Actual source code: theta.c
petsc-3.7.3 2016-08-01
1: /*
2: Code for timestepping with implicit Theta method
3: */
4: #include <petsc/private/tsimpl.h> /*I "petscts.h" I*/
5: #include <petscsnes.h>
6: #include <petscdm.h>
7: #include <petscmat.h>
9: typedef struct {
10: PetscReal stage_time;
11: Vec X0,X,Xdot; /* Storage for stages and time derivative */
12: Vec affine; /* Affine vector needed for residual at beginning of step in endpoint formulation */
14: PetscReal Theta;
15: PetscInt order;
16: PetscBool endpoint;
17: PetscBool extrapolate;
19: Vec *VecsDeltaLam; /* Increment of the adjoint sensitivity w.r.t IC at stage */
20: Vec *VecsDeltaMu; /* Increment of the adjoint sensitivity w.r.t P at stage */
21: Vec *VecsSensiTemp; /* Vector to be timed with Jacobian transpose */
22: Vec VecCostIntegral0; /* Backup for roll-backs due to events */
23: PetscReal ptime;
24: PetscReal time_step;
26: PetscBool adapt; /* Use time-step adaptivity ? */
27: Vec vec_sol_prev;
28: Vec vec_lte_work;
30: TSStepStatus status;
31: } TS_Theta;
35: static PetscErrorCode TSThetaGetX0AndXdot(TS ts,DM dm,Vec *X0,Vec *Xdot)
36: {
37: TS_Theta *th = (TS_Theta*)ts->data;
41: if (X0) {
42: if (dm && dm != ts->dm) {
43: DMGetNamedGlobalVector(dm,"TSTheta_X0",X0);
44: } else *X0 = ts->vec_sol;
45: }
46: if (Xdot) {
47: if (dm && dm != ts->dm) {
48: DMGetNamedGlobalVector(dm,"TSTheta_Xdot",Xdot);
49: } else *Xdot = th->Xdot;
50: }
51: return(0);
52: }
56: static PetscErrorCode TSThetaRestoreX0AndXdot(TS ts,DM dm,Vec *X0,Vec *Xdot)
57: {
61: if (X0) {
62: if (dm && dm != ts->dm) {
63: DMRestoreNamedGlobalVector(dm,"TSTheta_X0",X0);
64: }
65: }
66: if (Xdot) {
67: if (dm && dm != ts->dm) {
68: DMRestoreNamedGlobalVector(dm,"TSTheta_Xdot",Xdot);
69: }
70: }
71: return(0);
72: }
76: static PetscErrorCode DMCoarsenHook_TSTheta(DM fine,DM coarse,void *ctx)
77: {
80: return(0);
81: }
85: static PetscErrorCode DMRestrictHook_TSTheta(DM fine,Mat restrct,Vec rscale,Mat inject,DM coarse,void *ctx)
86: {
87: TS ts = (TS)ctx;
89: Vec X0,Xdot,X0_c,Xdot_c;
92: TSThetaGetX0AndXdot(ts,fine,&X0,&Xdot);
93: TSThetaGetX0AndXdot(ts,coarse,&X0_c,&Xdot_c);
94: MatRestrict(restrct,X0,X0_c);
95: MatRestrict(restrct,Xdot,Xdot_c);
96: VecPointwiseMult(X0_c,rscale,X0_c);
97: VecPointwiseMult(Xdot_c,rscale,Xdot_c);
98: TSThetaRestoreX0AndXdot(ts,fine,&X0,&Xdot);
99: TSThetaRestoreX0AndXdot(ts,coarse,&X0_c,&Xdot_c);
100: return(0);
101: }
105: static PetscErrorCode DMSubDomainHook_TSTheta(DM dm,DM subdm,void *ctx)
106: {
109: return(0);
110: }
114: static PetscErrorCode DMSubDomainRestrictHook_TSTheta(DM dm,VecScatter gscat,VecScatter lscat,DM subdm,void *ctx)
115: {
116: TS ts = (TS)ctx;
118: Vec X0,Xdot,X0_sub,Xdot_sub;
121: TSThetaGetX0AndXdot(ts,dm,&X0,&Xdot);
122: TSThetaGetX0AndXdot(ts,subdm,&X0_sub,&Xdot_sub);
124: VecScatterBegin(gscat,X0,X0_sub,INSERT_VALUES,SCATTER_FORWARD);
125: VecScatterEnd(gscat,X0,X0_sub,INSERT_VALUES,SCATTER_FORWARD);
127: VecScatterBegin(gscat,Xdot,Xdot_sub,INSERT_VALUES,SCATTER_FORWARD);
128: VecScatterEnd(gscat,Xdot,Xdot_sub,INSERT_VALUES,SCATTER_FORWARD);
130: TSThetaRestoreX0AndXdot(ts,dm,&X0,&Xdot);
131: TSThetaRestoreX0AndXdot(ts,subdm,&X0_sub,&Xdot_sub);
132: return(0);
133: }
137: static PetscErrorCode TSForwardCostIntegral_Theta(TS ts)
138: {
139: TS_Theta *th = (TS_Theta*)ts->data;
143: /* backup cost integral */
144: VecCopy(ts->vec_costintegral,th->VecCostIntegral0);
145: if (th->endpoint) {
146: TSAdjointComputeCostIntegrand(ts,th->ptime,th->X0,ts->vec_costintegrand);
147: VecAXPY(ts->vec_costintegral,th->time_step*(1-th->Theta),ts->vec_costintegrand);
148: }
149: TSAdjointComputeCostIntegrand(ts,th->stage_time,th->X,ts->vec_costintegrand);
