Dear all, I am successfully playing with sol = solve(ensembleprob,SRIW1(),EnsembleThreads(),trajectories=ϕ,saveat=δt); which generates a nice set of values. Among those values sol[1,:,:]; is a position, sol[2,:,:]; a velocity. unfortunately, I need an acceleration… how can I nicely proceed ? t…

sadly ended with a five-point stencil scheme : for i in 3:(lmnt-2) kt_a[i] = (-kt[i+2]+8*kt[i+1]-8*kt[i-1]+kt[i-2])/(12*δt) end; :roll_eyes:

auto-reply :slight_smile: here is my idea : kt = sol[9,:,16] 60001-element Array{Float64,1}: with \delta t = 0.01 then lmnt = length(kt) kt_t = Vector{Float64}(undef,lmnt); for i in 1:lmnt kt_t[i] = (i-1)*δt end; @time kt_acc = ForwardDiff.gradient(kt, kt_t) MethodError: objects of type Array…

thx for the link, but kt is solution of SDE (white noise forcing term) so I want to avoid interpolation then derivation. I was hoping ForwardDiff to be able to help me on this

(re)auto-reply kt is not a function (callable I guess ?) so not suitable for ForwardDiff… my bad ! :thinking: now shifting to FiniteDifferences package… but once again exemples are for functions (!) :face_with_raised_eyebrow: anyone with a simple exemple of FiniteDifferences use with data only (…

Derivative for a set of ... points

New to Julia

rafael.guerra March 16, 2021, 2:36pm 3

@Frederic_Gilt, you may want to take a look at this discourse thread.

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Derivative for a set of ... points

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