Skip to content

Improve computation of epsilon in jacobian_fd #2522

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
merged 4 commits into from
Aug 19, 2025
Merged

Improve computation of epsilon in jacobian_fd #2522

Changes from 3 commits
Commits
Show all changes
4 commits
Select commit Hold shift + click to select a range
51d10e9
improve computation of epsilon in jacobian_fd
JoshuaLampert Aug 15, 2025
700df52
add link to comment
JoshuaLampert Aug 15, 2025
fb398e4
Merge branch 'main' into jacobian_fd-epsilon
JoshuaLampert Aug 15, 2025
c0fb7bb
add tests
JoshuaLampert Aug 18, 2025
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
8 changes: 7 additions & 1 deletion src/semidiscretization/semidiscretization.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -240,7 +240,13 @@ function jacobian_fd(semi::AbstractSemidiscretization;
# use second order finite difference to estimate Jacobian matrix
for idx in eachindex(u0_ode)
# determine size of fluctuation
epsilon = sqrt(eps(typeof(u0_ode[idx])))
# This is the approach used by FiniteDiff.jl to compute the
# step size, which assures that the finite difference is accurate
# for very small and very large absolute values `u0_ode[idx]`.
# See https://github.com/trixi-framework/Trixi.jl/pull/2514#issuecomment-3190534904.
absstep = sqrt(eps(typeof(u0_ode[idx])))
relstep = absstep
epsilon = max(relstep * abs(u0_ode[idx]), absstep)

# plus fluctuation
u_ode[idx] = u0_ode[idx] + epsilon
Expand Down
Loading