Added forward/backward derivatives for divergence on Cartesian grid

docs/methods/boundary_discretization/boundary_discretization.tex

@@ -510,14 +510,24 @@ \subsection{Conservative divergence operator}
 	\partial_\alpha v_{\alpha} \sim
 	 \frac{r_{n + \frac12}^2 v_r(r_{n + \frac12}) - r_{n - \frac12}^2 v_r(r_{n - \frac12})}{V_n}
 \end{align}
-where $V_n$ is given by \Eqref{eqn:spherical_shell_volume}. 
+where $V_n$ is given by \Eqref{eqn:spherical_shell_volume}.
+We obtain different estimates for different finite difference schemes:
+
+\paragraph{Central differences:}
 Here, we approximate the function values at the midpoints using a simple average,
 \begin{align}
 	v_r(r_{n + \frac12}) &\approx \frac{v_r(r_{n}) + v_r(r_{n+1})}{2}
 	\;,
 \end{align}
 which might introduced uncontrolled artifacts.
 
+\paragraph{Forward difference:}
+Use $v_r(r_{n + \frac12}) \approx v_r(r_{n+1})$.
+
+\paragraph{Backward difference:}
+Use $v_r(r_{n + \frac12}) \approx v_r(r_{n})$.
+
+
 
 \subsection{Conservative tensor divergence operator}
 The radial component of the divergence of a spherically-symmetric tensor field (with $t_{\theta\theta} = t_{\phi\phi}$) reads

pde/grids/operators/cartesian.py

@@ -955,20 +955,33 @@
     return gradient_squared
 
 
-def _make_divergence_scipy_nd(grid: CartesianGrid) -> OperatorType:
+def _make_divergence_scipy_nd(
+    grid: CartesianGrid, method: Literal["central", "forward", "backward"] = "central"
+) -> OperatorType:
     """make a divergence operator using the scipy module
 
     Args:
         grid (:class:`~pde.grids.cartesian.CartesianGrid`):
             The grid for which the operator is created
+        method (str):
+            The method for calculating the derivative. Possible values are 'central',
+            'forward', and 'backward'.
 
     Returns:
         A function that can be applied to an array of values
     """
     from scipy import ndimage
 
     data_shape = grid._shape_full
-    scale = 0.5 / grid.discretization
+    scale = 1 / grid.discretization
+    if method == "central":
+        stencil = [-0.5, 0, 0.5]
+    elif method == "forward":
+        stencil = [0, -1, 1]
+    elif method == "backward":
+        stencil = [-1, 1, 0]
+    else:
+        raise ValueError(f"Unknown derivative type `{method}`")
 
     def divergence(arr: np.ndarray, out: np.ndarray) -> None:
         """apply divergence operator to array `arr`"""
@@ -984,45 +997,67 @@
         with np.errstate(all="ignore"):
             # some errors can happen for ghost cells
             for i in range(len(data_shape)):
-                out += ndimage.convolve1d(arr[i], [1, 0, -1], axis=i)[valid] * scale[i]
+                out += ndimage.correlate1d(arr[i], stencil, axis=i)[valid] * scale[i]
 
     return divergence
 
 
-def _make_divergence_numba_1d(grid: CartesianGrid) -> OperatorType:
+def _make_divergence_numba_1d(
+    grid: CartesianGrid, method: Literal["central", "forward", "backward"] = "central"
+) -> OperatorType:
     """make a 1d divergence operator using numba compilation
 
     Args:
         grid (:class:`~pde.grids.cartesian.CartesianGrid`):
             The grid for which the operator is created
+        method (str):
+            The method for calculating the derivative. Possible values are 'central',
+            'forward', and 'backward'.
 
