Spectral Derivatives

Documentation, How it works.

This repository is home to Python code that can take spectral derivatives with the Chebyshev basis or the Fourier basis, based on some pretty elegant, deep math. It's useful any time you want to take a derivative numerically, such as for doing PDE simulations.

Installation and Usage

The package is a single module containing derivative functions. To install, execute:

python3 -m pip install spectral-derivatives

or from the source code

python3 -m pip install .

You should now be able to

>>> from specderiv import *
>>> import numpy as np
>>>
>>> x_n = np.cos(np.arange(21) * np.pi / 20) # cosine-spaced, includes last point
>>> y_n = np.sin(x_n) # can be periodic or aperiodic on domain [a, b]
>>> dy_n = cheb_deriv(y_n, x_n, 1)
>>>
>>> th_n = np.arange(20) * 2*np.pi / 20 # equispaced, excludes last point
>>> y_n = np.sin(th_n) # must be periodic on domain [a, b)
>>> dy_n = fourier_deriv(y_n, th_n, 1)

For further usage examples, see the Jupyter notebooks: Chebyshev and Fourier.

Note that for accurate results you'll need to use equispaced samples on an open periodic interval for fourier and cosine-spaced points for chebyshev. For examples which use arbitrary domains, see this notebook.

References

1. Trefethen, N., 2000, Spectral Methods in Matlab, https://epubs.siam.org/doi/epdf/10.1137/1.9780898719598.ch8
2. Johnson, S., 2011, Notes on FFT-based differentiation, https://math.mit.edu/~stevenj/fft-deriv.pdf
3. Kutz, J.N., 2023, Data-Driven Modeling & Scientific Computation, Ch. 11, https://faculty.washington.edu/kutz/kutz_book_v2.pdf