A JAX-based research framework for writing differentiable numerical simulators with arbitrary discretizations

Overview

jaxdf - JAX-based Discretization Framework

License: LGPL v3 codecov Continous Integration Documentation

Overview | Example | Installation | Documentation

⚠️ This library is still in development. Breaking changes may occur.


Overview

jaxdf is a JAX-based package defining a coding framework for writing differentiable numerical simulators with arbitrary discretizations.

The intended use is to build numerical models of physical systems, such as wave propagation, or the numerical solution of partial differential equations, that are easy to customize to the user's research needs. Such models are pure functions that can be included into arbitray differentiable programs written in JAX. For example, they can be used as layers of neural networks, or to build a physics loss function.


Example

The following script builds the non-linear operator (∇2 + sin), using a Fourier spectral discretization on a square 2D domain. The output is given over the whole collocation grid.

from jaxdf import operators as jops
from jaxdf.core import operator
from jaxdf.geometry import Domain
from jax import numpy as jnp
from jax import jit, grad

# Defining operator
@operator()
def custom_op(u):
    grad_u = jops.gradient(u)
    diag_jacobian = jops.diag_jacobian(grad_u)
    laplacian = jops.sum_over_dims(mod_diag_jacobian)
    sin_u = jops.elementwise(jnp.sin)(u)
    return laplacian + sin_u

# Defining discretizations
domain = Domain((256, 256), (1., 1.))
fourier_discr = FourierSeries(domain)
u_fourier_params, u = fourier_discr.empty_field(name='u')

# Discretizing operators: getting pure functions and parameters
result = custom_op(u=u)
op_on_grid = result.get_field_on_grid(0)
global_params = result.get_global_params() # This contains the Fourier filters

# Compile and use the pure function
result_on_grid = jit(op_on_grid)(
    global_params,
    {"u": u_fourier_params}
)

# Define a differentiable loss function
def loss(u_params):
    op_output = jit(op_on_grid)(global_params, {"u": u_params})
    return jnp.mean(jnp.abs(op_output)**2)

gradient = grad(loss)(u_fourier_params)

Installation

Before installing jaxdf, make sure that you have installed JAX. Follow the instruction to install JAX with NVidia GPU support if you want to use jaxdf on the GPUs.

Install jaxdf by cd in the repo folder an run

pip install -r requirements.txt
pip install .

If you want to run the notebooks, you should also install the following packages

pip install jupyterlab, tqdm

Citation

arXiv

This package will be presented at the Differentiable Programming workshop at NeurIPS 2021.

@article{stanziola2021jaxdf,
    author={Stanziola, Antonio and Arridge, Simon and Cox, Ben T. and Treeby, Bradley E.},
    title={A research framework for writing differentiable PDE discretizations in JAX},
    year={2021},
    journal={Differentiable Programming workshop at Neural Information Processing Systems 2021}
}

Related projects

  1. odl Operator Discretization Library (ODL) is a python library for fast prototyping focusing on (but not restricted to) inverse problems.
  2. deepXDE: a TensorFlow and PyTorch library for scientific machine learning.
  3. SciML: SciML is a NumFOCUS sponsored open source software organization created to unify the packages for scientific machine learning.
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    jaxlib 0.1.74 (Nov 17, 2021)

    • Enabled peer-to-peer copies between GPUs. Previously, GPU copies were bounced via the host, which is usually slower.
    • Added experimental MLIR Python bindings for use by JAX.

    jax 0.2.25 (Nov 10, 2021)

    • GitHub commits.

    • New features:

      • (Experimental) jax.distributed.initialize exposes multi-host GPU backend.
      • jax.random.permutation supports new independent keyword argument ({jax-issue}[#8430](https://github.com/google/jax/issues/8430))
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      • Moved jax.experimental.stax to jax.example_libraries.stax
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    jax 0.2.24 (Oct 19, 2021)

    • GitHub commits.

