spy
fig = plt.figure()
ax = fig.add_subplot(3, 1, 1)
coloured_spy(ref_banded_j, ax=ax)
plt.title('ref_banded_j')
ax = fig.add_subplot(3, 1, 2)
coloured_spy(jout_bnd_packed_cmaj[n:, :], ax=ax)
plt.title('jout_bnd_packed_cmaj')
ax = fig.add_subplot(3, 1, 3)
coloured_spy(ref_banded_j-jout_bnd_packed_cmaj[n:, :], ax=ax)
plt.title('diff')
plt.savefig(__file__+'.png')
assert np.allclose(jout_bnd_packed_cmaj[n:, :], ref_banded_j)
def numeric_weights(deriv_order, indices, x0):
return finite_diff_weights(deriv_order, indices, x0)[-1][-1]
def first_derivative(expr, dim, fd_order=None, side=centered, matvec=direct,
symbolic=False, x0=None):
"""
First-order derivative of a given expression.
Parameters
----------
expr : expr-like
Expression for which the first-order derivative is produced.
dim : Dimension
The Dimension w.r.t. which to differentiate.
fd_order : int, optional
Coefficient discretization order. Note: this impacts the width of
the resulting stencil. Defaults to ``expr.space_order``
side : Side, optional
Side of the finite difference location, centered (at x), left (at x - 1)
or right (at x +1). Defaults to ``centered``.
matvec : Transpose, optional
Forward (matvec=direct) or transpose (matvec=transpose) mode of the
finite difference. Defaults to ``direct``.
x0 : dict, optional
Origin of the finite-difference scheme as a map dim: origin_dim.
Returns
-------
expr-like
First-order derivative of ``expr``.
Examples
--------
>>> from devito import Function, Grid, first_derivative, transpose
>>> grid = Grid(shape=(4, 4))
>>> x, _ = grid.dimensions
>>> f = Function(name='f', grid=grid)
>>> g = Function(name='g', grid=grid)
>>> first_derivative(f*g, dim=x)
-f(x, y)*g(x, y)/h_x + f(x + h_x, y)*g(x + h_x, y)/h_x
Semantically, this is equivalent to
>>> (f*g).dx
Derivative(f(x, y)*g(x, y), x)
The only difference is that in the latter case derivatives remain unevaluated.
The expanded form is obtained via ``evaluate``
>>> (f*g).dx.evaluate
-f(x, y)*g(x, y)/h_x + f(x + h_x, y)*g(x + h_x, y)/h_x
For the adjoint mode of the first derivative, pass ``matvec=transpose``
>>> g = Function(name='g', grid=grid)
>>> first_derivative(f*g, dim=x, matvec=transpose)
-f(x, y)*g(x, y)/h_x + f(x - h_x, y)*g(x - h_x, y)/h_x
This is also accessible via the .T shortcut
>>> (f*g).dx.T.evaluate
-f(x, y)*g(x, y)/h_x + f(x - h_x, y)*g(x - h_x, y)/h_x
Finally the x0 argument allows to choose the origin of the finite-difference
>>> first_derivative(f, dim=x, x0={x: 1})
-f(1, y)/h_x + f(h_x + 1, y)/h_x
"""
side = side
order = fd_order or expr.space_order
# Stencil positions for non-symmetric cross-derivatives with symmetric averaging
ind = generate_indices(expr, dim, order, side=side, x0=x0)[0]
# Finite difference weights from Taylor approximation with these positions
if symbolic:
c = symbolic_weights(expr, 1, ind, dim)
else:
c = finite_diff_weights(1, ind, dim)[-1][-1]
return indices_weights_to_fd(expr, dim, ind, c, matvec=matvec.val)
def first_derivative(expr,
dim,
fd_order=None,
side=centered,
matvec=direct,
symbolic=False):
"""
First-order derivative of a given expression.
Parameters
----------
expr : expr-like
Expression for which the first-order derivative is produced.
dim : Dimension
The Dimension w.r.t. which to differentiate.
fd_order : int, optional
Coefficient discretization order. Note: this impacts the width of
the resulting stencil. Defaults to ``expr.space_order``
side : Side, optional
Side of the finite difference location, centered (at x), left (at x - 1)
or right (at x +1). Defaults to ``centered``.
matvec : Transpose, optional
Forward (matvec=direct) or transpose (matvec=transpose) mode of the
finite difference. Defaults to ``direct``.
Returns
-------
expr-like
First-order derivative of ``expr``.
