From 1448dde67779613217b267e2fea152a656839402 Mon Sep 17 00:00:00 2001 From: Valentin Churavy Date: Tue, 20 May 2025 10:41:11 +0200 Subject: [PATCH] Multi-derivative implicit --- examples/implicit.jl | 12 ++++++++++++ 1 file changed, 12 insertions(+) diff --git a/examples/implicit.jl b/examples/implicit.jl index 21b8e5c..ee522ef 100644 --- a/examples/implicit.jl +++ b/examples/implicit.jl @@ -36,6 +36,18 @@ function G_Trapezoid!(res, uₙ, Δt, f!, du, u, p, t) return nothing end +# ## Implicit Euler -- multiderivative +# + +function G_Euler_MD!(res, uₙ, Δt, f!, du, u, p, t) + f!(du, u, p, t) + autodiff(Forward, f!, Duplicated(du, res), Duplicated(u, copy(du)), Const(p), Const(t)) + + + res .= uₙ .+ Δt .* du .+ Δt^2 / 2 .* res .- u + return nothing +end + # ## Jacobian of various G function jacobian(G!, f!, uₙ, p, Δt, t)