xref: /petsc/src/ts/impls/implicit/theta/theta.c (revision 1d14d03bfa806db18a4efd8bfa987efa26a1ddb0)
1316643e7SJed Brown /*
2316643e7SJed Brown   Code for timestepping with implicit Theta method
3316643e7SJed Brown */
4af0996ceSBarry Smith #include <petsc/private/tsimpl.h>                /*I   "petscts.h"   I*/
5a055c8caSBarry Smith #include <petscsnes.h>
61e25c274SJed Brown #include <petscdm.h>
73c54f92cSHong Zhang #include <petscmat.h>
8316643e7SJed Brown 
9316643e7SJed Brown typedef struct {
10715f1b00SHong Zhang   /* context for time stepping */
111566a47fSLisandro Dalcin   PetscReal    stage_time;
121566a47fSLisandro Dalcin   Vec          X0,X,Xdot;                /* Storage for stages and time derivative */
131566a47fSLisandro Dalcin   Vec          affine;                   /* Affine vector needed for residual at beginning of step in endpoint formulation */
141566a47fSLisandro Dalcin   PetscReal    Theta;
15715f1b00SHong Zhang   PetscReal    ptime;
16715f1b00SHong Zhang   PetscReal    time_step;
171566a47fSLisandro Dalcin   PetscInt     order;
181566a47fSLisandro Dalcin   PetscBool    endpoint;
191566a47fSLisandro Dalcin   PetscBool    extrapolate;
20715f1b00SHong Zhang   TSStepStatus status;
21715f1b00SHong Zhang   Vec          VecCostIntegral0;         /* Backup for roll-backs due to events */
221566a47fSLisandro Dalcin 
23715f1b00SHong Zhang   /* context for sensitivity analysis */
24022c081aSHong Zhang   PetscInt     num_tlm;                  /* Total number of tangent linear equations */
25b5e0532dSHong Zhang   Vec          *VecsDeltaLam;            /* Increment of the adjoint sensitivity w.r.t IC at stage */
26b5e0532dSHong Zhang   Vec          *VecsDeltaMu;             /* Increment of the adjoint sensitivity w.r.t P at stage */
2713b1b0ffSHong Zhang   Vec          *VecsSensiTemp;           /* Vector to be multiplied with Jacobian transpose */
2813b1b0ffSHong Zhang   Mat          MatDeltaFwdSensip;        /* Increment of the forward sensitivity at stage */
29b5b4017aSHong Zhang   Vec          VecDeltaFwdSensipCol;     /* Working vector for holding one column of the sensitivity matrix */
3013b1b0ffSHong Zhang   Mat          MatFwdSensip0;            /* backup for roll-backs due to events */
31715f1b00SHong Zhang   Vec          VecIntegralSensipTemp;    /* Working vector for forward integral sensitivity */
326f92202bSHong Zhang   Vec          *VecsIntegralSensip0;     /* backup for roll-backs due to events */
33b5b4017aSHong Zhang   Vec          *VecsDeltaLam2;           /* Increment of the 2nd-order adjoint sensitivity w.r.t IC at stage */
34b5b4017aSHong Zhang   Vec          *VecsDeltaMu2;            /* Increment of the 2nd-order adjoint sensitivity w.r.t P at stage */
35b5b4017aSHong Zhang   Vec          *VecsSensi2Temp;          /* Working vectors that holds the residual for the second-order adjoint */
36b5b4017aSHong Zhang   Vec          *VecsAffine;              /* Working vectors to store residuals */
37715f1b00SHong Zhang   /* context for error estimation */
381566a47fSLisandro Dalcin   Vec          vec_sol_prev;
391566a47fSLisandro Dalcin   Vec          vec_lte_work;
40316643e7SJed Brown } TS_Theta;
41316643e7SJed Brown 