    • New features:

      • jax.random.choice and jax.random.permutation now support multidimensional arrays and an optional axis argument ({jax-issue}[#8158](https://github.com/google/jax/issues/8158))
    • Breaking changes:

      • jax.numpy.take and jax.numpy.take_along_axis now require array-like inputs (see {jax-issue}[#7737](https://github.com/google/jax/issues/7737))

    jaxlib 0.1.73 (Oct 18, 2021)

    • Multiple cuDNN versions are now supported for jaxlib GPU cuda11 wheels.

      • cuDNN 8.2 or newer. We recommend using the cuDNN 8.2 wheel if your cuDNN installation is new enough, since it supports additional functionality.
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    • Breaking changes:

    ... (truncated)

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  • Bump mkdocs-material from 7.3.6 to 8.0.1

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    mkdocs-material-8.0.1

    • Improved rendering of code annotation markers
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    • Removed deprecated content tabs legacy implementation
    • Removed deprecated seealso admonition type
    • Removed deprecated site_keywords setting (unsupported by MkDocs)
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    • Improved CSS overall to match modern standards
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    • Improved keyboard navigation for footnotes
    • Fixed #3214: Search highlighting breaks site when empty

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    mkdocs-material-8.0.0b2

    • Switched to :is() selector for simple selector lists (main.css drops from 18kb to 16kb gzipped)
    • Switched autoprefixer from last 4 years to last 2 years
    • Fixed code annotations not scrolling on overflowing code blocks
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    mkdocs-material-8.0.0b1

    Note: this is a beta release with several breaking changes – see #3219

    • Added support for code annotations
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    • Removed deprecated legacy Tabbed implementation
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    • Removed deprecated site_keywords setting (unsupported by MkDocs)
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    mkdocs-material-8.0.1 (2021-11-28)

    • Improved rendering of code annotation markers
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    mkdocs-material-8.0.0 (2021-11-28)

    • Added support for code annotations
    • Added support for anchor tracking
    • Added support for version warning
    • Added copyright partial for easier override
    • Removed deprecated content tabs legacy implementation
    • Removed deprecated seealso admonition type
    • Removed deprecated site_keywords setting (unsupported by MkDocs)
    • Removed deprecated prebuilt search index support
    • Removed deprecated web app manifest – use customization
    • Removed extracopyright variable – use new copyright partial
    • Removed Disqus integation – use customization
    • Switched to :is() selectors for simple selector lists
    • Switched autoprefixer from last 4 years to last 2 years
    • Improved CSS overall to match modern standards
    • Improved CSS variable semantics for fonts
    • Improved extensibility by restructuring partials
    • Improved handling of details when printing
    • Improved keyboard navigation for footnotes
    • Fixed #3214: Search highlighting breaks site when empty

    mkdocs-material-7.3.6+insiders-3.2.3 (2021-11-20)

    • Updated Swedish and French translations
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    mkdocs-material-7.3.6+insiders-3.2.2 (2021-11-06)

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    mkdocs-material-7.3.6+insiders-3.2.1 (2021-11-04)

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    • Fixed feedback widget title not being centered in Firefox
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    ... (truncated)

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    Upgrading from 7.x to 8.x

    What's new?

    • Added support for code annotations
    • Added support for anchor tracking
    • Added support for version warning
    • Added copyright partial for easier override
    • Removed deprecated content tabs legacy implementation
    • Removed deprecated seealso admonition type
    • Removed deprecated site_keywords setting (unsupported by MkDocs)
    • Removed deprecated prebuilt search index support
    • Removed deprecated web app manifest – use customization
    • Removed extracopyright variable – use new copyright partial
    • Removed Disqus integation – use customization
    • Switched to :is() selectors for simple selector lists
    • Switched autoprefixer from last 4 years to last 2 years
    • Improved CSS overall to match modern standards
    • Improved CSS variable semantics for fonts
    • Improved extensibility by restructuring partials
    • Improved handling of details when printing
    • Improved keyboard navigation for footnotes
    • Fixed #3214: Search highlighting breaks site when empty

    Changes to mkdocs.yml

    pymdownx.tabbed

    Support for the legacy style of the [Tabbed] extension was dropped in favor of the new, alternate implementation which has [better behavior on mobile viewports]:

    ... (truncated)

    Commits
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  • Bump matplotlib from 3.4.3 to 3.5.0

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    REL: v3.5.0

    Highlights of this release include:

    • Figure and Axes creation / management
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      • Add Annulus patch
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      • Colormap registry (experimental)
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    • 3D Axes improvements
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    REL: v3.5.0rc1

    ... (truncated)

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    dependencies 
    opened by dependabot[bot] 3
  • Bump pycln from 2.0.2 to 2.0.3 in /.requirements

    Bump pycln from 2.0.2 to 2.0.3 in /.requirements

    Bumps pycln from 2.0.2 to 2.0.3.

