Actual source code: theta.c

  1: /*
  2:   Code for timestepping with implicit Theta method
  3: */
  4: #include <petsc/private/tsimpl.h>
  5: #include <petscsnes.h>
  6: #include <petscdm.h>
  7: #include <petscmat.h>

  9: typedef struct {
 10:   /* context for time stepping */
 11:   PetscReal    stage_time;
 12:   Vec          Stages[2];                 /* Storage for stage solutions */
 13:   Vec          X0,X,Xdot;                /* Storage for u^n, u^n + dt a_{11} k_1, and time derivative u^{n+1}_t */
 14:   Vec          affine;                   /* Affine vector needed for residual at beginning of step in endpoint formulation */
 15:   PetscReal    Theta;
 16:   PetscReal    shift;                    /* Shift parameter for SNES Jacobian, used by forward, TLM and adjoint */
 17:   PetscInt     order;
 18:   PetscBool    endpoint;
 19:   PetscBool    extrapolate;
 20:   TSStepStatus status;
 21:   Vec          VecCostIntegral0;         /* Backup for roll-backs due to events, used by cost integral */
 22:   PetscReal    ptime0;                   /* Backup for ts->ptime, the start time of current time step, used by TLM and cost integral */
 23:   PetscReal    time_step0;               /* Backup for ts->timestep, the step size of current time step, used by TLM and cost integral*/

 25:   /* context for sensitivity analysis */
 26:   PetscInt     num_tlm;                  /* Total number of tangent linear equations */
 27:   Vec          *VecsDeltaLam;            /* Increment of the adjoint sensitivity w.r.t IC at stage */
 28:   Vec          *VecsDeltaMu;             /* Increment of the adjoint sensitivity w.r.t P at stage */
 29:   Vec          *VecsSensiTemp;           /* Vector to be multiplied with Jacobian transpose */
 30:   Mat          MatFwdStages[2];          /* TLM Stages */
 31:   Mat          MatDeltaFwdSensip;        /* Increment of the forward sensitivity at stage */
 32:   Vec          VecDeltaFwdSensipCol;     /* Working vector for holding one column of the sensitivity matrix */
 33:   Mat          MatFwdSensip0;            /* backup for roll-backs due to events */
 34:   Mat          MatIntegralSensipTemp;    /* Working vector for forward integral sensitivity */
 35:   Mat          MatIntegralSensip0;       /* backup for roll-backs due to events */
 36:   Vec          *VecsDeltaLam2;           /* Increment of the 2nd-order adjoint sensitivity w.r.t IC at stage */
 37:   Vec          *VecsDeltaMu2;            /* Increment of the 2nd-order adjoint sensitivity w.r.t P at stage */
 38:   Vec          *VecsSensi2Temp;          /* Working vectors that holds the residual for the second-order adjoint */
 39:   Vec          *VecsAffine;              /* Working vectors to store residuals */
 40:   /* context for error estimation */
 41:   Vec          vec_sol_prev;
 42:   Vec          vec_lte_work;
 43: } TS_Theta;

 45: static PetscErrorCode TSThetaGetX0AndXdot(TS ts,DM dm,Vec *X0,Vec *Xdot)
 46: {
 47:   TS_Theta       *th = (TS_Theta*)ts->data;

 49:   if (X0) {
 50:     if (dm && dm != ts->dm) {
 51:       DMGetNamedGlobalVector(dm,"TSTheta_X0",X0);
 52:     } else *X0 = ts->vec_sol;
 53:   }
 54:   if (Xdot) {
 55:     if (dm && dm != ts->dm) {
 56:       DMGetNamedGlobalVector(dm,"TSTheta_Xdot",Xdot);
 57:     } else *Xdot = th->Xdot;
 58:   }
 59:   return 0;
 60: }

 62: static PetscErrorCode TSThetaRestoreX0AndXdot(TS ts,DM dm,Vec *X0,Vec *Xdot)
 63: {
 64:   if (X0) {
 65:     if (dm && dm != ts->dm) {
 66:       DMRestoreNamedGlobalVector(dm,"TSTheta_X0",X0);
 67:     }
 68:   }
 69:   if (Xdot) {
 70:     if (dm && dm != ts->dm) {
 71:       DMRestoreNamedGlobalVector(dm,"TSTheta_Xdot",Xdot);
 72:     }
 73:   }
 74:   return 0;
 75: }

 77: static PetscErrorCode DMCoarsenHook_TSTheta(DM fine,DM coarse,void *ctx)
 78: {
 79:   return 0;
 80: }

 82: static PetscErrorCode DMRestrictHook_TSTheta(DM fine,Mat restrct,Vec rscale,Mat inject,DM coarse,void *ctx)
 83: {
 84:   TS             ts = (TS)ctx;
 85:   Vec            X0,Xdot,X0_c,Xdot_c;

 87:   TSThetaGetX0AndXdot(ts,fine,&X0,&Xdot);
 88:   TSThetaGetX0AndXdot(ts,coarse,&X0_c,&Xdot_c);
 89:   MatRestrict(restrct,X0,X0_c);
 90:   MatRestrict(restrct,Xdot,Xdot_c);
 91:   VecPointwiseMult(X0_c,rscale,X0_c);
 92:   VecPointwiseMult(Xdot_c,rscale,Xdot_c);
 93:   TSThetaRestoreX0AndXdot(ts,fine,&X0,&Xdot);
 94:   TSThetaRestoreX0AndXdot(ts,coarse,&X0_c,&Xdot_c);
 95:   return 0;
 96: }

 98: static PetscErrorCode DMSubDomainHook_TSTheta(DM dm,DM subdm,void *ctx)
 99: {
100:   return 0;
101: }

103: static PetscErrorCode DMSubDomainRestrictHook_TSTheta(DM dm,VecScatter gscat,VecScatter lscat,DM subdm,void *ctx)
104: {
105:   TS             ts = (TS)ctx;
106:   Vec            X0,Xdot,X0_sub,Xdot_sub;

108:   TSThetaGetX0AndXdot(ts,dm,&X0,&Xdot);
109:   TSThetaGetX0AndXdot(ts,subdm,&X0_sub,&Xdot_sub);

111:   VecScatterBegin(gscat,X0,X0_sub,INSERT_VALUES,SCATTER_FORWARD);
112:   VecScatterEnd(gscat,X0,X0_sub,INSERT_VALUES,SCATTER_FORWARD);

114:   VecScatterBegin(gscat,Xdot,Xdot_sub,INSERT_VALUES,SCATTER_FORWARD);
115:   VecScatterEnd(gscat,Xdot,Xdot_sub,INSERT_VALUES,SCATTER_FORWARD);

117:   TSThetaRestoreX0AndXdot(ts,dm,&X0,&Xdot);
118:   TSThetaRestoreX0AndXdot(ts,subdm,&X0_sub,&Xdot_sub);
119:   return 0;
120: }

122: static PetscErrorCode TSThetaEvaluateCostIntegral(TS ts)
123: {
124:   TS_Theta       *th = (TS_Theta*)ts->data;
125:   TS             quadts = ts->quadraturets;

127:   if (th->endpoint) {
128:     /* Evolve ts->vec_costintegral to compute integrals */
129:     if (th->Theta!=1.0) {
130:       TSComputeRHSFunction(quadts,th->ptime0,th->X0,ts->vec_costintegrand);
131:       VecAXPY(quadts->vec_sol,th->time_step0*(1.0-th->Theta),ts->vec_costintegrand);
132:     }
133:     TSComputeRHSFunction(quadts,ts->ptime,ts->vec_sol,ts->vec_costintegrand);
134:     VecAXPY(quadts->vec_sol,th->time_step0*th->Theta,ts->vec_costintegrand);
135:   } else {
136:     TSComputeRHSFunction(quadts,th->stage_time,th->X,ts->vec_costintegrand);
137:     VecAXPY(quadts->vec_sol,th->time_step0,ts->vec_costintegrand);
138:   }
139:   return 0;
140: }

142: static PetscErrorCode TSForwardCostIntegral_Theta(TS ts)
143: {
144:   TS_Theta       *th = (TS_Theta*)ts->data;
145:   TS             quadts = ts->quadraturets;

147:   /* backup cost integral */
148:   VecCopy(quadts->vec_sol,th->VecCostIntegral0);
149:   TSThetaEvaluateCostIntegral(ts);
150:   return 0;
151: }

153: static PetscErrorCode TSAdjointCostIntegral_Theta(TS ts)
154: {
155:   TS_Theta       *th = (TS_Theta*)ts->data;

157:   /* Like TSForwardCostIntegral(), the adjoint cost integral evaluation relies on ptime0 and time_step0. */
158:   th->ptime0     = ts->ptime + ts->time_step;
159:   th->time_step0 = -ts->time_step;
160:   TSThetaEvaluateCostIntegral(ts);
161:   return 0;
162: }

164: static PetscErrorCode TSTheta_SNESSolve(TS ts,Vec b,Vec x)
165: {
166:   PetscInt       nits,lits;

168:   SNESSolve(ts->snes,b,x);
169:   SNESGetIterationNumber(ts->snes,&nits);
170:   SNESGetLinearSolveIterations(ts->snes,&lits);
171:   ts->snes_its += nits; ts->ksp_its += lits;
172:   return 0;
173: }

175: static PetscErrorCode TSStep_Theta(TS ts)
176: {
177:   TS_Theta       *th = (TS_Theta*)ts->data;
178:   PetscInt       rejections = 0;
179:   PetscBool      stageok,accept = PETSC_TRUE;
180:   PetscReal      next_time_step = ts->time_step;

182:   if (!ts->steprollback) {
183:     if (th->vec_sol_prev) VecCopy(th->X0,th->vec_sol_prev);
184:     VecCopy(ts->vec_sol,th->X0);
185:   }

