SciML / SciML/DataDrivenDiffEq.jl

Common methods for numerically approximating derivatives

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Julia
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Description

The function "similar" in basis.jl appears to apply the finite difference method which is appropriate for smooth data.
Perhaps there should be an option in "similar" as well as in ModelingToolkit for non-smooth and noisy data like Total variation regularized derivative (see R. Chartrand, Numerical Differentiation of Noisy, Nonsmooth Data, ISRN Applied Mathematics, 2011).

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Research direction

Start with the similar function in basis.jl and trace how derivative approximation is configured in ModelingToolkit. Review the cited Chartrand paper and existing finite-difference behavior, then define the supported option and verify that nonsmooth and noisy data use the intended regularized derivative method.

Written by the indexing model from the issue text.

Assessment

Tech stack
julia
Domain
data
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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