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    v2.0.3

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    [2.0.3] - 2022-07-17

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    • d1ac94f Bump v2.0.3
    • c474235 Fix CHANGELOG.md links in docs/CONTRIBUTING.md file (#158)
    • da19fa1 Fix: Fully, nested, and semi string type commnets get ignored. (#156)
    • 907b865 Fix: Semi string third-party generic type annotations get ignored (#155)
    • 70874fe Adding Mr.Alex Waygood to AUTHORS.md
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    dependencies python 
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  • Bump pycln from 1.3.5 to 2.0.1 in /.requirements

    Bump pycln from 1.3.5 to 2.0.1 in /.requirements

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  • Bump mkdocs-mermaid2-plugin from 0.5.2 to 0.6.0 in /.requirements

    Bump mkdocs-mermaid2-plugin from 0.5.2 to 0.6.0 in /.requirements

    Bumps mkdocs-mermaid2-plugin from 0.5.2 to 0.6.0.

    Commits
    • 3608781 Bump version number
    • ce62530 Merge branch 'master' of github.com:fralau/mkdocs-mermaid2-plugin into master
    • e8552c9 REAME: add solution to issue of dynamic dark/light them
    • c67be27 Amend the update_pypi.sh script to create tags in github
    • 149a4b1 Merge pull request #43 from jannschu/cache-lib-url-check
    • 0ac95dd Cache lib url check
    • 1085a9a Merge pull request #41 from ribetm/skip_bs4_parsing
    • cb22100 Bump version
    • 3d1ae86 Do not parse HTML pages if we know there are no mermaid charts
    • b3d5682 Merge pull request #38 from PeterJCLaw/fix-readme-links
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    dependencies python 
    opened by dependabot[bot] 2
  • Bump coverage from 6.2 to 6.4.1 in /.requirements

    Bump coverage from 6.2 to 6.4.1 in /.requirements

    Bumps coverage from 6.2 to 6.4.1.

    Changelog

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    Version 6.4.1 — 2022-06-02

    • Greatly improved performance on PyPy, and other environments that need the pure Python trace function. Thanks, Carl Friedrich Bolz-Tereick (pull 1381_ and pull 1388). Slightly improved performance when using the C trace function, as most environments do. Closes issue 1339.

    • The conditions for using tomllib from the standard library have been made more precise, so that 3.11 alphas will continue to work. Closes issue 1390_.

    .. _issue 1339: nedbat/coveragepy#1339 .. _pull 1381: nedbat/coveragepy#1381 .. _pull 1388: nedbat/coveragepy#1388 .. _issue 1390: nedbat/coveragepy#1390

    .. _changes_64:

    Version 6.4 — 2022-05-22

    • A new setting, :ref:config_run_sigterm, controls whether a SIGTERM signal handler is used. In 6.3, the signal handler was always installed, to capture data at unusual process ends. Unfortunately, this introduced other problems (see issue 1310_). Now the signal handler is only used if you opt-in by setting [run] sigterm = true.

    • Small changes to the HTML report:

      • Added links to next and previous file, and more keyboard shortcuts: [ and ] for next file and previous file; u for up to the index; and ? to open/close the help panel. Thanks, J. M. F. Tsang <pull 1364_>_.

      • The timestamp and version are displayed at the top of the report. Thanks, Ammar Askar <pull 1354_>. Closes issue 1351.

    • A new debug option debug=sqldata adds more detail to debug=sql, logging all the data being written to the database.

    • Previously, running coverage report (or any of the reporting commands) in an empty directory would create a .coverage data file. Now they do not, fixing issue 1328_.