187:   th->status     = TS_STEP_INCOMPLETE;
188:   while (!ts->reason && th->status != TS_STEP_COMPLETE) {
189:     th->shift      = 1/(th->Theta*ts->time_step);
190:     th->stage_time = ts->ptime + (th->endpoint ? (PetscReal)1 : th->Theta)*ts->time_step;
191:     VecCopy(th->X0,th->X);
192:     if (th->extrapolate && !ts->steprestart) {
193:       VecAXPY(th->X,1/th->shift,th->Xdot);
194:     }
195:     if (th->endpoint) { /* This formulation assumes linear time-independent mass matrix */
196:       if (!th->affine) VecDuplicate(ts->vec_sol,&th->affine);
197:       VecZeroEntries(th->Xdot);
198:       TSComputeIFunction(ts,ts->ptime,th->X0,th->Xdot,th->affine,PETSC_FALSE);
199:       VecScale(th->affine,(th->Theta-1)/th->Theta);
200:     } else if (th->affine) { /* Just in case th->endpoint is changed between calls to TSStep_Theta() */
201:       VecZeroEntries(th->affine);
202:     }
203:     TSPreStage(ts,th->stage_time);
204:     TSTheta_SNESSolve(ts,th->affine,th->X);
205:     TSPostStage(ts,th->stage_time,0,&th->X);
206:     TSAdaptCheckStage(ts->adapt,ts,th->stage_time,th->X,&stageok);
207:     if (!stageok) goto reject_step;

209:     th->status = TS_STEP_PENDING;
210:     if (th->endpoint) {
211:       VecCopy(th->X,ts->vec_sol);
212:     } else {
213:       VecAXPBYPCZ(th->Xdot,-th->shift,th->shift,0,th->X0,th->X);
214:       VecAXPY(ts->vec_sol,ts->time_step,th->Xdot);
215:     }
216:     TSAdaptChoose(ts->adapt,ts,ts->time_step,NULL,&next_time_step,&accept);
217:     th->status = accept ? TS_STEP_COMPLETE : TS_STEP_INCOMPLETE;
218:     if (!accept) {
219:       VecCopy(th->X0,ts->vec_sol);
220:       ts->time_step = next_time_step;
221:       goto reject_step;
222:     }

224:     if (ts->forward_solve || ts->costintegralfwd) { /* Save the info for the later use in cost integral evaluation */
225:       th->ptime0     = ts->ptime;
226:       th->time_step0 = ts->time_step;
227:     }
228:     ts->ptime += ts->time_step;
229:     ts->time_step = next_time_step;
230:     break;

232:   reject_step:
233:     ts->reject++; accept = PETSC_FALSE;
234:     if (!ts->reason && ++rejections > ts->max_reject && ts->max_reject >= 0) {
235:       ts->reason = TS_DIVERGED_STEP_REJECTED;
236:       PetscInfo(ts,"Step=%D, step rejections %D greater than current TS allowed, stopping solve\n",ts->steps,rejections);
237:     }
238:   }
239:   return 0;
240: }

242: static PetscErrorCode TSAdjointStepBEuler_Private(TS ts)
243: {
244:   TS_Theta       *th = (TS_Theta*)ts->data;
245:   TS             quadts = ts->quadraturets;
246:   Vec            *VecsDeltaLam = th->VecsDeltaLam,*VecsDeltaMu = th->VecsDeltaMu,*VecsSensiTemp = th->VecsSensiTemp;
247:   Vec            *VecsDeltaLam2 = th->VecsDeltaLam2,*VecsDeltaMu2 = th->VecsDeltaMu2,*VecsSensi2Temp = th->VecsSensi2Temp;
248:   PetscInt       nadj;
249:   Mat            J,Jpre,quadJ = NULL,quadJp = NULL;
250:   KSP            ksp;
251:   PetscScalar    *xarr;
252:   TSEquationType eqtype;
253:   PetscBool      isexplicitode = PETSC_FALSE;
254:   PetscReal      adjoint_time_step;

256:   TSGetEquationType(ts,&eqtype);
257:   if (eqtype == TS_EQ_ODE_EXPLICIT) {
258:     isexplicitode  = PETSC_TRUE;
259:     VecsDeltaLam  = ts->vecs_sensi;
260:     VecsDeltaLam2 = ts->vecs_sensi2;
261:   }
262:   th->status = TS_STEP_INCOMPLETE;
263:   SNESGetKSP(ts->snes,&ksp);
264:   TSGetIJacobian(ts,&J,&Jpre,NULL,NULL);
265:   if (quadts) {
266:     TSGetRHSJacobian(quadts,&quadJ,NULL,NULL,NULL);
267:     TSGetRHSJacobianP(quadts,&quadJp,NULL,NULL);
268:   }

270:   th->stage_time    = ts->ptime;
271:   adjoint_time_step = -ts->time_step; /* always positive since time_step is negative */

273:   /* Build RHS for first-order adjoint lambda_{n+1}/h + r_u^T(n+1) */
274:   if (quadts) {
275:     TSComputeRHSJacobian(quadts,th->stage_time,ts->vec_sol,quadJ,NULL);
276:   }

278:   for (nadj=0; nadj<ts->numcost; nadj++) {
279:     VecCopy(ts->vecs_sensi[nadj],VecsSensiTemp[nadj]);
280:     VecScale(VecsSensiTemp[nadj],1./adjoint_time_step); /* lambda_{n+1}/h */
281:     if (quadJ) {
282:       MatDenseGetColumn(quadJ,nadj,&xarr);
283:       VecPlaceArray(ts->vec_drdu_col,xarr);
284:       VecAXPY(VecsSensiTemp[nadj],1.,ts->vec_drdu_col);
285:       VecResetArray(ts->vec_drdu_col);
286:       MatDenseRestoreColumn(quadJ,&xarr);
287:     }
288:   }

290:   /* Build LHS for first-order adjoint */
291:   th->shift = 1./adjoint_time_step;
292:   TSComputeSNESJacobian(ts,ts->vec_sol,J,Jpre);
293:   KSPSetOperators(ksp,J,Jpre);

295:   /* Solve stage equation LHS*lambda_s = RHS for first-order adjoint */
296:   for (nadj=0; nadj<ts->numcost; nadj++) {
297:     KSPConvergedReason kspreason;
298:     KSPSolveTranspose(ksp,VecsSensiTemp[nadj],VecsDeltaLam[nadj]);
299:     KSPGetConvergedReason(ksp,&kspreason);
300:     if (kspreason < 0) {
301:       ts->reason = TSADJOINT_DIVERGED_LINEAR_SOLVE;
302:       PetscInfo(ts,"Step=%D, %Dth cost function, transposed linear solve fails, stopping 1st-order adjoint solve\n",ts->steps,nadj);
303:     }
304:   }

306:   if (ts->vecs_sensi2) { /* U_{n+1} */
307:     /* Get w1 at t_{n+1} from TLM matrix */
308:     MatDenseGetColumn(ts->mat_sensip,0,&xarr);
309:     VecPlaceArray(ts->vec_sensip_col,xarr);
310:     /* lambda_s^T F_UU w_1 */
311:     TSComputeIHessianProductFunctionUU(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fuu);
312:     /* lambda_s^T F_UP w_2 */
313:     TSComputeIHessianProductFunctionUP(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_dir,ts->vecs_fup);
314:     for (nadj=0; nadj<ts->numcost; nadj++) { /* compute the residual */
315:       VecCopy(ts->vecs_sensi2[nadj],VecsSensi2Temp[nadj]);
316:       VecScale(VecsSensi2Temp[nadj],1./adjoint_time_step);
317:       VecAXPY(VecsSensi2Temp[nadj],-1.,ts->vecs_fuu[nadj]);
318:       if (ts->vecs_fup) {
319:         VecAXPY(VecsSensi2Temp[nadj],-1.,ts->vecs_fup[nadj]);
320:       }
321:     }
322:     /* Solve stage equation LHS X = RHS for second-order adjoint */
323:     for (nadj=0; nadj<ts->numcost; nadj++) {
324:       KSPConvergedReason kspreason;
325:       KSPSolveTranspose(ksp,VecsSensi2Temp[nadj],VecsDeltaLam2[nadj]);
326:       KSPGetConvergedReason(ksp,&kspreason);
327:       if (kspreason < 0) {
328:         ts->reason = TSADJOINT_DIVERGED_LINEAR_SOLVE;
329:         PetscInfo(ts,"Step=%D, %Dth cost function, transposed linear solve fails, stopping 2nd-order adjoint solve\n",ts->steps,nadj);
330:       }
331:     }
332:   }

