pnkraemer / probfindiff

Probabilistic numerical finite differences. Compute finite difference weights and differentiation matrices on scattered data sites and with out-of-the-box uncertainty quantification.
https://probfindiff.readthedocs.io
MIT License
10 stars 2 forks source link

Related work on finite difference implementations #24

Closed pnkraemer closed 2 years ago

pnkraemer commented 2 years ago

We should list them somewhere, and keep an eye out for interfaces.

pnkraemer commented 2 years ago

https://rbf.readthedocs.io/en/latest/fd.html

pnkraemer commented 2 years ago

https://github.com/JuliaDiff/FiniteDiff.jl

pnkraemer commented 2 years ago

https://github.com/wesselb/fdm