    • On Python 3.11, the [toml] extra no longer installs tomli, instead using tomllib from the standard library. Thanks Shantanu <pull 1359_>_.

    • In-memory CoverageData objects now properly update(), closing issue 1323_.

    ... (truncated)

    Commits
    • e1bd756 docs: latest sample HTML report
    • c930586 build: prep for 6.4.1
    • 9b9142e build: more low-tech release automation
    • 8c69146 build: use 3.11.0b3 in ci
    • acf0b10 docs: performance improvements closed #1339
    • 3a86ac8 test: 3.11.0b3 is out, so remove the workaround
    • 3a23d8a fix: use tomli for [toml] under more precise conditions. #1390
    • a8758a6 test: avoid a 3.11.0b2 bug
    • 613191f chore: make upgrade
    • 59ce1f4 test: benchmark for small local files: bug1339.py
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    dependencies python 
    opened by dependabot[bot] 2
  • Update pycln requirement from <2.1,>=2.0.4 to >=2.0.4,<2.2

    Update pycln requirement from <2.1,>=2.0.4 to >=2.0.4,<2.2

    Updates the requirements on pycln to permit the latest version.

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    v2.1.2

    Fixed

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    Sourced from pycln's changelog.

    [2.1.2] - 2022-11-09

    Fixed

    Added

    Changed

    [2.1.1] - 2022-07-28

    Changed

    [2.0.4] - 2022-07-18 (a quick release solving v2.0.3 problem [affects PY3.9+])

    Fixed

    Changed

    [2.0.3] - 2022-07-17 (a broken release [affects PY3.9+], goto v2.0.4)

    Fixed

    [2.0.2] - 2022-07-13

    Added

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    ... (truncated)

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    dependencies 
    opened by dependabot[bot] 1
  • Update flake8 requirement from <4.1,>=4.0.1 to >=4.0.1,<6.1

    Update flake8 requirement from <4.1,>=4.0.1 to >=4.0.1,<6.1

    Updates the requirements on flake8 to permit the latest version.

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    dependencies 
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  • Update coverage requirement from <6.5,>=6.4.2 to >=6.4.2,<7.1

    Update coverage requirement from <6.5,>=6.4.2 to >=6.4.2,<7.1

    Updates the requirements on coverage to permit the latest version.

    Changelog

    Sourced from coverage's changelog.

    Version 7.0.0 — 2022-12-18

    Nothing new beyond 7.0.0b1.

    .. _changes_7-0-0b1:

    Version 7.0.0b1 — 2022-12-03

    A number of changes have been made to file path handling, including pattern matching and path remapping with the [paths] setting (see :ref:config_paths). These changes might affect you, and require you to update your settings.

    (This release includes the changes from 6.6.0b1 <changes_6-6-0b1_>_, since 6.6.0 was never released.)

    • Changes to file pattern matching, which might require updating your configuration:

      • Previously, * would incorrectly match directory separators, making precise matching difficult. This is now fixed, closing issue 1407_.

      • Now ** matches any number of nested directories, including none.

    • Improvements to combining data files when using the :ref:config_run_relative_files setting, which might require updating your configuration:

      • During coverage combine, relative file paths are implicitly combined without needing a [paths] configuration setting. This also fixed issue 991_.

      • A [paths] setting like */foo will now match foo/bar.py so that relative file paths can be combined more easily.

      • The :ref:config_run_relative_files setting is properly interpreted in more places, fixing issue 1280_.

    • When remapping file paths with [paths], a path will be remapped only if the resulting path exists. The documentation has long said the prefix had to exist, but it was never enforced. This fixes issue 608, improves issue 649, and closes issue 757_.

    • Reporting operations now implicitly use the [paths] setting to remap file paths within a single data file. Combining multiple files still requires the coverage combine step, but this simplifies some single-file situations. Closes issue 1212_ and issue 713_.

    ... (truncated)

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    dependencies 
    opened by dependabot[bot] 1
  • Update isort requirement from <5.11,>=5.10.1 to >=5.10.1,<5.12

    Update isort requirement from <5.11,>=5.10.1 to >=5.10.1,<5.12

    Updates the requirements on isort to permit the latest version.

