scikit-fdiff, a new tool for PDE solving

Nicolas Cellier
contact@nicolas-cellier.net
Université Savoie Mont-Blanc

Scikit-FDiff (formerly known as Triflow) is a new tool, written in pure Python, that focus on reducing the time between the developpement of the mathematical model and the numerical solving. It allows an easy and automatic finite difference discretization, thanks to a symbolic processing that can deal with systems of multi-dimensional partial differential equation with complex boundary conditions.

Using finite differences and the method of lines, it allows the transformation of the original PDE into an ODE, providing a fast computation of the temporal evolution vector and the Jacobian matrix. The later is pre-computed in a symbolic way and sparse by nature. It can be evaluated with as few computational resources as possible, allowing the use of implicit and explicit solvers at a reasonable cost.

Classic ODE solvers have been implemented (or made available from dedicated python libraries), including backward and forward Euler scheme, Crank-Nickolson, explicit Runge-Kutta. More complexes ones, like improved Rosenbrock-Wanner schemes up to the 6th order, are also available. The time-step is managed by a built-in error computation, which ensures the accuracy of the solution. The main goal of the software is to minimize the time spent writting numerical solvers to focus on model development and data analysis.

Scikit-Fdiff is then able to solve toy cases in a few line of code as well as complex models. Extra tools are available, such as data saving during the simulation, real-time plotting and post-processing. It has been validated with the shallow-water equation on dam-breaks and the steady-lake case. It has also been applied to heated falling-films, dropplet spread and simple moisture flow in porous medium.