427445fe48SJed Brown static PetscErrorCode TSThetaGetX0AndXdot(TS ts,DM dm,Vec *X0,Vec *Xdot)
437445fe48SJed Brown {
447445fe48SJed Brown   TS_Theta       *th = (TS_Theta*)ts->data;
457445fe48SJed Brown   PetscErrorCode ierr;
467445fe48SJed Brown 
477445fe48SJed Brown   PetscFunctionBegin;
487445fe48SJed Brown   if (X0) {
497445fe48SJed Brown     if (dm && dm != ts->dm) {
500d0b770aSPeter Brune       ierr = DMGetNamedGlobalVector(dm,"TSTheta_X0",X0);CHKERRQ(ierr);
517445fe48SJed Brown     } else *X0 = ts->vec_sol;
527445fe48SJed Brown   }
537445fe48SJed Brown   if (Xdot) {
547445fe48SJed Brown     if (dm && dm != ts->dm) {
550d0b770aSPeter Brune       ierr = DMGetNamedGlobalVector(dm,"TSTheta_Xdot",Xdot);CHKERRQ(ierr);
567445fe48SJed Brown     } else *Xdot = th->Xdot;
577445fe48SJed Brown   }
587445fe48SJed Brown   PetscFunctionReturn(0);
597445fe48SJed Brown }
607445fe48SJed Brown 
610d0b770aSPeter Brune static PetscErrorCode TSThetaRestoreX0AndXdot(TS ts,DM dm,Vec *X0,Vec *Xdot)
620d0b770aSPeter Brune {
630d0b770aSPeter Brune   PetscErrorCode ierr;
640d0b770aSPeter Brune 
650d0b770aSPeter Brune   PetscFunctionBegin;
660d0b770aSPeter Brune   if (X0) {
670d0b770aSPeter Brune     if (dm && dm != ts->dm) {
680d0b770aSPeter Brune       ierr = DMRestoreNamedGlobalVector(dm,"TSTheta_X0",X0);CHKERRQ(ierr);
690d0b770aSPeter Brune     }
700d0b770aSPeter Brune   }
710d0b770aSPeter Brune   if (Xdot) {
720d0b770aSPeter Brune     if (dm && dm != ts->dm) {
730d0b770aSPeter Brune       ierr = DMRestoreNamedGlobalVector(dm,"TSTheta_Xdot",Xdot);CHKERRQ(ierr);
740d0b770aSPeter Brune     }
750d0b770aSPeter Brune   }
760d0b770aSPeter Brune   PetscFunctionReturn(0);
770d0b770aSPeter Brune }
780d0b770aSPeter Brune 
797445fe48SJed Brown static PetscErrorCode DMCoarsenHook_TSTheta(DM fine,DM coarse,void *ctx)
807445fe48SJed Brown {
817445fe48SJed Brown   PetscFunctionBegin;
827445fe48SJed Brown   PetscFunctionReturn(0);
837445fe48SJed Brown }
847445fe48SJed Brown 
857445fe48SJed Brown static PetscErrorCode DMRestrictHook_TSTheta(DM fine,Mat restrct,Vec rscale,Mat inject,DM coarse,void *ctx)
867445fe48SJed Brown {
877445fe48SJed Brown   TS             ts = (TS)ctx;
887445fe48SJed Brown   PetscErrorCode ierr;
897445fe48SJed Brown   Vec            X0,Xdot,X0_c,Xdot_c;
907445fe48SJed Brown 
917445fe48SJed Brown   PetscFunctionBegin;
927445fe48SJed Brown   ierr = TSThetaGetX0AndXdot(ts,fine,&X0,&Xdot);CHKERRQ(ierr);
937445fe48SJed Brown   ierr = TSThetaGetX0AndXdot(ts,coarse,&X0_c,&Xdot_c);CHKERRQ(ierr);
947445fe48SJed Brown   ierr = MatRestrict(restrct,X0,X0_c);CHKERRQ(ierr);
957445fe48SJed Brown   ierr = MatRestrict(restrct,Xdot,Xdot_c);CHKERRQ(ierr);
967445fe48SJed Brown   ierr = VecPointwiseMult(X0_c,rscale,X0_c);CHKERRQ(ierr);
977445fe48SJed Brown   ierr = VecPointwiseMult(Xdot_c,rscale,Xdot_c);CHKERRQ(ierr);
980d0b770aSPeter Brune   ierr = TSThetaRestoreX0AndXdot(ts,fine,&X0,&Xdot);CHKERRQ(ierr);
990d0b770aSPeter Brune   ierr = TSThetaRestoreX0AndXdot(ts,coarse,&X0_c,&Xdot_c);CHKERRQ(ierr);
1007445fe48SJed Brown   PetscFunctionReturn(0);
1017445fe48SJed Brown }
1027445fe48SJed Brown 
103258e1594SPeter Brune static PetscErrorCode DMSubDomainHook_TSTheta(DM dm,DM subdm,void *ctx)
104258e1594SPeter Brune {