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    5.11.3

    Changes

    :beetle: Fixes

    :construction_worker: Continuous Integration

    Changelog

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    5.11.3 December 16 2022

    5.11.2 December 12 2022

    5.11.1 December 12 2022

    5.11.0 December 12 2022

    5.10.1 November 8 2021

    • Fixed #1819: Occasional inconsistency with multiple src paths.
    • Fixed #1840: skip_file ignored when on the first docstring line

    5.10.0 November 3 2021

    • Implemented #1796: Switch to tomli for pyproject.toml configuration loader.
    • Fixed #1801: CLI bug (--exend-skip-glob, overrides instead of extending).

    ... (truncated)

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    dependencies 
    opened by dependabot[bot] 1
  • Update mkdocs-jupyter requirement from <0.22,>=0.21.0 to >=0.21.0,<0.23

    Update mkdocs-jupyter requirement from <0.22,>=0.21.0 to >=0.21.0,<0.23

    Updates the requirements on mkdocs-jupyter to permit the latest version.

    Changelog

    Sourced from mkdocs-jupyter's changelog.

    mkdocs-jupyter Change Log

    0.21

    • Support Pygments 2.1.0
    • Fix some markdown CSS overflow issues

    0.20.1

    0.20.0

    • Support for toggle themes in material
    • Use poetry 1.1.X

    0.19.0

    • Support mkdocs-material 8

    0.18.1

    • Support multiple languages syntax highlighting

    0.18.0

    • Support Jupyter themes
    • Option to ignore some notebooks to be executed
    • Add copy to clipboard button to cells

    0.17.0

    • Support Python 3.9
    • Use new JupyterLab template as base

    0.16.0

    • Support plain Python .py using Jupytext

    0.15.0

    • Support nbconvert 6.0.0

    0.13.0

    • Fixed TOC in mkdocs 1.1.0
    • Added the ability to include the source notebooks as part of the build
    Commits

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    dependencies 
    opened by dependabot[bot] 1
  • MPI FiniteDifferences

    MPI FiniteDifferences

    It would be nice to have a new FinitedDifferences-like class based on mpi4jax, to enable HPC applications.

    A good milestone could be to reproduce the shallow water example of the library (original code here)

    enhancement help wanted 
    opened by astanziola 0
Releases(v0.2.4)
  • v0.2.4(Dec 28, 2022)

  • v0.2.2(Dec 20, 2022)

  • v0.2.3(Dec 28, 2022)

  • v0.2.1(Dec 19, 2022)

  • v0.2.0(Dec 19, 2022)

    New Features

    • fourier field value on arbitrary point using call method.
    • Shift_operator for FourierSeries. [Antonio Stanziola]
    • automatically infer missing dimension for scalar fields. [Antonio Stanziola]
    • staggering for Fourier differential operators. [Antonio Stanziola]

    Fix

    • rpow for OnGrid. [antonio]
    • Avoids changing parameters of OnGrid inside jax transformations. [Antonio Stanziola]
    • Spectral gradient for signal of even length now treats the Nyquist frequency correctly. [Antonio Stanziola]
    • Fourier laplacian
    • Jaxlib in requirements, or actions fail. [Antonio Stanziola]
    • Staggering in fd kernel. [Antonio Stanziola]
    • Added jaxlib to requirements for CI. [Antonio Stanziola]
    • Error on 3d staggered derivatives. [Antonio Stanziola]

    Breaking

    • removed the ode.py module. [Antonio Stanziola]
    • params are only accepted as keyword argument. [Antonio Stanziola]
    • changed how operator parameters are returned. [Antonio Stanziola]

    Other

    • Remove breaking changes warning. [Antonio Stanziola]
    • Black pre-commit. [Antonio Stanziola]
    • Plum documentation via plumkdocs. [Antonio Stanziola]
    • Params reimplemented as private property. [Antonio Stanziola]
    Source code(tar.gz)
    Source code(zip)
  • v0.1.0-alpha(Nov 29, 2021)

Owner
UCL Biomedical Ultrasound Group
UCL Biomedical Ultrasound Group
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