334:   /* Update sensitivities, and evaluate integrals if there is any */
335:   if (!isexplicitode) {
336:     th->shift = 0.0;
337:     TSComputeSNESJacobian(ts,ts->vec_sol,J,Jpre);
338:     KSPSetOperators(ksp,J,Jpre);
339:     for (nadj=0; nadj<ts->numcost; nadj++) {
340:       /* Add f_U \lambda_s to the original RHS */
341:       VecScale(VecsSensiTemp[nadj],-1.);
342:       MatMultTransposeAdd(J,VecsDeltaLam[nadj],VecsSensiTemp[nadj],VecsSensiTemp[nadj]);
343:       VecScale(VecsSensiTemp[nadj],-adjoint_time_step);
344:       VecCopy(VecsSensiTemp[nadj],ts->vecs_sensi[nadj]);
345:       if (ts->vecs_sensi2) {
346:         MatMultTransposeAdd(J,VecsDeltaLam2[nadj],VecsSensi2Temp[nadj],VecsSensi2Temp[nadj]);
347:         VecScale(VecsSensi2Temp[nadj],-adjoint_time_step);
348:         VecCopy(VecsSensi2Temp[nadj],ts->vecs_sensi2[nadj]);
349:       }
350:     }
351:   }
352:   if (ts->vecs_sensip) {
353:     VecAXPBYPCZ(th->Xdot,-1./adjoint_time_step,1.0/adjoint_time_step,0,th->X0,ts->vec_sol);
354:     TSComputeIJacobianP(ts,th->stage_time,ts->vec_sol,th->Xdot,1./adjoint_time_step,ts->Jacp,PETSC_FALSE); /* get -f_p */
355:     if (quadts) {
356:       TSComputeRHSJacobianP(quadts,th->stage_time,ts->vec_sol,quadJp);
357:     }
358:     if (ts->vecs_sensi2p) {
359:       /* lambda_s^T F_PU w_1 */
360:       TSComputeIHessianProductFunctionPU(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fpu);
361:       /* lambda_s^T F_PP w_2 */
362:       TSComputeIHessianProductFunctionPP(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_dir,ts->vecs_fpp);
363:     }

365:     for (nadj=0; nadj<ts->numcost; nadj++) {
366:       MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);
367:       VecAXPY(ts->vecs_sensip[nadj],-adjoint_time_step,VecsDeltaMu[nadj]);
368:       if (quadJp) {
369:         MatDenseGetColumn(quadJp,nadj,&xarr);
370:         VecPlaceArray(ts->vec_drdp_col,xarr);
371:         VecAXPY(ts->vecs_sensip[nadj],adjoint_time_step,ts->vec_drdp_col);
372:         VecResetArray(ts->vec_drdp_col);
373:         MatDenseRestoreColumn(quadJp,&xarr);
374:       }
375:       if (ts->vecs_sensi2p) {
376:         MatMultTranspose(ts->Jacp,VecsDeltaLam2[nadj],VecsDeltaMu2[nadj]);
377:         VecAXPY(ts->vecs_sensi2p[nadj],-adjoint_time_step,VecsDeltaMu2[nadj]);
378:         if (ts->vecs_fpu) {
379:           VecAXPY(ts->vecs_sensi2p[nadj],-adjoint_time_step,ts->vecs_fpu[nadj]);
380:         }
381:         if (ts->vecs_fpp) {
382:           VecAXPY(ts->vecs_sensi2p[nadj],-adjoint_time_step,ts->vecs_fpp[nadj]);
383:         }
384:       }
385:     }
386:   }

388:   if (ts->vecs_sensi2) {
389:     VecResetArray(ts->vec_sensip_col);
390:     MatDenseRestoreColumn(ts->mat_sensip,&xarr);
391:   }
392:   th->status = TS_STEP_COMPLETE;
393:   return 0;
394: }

396: static PetscErrorCode TSAdjointStep_Theta(TS ts)
397: {
398:   TS_Theta       *th = (TS_Theta*)ts->data;
399:   TS             quadts = ts->quadraturets;
400:   Vec            *VecsDeltaLam = th->VecsDeltaLam,*VecsDeltaMu = th->VecsDeltaMu,*VecsSensiTemp = th->VecsSensiTemp;
401:   Vec            *VecsDeltaLam2 = th->VecsDeltaLam2,*VecsDeltaMu2 = th->VecsDeltaMu2,*VecsSensi2Temp = th->VecsSensi2Temp;
402:   PetscInt       nadj;
403:   Mat            J,Jpre,quadJ = NULL,quadJp = NULL;
404:   KSP            ksp;
405:   PetscScalar    *xarr;
406:   PetscReal      adjoint_time_step;
407:   PetscReal      adjoint_ptime; /* end time of the adjoint time step (ts->ptime is the start time, ususally ts->ptime is larger than adjoint_ptime) */

409:   if (th->Theta == 1.) {
410:     TSAdjointStepBEuler_Private(ts);
411:     return 0;
412:   }
413:   th->status = TS_STEP_INCOMPLETE;
414:   SNESGetKSP(ts->snes,&ksp);
415:   TSGetIJacobian(ts,&J,&Jpre,NULL,NULL);
416:   if (quadts) {
417:     TSGetRHSJacobian(quadts,&quadJ,NULL,NULL,NULL);
418:     TSGetRHSJacobianP(quadts,&quadJp,NULL,NULL);
419:   }
420:   /* If endpoint=1, th->ptime and th->X0 will be used; if endpoint=0, th->stage_time and th->X will be used. */
421:   th->stage_time    = th->endpoint ? ts->ptime : (ts->ptime+(1.-th->Theta)*ts->time_step);
422:   adjoint_ptime     = ts->ptime + ts->time_step;
423:   adjoint_time_step = -ts->time_step;  /* always positive since time_step is negative */

425:   if (!th->endpoint) {
426:     /* recover th->X0 using vec_sol and the stage value th->X */
427:     VecAXPBYPCZ(th->X0,1.0/(1.0-th->Theta),th->Theta/(th->Theta-1.0),0,th->X,ts->vec_sol);
428:   }

430:   /* Build RHS for first-order adjoint */
431:   /* Cost function has an integral term */
432:   if (quadts) {
433:     if (th->endpoint) {
434:       TSComputeRHSJacobian(quadts,th->stage_time,ts->vec_sol,quadJ,NULL);
435:     } else {
436:       TSComputeRHSJacobian(quadts,th->stage_time,th->X,quadJ,NULL);
437:     }
438:   }

440:   for (nadj=0; nadj<ts->numcost; nadj++) {
441:     VecCopy(ts->vecs_sensi[nadj],VecsSensiTemp[nadj]);
442:     VecScale(VecsSensiTemp[nadj],1./(th->Theta*adjoint_time_step));
443:     if (quadJ) {
444:       MatDenseGetColumn(quadJ,nadj,&xarr);
445:       VecPlaceArray(ts->vec_drdu_col,xarr);
446:       VecAXPY(VecsSensiTemp[nadj],1.,ts->vec_drdu_col);
447:       VecResetArray(ts->vec_drdu_col);
448:       MatDenseRestoreColumn(quadJ,&xarr);
449:     }
450:   }

452:   /* Build LHS for first-order adjoint */
453:   th->shift = 1./(th->Theta*adjoint_time_step);
454:   if (th->endpoint) {
455:     TSComputeSNESJacobian(ts,ts->vec_sol,J,Jpre);
456:   } else {
457:     TSComputeSNESJacobian(ts,th->X,J,Jpre);
458:   }
459:   KSPSetOperators(ksp,J,Jpre);

461:   /* Solve stage equation LHS*lambda_s = RHS for first-order adjoint */
462:   for (nadj=0; nadj<ts->numcost; nadj++) {
463:     KSPConvergedReason kspreason;
464:     KSPSolveTranspose(ksp,VecsSensiTemp[nadj],VecsDeltaLam[nadj]);
465:     KSPGetConvergedReason(ksp,&kspreason);
466:     if (kspreason < 0) {
467:       ts->reason = TSADJOINT_DIVERGED_LINEAR_SOLVE;
468:       PetscInfo(ts,"Step=%D, %Dth cost function, transposed linear solve fails, stopping 1st-order adjoint solve\n",ts->steps,nadj);
469:     }
470:   }

472:   /* Second-order adjoint */
473:   if (ts->vecs_sensi2) { /* U_{n+1} */
475:     /* Get w1 at t_{n+1} from TLM matrix */
476:     MatDenseGetColumn(ts->mat_sensip,0,&xarr);
477:     VecPlaceArray(ts->vec_sensip_col,xarr);
478:     /* lambda_s^T F_UU w_1 */
479:     TSComputeIHessianProductFunctionUU(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fuu);
480:     VecResetArray(ts->vec_sensip_col);
481:     MatDenseRestoreColumn(ts->mat_sensip,&xarr);
482:     /* lambda_s^T F_UP w_2 */
483:     TSComputeIHessianProductFunctionUP(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_dir,ts->vecs_fup);
484:     for (nadj=0; nadj<ts->numcost; nadj++) { /* compute the residual */
485:       VecCopy(ts->vecs_sensi2[nadj],VecsSensi2Temp[nadj]);
486:       VecScale(VecsSensi2Temp[nadj],th->shift);
487:       VecAXPY(VecsSensi2Temp[nadj],-1.,ts->vecs_fuu[nadj]);
488:       if (ts->vecs_fup) {
489:         VecAXPY(VecsSensi2Temp[nadj],-1.,ts->vecs_fup[nadj]);
490:       }
491:     }
492:     /* Solve stage equation LHS X = RHS for second-order adjoint */
493:     for (nadj=0; nadj<ts->numcost; nadj++) {
494:       KSPConvergedReason kspreason;
495:       KSPSolveTranspose(ksp,VecsSensi2Temp[nadj],VecsDeltaLam2[nadj]);
496:       KSPGetConvergedReason(ksp,&kspreason);
497:       if (kspreason < 0) {
498:         ts->reason = TSADJOINT_DIVERGED_LINEAR_SOLVE;
499:         PetscInfo(ts,"Step=%D, %Dth cost function, transposed linear solve fails, stopping 2nd-order adjoint solve\n",ts->steps,nadj);
500:       }
501:     }
502:   }

