Add a finite-difference upward derivative #441
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+49
−4
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The
upward_derivative
function gains amethod
argument that defaults tofinite-diff
. The way this works is by upward and downward continuing the grid by half of the average grid spacing and then calculating a central difference approximation for the derivative. An advantage of this method is a lower sensitivity to noise than the FFT-based one. Even though the continuation is FFT-based, it's not very sensitive to high-frequency noise.