150: if (th->endpoint) {
151: VecAXPY(ts->vec_costintegral,th->time_step*th->Theta,ts->vec_costintegrand);
152: } else {
153: VecAXPY(ts->vec_costintegral,th->time_step,ts->vec_costintegrand);
154: }
155: return(0);
156: }
160: static PetscErrorCode TSAdjointCostIntegral_Theta(TS ts)
161: {
162: TS_Theta *th = (TS_Theta*)ts->data;
166: if (th->endpoint) {
167: /* Evolve ts->vec_costintegral to compute integrals */
168: TSAdjointComputeCostIntegrand(ts,ts->ptime,ts->vec_sol,ts->vec_costintegrand);
169: VecAXPY(ts->vec_costintegral,-ts->time_step*th->Theta,ts->vec_costintegrand);
170: if (th->Theta!=1) {
171: TSAdjointComputeCostIntegrand(ts,th->ptime,th->X0,ts->vec_costintegrand);
172: VecAXPY(ts->vec_costintegral,ts->time_step*(th->Theta-1),ts->vec_costintegrand);
173: }
174: }else {
175: TSAdjointComputeCostIntegrand(ts,th->stage_time,th->X,ts->vec_costintegrand);
176: VecAXPY(ts->vec_costintegral,-ts->time_step,ts->vec_costintegrand);
177: }
178: return(0);
179: }
183: static PetscErrorCode TS_SNESSolve(TS ts,Vec b,Vec x)
184: {
185: PetscInt nits,lits;
189: SNESSolve(ts->snes,b,x);
190: SNESGetIterationNumber(ts->snes,&nits);
191: SNESGetLinearSolveIterations(ts->snes,&lits);
192: ts->snes_its += nits; ts->ksp_its += lits;
193: return(0);
194: }
198: static PetscErrorCode TSStep_Theta(TS ts)
199: {
200: TS_Theta *th = (TS_Theta*)ts->data;
201: PetscInt rejections = 0;
202: PetscBool stageok,accept = PETSC_TRUE;
203: PetscReal next_time_step = ts->time_step;
207: if (!ts->steprollback) {
208: if (th->adapt) { VecCopy(th->X0,th->vec_sol_prev); }
209: VecCopy(ts->vec_sol,th->X0);
210: }
212: th->status = TS_STEP_INCOMPLETE;
213: while (!ts->reason && th->status != TS_STEP_COMPLETE) {
215: PetscReal shift = 1/(th->Theta*ts->time_step);
216: th->stage_time = ts->ptime + (th->endpoint ? (PetscReal)1 : th->Theta)*ts->time_step;
218: VecCopy(th->X0,th->X);
219: if (th->extrapolate && !ts->steprestart) {
220: VecAXPY(th->X,1/shift,th->Xdot);
221: }
222: if (th->endpoint) { /* This formulation assumes linear time-independent mass matrix */
223: if (!th->affine) {VecDuplicate(ts->vec_sol,&th->affine);}
224: VecZeroEntries(th->Xdot);
225: TSComputeIFunction(ts,ts->ptime,th->X0,th->Xdot,th->affine,PETSC_FALSE);
226: VecScale(th->affine,(th->Theta-1)/th->Theta);
227: } else if (th->affine) { /* Just in case th->endpoint is changed between calls to TSStep_Theta() */
228: VecZeroEntries(th->affine);
229: }
230: TSPreStage(ts,th->stage_time);
231: TS_SNESSolve(ts,th->affine,th->X);
232: TSPostStage(ts,th->stage_time,0,&th->X);
233: TSAdaptCheckStage(ts->adapt,ts,th->stage_time,th->X,&stageok);
234: if (!stageok) goto reject_step;
236: th->status = TS_STEP_PENDING;
237: if (th->endpoint) {
238: VecCopy(th->X,ts->vec_sol);
239: } else {
240: VecAXPBYPCZ(th->Xdot,-shift,shift,0,th->X0,th->X);
241: VecAXPY(ts->vec_sol,ts->time_step,th->Xdot);
242: }
243: TSAdaptChoose(ts->adapt,ts,ts->time_step,NULL,&next_time_step,&accept);
244: th->status = accept ? TS_STEP_COMPLETE : TS_STEP_INCOMPLETE;
245: if (!accept) {
246: VecCopy(th->X0,ts->vec_sol);
247: ts->time_step = next_time_step;
248: goto reject_step;
249: }
251: if (ts->costintegralfwd) { /* Save the info for the later use in cost integral evaluation */
252: th->ptime = ts->ptime;
253: th->time_step = ts->time_step;
254: }
256: ts->ptime += ts->time_step;
257: ts->time_step = next_time_step;
258: break;
260: reject_step:
261: ts->reject++; accept = PETSC_FALSE;
262: if (!ts->reason && ++rejections > ts->max_reject && ts->max_reject >= 0) {
263: ts->reason = TS_DIVERGED_STEP_REJECTED;