504:   /* Update sensitivities, and evaluate integrals if there is any */
505:   if (th->endpoint) { /* two-stage Theta methods with th->Theta!=1, th->Theta==1 leads to BEuler */
506:     th->shift      = 1./((th->Theta-1.)*adjoint_time_step);
507:     th->stage_time = adjoint_ptime;
508:     TSComputeSNESJacobian(ts,th->X0,J,Jpre);
509:     KSPSetOperators(ksp,J,Jpre);
510:     /* R_U at t_n */
511:     if (quadts) {
512:       TSComputeRHSJacobian(quadts,adjoint_ptime,th->X0,quadJ,NULL);
513:     }
514:     for (nadj=0; nadj<ts->numcost; nadj++) {
515:       MatMultTranspose(J,VecsDeltaLam[nadj],ts->vecs_sensi[nadj]);
516:       if (quadJ) {
517:         MatDenseGetColumn(quadJ,nadj,&xarr);
518:         VecPlaceArray(ts->vec_drdu_col,xarr);
519:         VecAXPY(ts->vecs_sensi[nadj],-1.,ts->vec_drdu_col);
520:         VecResetArray(ts->vec_drdu_col);
521:         MatDenseRestoreColumn(quadJ,&xarr);
522:       }
523:       VecScale(ts->vecs_sensi[nadj],1./th->shift);
524:     }

526:     /* Second-order adjoint */
527:     if (ts->vecs_sensi2) { /* U_n */
528:       /* Get w1 at t_n from TLM matrix */
529:       MatDenseGetColumn(th->MatFwdSensip0,0,&xarr);
530:       VecPlaceArray(ts->vec_sensip_col,xarr);
531:       /* lambda_s^T F_UU w_1 */
532:       TSComputeIHessianProductFunctionUU(ts,adjoint_ptime,th->X0,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fuu);
533:       VecResetArray(ts->vec_sensip_col);
534:       MatDenseRestoreColumn(th->MatFwdSensip0,&xarr);
535:       /* lambda_s^T F_UU w_2 */
536:       TSComputeIHessianProductFunctionUP(ts,adjoint_ptime,th->X0,VecsDeltaLam,ts->vec_dir,ts->vecs_fup);
537:       for (nadj=0; nadj<ts->numcost; nadj++) {
538:         /* M^T Lambda_s + h(1-theta) F_U^T Lambda_s + h(1-theta) lambda_s^T F_UU w_1 + lambda_s^T F_UP w_2  */
539:         MatMultTranspose(J,VecsDeltaLam2[nadj],ts->vecs_sensi2[nadj]);
540:         VecAXPY(ts->vecs_sensi2[nadj],1.,ts->vecs_fuu[nadj]);
541:         if (ts->vecs_fup) {
542:           VecAXPY(ts->vecs_sensi2[nadj],1.,ts->vecs_fup[nadj]);
543:         }
544:         VecScale(ts->vecs_sensi2[nadj],1./th->shift);
545:       }
546:     }

548:     th->stage_time = ts->ptime; /* recover the old value */

550:     if (ts->vecs_sensip) { /* sensitivities wrt parameters */
551:       /* U_{n+1} */
552:       th->shift = 1.0/(adjoint_time_step*th->Theta);
553:       VecAXPBYPCZ(th->Xdot,-th->shift,th->shift,0,th->X0,ts->vec_sol);
554:       TSComputeIJacobianP(ts,th->stage_time,ts->vec_sol,th->Xdot,-1./(th->Theta*adjoint_time_step),ts->Jacp,PETSC_FALSE);
555:       if (quadts) {
556:         TSComputeRHSJacobianP(quadts,th->stage_time,ts->vec_sol,quadJp);
557:       }
558:       for (nadj=0; nadj<ts->numcost; nadj++) {
559:         MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);
560:         VecAXPY(ts->vecs_sensip[nadj],-adjoint_time_step*th->Theta,VecsDeltaMu[nadj]);
561:         if (quadJp) {
562:           MatDenseGetColumn(quadJp,nadj,&xarr);
563:           VecPlaceArray(ts->vec_drdp_col,xarr);
564:           VecAXPY(ts->vecs_sensip[nadj],adjoint_time_step*th->Theta,ts->vec_drdp_col);
565:           VecResetArray(ts->vec_drdp_col);
566:           MatDenseRestoreColumn(quadJp,&xarr);
567:         }
568:       }
569:       if (ts->vecs_sensi2p) { /* second-order */
570:         /* Get w1 at t_{n+1} from TLM matrix */
571:         MatDenseGetColumn(ts->mat_sensip,0,&xarr);
572:         VecPlaceArray(ts->vec_sensip_col,xarr);
573:         /* lambda_s^T F_PU w_1 */
574:         TSComputeIHessianProductFunctionPU(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fpu);
575:         VecResetArray(ts->vec_sensip_col);
576:         MatDenseRestoreColumn(ts->mat_sensip,&xarr);

578:         /* lambda_s^T F_PP w_2 */
579:         TSComputeIHessianProductFunctionPP(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_dir,ts->vecs_fpp);
580:         for (nadj=0; nadj<ts->numcost; nadj++) {
581:           /* Mu2 <- Mu2 + h theta F_P^T Lambda_s + h theta (lambda_s^T F_UU w_1 + lambda_s^T F_UP w_2)  */
582:           MatMultTranspose(ts->Jacp,VecsDeltaLam2[nadj],VecsDeltaMu2[nadj]);
583:           VecAXPY(ts->vecs_sensi2p[nadj],-adjoint_time_step*th->Theta,VecsDeltaMu2[nadj]);
584:           if (ts->vecs_fpu) {
585:             VecAXPY(ts->vecs_sensi2p[nadj],-adjoint_time_step*th->Theta,ts->vecs_fpu[nadj]);
586:           }
587:           if (ts->vecs_fpp) {
588:             VecAXPY(ts->vecs_sensi2p[nadj],-adjoint_time_step*th->Theta,ts->vecs_fpp[nadj]);
589:           }
590:         }
591:       }

593:       /* U_s */
594:       VecZeroEntries(th->Xdot);
595:       TSComputeIJacobianP(ts,adjoint_ptime,th->X0,th->Xdot,1./((th->Theta-1.0)*adjoint_time_step),ts->Jacp,PETSC_FALSE);
596:       if (quadts) {
597:         TSComputeRHSJacobianP(quadts,adjoint_ptime,th->X0,quadJp);
598:       }
599:       for (nadj=0; nadj<ts->numcost; nadj++) {
600:         MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);
601:         VecAXPY(ts->vecs_sensip[nadj],-adjoint_time_step*(1.0-th->Theta),VecsDeltaMu[nadj]);
602:         if (quadJp) {
603:           MatDenseGetColumn(quadJp,nadj,&xarr);
604:           VecPlaceArray(ts->vec_drdp_col,xarr);
605:           VecAXPY(ts->vecs_sensip[nadj],adjoint_time_step*(1.0-th->Theta),ts->vec_drdp_col);
606:           VecResetArray(ts->vec_drdp_col);
607:           MatDenseRestoreColumn(quadJp,&xarr);
608:         }
609:         if (ts->vecs_sensi2p) { /* second-order */
610:           /* Get w1 at t_n from TLM matrix */
611:           MatDenseGetColumn(th->MatFwdSensip0,0,&xarr);
612:           VecPlaceArray(ts->vec_sensip_col,xarr);
613:           /* lambda_s^T F_PU w_1 */
614:           TSComputeIHessianProductFunctionPU(ts,adjoint_ptime,th->X0,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fpu);
615:           VecResetArray(ts->vec_sensip_col);
616:           MatDenseRestoreColumn(th->MatFwdSensip0,&xarr);
617:           /* lambda_s^T F_PP w_2 */
618:           TSComputeIHessianProductFunctionPP(ts,adjoint_ptime,th->X0,VecsDeltaLam,ts->vec_dir,ts->vecs_fpp);
619:           for (nadj=0; nadj<ts->numcost; nadj++) {
620:             /* Mu2 <- Mu2 + h(1-theta) F_P^T Lambda_s + h(1-theta) (lambda_s^T F_UU w_1 + lambda_s^T F_UP w_2) */
621:             MatMultTranspose(ts->Jacp,VecsDeltaLam2[nadj],VecsDeltaMu2[nadj]);
622:             VecAXPY(ts->vecs_sensi2p[nadj],-adjoint_time_step*(1.0-th->Theta),VecsDeltaMu2[nadj]);
623:             if (ts->vecs_fpu) {
624:               VecAXPY(ts->vecs_sensi2p[nadj],-adjoint_time_step*(1.0-th->Theta),ts->vecs_fpu[nadj]);
625:             }
626:             if (ts->vecs_fpp) {
627:               VecAXPY(ts->vecs_sensi2p[nadj],-adjoint_time_step*(1.0-th->Theta),ts->vecs_fpp[nadj]);
628:             }
629:           }
630:         }
631:       }
632:     }
633:   } else { /* one-stage case */
634:     th->shift = 0.0;
635:     TSComputeSNESJacobian(ts,th->X,J,Jpre); /* get -f_y */
636:     KSPSetOperators(ksp,J,Jpre);
637:     if (quadts) {
638:       TSComputeRHSJacobian(quadts,th->stage_time,th->X,quadJ,NULL);
639:     }
640:     for (nadj=0; nadj<ts->numcost; nadj++) {
641:       MatMultTranspose(J,VecsDeltaLam[nadj],VecsSensiTemp[nadj]);
642:       VecAXPY(ts->vecs_sensi[nadj],-adjoint_time_step,VecsSensiTemp[nadj]);
643:       if (quadJ) {
644:         MatDenseGetColumn(quadJ,nadj,&xarr);
645:         VecPlaceArray(ts->vec_drdu_col,xarr);
646:         VecAXPY(ts->vecs_sensi[nadj],adjoint_time_step,ts->vec_drdu_col);
647:         VecResetArray(ts->vec_drdu_col);
648:         MatDenseRestoreColumn(quadJ,&xarr);
649:       }
650:     }
651:     if (ts->vecs_sensip) {
652:       th->shift = 1.0/(adjoint_time_step*th->Theta);
653:       VecAXPBYPCZ(th->Xdot,-th->shift,th->shift,0,th->X0,th->X);
654:       TSComputeIJacobianP(ts,th->stage_time,th->X,th->Xdot,th->shift,ts->Jacp,PETSC_FALSE);
655:       if (quadts) {
656:         TSComputeRHSJacobianP(quadts,th->stage_time,th->X,quadJp);
657:       }
658:       for (nadj=0; nadj<ts->numcost; nadj++) {
659:         MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);
660:         VecAXPY(ts->vecs_sensip[nadj],-adjoint_time_step,VecsDeltaMu[nadj]);
661:         if (quadJp) {
662:           MatDenseGetColumn(quadJp,nadj,&xarr);
663:           VecPlaceArray(ts->vec_drdp_col,xarr);
664:           VecAXPY(ts->vecs_sensip[nadj],adjoint_time_step,ts->vec_drdp_col);
665:           VecResetArray(ts->vec_drdp_col);
666:           MatDenseRestoreColumn(quadJp,&xarr);
667:         }
668:       }
669:     }
670:   }

