Time-Implicit Differentiable Finite Difference Solvers in JAX.
Project description
Time-Implicit Differentiable PDE Solvers in JAX.
Installation • Quickstart • Design • Features • Documentation • Background
🚨 This is a pre-release for me to cite in my dissertation. It is based on code from the PRDP paper and Emulator Superiority Paper slightly rewritten and enhanced. Please check back end of May 2026 for a full release with extended features, documentation, and examples.
Picardax is a sister project to
Exponax (which provides explicit and
exponential time steppers). Where Exponax sidesteps nonlinear solves entirely,
Picardax embraces them: it solves the implicit system arising from theta-method
(and similar) time discretizations using iterative nonlinear solvers (Picard
iteration, Newton's method) that themselves rely on iterative linear solvers
(CG, GMRES, BiCGStab). Built on JAX and
Equinox, every solver is
automatically differentiable, JIT-compilable, and GPU/TPU-ready.
Installation
pip install picardax
Requires Python 3.10+ and JAX 0.4.13+. See the JAX install guide.
Quickstart
Use a convenience stepper for common PDEs:
import picardax
from picardax.periodic.stepper import Diffusion
stepper = Diffusion(
num_spatial_dims=1,
domain_extent=1.0,
num_points=64,
dt=0.01,
diffusivity=0.01,
)
u_next = stepper(u)
Or assemble components manually for full control:
from picardax import CG, Picard, Stepper, ThetaResiduum
from picardax.periodic import CollocatedDerivatives
from picardax.periodic.rhs import Diffusion
derivatives = CollocatedDerivatives(
num_spatial_dims=1, num_points=64, domain_extent=1.0
)
rhs = Diffusion(derivatives=derivatives, diffusivity=0.01)
residuum = ThetaResiduum(rhs=rhs, theta=0.5, dt=0.01)
solver = Picard(linear_solver=CG(), maxiter=10, tol=1e-6)
stepper = Stepper(residuum=residuum, solver=solver)
u_next = stepper(u)
# Diagnose convergence
n_iters = stepper.diagnose(u)
errors = stepper.get_error_iterates(u)
Design
TODO
Features
TODO
Documentation
Documentation is available at fkoehler.site/picardax.
Background
TODO
Related
TODO
License
MIT, see here
fkoehler.site · GitHub @ceyron · X @felix_m_koehler · LinkedIn Felix Koehler
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