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Use AutoFiniteDifferences with factor keyword to deal with noise #177

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1-Bart-1 opened this issue Jun 10, 2025 · 2 comments
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Use AutoFiniteDifferences with factor keyword to deal with noise #177

1-Bart-1 opened this issue Jun 10, 2025 · 2 comments
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enhancement New feature or request

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@1-Bart-1
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https://github.com/JuliaDiff/FiniteDifferences.jl?tab=readme-ov-file#dealing-with-numerical-noise

This could be more robust than using AutoFiniteDiff, especially since the absstep in AutoFiniteDiff is not respected: JuliaDiff/DifferentiationInterface.jl#811

Another good alternative could be to use AutoForwardDiff, although performance might be bad because of the nonlinear solver iterations.
@1-Bart-1 1-Bart-1 added the enhancement New feature or request label Jun 10, 2025
@gdalle
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gdalle commented Jun 11, 2025

The absstep bug is fixed in DI's latest release v0.7.1

@1-Bart-1
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Not necessary to implement this then, AutoFiniteDiff works well.

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@gdalle @1-Bart-1