672:   th->status = TS_STEP_COMPLETE;
673:   return 0;
674: }

676: static PetscErrorCode TSInterpolate_Theta(TS ts,PetscReal t,Vec X)
677: {
678:   TS_Theta       *th = (TS_Theta*)ts->data;
679:   PetscReal      dt  = t - ts->ptime;

681:   VecCopy(ts->vec_sol,th->X);
682:   if (th->endpoint) dt *= th->Theta;
683:   VecWAXPY(X,dt,th->Xdot,th->X);
684:   return 0;
685: }

687: static PetscErrorCode TSEvaluateWLTE_Theta(TS ts,NormType wnormtype,PetscInt *order,PetscReal *wlte)
688: {
689:   TS_Theta       *th = (TS_Theta*)ts->data;
690:   Vec            X = ts->vec_sol;      /* X = solution */
691:   Vec            Y = th->vec_lte_work; /* Y = X + LTE  */
692:   PetscReal      wltea,wlter;

694:   if (!th->vec_sol_prev) {*wlte = -1; return 0;}
695:   /* Cannot compute LTE in first step or in restart after event */
696:   if (ts->steprestart) {*wlte = -1; return 0;}
697:   /* Compute LTE using backward differences with non-constant time step */
698:   {
699:     PetscReal   h = ts->time_step, h_prev = ts->ptime - ts->ptime_prev;
700:     PetscReal   a = 1 + h_prev/h;
701:     PetscScalar scal[3]; Vec vecs[3];
702:     scal[0] = +1/a; scal[1] = -1/(a-1); scal[2] = +1/(a*(a-1));
703:     vecs[0] = X;    vecs[1] = th->X0;   vecs[2] = th->vec_sol_prev;
704:     VecCopy(X,Y);
705:     VecMAXPY(Y,3,scal,vecs);
706:     TSErrorWeightedNorm(ts,X,Y,wnormtype,wlte,&wltea,&wlter);
707:   }
708:   if (order) *order = 2;
709:   return 0;
710: }

712: static PetscErrorCode TSRollBack_Theta(TS ts)
713: {
714:   TS_Theta       *th = (TS_Theta*)ts->data;
715:   TS             quadts = ts->quadraturets;

717:   VecCopy(th->X0,ts->vec_sol);
718:   if (quadts && ts->costintegralfwd) {
719:     VecCopy(th->VecCostIntegral0,quadts->vec_sol);
720:   }
721:   th->status = TS_STEP_INCOMPLETE;
722:   if (ts->mat_sensip) {
723:     MatCopy(th->MatFwdSensip0,ts->mat_sensip,SAME_NONZERO_PATTERN);
724:   }
725:   if (quadts && quadts->mat_sensip) {
726:     MatCopy(th->MatIntegralSensip0,quadts->mat_sensip,SAME_NONZERO_PATTERN);
727:   }
728:   return 0;
729: }

731: static PetscErrorCode TSForwardStep_Theta(TS ts)
732: {
733:   TS_Theta       *th = (TS_Theta*)ts->data;
734:   TS             quadts = ts->quadraturets;
735:   Mat            MatDeltaFwdSensip = th->MatDeltaFwdSensip;
736:   Vec            VecDeltaFwdSensipCol = th->VecDeltaFwdSensipCol;
737:   PetscInt       ntlm;
738:   KSP            ksp;
739:   Mat            J,Jpre,quadJ = NULL,quadJp = NULL;
740:   PetscScalar    *barr,*xarr;
741:   PetscReal      previous_shift;

743:   previous_shift = th->shift;
744:   MatCopy(ts->mat_sensip,th->MatFwdSensip0,SAME_NONZERO_PATTERN);

746:   if (quadts && quadts->mat_sensip) {
747:     MatCopy(quadts->mat_sensip,th->MatIntegralSensip0,SAME_NONZERO_PATTERN);
748:   }
749:   SNESGetKSP(ts->snes,&ksp);
750:   TSGetIJacobian(ts,&J,&Jpre,NULL,NULL);
751:   if (quadts) {
752:     TSGetRHSJacobian(quadts,&quadJ,NULL,NULL,NULL);
753:     TSGetRHSJacobianP(quadts,&quadJp,NULL,NULL);
754:   }

756:   /* Build RHS */
757:   if (th->endpoint) { /* 2-stage method*/
758:     th->shift = 1./((th->Theta-1.)*th->time_step0);
759:     TSComputeIJacobian(ts,th->ptime0,th->X0,th->Xdot,th->shift,J,Jpre,PETSC_FALSE);
760:     MatMatMult(J,ts->mat_sensip,MAT_REUSE_MATRIX,PETSC_DEFAULT,&MatDeltaFwdSensip);
761:     MatScale(MatDeltaFwdSensip,(th->Theta-1.)/th->Theta);

763:     /* Add the f_p forcing terms */
764:     if (ts->Jacp) {
765:       VecZeroEntries(th->Xdot);
766:       TSComputeIJacobianP(ts,th->ptime0,th->X0,th->Xdot,th->shift,ts->Jacp,PETSC_FALSE);
767:       MatAXPY(MatDeltaFwdSensip,(th->Theta-1.)/th->Theta,ts->Jacp,SUBSET_NONZERO_PATTERN);
768:       th->shift = previous_shift;
769:       VecAXPBYPCZ(th->Xdot,-th->shift,th->shift,0,th->X0,ts->vec_sol);
770:       TSComputeIJacobianP(ts,th->stage_time,ts->vec_sol,th->Xdot,th->shift,ts->Jacp,PETSC_FALSE);
771:       MatAXPY(MatDeltaFwdSensip,-1.,ts->Jacp,SUBSET_NONZERO_PATTERN);
772:     }
773:   } else { /* 1-stage method */
774:     th->shift = 0.0;
775:     TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,th->shift,J,Jpre,PETSC_FALSE);
776:     MatMatMult(J,ts->mat_sensip,MAT_REUSE_MATRIX,PETSC_DEFAULT,&MatDeltaFwdSensip);
777:     MatScale(MatDeltaFwdSensip,-1.);

779:     /* Add the f_p forcing terms */
780:     if (ts->Jacp) {
781:       th->shift = previous_shift;
782:       VecAXPBYPCZ(th->Xdot,-th->shift,th->shift,0,th->X0,th->X);
783:       TSComputeIJacobianP(ts,th->stage_time,th->X,th->Xdot,th->shift,ts->Jacp,PETSC_FALSE);
784:       MatAXPY(MatDeltaFwdSensip,-1.,ts->Jacp,SUBSET_NONZERO_PATTERN);
785:     }
786:   }

788:   /* Build LHS */
789:   th->shift = previous_shift; /* recover the previous shift used in TSStep_Theta() */
790:   if (th->endpoint) {
791:     TSComputeIJacobian(ts,th->stage_time,ts->vec_sol,th->Xdot,th->shift,J,Jpre,PETSC_FALSE);
792:   } else {
793:     TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,th->shift,J,Jpre,PETSC_FALSE);
794:   }
795:   KSPSetOperators(ksp,J,Jpre);

797:   /*
798:     Evaluate the first stage of integral gradients with the 2-stage method:
799:     drdu|t_n*S(t_n) + drdp|t_n
800:     This is done before the linear solve because the sensitivity variable S(t_n) will be propagated to S(t_{n+1})
801:   */
802:   if (th->endpoint) { /* 2-stage method only */
803:     if (quadts && quadts->mat_sensip) {
804:       TSComputeRHSJacobian(quadts,th->ptime0,th->X0,quadJ,NULL);
805:       TSComputeRHSJacobianP(quadts,th->ptime0,th->X0,quadJp);
806:       MatTransposeMatMult(ts->mat_sensip,quadJ,MAT_REUSE_MATRIX,PETSC_DEFAULT,&th->MatIntegralSensipTemp);
807:       MatAXPY(th->MatIntegralSensipTemp,1,quadJp,SAME_NONZERO_PATTERN);
808:       MatAXPY(quadts->mat_sensip,th->time_step0*(1.-th->Theta),th->MatIntegralSensipTemp,SAME_NONZERO_PATTERN);
809:     }
810:   }