264: PetscInfo2(ts,"Step=%D, step rejections %D greater than current TS allowed, stopping solve\n",ts->steps,rejections);
265: }
266: }
267: return(0);
268: }
272: static PetscErrorCode TSAdjointStep_Theta(TS ts)
273: {
274: TS_Theta *th = (TS_Theta*)ts->data;
275: Vec *VecsDeltaLam = th->VecsDeltaLam,*VecsDeltaMu = th->VecsDeltaMu,*VecsSensiTemp = th->VecsSensiTemp;
276: PetscInt nadj;
277: PetscErrorCode ierr;
278: Mat J,Jp;
279: KSP ksp;
280: PetscReal shift;
284: th->status = TS_STEP_INCOMPLETE;
285: SNESGetKSP(ts->snes,&ksp);
286: TSGetIJacobian(ts,&J,&Jp,NULL,NULL);
288: /* If endpoint=1, th->ptime and th->X0 will be used; if endpoint=0, th->stage_time and th->X will be used. */
289: th->stage_time = ts->ptime + (th->endpoint ? ts->time_step : (1.-th->Theta)*ts->time_step); /* time_step is negative*/
290: th->ptime = ts->ptime + ts->time_step;
292: /* Build RHS */
293: if (ts->vec_costintegral) { /* Cost function has an integral term */
294: if (th->endpoint) {
295: TSAdjointComputeDRDYFunction(ts,ts->ptime,ts->vec_sol,ts->vecs_drdy);
296: }else {
297: TSAdjointComputeDRDYFunction(ts,th->stage_time,th->X,ts->vecs_drdy);
298: }
299: }
300: for (nadj=0; nadj<ts->numcost; nadj++) {
301: VecCopy(ts->vecs_sensi[nadj],VecsSensiTemp[nadj]);
302: VecScale(VecsSensiTemp[nadj],-1./(th->Theta*ts->time_step));
303: if (ts->vec_costintegral) {
304: VecAXPY(VecsSensiTemp[nadj],1.,ts->vecs_drdy[nadj]);
305: }
306: }
308: /* Build LHS */
309: shift = -1./(th->Theta*ts->time_step);
310: if (th->endpoint) {
311: TSComputeIJacobian(ts,ts->ptime,ts->vec_sol,th->Xdot,shift,J,Jp,PETSC_FALSE);
312: }else {
313: TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);
314: }
315: KSPSetOperators(ksp,J,Jp);
317: /* Solve LHS X = RHS */
318: for (nadj=0; nadj<ts->numcost; nadj++) {
319: KSPSolveTranspose(ksp,VecsSensiTemp[nadj],VecsDeltaLam[nadj]);
320: }
322: /* Update sensitivities, and evaluate integrals if there is any */
323: if(th->endpoint) { /* two-stage case */
324: if (th->Theta!=1.) {
325: shift = -1./((th->Theta-1.)*ts->time_step);
326: TSComputeIJacobian(ts,th->ptime,th->X0,th->Xdot,shift,J,Jp,PETSC_FALSE);
327: if (ts->vec_costintegral) {
328: TSAdjointComputeDRDYFunction(ts,th->ptime,th->X0,ts->vecs_drdy);
329: }
330: for (nadj=0; nadj<ts->numcost; nadj++) {
331: MatMultTranspose(J,VecsDeltaLam[nadj],ts->vecs_sensi[nadj]);
332: if (ts->vec_costintegral) {
333: VecAXPY(ts->vecs_sensi[nadj],-1.,ts->vecs_drdy[nadj]);
334: }
335: VecScale(ts->vecs_sensi[nadj],1./shift);
336: }
337: }else { /* backward Euler */
338: shift = 0.0;
339: TSComputeIJacobian(ts,ts->ptime,ts->vec_sol,th->Xdot,shift,J,Jp,PETSC_FALSE); /* get -f_y */
340: for (nadj=0; nadj<ts->numcost; nadj++) {
341: MatMultTranspose(J,VecsDeltaLam[nadj],VecsSensiTemp[nadj]);
342: VecAXPY(ts->vecs_sensi[nadj],ts->time_step,VecsSensiTemp[nadj]);
343: if (ts->vec_costintegral) {
344: VecAXPY(ts->vecs_sensi[nadj],-ts->time_step,ts->vecs_drdy[nadj]);
345: }
346: }
347: }
349: if (ts->vecs_sensip) { /* sensitivities wrt parameters */
350: TSAdjointComputeRHSJacobian(ts,ts->ptime,ts->vec_sol,ts->Jacp);
351: for (nadj=0; nadj<ts->numcost; nadj++) {
352: MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);
353: VecAXPY(ts->vecs_sensip[nadj],-ts->time_step*th->Theta,VecsDeltaMu[nadj]);
354: }
355: if (th->Theta!=1.) {
356: TSAdjointComputeRHSJacobian(ts,th->ptime,th->X0,ts->Jacp);
357: for (nadj=0; nadj<ts->numcost; nadj++) {
358: MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);
359: VecAXPY(ts->vecs_sensip[nadj],-ts->time_step*(1.-th->Theta),VecsDeltaMu[nadj]);
360: }
361: }
362: if (ts->vec_costintegral) {
363: TSAdjointComputeDRDPFunction(ts,ts->ptime,ts->vec_sol,ts->vecs_drdp);