Examples
--------
>>> from devito import Function, Grid, first_derivative, transpose
>>> grid = Grid(shape=(4, 4))
>>> x, _ = grid.dimensions
>>> f = Function(name='f', grid=grid)
>>> g = Function(name='g', grid=grid)
>>> first_derivative(f*g, dim=x)
-f(x, y)*g(x, y)/h_x + f(x + h_x, y)*g(x + h_x, y)/h_x
Semantically, this is equivalent to
>>> (f*g).dx
Derivative(f(x, y)*g(x, y), x)
The only difference is that in the latter case derivatives remain unevaluated.
The expanded form is obtained via ``evaluate``
>>> (f*g).dx.evaluate
-f(x, y)*g(x, y)/h_x + f(x + h_x, y)*g(x + h_x, y)/h_x
For the adjoint mode of the first derivative, pass ``matvec=transpose``
>>> g = Function(name='g', grid=grid)
>>> first_derivative(f*g, dim=x, matvec=transpose)
f(x, y)*g(x, y)/h_x - f(x + h_x, y)*g(x + h_x, y)/h_x
This is also accessible via the .T shortcut
>>> (f*g).dx.T.evaluate
f(x, y)*g(x, y)/h_x - f(x + h_x, y)*g(x + h_x, y)/h_x
"""
side = side.adjoint(matvec)
diff = dim.spacing
adjoint_val = matvec.val
order = fd_order or expr.space_order
# Stencil positions for non-symmetric cross-derivatives with symmetric averaging
ind = generate_indices(expr, dim, diff, order, side=side)[0]
# Finite difference weights from Taylor approximation with these positions
if symbolic:
c = symbolic_weights(expr, 1, ind, dim)
else:
c = finite_diff_weights(1, ind, dim)[-1][-1]
# Loop through positions
deriv = 0
all_dims = tuple(
set((dim, ) + tuple([i for i in expr.indices if i.root == dim])))
for i in range(len(ind)):
subs = dict([(d, ind[i].subs({dim: d})) for d in all_dims])
deriv += expr.subs(subs) * c[i]
# Evaluate up to _PRECISION digits
deriv = (adjoint_val * deriv).evalf(_PRECISION)
return deriv
def first_derivative(expr, dim, fd_order=None, side=centered, matvec=direct,
symbolic=False):
"""
First-order derivative of a given expression.
Parameters
----------
expr : expr-like
Expression for which the first-order derivative is produced.
dim : Dimension
The Dimension w.r.t. which to differentiate.
fd_order : int, optional
Coefficient discretization order. Note: this impacts the width of
the resulting stencil. Defaults to ``expr.space_order``
side : Side, optional
Side of the finite difference location, centered (at x), left (at x - 1)
or right (at x +1). Defaults to ``centered``.
matvec : Transpose, optional
Forward (matvec=direct) or transpose (matvec=transpose) mode of the
finite difference. Defaults to ``direct``.
Returns
-------
expr-like
First-order derivative of ``expr``.
Examples
--------
>>> from devito import Function, Grid, first_derivative, transpose
>>> grid = Grid(shape=(4, 4))
>>> x, _ = grid.dimensions
>>> f = Function(name='f', grid=grid)
>>> g = Function(name='g', grid=grid)
>>> first_derivative(f*g, dim=x)
-f(x, y)*g(x, y)/h_x + f(x + h_x, y)*g(x + h_x, y)/h_x
This is also more easily obtainable via:
>>> (f*g).dx
-f(x, y)*g(x, y)/h_x + f(x + h_x, y)*g(x + h_x, y)/h_x
The adjoint mode
>>> g = Function(name='g', grid=grid)
>>> first_derivative(f*g, dim=x, matvec=transpose)
f(x, y)*g(x, y)/h_x - f(x + h_x, y)*g(x + h_x, y)/h_x
"""
diff = dim.spacing
side = side.adjoint(matvec)
order = fd_order or expr.space_order
deriv = 0
# Stencil positions for non-symmetric cross-derivatives with symmetric averaging
ind = generate_indices(expr, dim, diff, order, side=side)[0]
# Finite difference weights from Taylor approximation with this positions
if symbolic:
c = symbolic_weights(expr, 1, ind, dim)
else:
c = finite_diff_weights(1, ind, dim)[-1][-1]
all_dims = tuple(set((dim,) + tuple([i for i in expr.indices if i.root == dim])))
# Loop through positions
for i in range(0, len(ind)):
subs = dict([(d, ind[i].subs({dim: d})) for d in all_dims])
deriv += expr.subs(subs) * c[i]
return (matvec.val*deriv).evalf(_PRECISION)