     Returns:
         A function that can be applied to an array of values
     """
+    if method not in {"central", "forward", "backward"}:
+        raise ValueError(f"Unknown derivative type `{method}`")
     dim_x = grid.shape[0]
-    scale = 0.5 / grid.discretization[0]
+    dx = grid.discretization[0]
 
     @jit
     def divergence(arr: np.ndarray, out: np.ndarray) -> None:
         """apply gradient operator to array `arr`"""
         for i in range(1, dim_x + 1):
-            out[i - 1] = (arr[0, i + 1] - arr[0, i - 1]) * scale
+            if method == "central":
+                out[i - 1] = (arr[0, i + 1] - arr[0, i - 1]) / (2 * dx)
+            elif method == "forward":
+                out[i - 1] = (arr[0, i + 1] - arr[0, i]) / dx
+            elif method == "backward":
+                out[i - 1] = (arr[0, i] - arr[0, i - 1]) / dx
 
     return divergence  # type: ignore
 
 
-def _make_divergence_numba_2d(grid: CartesianGrid) -> OperatorType:
+def _make_divergence_numba_2d(
+    grid: CartesianGrid, method: Literal["central", "forward", "backward"] = "central"
+) -> OperatorType:
     """make a 2d divergence operator using numba compilation
 
     Args:
         grid (:class:`~pde.grids.cartesian.CartesianGrid`):
             The grid for which the operator is created
+        method (str):
+            The method for calculating the derivative. Possible values are 'central',
+            'forward', and 'backward'.
 
     Returns:
         A function that can be applied to an array of values
     """
     dim_x, dim_y = grid.shape
-    scale_x, scale_y = 0.5 / grid.discretization
+    if method == "central":
+        scale_x, scale_y = 0.5 / grid.discretization
+    elif method in {"forward", "backward"}:
+        scale_x, scale_y = 1 / grid.discretization
+    else:
+        raise ValueError(f"Unknown derivative type `{method}`")
 
     # use parallel processing for large enough arrays
     parallel = dim_x * dim_y >= config["numba.multithreading_threshold"]
@@ -1032,25 +1067,42 @@
         """apply gradient operator to array `arr`"""
         for i in nb.prange(1, dim_x + 1):
             for j in range(1, dim_y + 1):
-                d_x = (arr[0, i + 1, j] - arr[0, i - 1, j]) * scale_x
-                d_y = (arr[1, i, j + 1] - arr[1, i, j - 1]) * scale_y
+                if method == "central":
+                    d_x = (arr[0, i + 1, j] - arr[0, i - 1, j]) * scale_x
+                    d_y = (arr[1, i, j + 1] - arr[1, i, j - 1]) * scale_y
+                elif method == "forward":
+                    d_x = (arr[0, i + 1, j] - arr[0, i, j]) * scale_x
+                    d_y = (arr[1, i, j + 1] - arr[1, i, j]) * scale_y
+                elif method == "backward":
+                    d_x = (arr[0, i, j] - arr[0, i - 1, j]) * scale_x
+                    d_y = (arr[1, i, j] - arr[1, i, j - 1]) * scale_y
                 out[i - 1, j - 1] = d_x + d_y
 
     return divergence  # type: ignore
 
 
-def _make_divergence_numba_3d(grid: CartesianGrid) -> OperatorType:
+def _make_divergence_numba_3d(
+    grid: CartesianGrid, method: Literal["central", "forward", "backward"] = "central"
+) -> OperatorType:
     """make a 3d divergence operator using numba compilation
 
     Args:
         grid (:class:`~pde.grids.cartesian.CartesianGrid`):
             The grid for which the operator is created
+        method (str):
+            The method for calculating the derivative. Possible values are 'central',
+            'forward', and 'backward'.
 
     Returns:
         A function that can be applied to an array of values
     """
     dim_x, dim_y, dim_z = grid.shape
-    scale_x, scale_y, scale_z = 0.5 / grid.discretization
+    if method == "central":
+        scale_x, scale_y, scale_z = 0.5 / grid.discretization
+    elif method in {"forward", "backward"}:
+        scale_x, scale_y, scale_z = 1 / grid.discretization
+    else:
+        raise ValueError(f"Unknown derivative type `{method}`")
 