364: for (nadj=0; nadj<ts->numcost; nadj++) {
365: VecAXPY(ts->vecs_sensip[nadj],-ts->time_step*th->Theta,ts->vecs_drdp[nadj]);
366: }
367: if (th->Theta!=1.) {
368: TSAdjointComputeDRDPFunction(ts,th->ptime,th->X0,ts->vecs_drdp);
369: for (nadj=0; nadj<ts->numcost; nadj++) {
370: VecAXPY(ts->vecs_sensip[nadj],-ts->time_step*(1.-th->Theta),ts->vecs_drdp[nadj]);
371: }
372: }
373: }
374: }
375: }else { /* one-stage case */
376: shift = 0.0;
377: TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE); /* get -f_y */
378: if (ts->vec_costintegral) {
379: TSAdjointComputeDRDYFunction(ts,th->stage_time,th->X,ts->vecs_drdy);
380: }
381: for (nadj=0; nadj<ts->numcost; nadj++) {
382: MatMultTranspose(J,VecsDeltaLam[nadj],VecsSensiTemp[nadj]);
383: VecAXPY(ts->vecs_sensi[nadj],ts->time_step,VecsSensiTemp[nadj]);
384: if (ts->vec_costintegral) {
385: VecAXPY(ts->vecs_sensi[nadj],-ts->time_step,ts->vecs_drdy[nadj]);
386: }
387: }
388: if (ts->vecs_sensip) {
389: TSAdjointComputeRHSJacobian(ts,th->stage_time,th->X,ts->Jacp);
390: for (nadj=0; nadj<ts->numcost; nadj++) {
391: MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);
392: VecAXPY(ts->vecs_sensip[nadj],-ts->time_step,VecsDeltaMu[nadj]);
393: }
394: if (ts->vec_costintegral) {
395: TSAdjointComputeDRDPFunction(ts,th->stage_time,th->X,ts->vecs_drdp);
396: for (nadj=0; nadj<ts->numcost; nadj++) {
397: VecAXPY(ts->vecs_sensip[nadj],-ts->time_step,ts->vecs_drdp[nadj]);
398: }
399: }
400: }
401: }
403: th->status = TS_STEP_COMPLETE;
404: return(0);
405: }
409: static PetscErrorCode TSInterpolate_Theta(TS ts,PetscReal t,Vec X)
410: {
411: TS_Theta *th = (TS_Theta*)ts->data;
412: PetscReal dt = t - ts->ptime;
416: VecCopy(ts->vec_sol,th->X);
417: if (th->endpoint) dt *= th->Theta;
418: VecWAXPY(X,dt,th->Xdot,th->X);
419: return(0);
420: }
424: static PetscErrorCode TSEvaluateWLTE_Theta(TS ts,NormType wnormtype,PetscInt *order,PetscReal *wlte)
425: {
426: TS_Theta *th = (TS_Theta*)ts->data;
427: Vec X = ts->vec_sol; /* X = solution */
428: Vec Y = th->vec_lte_work; /* Y = X + LTE */
432: /* Cannot compute LTE in first step or in restart after event */
433: if (ts->steprestart) {*wlte = -1; return(0);}
434: /* Compute LTE using backward differences with non-constant time step */
435: {
436: PetscReal h = ts->time_step, h_prev = ts->ptime - ts->ptime_prev;
437: PetscReal a = 1 + h_prev/h;
438: PetscScalar scal[3]; Vec vecs[3];
439: scal[0] = +1/a; scal[1] = -1/(a-1); scal[2] = +1/(a*(a-1));
440: vecs[0] = X; vecs[1] = th->X0; vecs[2] = th->vec_sol_prev;
441: VecCopy(X,Y);
442: VecMAXPY(Y,3,scal,vecs);
443: TSErrorWeightedNorm(ts,X,Y,wnormtype,wlte);
444: }
445: if (order) *order = 2;
446: return(0);
447: }
451: static PetscErrorCode TSRollBack_Theta(TS ts)
452: {
453: TS_Theta *th = (TS_Theta*)ts->data;
457: VecCopy(th->X0,ts->vec_sol);
458: if (ts->vec_costintegral && ts->costintegralfwd) {
459: VecCopy(th->VecCostIntegral0,ts->vec_costintegral);
460: }
461: return(0);
462: }
464: /*------------------------------------------------------------*/
467: static PetscErrorCode TSReset_Theta(TS ts)
468: {
469: TS_Theta *th = (TS_Theta*)ts->data;
473: VecDestroy(&th->X);
474: VecDestroy(&th->Xdot);
475: VecDestroy(&th->X0);
476: VecDestroy(&th->affine);
478: VecDestroy(&th->vec_sol_prev);
479: VecDestroy(&th->vec_lte_work);
481: VecDestroy(&th->VecCostIntegral0);
482: VecDestroyVecs(ts->numcost,&th->VecsDeltaLam);
483: VecDestroyVecs(ts->numcost,&th->VecsDeltaMu);
484: VecDestroyVecs(ts->numcost,&th->VecsSensiTemp);
485: return(0);
486: }
490: static PetscErrorCode TSDestroy_Theta(TS ts)
491: {
495: TSReset_Theta(ts);
496: PetscFree(ts->data);