812:   /* Solve the tangent linear equation for forward sensitivities to parameters */
813:   for (ntlm=0; ntlm<th->num_tlm; ntlm++) {
814:     KSPConvergedReason kspreason;
815:     MatDenseGetColumn(MatDeltaFwdSensip,ntlm,&barr);
816:     VecPlaceArray(VecDeltaFwdSensipCol,barr);
817:     if (th->endpoint) {
818:       MatDenseGetColumn(ts->mat_sensip,ntlm,&xarr);
819:       VecPlaceArray(ts->vec_sensip_col,xarr);
820:       KSPSolve(ksp,VecDeltaFwdSensipCol,ts->vec_sensip_col);
821:       VecResetArray(ts->vec_sensip_col);
822:       MatDenseRestoreColumn(ts->mat_sensip,&xarr);
823:     } else {
824:       KSPSolve(ksp,VecDeltaFwdSensipCol,VecDeltaFwdSensipCol);
825:     }
826:     KSPGetConvergedReason(ksp,&kspreason);
827:     if (kspreason < 0) {
828:       ts->reason = TSFORWARD_DIVERGED_LINEAR_SOLVE;
829:       PetscInfo(ts,"Step=%D, %Dth tangent linear solve, linear solve fails, stopping tangent linear solve\n",ts->steps,ntlm);
830:     }
831:     VecResetArray(VecDeltaFwdSensipCol);
832:     MatDenseRestoreColumn(MatDeltaFwdSensip,&barr);
833:   }

835:   /*
836:     Evaluate the second stage of integral gradients with the 2-stage method:
837:     drdu|t_{n+1}*S(t_{n+1}) + drdp|t_{n+1}
838:   */
839:   if (quadts && quadts->mat_sensip) {
840:     if (!th->endpoint) {
841:       MatAXPY(ts->mat_sensip,1,MatDeltaFwdSensip,SAME_NONZERO_PATTERN); /* stage sensitivity */
842:       TSComputeRHSJacobian(quadts,th->stage_time,th->X,quadJ,NULL);
843:       TSComputeRHSJacobianP(quadts,th->stage_time,th->X,quadJp);
844:       MatTransposeMatMult(ts->mat_sensip,quadJ,MAT_REUSE_MATRIX,PETSC_DEFAULT,&th->MatIntegralSensipTemp);
845:       MatAXPY(th->MatIntegralSensipTemp,1,quadJp,SAME_NONZERO_PATTERN);
846:       MatAXPY(quadts->mat_sensip,th->time_step0,th->MatIntegralSensipTemp,SAME_NONZERO_PATTERN);
847:       MatAXPY(ts->mat_sensip,(1.-th->Theta)/th->Theta,MatDeltaFwdSensip,SAME_NONZERO_PATTERN);
848:     } else {
849:       TSComputeRHSJacobian(quadts,th->stage_time,ts->vec_sol,quadJ,NULL);
850:       TSComputeRHSJacobianP(quadts,th->stage_time,ts->vec_sol,quadJp);
851:       MatTransposeMatMult(ts->mat_sensip,quadJ,MAT_REUSE_MATRIX,PETSC_DEFAULT,&th->MatIntegralSensipTemp);
852:       MatAXPY(th->MatIntegralSensipTemp,1,quadJp,SAME_NONZERO_PATTERN);
853:       MatAXPY(quadts->mat_sensip,th->time_step0*th->Theta,th->MatIntegralSensipTemp,SAME_NONZERO_PATTERN);
854:     }
855:   } else {
856:     if (!th->endpoint) {
857:       MatAXPY(ts->mat_sensip,1./th->Theta,MatDeltaFwdSensip,SAME_NONZERO_PATTERN);
858:     }
859:   }
860:   return 0;
861: }

863: static PetscErrorCode TSForwardGetStages_Theta(TS ts,PetscInt *ns,Mat *stagesensip[])
864: {
865:   TS_Theta       *th = (TS_Theta*)ts->data;

867:   if (ns) {
868:     if (!th->endpoint && th->Theta != 1.0) *ns = 1; /* midpoint form */
869:     else *ns = 2; /* endpoint form */
870:   }
871:   if (stagesensip) {
872:     if (!th->endpoint && th->Theta != 1.0) {
873:       th->MatFwdStages[0] = th->MatDeltaFwdSensip;
874:     } else {
875:       th->MatFwdStages[0] = th->MatFwdSensip0;
876:       th->MatFwdStages[1] = ts->mat_sensip; /* stiffly accurate */
877:     }
878:     *stagesensip = th->MatFwdStages;
879:   }
880:   return 0;
881: }

883: /*------------------------------------------------------------*/
884: static PetscErrorCode TSReset_Theta(TS ts)
885: {
886:   TS_Theta       *th = (TS_Theta*)ts->data;

888:   VecDestroy(&th->X);
889:   VecDestroy(&th->Xdot);
890:   VecDestroy(&th->X0);
891:   VecDestroy(&th->affine);

893:   VecDestroy(&th->vec_sol_prev);
894:   VecDestroy(&th->vec_lte_work);

896:   VecDestroy(&th->VecCostIntegral0);
897:   return 0;
898: }

900: static PetscErrorCode TSAdjointReset_Theta(TS ts)
901: {
902:   TS_Theta       *th = (TS_Theta*)ts->data;

904:   VecDestroyVecs(ts->numcost,&th->VecsDeltaLam);
905:   VecDestroyVecs(ts->numcost,&th->VecsDeltaMu);
906:   VecDestroyVecs(ts->numcost,&th->VecsDeltaLam2);
907:   VecDestroyVecs(ts->numcost,&th->VecsDeltaMu2);
908:   VecDestroyVecs(ts->numcost,&th->VecsSensiTemp);
909:   VecDestroyVecs(ts->numcost,&th->VecsSensi2Temp);
910:   return 0;
911: }

913: static PetscErrorCode TSDestroy_Theta(TS ts)
914: {
915:   TSReset_Theta(ts);
916:   if (ts->dm) {
917:     DMCoarsenHookRemove(ts->dm,DMCoarsenHook_TSTheta,DMRestrictHook_TSTheta,ts);
918:     DMSubDomainHookRemove(ts->dm,DMSubDomainHook_TSTheta,DMSubDomainRestrictHook_TSTheta,ts);
919:   }
920:   PetscFree(ts->data);
921:   PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetTheta_C",NULL);
922:   PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetTheta_C",NULL);
923:   PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetEndpoint_C",NULL);
924:   PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetEndpoint_C",NULL);
925:   return 0;
926: }

928: /*
929:   This defines the nonlinear equation that is to be solved with SNES
930:   G(U) = F[t0+Theta*dt, U, (U-U0)*shift] = 0

932:   Note that U here is the stage argument. This means that U = U_{n+1} only if endpoint = true,
933:   otherwise U = theta U_{n+1} + (1 - theta) U0, which for the case of implicit midpoint is
934:   U = (U_{n+1} + U0)/2
935: */
936: static PetscErrorCode SNESTSFormFunction_Theta(SNES snes,Vec x,Vec y,TS ts)
937: {
938:   TS_Theta       *th = (TS_Theta*)ts->data;
939:   Vec            X0,Xdot;
940:   DM             dm,dmsave;
941:   PetscReal      shift = th->shift;

943:   SNESGetDM(snes,&dm);
944:   /* When using the endpoint variant, this is actually 1/Theta * Xdot */
945:   TSThetaGetX0AndXdot(ts,dm,&X0,&Xdot);
946:   if (x != X0) {
947:     VecAXPBYPCZ(Xdot,-shift,shift,0,X0,x);
948:   } else {
949:     VecZeroEntries(Xdot);
950:   }
951:   /* DM monkey-business allows user code to call TSGetDM() inside of functions evaluated on levels of FAS */
952:   dmsave = ts->dm;
953:   ts->dm = dm;
954:   TSComputeIFunction(ts,th->stage_time,x,Xdot,y,PETSC_FALSE);
955:   ts->dm = dmsave;
956:   TSThetaRestoreX0AndXdot(ts,dm,&X0,&Xdot);
957:   return 0;
958: }

960: static PetscErrorCode SNESTSFormJacobian_Theta(SNES snes,Vec x,Mat A,Mat B,TS ts)
961: {
962:   TS_Theta       *th = (TS_Theta*)ts->data;
963:   Vec            Xdot;
964:   DM             dm,dmsave;
965:   PetscReal      shift = th->shift;

967:   SNESGetDM(snes,&dm);
968:   /* Xdot has already been computed in SNESTSFormFunction_Theta (SNES guarantees this) */
969:   TSThetaGetX0AndXdot(ts,dm,NULL,&Xdot);

971:   dmsave = ts->dm;
972:   ts->dm = dm;
973:   TSComputeIJacobian(ts,th->stage_time,x,Xdot,shift,A,B,PETSC_FALSE);
974:   ts->dm = dmsave;
975:   TSThetaRestoreX0AndXdot(ts,dm,NULL,&Xdot);
976:   return 0;
977: }

979: static PetscErrorCode TSForwardSetUp_Theta(TS ts)
980: {
981:   TS_Theta       *th = (TS_Theta*)ts->data;
982:   TS             quadts = ts->quadraturets;

984:   /* combine sensitivities to parameters and sensitivities to initial values into one array */
985:   th->num_tlm = ts->num_parameters;
986:   MatDuplicate(ts->mat_sensip,MAT_DO_NOT_COPY_VALUES,&th->MatDeltaFwdSensip);
987:   if (quadts && quadts->mat_sensip) {
988:     MatDuplicate(quadts->mat_sensip,MAT_DO_NOT_COPY_VALUES,&th->MatIntegralSensipTemp);
989:     MatDuplicate(quadts->mat_sensip,MAT_DO_NOT_COPY_VALUES,&th->MatIntegralSensip0);
990:   }
991:   /* backup sensitivity results for roll-backs */
992:   MatDuplicate(ts->mat_sensip,MAT_DO_NOT_COPY_VALUES,&th->MatFwdSensip0);

994:   VecDuplicate(ts->vec_sol,&th->VecDeltaFwdSensipCol);
995:   return 0;
996: }