     # use parallel processing for large enough arrays
     parallel = dim_x * dim_y * dim_z >= config["numba.multithreading_threshold"]
@@ -1061,17 +1113,28 @@
         for i in nb.prange(1, dim_x + 1):
             for j in range(1, dim_y + 1):
                 for k in range(1, dim_z + 1):
-                    d_x = (arr[0, i + 1, j, k] - arr[0, i - 1, j, k]) * scale_x
-                    d_y = (arr[1, i, j + 1, k] - arr[1, i, j - 1, k]) * scale_y
-                    d_z = (arr[2, i, j, k + 1] - arr[2, i, j, k - 1]) * scale_z
+                    if method == "central":
+                        d_x = (arr[0, i + 1, j, k] - arr[0, i - 1, j, k]) * scale_x
+                        d_y = (arr[1, i, j + 1, k] - arr[1, i, j - 1, k]) * scale_y
+                        d_z = (arr[2, i, j, k + 1] - arr[2, i, j, k - 1]) * scale_z
+                    elif method == "forward":
+                        d_x = (arr[0, i + 1, j, k] - arr[0, i, j, k]) * scale_x
+                        d_y = (arr[1, i, j + 1, k] - arr[1, i, j, k]) * scale_y
+                        d_z = (arr[2, i, j, k + 1] - arr[2, i, j, k]) * scale_z
+                    elif method == "backward":
+                        d_x = (arr[0, i, j, k] - arr[0, i - 1, j, k]) * scale_x
+                        d_y = (arr[1, i, j, k] - arr[1, i, j - 1, k]) * scale_y
+                        d_z = (arr[2, i, j, k] - arr[2, i, j, k - 1]) * scale_z
                     out[i - 1, j - 1, k - 1] = d_x + d_y + d_z
 
     return divergence  # type: ignore
 
 
 @CartesianGrid.register_operator("divergence", rank_in=1, rank_out=0)
 def make_divergence(
-    grid: CartesianGrid, backend: Literal["auto", "numba", "scipy"] = "auto"
+    grid: CartesianGrid,
+    backend: Literal["auto", "numba", "scipy"] = "auto",
+    method: Literal["central", "forward", "backward"] = "central",
 ) -> OperatorType:
     """make a divergence operator on a Cartesian grid
 
@@ -1081,6 +1144,9 @@
         backend (str):
             Backend used for calculating the divergence operator.
             If backend='auto', a suitable backend is chosen automatically.
+        method (str):
+            The method for calculating the derivative. Possible values are 'central',
+            'forward', and 'backward'.
 
     Returns:
         A function that can be applied to an array of values
@@ -1096,18 +1162,18 @@
 
     if backend == "numba":
         if dim == 1:
-            divergence = _make_divergence_numba_1d(grid)
+            divergence = _make_divergence_numba_1d(grid, method=method)
         elif dim == 2:
-            divergence = _make_divergence_numba_2d(grid)
+            divergence = _make_divergence_numba_2d(grid, method=method)
         elif dim == 3:
-            divergence = _make_divergence_numba_3d(grid)
+            divergence = _make_divergence_numba_3d(grid, method=method)
         else:
             raise NotImplementedError(
                 f"Numba divergence operator not implemented for dimension {dim}"
             )
 
     elif backend == "scipy":
-        divergence = _make_divergence_scipy_nd(grid)
+        divergence = _make_divergence_scipy_nd(grid, method=method)
 
     else:
         raise ValueError(f"Backend `{backend}` is not defined")

pde/grids/operators/spherical_sym.py

@@ -183,7 +183,10 @@ def gradient_squared(arr: np.ndarray, out: np.ndarray) -> None:
 @SphericalSymGrid.register_operator("divergence", rank_in=1, rank_out=0)
 @fill_in_docstring
 def make_divergence(
-    grid: SphericalSymGrid, safe: bool = True, conservative: bool = True
+    grid: SphericalSymGrid,
+    safe: bool = True,
+    conservative: bool = True,
+    method: Literal["central", "forward", "backward"] = "central",
 ) -> OperatorType:
     """make a discretized divergence operator for a spherical grid
 
@@ -203,6 +206,9 @@ def make_divergence(
             Flag indicating whether the operator should be conservative (which results
             in slightly slower computations). Conservative operators ensure mass
             conservation.
+        method (str):
+            The method for calculating the derivative. Possible values are 'central',
+            'forward', and 'backward'.
 