497: PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetTheta_C",NULL);
498: PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetTheta_C",NULL);
499: PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetEndpoint_C",NULL);
500: PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetEndpoint_C",NULL);
501: return(0);
502: }
504: /*
505: This defines the nonlinear equation that is to be solved with SNES
506: G(U) = F[t0+Theta*dt, U, (U-U0)*shift] = 0
507: */
510: static PetscErrorCode SNESTSFormFunction_Theta(SNES snes,Vec x,Vec y,TS ts)
511: {
512: TS_Theta *th = (TS_Theta*)ts->data;
514: Vec X0,Xdot;
515: DM dm,dmsave;
516: PetscReal shift = 1/(th->Theta*ts->time_step);
519: SNESGetDM(snes,&dm);
520: /* When using the endpoint variant, this is actually 1/Theta * Xdot */
521: TSThetaGetX0AndXdot(ts,dm,&X0,&Xdot);
522: VecAXPBYPCZ(Xdot,-shift,shift,0,X0,x);
524: /* DM monkey-business allows user code to call TSGetDM() inside of functions evaluated on levels of FAS */
525: dmsave = ts->dm;
526: ts->dm = dm;
527: TSComputeIFunction(ts,th->stage_time,x,Xdot,y,PETSC_FALSE);
528: ts->dm = dmsave;
529: TSThetaRestoreX0AndXdot(ts,dm,&X0,&Xdot);
530: return(0);
531: }
535: static PetscErrorCode SNESTSFormJacobian_Theta(SNES snes,Vec x,Mat A,Mat B,TS ts)
536: {
537: TS_Theta *th = (TS_Theta*)ts->data;
539: Vec Xdot;
540: DM dm,dmsave;
541: PetscReal shift = 1/(th->Theta*ts->time_step);
544: SNESGetDM(snes,&dm);
545: /* Xdot has already been computed in SNESTSFormFunction_Theta (SNES guarantees this) */
546: TSThetaGetX0AndXdot(ts,dm,NULL,&Xdot);
548: dmsave = ts->dm;
549: ts->dm = dm;
550: TSComputeIJacobian(ts,th->stage_time,x,Xdot,shift,A,B,PETSC_FALSE);
551: ts->dm = dmsave;
552: TSThetaRestoreX0AndXdot(ts,dm,NULL,&Xdot);
553: return(0);
554: }
558: static PetscErrorCode TSSetUp_Theta(TS ts)
559: {
560: TS_Theta *th = (TS_Theta*)ts->data;
564: if (!th->VecCostIntegral0 && ts->vec_costintegral && ts->costintegralfwd) { /* back up cost integral */
565: VecDuplicate(ts->vec_costintegral,&th->VecCostIntegral0);
566: }
567: if (!th->X) {
568: VecDuplicate(ts->vec_sol,&th->X);
569: }
570: if (!th->Xdot) {
571: VecDuplicate(ts->vec_sol,&th->Xdot);
572: }
573: if (!th->X0) {
574: VecDuplicate(ts->vec_sol,&th->X0);
575: }
576: if (th->endpoint) {
577: VecDuplicate(ts->vec_sol,&th->affine);
578: }
580: th->order = (th->Theta == 0.5) ? 2 : 1;
582: TSGetDM(ts,&ts->dm);
583: DMCoarsenHookAdd(ts->dm,DMCoarsenHook_TSTheta,DMRestrictHook_TSTheta,ts);
584: DMSubDomainHookAdd(ts->dm,DMSubDomainHook_TSTheta,DMSubDomainRestrictHook_TSTheta,ts);
586: TSGetAdapt(ts,&ts->adapt);
587: TSAdaptCandidatesClear(ts->adapt);
588: if (!th->adapt) {
589: TSAdaptSetType(ts->adapt,TSADAPTNONE);
590: } else {
591: VecDuplicate(ts->vec_sol,&th->vec_sol_prev);
592: VecDuplicate(ts->vec_sol,&th->vec_lte_work);
593: if (ts->exact_final_time == TS_EXACTFINALTIME_UNSPECIFIED)
594: ts->exact_final_time = TS_EXACTFINALTIME_MATCHSTEP;
595: }
597: TSGetSNES(ts,&ts->snes);
598: return(0);
599: }
601: /*------------------------------------------------------------*/
605: static PetscErrorCode TSAdjointSetUp_Theta(TS ts)
606: {
607: TS_Theta *th = (TS_Theta*)ts->data;
611: VecDuplicateVecs(ts->vecs_sensi[0],ts->numcost,&th->VecsDeltaLam);
612: if(ts->vecs_sensip) {
613: VecDuplicateVecs(ts->vecs_sensip[0],ts->numcost,&th->VecsDeltaMu);
614: }
615: VecDuplicateVecs(ts->vecs_sensi[0],ts->numcost,&th->VecsSensiTemp);
616: return(0);
617: }
618: /*------------------------------------------------------------*/
622: static PetscErrorCode TSSetFromOptions_Theta(PetscOptionItems *PetscOptionsObject,TS ts)
623: {
624: TS_Theta *th = (TS_Theta*)ts->data;
