Hi @kamensky! Thanks for your help.
Using @freya’s solution, in case of a nonlinear problem I think I’d have to reassemble the function at each time step and at each iteration, which is maybe a bit too much a trouble. I looked at your solution but it may indeed be very slow for some datasets, plus I don’t know if it’d work on a nonlinear problem.
To be honest I was hoping for an easy implementation that I wasn’t aware of but apparently there isn’t one - yet. I can always work with polynomial fitting for now.
Thanks !!
Rem