     Returns:
         A function that can be applied to an array of values
@@ -234,13 +240,19 @@ def divergence(arr: np.ndarray, out: np.ndarray) -> None:
 
             arr_r = arr[0, :]
             for i in range(1, dim_r + 1):  # iterate radial points
-                term_h = factor_h[i - 1] * (arr_r[i] + arr_r[i + 1])
-                term_l = factor_l[i - 1] * (arr_r[i - 1] + arr_r[i])
+                if method == "central":
+                    term_h = factor_h[i - 1] * (arr_r[i] + arr_r[i + 1])
+                    term_l = factor_l[i - 1] * (arr_r[i - 1] + arr_r[i])
+                elif method == "forward":
+                    term_h = 2 * factor_h[i - 1] * arr_r[i + 1]
+                    term_l = 2 * factor_l[i - 1] * arr_r[i]
+                elif method == "backward":
+                    term_h = 2 * factor_h[i - 1] * arr_r[i]
+                    term_l = 2 * factor_l[i - 1] * arr_r[i - 1]
                 out[i - 1] = term_h - term_l
 
     else:
         # implement naive divergence operator
-        scale_r = 1 / (2 * dr)
         factors = 2 / rs  # factors that need to be multiplied below
 
         @jit
@@ -255,7 +267,12 @@ def divergence(arr: np.ndarray, out: np.ndarray) -> None:
 
             arr_r = arr[0, :]
             for i in range(1, dim_r + 1):  # iterate radial points
-                diff_r = (arr_r[i + 1] - arr_r[i - 1]) * scale_r
+                if method == "central":
+                    diff_r = (arr_r[i + 1] - arr_r[i - 1]) / (2 * dr)
+                elif method == "forward":
+                    diff_r = (arr_r[i + 1] - arr_r[i]) / dr
+                elif method == "backward":
+                    diff_r = (arr_r[i] - arr_r[i - 1]) / dr
                 out[i - 1] = diff_r + factors[i - 1] * arr_r[i]
 
     return divergence  # type: ignore

tests/grids/operators/test_cartesian_operators.py

@@ -181,13 +181,14 @@ def test_gradient_cart(ndim, method, periodic, rng):
 
 
 @pytest.mark.parametrize("ndim", [1, 2, 3])
+@pytest.mark.parametrize("method", ["central", "forward", "backward"])
 @pytest.mark.parametrize("periodic", [True, False])
-def test_divergence_cart(ndim, periodic, rng):
+def test_divergence_cart(ndim, method, periodic, rng):
     """test different divergence operators"""
     bcs = _get_random_grid_bcs(ndim, dx="uniform", periodic=periodic, rank=1)
     field = VectorField.random_uniform(bcs.grid, rng=rng)
-    res1 = field.divergence(bcs, backend="scipy").data
-    res2 = field.divergence(bcs, backend="numba").data
+    res1 = field.divergence(bcs, backend="scipy", method=method).data
+    res2 = field.divergence(bcs, backend="numba", method=method).data
     np.testing.assert_allclose(res1, res2)
 
 

tests/grids/operators/test_spherical_operators.py

@@ -38,8 +38,10 @@ def test_findiff_sph():
     # test divergence
     div = v.divergence(bc=["derivative", "value"], conservative=False)
     np.testing.assert_allclose(div.data, [9, 3 + 4 / r1, -6 + 8 / r2])
-    div = v.divergence(bc="derivative", conservative=False)
-    np.testing.assert_allclose(div.data, [9, 3 + 4 / r1, 2 + 8 / r2])
+    div = v.divergence(bc="derivative", method="forward", conservative=False)
+    np.testing.assert_allclose(div.data, [10, 4 + 4 / r1, 8 / r2])
+    div = v.divergence(bc="derivative", method="backward", conservative=False)
+    np.testing.assert_allclose(div.data, [8, 2 + 4 / r1, 4 + 8 / r2])
 
 
 def test_conservative_sph():
@@ -48,9 +50,10 @@ def test_conservative_sph():
     expr = "1 / cosh((r - 1) * 10)"
 
     # test divergence of vector field
-    vf = VectorField.from_expression(grid, [expr, 0, 0])
-    div = vf.divergence(bc="derivative", conservative=True)
-    assert div.integral == pytest.approx(0, abs=1e-2)
+    for method in ["central", "forward", "backward"]:
+        vf = VectorField.from_expression(grid, [expr, 0, 0])
+        div = vf.divergence(bc="derivative", conservative=True, method=method)
+        assert div.integral == pytest.approx(0, abs=1e-2)
 
     # test laplacian of scalar field
     lap = vf[0].laplace("derivative")