628: PetscOptionsHead(PetscOptionsObject,"Theta ODE solver options");
629: {
630: PetscOptionsReal("-ts_theta_theta","Location of stage (0<Theta<=1)","TSThetaSetTheta",th->Theta,&th->Theta,NULL);
631: PetscOptionsBool("-ts_theta_endpoint","Use the endpoint instead of midpoint form of the Theta method","TSThetaSetEndpoint",th->endpoint,&th->endpoint,NULL);
632: PetscOptionsBool("-ts_theta_adapt","Use time-step adaptivity with the Theta method","",th->adapt,&th->adapt,NULL);
633: PetscOptionsBool("-ts_theta_initial_guess_extrapolate","Extrapolate stage initial guess from previous solution (sometimes unstable)","TSThetaSetExtrapolate",th->extrapolate,&th->extrapolate,NULL);
634: }
635: PetscOptionsTail();
636: return(0);
637: }
641: static PetscErrorCode TSView_Theta(TS ts,PetscViewer viewer)
642: {
643: TS_Theta *th = (TS_Theta*)ts->data;
644: PetscBool iascii;
648: PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);
649: if (iascii) {
650: PetscViewerASCIIPrintf(viewer," Theta=%g\n",(double)th->Theta);
651: PetscViewerASCIIPrintf(viewer," Extrapolation=%s\n",th->extrapolate ? "yes" : "no");
652: }
653: if (ts->adapt) {TSAdaptView(ts->adapt,viewer);}
654: if (ts->snes) {SNESView(ts->snes,viewer);}
655: return(0);
656: }
660: static PetscErrorCode TSThetaGetTheta_Theta(TS ts,PetscReal *theta)
661: {
662: TS_Theta *th = (TS_Theta*)ts->data;
665: *theta = th->Theta;
666: return(0);
667: }
671: static PetscErrorCode TSThetaSetTheta_Theta(TS ts,PetscReal theta)
672: {
673: TS_Theta *th = (TS_Theta*)ts->data;
676: if (theta <= 0 || 1 < theta) SETERRQ1(PetscObjectComm((PetscObject)ts),PETSC_ERR_ARG_OUTOFRANGE,"Theta %g not in range (0,1]",(double)theta);
677: th->Theta = theta;
678: th->order = (th->Theta == 0.5) ? 2 : 1;
679: return(0);
680: }
684: static PetscErrorCode TSThetaGetEndpoint_Theta(TS ts,PetscBool *endpoint)
685: {
686: TS_Theta *th = (TS_Theta*)ts->data;
689: *endpoint = th->endpoint;
690: return(0);
691: }
695: static PetscErrorCode TSThetaSetEndpoint_Theta(TS ts,PetscBool flg)
696: {
697: TS_Theta *th = (TS_Theta*)ts->data;
700: th->endpoint = flg;
701: return(0);
702: }
704: #if defined(PETSC_HAVE_COMPLEX)
707: static PetscErrorCode TSComputeLinearStability_Theta(TS ts,PetscReal xr,PetscReal xi,PetscReal *yr,PetscReal *yi)
708: {
709: PetscComplex z = xr + xi*PETSC_i,f;
710: TS_Theta *th = (TS_Theta*)ts->data;
711: const PetscReal one = 1.0;
714: f = (one + (one - th->Theta)*z)/(one - th->Theta*z);
715: *yr = PetscRealPartComplex(f);
716: *yi = PetscImaginaryPartComplex(f);
717: return(0);
718: }
719: #endif
723: static PetscErrorCode TSGetStages_Theta(TS ts,PetscInt *ns,Vec **Y)
724: {
725: TS_Theta *th = (TS_Theta*)ts->data;
728: if (ns) *ns = 1;
729: if (Y) *Y = th->endpoint ? &(th->X0) : &(th->X);
730: return(0);
731: }
733: /* ------------------------------------------------------------ */
734: /*MC
735: TSTHETA - DAE solver using the implicit Theta method
737: Level: beginner
739: Options Database:
740: + -ts_theta_theta <Theta> - Location of stage (0<Theta<=1)
741: . -ts_theta_endpoint <flag> - Use the endpoint (like Crank-Nicholson) instead of midpoint form of the Theta method
742: . -ts_theta_adapt <flg> - Use time-step adaptivity with the Theta method
743: - -ts_theta_initial_guess_extrapolate <flg> - Extrapolate stage initial guess from previous solution (sometimes unstable)
745: Notes:
746: $ -ts_type theta -ts_theta_theta 1.0 corresponds to backward Euler (TSBEULER)
747: $ -ts_type theta -ts_theta_theta 0.5 corresponds to the implicit midpoint rule
748: $ -ts_type theta -ts_theta_theta 0.5 -ts_theta_endpoint corresponds to Crank-Nicholson (TSCN)
750: This method can be applied to DAE.