998: static PetscErrorCode TSForwardReset_Theta(TS ts)
999: {
1000:   TS_Theta       *th = (TS_Theta*)ts->data;
1001:   TS             quadts = ts->quadraturets;

1003:   if (quadts && quadts->mat_sensip) {
1004:     MatDestroy(&th->MatIntegralSensipTemp);
1005:     MatDestroy(&th->MatIntegralSensip0);
1006:   }
1007:   VecDestroy(&th->VecDeltaFwdSensipCol);
1008:   MatDestroy(&th->MatDeltaFwdSensip);
1009:   MatDestroy(&th->MatFwdSensip0);
1010:   return 0;
1011: }

1013: static PetscErrorCode TSSetUp_Theta(TS ts)
1014: {
1015:   TS_Theta       *th = (TS_Theta*)ts->data;
1016:   TS             quadts = ts->quadraturets;
1017:   PetscBool      match;

1019:   if (!th->VecCostIntegral0 && quadts && ts->costintegralfwd) { /* back up cost integral */
1020:     VecDuplicate(quadts->vec_sol,&th->VecCostIntegral0);
1021:   }
1022:   if (!th->X) {
1023:     VecDuplicate(ts->vec_sol,&th->X);
1024:   }
1025:   if (!th->Xdot) {
1026:     VecDuplicate(ts->vec_sol,&th->Xdot);
1027:   }
1028:   if (!th->X0) {
1029:     VecDuplicate(ts->vec_sol,&th->X0);
1030:   }
1031:   if (th->endpoint) {
1032:     VecDuplicate(ts->vec_sol,&th->affine);
1033:   }

1035:   th->order = (th->Theta == 0.5) ? 2 : 1;
1036:   th->shift = 1/(th->Theta*ts->time_step);

1038:   TSGetDM(ts,&ts->dm);
1039:   DMCoarsenHookAdd(ts->dm,DMCoarsenHook_TSTheta,DMRestrictHook_TSTheta,ts);
1040:   DMSubDomainHookAdd(ts->dm,DMSubDomainHook_TSTheta,DMSubDomainRestrictHook_TSTheta,ts);

1042:   TSGetAdapt(ts,&ts->adapt);
1043:   TSAdaptCandidatesClear(ts->adapt);
1044:   PetscObjectTypeCompare((PetscObject)ts->adapt,TSADAPTNONE,&match);
1045:   if (!match) {
1046:     VecDuplicate(ts->vec_sol,&th->vec_sol_prev);
1047:     VecDuplicate(ts->vec_sol,&th->vec_lte_work);
1048:   }
1049:   TSGetSNES(ts,&ts->snes);

1051:   ts->stifflyaccurate = (!th->endpoint && th->Theta != 1.0) ? PETSC_FALSE : PETSC_TRUE;
1052:   return 0;
1053: }

1055: /*------------------------------------------------------------*/

1057: static PetscErrorCode TSAdjointSetUp_Theta(TS ts)
1058: {
1059:   TS_Theta       *th = (TS_Theta*)ts->data;

1061:   VecDuplicateVecs(ts->vecs_sensi[0],ts->numcost,&th->VecsDeltaLam);
1062:   VecDuplicateVecs(ts->vecs_sensi[0],ts->numcost,&th->VecsSensiTemp);
1063:   if (ts->vecs_sensip) {
1064:     VecDuplicateVecs(ts->vecs_sensip[0],ts->numcost,&th->VecsDeltaMu);
1065:   }
1066:   if (ts->vecs_sensi2) {
1067:     VecDuplicateVecs(ts->vecs_sensi[0],ts->numcost,&th->VecsDeltaLam2);
1068:     VecDuplicateVecs(ts->vecs_sensi2[0],ts->numcost,&th->VecsSensi2Temp);
1069:     /* hack ts to make implicit TS solver work when users provide only explicit versions of callbacks (RHSFunction,RHSJacobian,RHSHessian etc.) */
1070:     if (!ts->ihessianproduct_fuu) ts->vecs_fuu = ts->vecs_guu;
1071:     if (!ts->ihessianproduct_fup) ts->vecs_fup = ts->vecs_gup;
1072:   }
1073:   if (ts->vecs_sensi2p) {
1074:     VecDuplicateVecs(ts->vecs_sensi2p[0],ts->numcost,&th->VecsDeltaMu2);
1075:     /* hack ts to make implicit TS solver work when users provide only explicit versions of callbacks (RHSFunction,RHSJacobian,RHSHessian etc.) */
1076:     if (!ts->ihessianproduct_fpu) ts->vecs_fpu = ts->vecs_gpu;
1077:     if (!ts->ihessianproduct_fpp) ts->vecs_fpp = ts->vecs_gpp;
1078:   }
1079:   return 0;
1080: }

1082: static PetscErrorCode TSSetFromOptions_Theta(PetscOptionItems *PetscOptionsObject,TS ts)
1083: {
1084:   TS_Theta       *th = (TS_Theta*)ts->data;

1086:   PetscOptionsHead(PetscOptionsObject,"Theta ODE solver options");
1087:   {
1088:     PetscOptionsReal("-ts_theta_theta","Location of stage (0<Theta<=1)","TSThetaSetTheta",th->Theta,&th->Theta,NULL);
1089:     PetscOptionsBool("-ts_theta_endpoint","Use the endpoint instead of midpoint form of the Theta method","TSThetaSetEndpoint",th->endpoint,&th->endpoint,NULL);
1090:     PetscOptionsBool("-ts_theta_initial_guess_extrapolate","Extrapolate stage initial guess from previous solution (sometimes unstable)","TSThetaSetExtrapolate",th->extrapolate,&th->extrapolate,NULL);
1091:   }
1092:   PetscOptionsTail();
1093:   return 0;
1094: }

1096: static PetscErrorCode TSView_Theta(TS ts,PetscViewer viewer)
1097: {
1098:   TS_Theta       *th = (TS_Theta*)ts->data;
1099:   PetscBool      iascii;

1101:   PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);
1102:   if (iascii) {
1103:     PetscViewerASCIIPrintf(viewer,"  Theta=%g\n",(double)th->Theta);
1104:     PetscViewerASCIIPrintf(viewer,"  Extrapolation=%s\n",th->extrapolate ? "yes" : "no");
1105:   }
1106:   return 0;
1107: }

1109: static PetscErrorCode TSThetaGetTheta_Theta(TS ts,PetscReal *theta)
1110: {
1111:   TS_Theta *th = (TS_Theta*)ts->data;

1113:   *theta = th->Theta;
1114:   return 0;
1115: }

1117: static PetscErrorCode TSThetaSetTheta_Theta(TS ts,PetscReal theta)
1118: {
1119:   TS_Theta *th = (TS_Theta*)ts->data;

1122:   th->Theta = theta;
1123:   th->order = (th->Theta == 0.5) ? 2 : 1;
1124:   return 0;
1125: }

1127: static PetscErrorCode TSThetaGetEndpoint_Theta(TS ts,PetscBool *endpoint)
1128: {
1129:   TS_Theta *th = (TS_Theta*)ts->data;

1131:   *endpoint = th->endpoint;
1132:   return 0;
1133: }

1135: static PetscErrorCode TSThetaSetEndpoint_Theta(TS ts,PetscBool flg)
1136: {
1137:   TS_Theta *th = (TS_Theta*)ts->data;

1139:   th->endpoint = flg;
1140:   return 0;
1141: }

1143: #if defined(PETSC_HAVE_COMPLEX)
1144: static PetscErrorCode TSComputeLinearStability_Theta(TS ts,PetscReal xr,PetscReal xi,PetscReal *yr,PetscReal *yi)
1145: {
1146:   PetscComplex   z   = xr + xi*PETSC_i,f;
1147:   TS_Theta       *th = (TS_Theta*)ts->data;
1148:   const PetscReal one = 1.0;

1150:   f   = (one + (one - th->Theta)*z)/(one - th->Theta*z);
1151:   *yr = PetscRealPartComplex(f);
1152:   *yi = PetscImaginaryPartComplex(f);
1153:   return 0;
1154: }
1155: #endif

1157: static PetscErrorCode TSGetStages_Theta(TS ts,PetscInt *ns,Vec *Y[])
1158: {
1159:   TS_Theta       *th = (TS_Theta*)ts->data;

1161:   if (ns) {
1162:     if (!th->endpoint && th->Theta != 1.0) *ns = 1; /* midpoint form */
1163:     else *ns = 2; /* endpoint form */
1164:   }
1165:   if (Y) {
1166:     if (!th->endpoint && th->Theta != 1.0) {
1167:       th->Stages[0] = th->X;
1168:     } else {
1169:       th->Stages[0] = th->X0;
1170:       th->Stages[1] = ts->vec_sol; /* stiffly accurate */
1171:     }
1172:     *Y = th->Stages;
1173:   }
1174:   return 0;
1175: }

1177: /* ------------------------------------------------------------ */
1178: /*MC
1179:       TSTHETA - DAE solver using the implicit Theta method

1181:    Level: beginner

1183:    Options Database:
1184: +  -ts_theta_theta <Theta> - Location of stage (0<Theta<=1)
1185: .  -ts_theta_endpoint <flag> - Use the endpoint (like Crank-Nicholson) instead of midpoint form of the Theta method
1186: -  -ts_theta_initial_guess_extrapolate <flg> - Extrapolate stage initial guess from previous solution (sometimes unstable)

1188:    Notes:
1189: $  -ts_type theta -ts_theta_theta 1.0 corresponds to backward Euler (TSBEULER)
1190: $  -ts_type theta -ts_theta_theta 0.5 corresponds to the implicit midpoint rule
1191: $  -ts_type theta -ts_theta_theta 0.5 -ts_theta_endpoint corresponds to Crank-Nicholson (TSCN)

1193:    The endpoint variant of the Theta method and backward Euler can be applied to DAE. The midpoint variant is not suitable for DAEs because it is not stiffly accurate.