752: This method is cast as a 1-stage implicit Runge-Kutta method.
754: .vb
755: Theta | Theta
756: -------------
757: | 1
758: .ve
760: For the default Theta=0.5, this is also known as the implicit midpoint rule.
762: When the endpoint variant is chosen, the method becomes a 2-stage method with first stage explicit:
764: .vb
765: 0 | 0 0
766: 1 | 1-Theta Theta
767: -------------------
768: | 1-Theta Theta
769: .ve
771: For the default Theta=0.5, this is the trapezoid rule (also known as Crank-Nicolson, see TSCN).
773: To apply a diagonally implicit RK method to DAE, the stage formula
775: $ Y_i = X + h sum_j a_ij Y'_j
777: is interpreted as a formula for Y'_i in terms of Y_i and known values (Y'_j, j<i)
779: .seealso: TSCreate(), TS, TSSetType(), TSCN, TSBEULER, TSThetaSetTheta(), TSThetaSetEndpoint()
781: M*/
784: PETSC_EXTERN PetscErrorCode TSCreate_Theta(TS ts)
785: {
786: TS_Theta *th;
790: ts->ops->reset = TSReset_Theta;
791: ts->ops->destroy = TSDestroy_Theta;
792: ts->ops->view = TSView_Theta;
793: ts->ops->setup = TSSetUp_Theta;
794: ts->ops->adjointsetup = TSAdjointSetUp_Theta;
795: ts->ops->step = TSStep_Theta;
796: ts->ops->interpolate = TSInterpolate_Theta;
797: ts->ops->evaluatewlte = TSEvaluateWLTE_Theta;
798: ts->ops->rollback = TSRollBack_Theta;
799: ts->ops->setfromoptions = TSSetFromOptions_Theta;
800: ts->ops->snesfunction = SNESTSFormFunction_Theta;
801: ts->ops->snesjacobian = SNESTSFormJacobian_Theta;
802: #if defined(PETSC_HAVE_COMPLEX)
803: ts->ops->linearstability = TSComputeLinearStability_Theta;
804: #endif
805: ts->ops->getstages = TSGetStages_Theta;
806: ts->ops->adjointstep = TSAdjointStep_Theta;
807: ts->ops->adjointintegral = TSAdjointCostIntegral_Theta;
808: ts->ops->forwardintegral = TSForwardCostIntegral_Theta;
810: PetscNewLog(ts,&th);
811: ts->data = (void*)th;
813: th->extrapolate = PETSC_FALSE;
814: th->Theta = 0.5;
815: th->order = 2;
816: th->adapt = PETSC_FALSE;
817: PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetTheta_C",TSThetaGetTheta_Theta);
818: PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetTheta_C",TSThetaSetTheta_Theta);
819: PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetEndpoint_C",TSThetaGetEndpoint_Theta);
820: PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetEndpoint_C",TSThetaSetEndpoint_Theta);
821: return(0);
822: }
826: /*@
827: TSThetaGetTheta - Get the abscissa of the stage in (0,1].
829: Not Collective
831: Input Parameter:
832: . ts - timestepping context
834: Output Parameter:
835: . theta - stage abscissa
837: Note:
838: Use of this function is normally only required to hack TSTHETA to use a modified integration scheme.
840: Level: Advanced
842: .seealso: TSThetaSetTheta()
843: @*/
844: PetscErrorCode TSThetaGetTheta(TS ts,PetscReal *theta)
845: {
851: PetscUseMethod(ts,"TSThetaGetTheta_C",(TS,PetscReal*),(ts,theta));
852: return(0);
853: }
857: /*@
858: TSThetaSetTheta - Set the abscissa of the stage in (0,1].
860: Not Collective
862: Input Parameter:
863: + ts - timestepping context
864: - theta - stage abscissa
866: Options Database:
867: . -ts_theta_theta <theta>
869: Level: Intermediate
871: .seealso: TSThetaGetTheta()
872: @*/
873: PetscErrorCode TSThetaSetTheta(TS ts,PetscReal theta)
874: {
879: PetscTryMethod(ts,"TSThetaSetTheta_C",(TS,PetscReal),(ts,theta));
880: return(0);
881: }
885: /*@
886: TSThetaGetEndpoint - Gets whether to use the endpoint variant of the method (e.g. trapezoid/Crank-Nicolson instead of midpoint rule).