1195:    The midpoint variant is cast as a 1-stage implicit Runge-Kutta method.

1197: .vb
1198:   Theta | Theta
1199:   -------------
1200:         |  1
1201: .ve

1203:    For the default Theta=0.5, this is also known as the implicit midpoint rule.

1205:    When the endpoint variant is chosen, the method becomes a 2-stage method with first stage explicit:

1207: .vb
1208:   0 | 0         0
1209:   1 | 1-Theta   Theta
1210:   -------------------
1211:     | 1-Theta   Theta
1212: .ve

1214:    For the default Theta=0.5, this is the trapezoid rule (also known as Crank-Nicolson, see TSCN).

1216:    To apply a diagonally implicit RK method to DAE, the stage formula

1218: $  Y_i = X + h sum_j a_ij Y'_j

1220:    is interpreted as a formula for Y'_i in terms of Y_i and known values (Y'_j, j<i)

1222: .seealso:  TSCreate(), TS, TSSetType(), TSCN, TSBEULER, TSThetaSetTheta(), TSThetaSetEndpoint()

1224: M*/
1225: PETSC_EXTERN PetscErrorCode TSCreate_Theta(TS ts)
1226: {
1227:   TS_Theta       *th;

1229:   ts->ops->reset           = TSReset_Theta;
1230:   ts->ops->adjointreset    = TSAdjointReset_Theta;
1231:   ts->ops->destroy         = TSDestroy_Theta;
1232:   ts->ops->view            = TSView_Theta;
1233:   ts->ops->setup           = TSSetUp_Theta;
1234:   ts->ops->adjointsetup    = TSAdjointSetUp_Theta;
1235:   ts->ops->adjointreset    = TSAdjointReset_Theta;
1236:   ts->ops->step            = TSStep_Theta;
1237:   ts->ops->interpolate     = TSInterpolate_Theta;
1238:   ts->ops->evaluatewlte    = TSEvaluateWLTE_Theta;
1239:   ts->ops->rollback        = TSRollBack_Theta;
1240:   ts->ops->setfromoptions  = TSSetFromOptions_Theta;
1241:   ts->ops->snesfunction    = SNESTSFormFunction_Theta;
1242:   ts->ops->snesjacobian    = SNESTSFormJacobian_Theta;
1243: #if defined(PETSC_HAVE_COMPLEX)
1244:   ts->ops->linearstability = TSComputeLinearStability_Theta;
1245: #endif
1246:   ts->ops->getstages       = TSGetStages_Theta;
1247:   ts->ops->adjointstep     = TSAdjointStep_Theta;
1248:   ts->ops->adjointintegral = TSAdjointCostIntegral_Theta;
1249:   ts->ops->forwardintegral = TSForwardCostIntegral_Theta;
1250:   ts->default_adapt_type   = TSADAPTNONE;

1252:   ts->ops->forwardsetup     = TSForwardSetUp_Theta;
1253:   ts->ops->forwardreset     = TSForwardReset_Theta;
1254:   ts->ops->forwardstep      = TSForwardStep_Theta;
1255:   ts->ops->forwardgetstages = TSForwardGetStages_Theta;

1257:   ts->usessnes = PETSC_TRUE;

1259:   PetscNewLog(ts,&th);
1260:   ts->data = (void*)th;

1262:   th->VecsDeltaLam    = NULL;
1263:   th->VecsDeltaMu     = NULL;
1264:   th->VecsSensiTemp   = NULL;
1265:   th->VecsSensi2Temp  = NULL;

1267:   th->extrapolate = PETSC_FALSE;
1268:   th->Theta       = 0.5;
1269:   th->order       = 2;
1270:   PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetTheta_C",TSThetaGetTheta_Theta);
1271:   PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetTheta_C",TSThetaSetTheta_Theta);
1272:   PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetEndpoint_C",TSThetaGetEndpoint_Theta);
1273:   PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetEndpoint_C",TSThetaSetEndpoint_Theta);
1274:   return 0;
1275: }

1277: /*@
1278:   TSThetaGetTheta - Get the abscissa of the stage in (0,1].

1280:   Not Collective

1282:   Input Parameter:
1283: .  ts - timestepping context

1285:   Output Parameter:
1286: .  theta - stage abscissa

1288:   Note:
1289:   Use of this function is normally only required to hack TSTHETA to use a modified integration scheme.

1291:   Level: Advanced

1293: .seealso: TSThetaSetTheta()
1294: @*/
1295: PetscErrorCode  TSThetaGetTheta(TS ts,PetscReal *theta)
1296: {
1299:   PetscUseMethod(ts,"TSThetaGetTheta_C",(TS,PetscReal*),(ts,theta));
1300:   return 0;
1301: }

1303: /*@
1304:   TSThetaSetTheta - Set the abscissa of the stage in (0,1].

1306:   Not Collective

1308:   Input Parameters:
1309: +  ts - timestepping context
1310: -  theta - stage abscissa

1312:   Options Database:
1313: .  -ts_theta_theta <theta> - set theta

1315:   Level: Intermediate

1317: .seealso: TSThetaGetTheta()
1318: @*/
1319: PetscErrorCode  TSThetaSetTheta(TS ts,PetscReal theta)
1320: {
1322:   PetscTryMethod(ts,"TSThetaSetTheta_C",(TS,PetscReal),(ts,theta));
1323:   return 0;
1324: }

1326: /*@
1327:   TSThetaGetEndpoint - Gets whether to use the endpoint variant of the method (e.g. trapezoid/Crank-Nicolson instead of midpoint rule).

1329:   Not Collective

1331:   Input Parameter:
1332: .  ts - timestepping context

1334:   Output Parameter:
1335: .  endpoint - PETSC_TRUE when using the endpoint variant

1337:   Level: Advanced

1339: .seealso: TSThetaSetEndpoint(), TSTHETA, TSCN
1340: @*/
1341: PetscErrorCode TSThetaGetEndpoint(TS ts,PetscBool *endpoint)
1342: {
1345:   PetscUseMethod(ts,"TSThetaGetEndpoint_C",(TS,PetscBool*),(ts,endpoint));
1346:   return 0;
1347: }

1349: /*@
1350:   TSThetaSetEndpoint - Sets whether to use the endpoint variant of the method (e.g. trapezoid/Crank-Nicolson instead of midpoint rule).

1352:   Not Collective

1354:   Input Parameters:
1355: +  ts - timestepping context
1356: -  flg - PETSC_TRUE to use the endpoint variant

1358:   Options Database:
1359: .  -ts_theta_endpoint <flg> - use the endpoint variant

1361:   Level: Intermediate

1363: .seealso: TSTHETA, TSCN
1364: @*/
1365: PetscErrorCode TSThetaSetEndpoint(TS ts,PetscBool flg)
1366: {
1368:   PetscTryMethod(ts,"TSThetaSetEndpoint_C",(TS,PetscBool),(ts,flg));
1369:   return 0;
1370: }

1372: /*
1373:  * TSBEULER and TSCN are straightforward specializations of TSTHETA.
1374:  * The creation functions for these specializations are below.
1375:  */

1377: static PetscErrorCode TSSetUp_BEuler(TS ts)
1378: {
1379:   TS_Theta       *th = (TS_Theta*)ts->data;

1383:   TSSetUp_Theta(ts);
1384:   return 0;
1385: }

1387: static PetscErrorCode TSView_BEuler(TS ts,PetscViewer viewer)
1388: {
1389:   return 0;
1390: }

1392: /*MC
1393:       TSBEULER - ODE solver using the implicit backward Euler method

1395:   Level: beginner

1397:   Notes:
1398:   TSBEULER is equivalent to TSTHETA with Theta=1.0

1400: $  -ts_type theta -ts_theta_theta 1.0

1402: .seealso:  TSCreate(), TS, TSSetType(), TSEULER, TSCN, TSTHETA

1404: M*/
1405: PETSC_EXTERN PetscErrorCode TSCreate_BEuler(TS ts)
1406: {
1407:   TSCreate_Theta(ts);
1408:   TSThetaSetTheta(ts,1.0);
1409:   TSThetaSetEndpoint(ts,PETSC_FALSE);
1410:   ts->ops->setup = TSSetUp_BEuler;
1411:   ts->ops->view  = TSView_BEuler;
1412:   return 0;
1413: }

1415: static PetscErrorCode TSSetUp_CN(TS ts)
1416: {
1417:   TS_Theta       *th = (TS_Theta*)ts->data;

1421:   TSSetUp_Theta(ts);
1422:   return 0;
1423: }

1425: static PetscErrorCode TSView_CN(TS ts,PetscViewer viewer)
1426: {
1427:   return 0;
1428: }

1430: /*MC
1431:       TSCN - ODE solver using the implicit Crank-Nicolson method.

1433:   Level: beginner

1435:   Notes:
1436:   TSCN is equivalent to TSTHETA with Theta=0.5 and the "endpoint" option set. I.e.

1438: $  -ts_type theta -ts_theta_theta 0.5 -ts_theta_endpoint

1440: .seealso:  TSCreate(), TS, TSSetType(), TSBEULER, TSTHETA

1442: M*/
1443: PETSC_EXTERN PetscErrorCode TSCreate_CN(TS ts)
1444: {
1445:   TSCreate_Theta(ts);
1446:   TSThetaSetTheta(ts,0.5);
1447:   TSThetaSetEndpoint(ts,PETSC_TRUE);
1448:   ts->ops->setup = TSSetUp_CN;
1449:   ts->ops->view  = TSView_CN;
1450:   return 0;
1451: }