888: Not Collective
890: Input Parameter:
891: . ts - timestepping context
893: Output Parameter:
894: . endpoint - PETSC_TRUE when using the endpoint variant
896: Level: Advanced
898: .seealso: TSThetaSetEndpoint(), TSTHETA, TSCN
899: @*/
900: PetscErrorCode TSThetaGetEndpoint(TS ts,PetscBool *endpoint)
901: {
907: PetscUseMethod(ts,"TSThetaGetEndpoint_C",(TS,PetscBool*),(ts,endpoint));
908: return(0);
909: }
913: /*@
914: TSThetaSetEndpoint - Sets whether to use the endpoint variant of the method (e.g. trapezoid/Crank-Nicolson instead of midpoint rule).
916: Not Collective
918: Input Parameter:
919: + ts - timestepping context
920: - flg - PETSC_TRUE to use the endpoint variant
922: Options Database:
923: . -ts_theta_endpoint <flg>
925: Level: Intermediate
927: .seealso: TSTHETA, TSCN
928: @*/
929: PetscErrorCode TSThetaSetEndpoint(TS ts,PetscBool flg)
930: {
935: PetscTryMethod(ts,"TSThetaSetEndpoint_C",(TS,PetscBool),(ts,flg));
936: return(0);
937: }
939: /*
940: * TSBEULER and TSCN are straightforward specializations of TSTHETA.
941: * The creation functions for these specializations are below.
942: */
946: static PetscErrorCode TSSetUp_BEuler(TS ts)
947: {
948: TS_Theta *th = (TS_Theta*)ts->data;
952: if (th->Theta != 1.0) SETERRQ(PetscObjectComm((PetscObject)ts),PETSC_ERR_OPT_OVERWRITE,"Can not change the default value (1) of theta when using backward Euler\n");
953: if (th->endpoint) SETERRQ(PetscObjectComm((PetscObject)ts),PETSC_ERR_OPT_OVERWRITE,"Can not change to the endpoint form of the Theta methods when using backward Euler\n");
954: TSSetUp_Theta(ts);
955: return(0);
956: }
960: static PetscErrorCode TSView_BEuler(TS ts,PetscViewer viewer)
961: {
965: if (ts->adapt) {TSAdaptView(ts->adapt,viewer);}
966: if (ts->snes) {SNESView(ts->snes,viewer);}
967: return(0);
968: }
970: /*MC
971: TSBEULER - ODE solver using the implicit backward Euler method
973: Level: beginner
975: Notes:
976: TSBEULER is equivalent to TSTHETA with Theta=1.0
978: $ -ts_type theta -ts_theta_theta 1.0
980: .seealso: TSCreate(), TS, TSSetType(), TSEULER, TSCN, TSTHETA
982: M*/
985: PETSC_EXTERN PetscErrorCode TSCreate_BEuler(TS ts)
986: {
990: TSCreate_Theta(ts);
991: TSThetaSetTheta(ts,1.0);
992: TSThetaSetEndpoint(ts,PETSC_FALSE);
993: ts->ops->setup = TSSetUp_BEuler;
994: ts->ops->view = TSView_BEuler;
995: return(0);
996: }
1000: static PetscErrorCode TSSetUp_CN(TS ts)
1001: {
1002: TS_Theta *th = (TS_Theta*)ts->data;
1006: if (th->Theta != 0.5) SETERRQ(PetscObjectComm((PetscObject)ts),PETSC_ERR_OPT_OVERWRITE,"Can not change the default value (0.5) of theta when using Crank-Nicolson\n");
1007: if (!th->endpoint) SETERRQ(PetscObjectComm((PetscObject)ts),PETSC_ERR_OPT_OVERWRITE,"Can not change to the midpoint form of the Theta methods when using Crank-Nicolson\n");
1008: TSSetUp_Theta(ts);
1009: return(0);
1010: }
1014: static PetscErrorCode TSView_CN(TS ts,PetscViewer viewer)
1015: {
1019: if (ts->adapt) {TSAdaptView(ts->adapt,viewer);}
1020: if (ts->snes) {SNESView(ts->snes,viewer);}
1021: return(0);
1022: }
1024: /*MC
1025: TSCN - ODE solver using the implicit Crank-Nicolson method.
1027: Level: beginner
1029: Notes:
1030: TSCN is equivalent to TSTHETA with Theta=0.5 and the "endpoint" option set. I.e.
1032: $ -ts_type theta -ts_theta_theta 0.5 -ts_theta_endpoint
1034: .seealso: TSCreate(), TS, TSSetType(), TSBEULER, TSTHETA
1036: M*/
1039: PETSC_EXTERN PetscErrorCode TSCreate_CN(TS ts)
1040: {
1044: TSCreate_Theta(ts);
1045: TSThetaSetTheta(ts,0.5);
1046: TSThetaSetEndpoint(ts,PETSC_TRUE);
1047: ts->ops->setup = TSSetUp_CN;
1048: ts->ops->view = TSView_CN;
1049: return(0);
1050: }