105258e1594SPeter Brune   PetscFunctionBegin;
106258e1594SPeter Brune   PetscFunctionReturn(0);
107258e1594SPeter Brune }
108258e1594SPeter Brune 
109258e1594SPeter Brune static PetscErrorCode DMSubDomainRestrictHook_TSTheta(DM dm,VecScatter gscat,VecScatter lscat,DM subdm,void *ctx)
110258e1594SPeter Brune {
111258e1594SPeter Brune   TS             ts = (TS)ctx;
112258e1594SPeter Brune   PetscErrorCode ierr;
113258e1594SPeter Brune   Vec            X0,Xdot,X0_sub,Xdot_sub;
114258e1594SPeter Brune 
115258e1594SPeter Brune   PetscFunctionBegin;
116258e1594SPeter Brune   ierr = TSThetaGetX0AndXdot(ts,dm,&X0,&Xdot);CHKERRQ(ierr);
117258e1594SPeter Brune   ierr = TSThetaGetX0AndXdot(ts,subdm,&X0_sub,&Xdot_sub);CHKERRQ(ierr);
118258e1594SPeter Brune 
119258e1594SPeter Brune   ierr = VecScatterBegin(gscat,X0,X0_sub,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr);
120258e1594SPeter Brune   ierr = VecScatterEnd(gscat,X0,X0_sub,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr);
121258e1594SPeter Brune 
122258e1594SPeter Brune   ierr = VecScatterBegin(gscat,Xdot,Xdot_sub,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr);
123258e1594SPeter Brune   ierr = VecScatterEnd(gscat,Xdot,Xdot_sub,INSERT_VALUES,SCATTER_FORWARD);CHKERRQ(ierr);
124258e1594SPeter Brune 
125258e1594SPeter Brune   ierr = TSThetaRestoreX0AndXdot(ts,dm,&X0,&Xdot);CHKERRQ(ierr);
126258e1594SPeter Brune   ierr = TSThetaRestoreX0AndXdot(ts,subdm,&X0_sub,&Xdot_sub);CHKERRQ(ierr);
127258e1594SPeter Brune   PetscFunctionReturn(0);
128258e1594SPeter Brune }
129258e1594SPeter Brune 
130022c081aSHong Zhang static PetscErrorCode TSThetaEvaluateCostIntegral(TS ts)
131022c081aSHong Zhang {
132022c081aSHong Zhang   TS_Theta       *th = (TS_Theta*)ts->data;
133022c081aSHong Zhang   PetscErrorCode ierr;
134022c081aSHong Zhang 
135022c081aSHong Zhang   PetscFunctionBegin;
136022c081aSHong Zhang   if (th->endpoint) {
137022c081aSHong Zhang     /* Evolve ts->vec_costintegral to compute integrals */
138022c081aSHong Zhang     if (th->Theta!=1.0) {
139022c081aSHong Zhang       ierr = TSComputeCostIntegrand(ts,th->ptime,th->X0,ts->vec_costintegrand);CHKERRQ(ierr);
140022c081aSHong Zhang       ierr = VecAXPY(ts->vec_costintegral,th->time_step*(1.0-th->Theta),ts->vec_costintegrand);CHKERRQ(ierr);
141022c081aSHong Zhang     }
142022c081aSHong Zhang     ierr = TSComputeCostIntegrand(ts,ts->ptime,ts->vec_sol,ts->vec_costintegrand);CHKERRQ(ierr);
143022c081aSHong Zhang     ierr = VecAXPY(ts->vec_costintegral,th->time_step*th->Theta,ts->vec_costintegrand);CHKERRQ(ierr);
144022c081aSHong Zhang   } else {
145022c081aSHong Zhang     ierr = TSComputeCostIntegrand(ts,th->stage_time,th->X,ts->vec_costintegrand);CHKERRQ(ierr);
146022c081aSHong Zhang     ierr = VecAXPY(ts->vec_costintegral,th->time_step,ts->vec_costintegrand);CHKERRQ(ierr);
147022c081aSHong Zhang   }
148022c081aSHong Zhang   PetscFunctionReturn(0);
149022c081aSHong Zhang }
150022c081aSHong Zhang 
151b1cb36f3SHong Zhang static PetscErrorCode TSForwardCostIntegral_Theta(TS ts)
152b1cb36f3SHong Zhang {
153b1cb36f3SHong Zhang   TS_Theta       *th = (TS_Theta*)ts->data;
154b1cb36f3SHong Zhang   PetscErrorCode ierr;
155b1cb36f3SHong Zhang 
156b1cb36f3SHong Zhang   PetscFunctionBegin;
157b1cb36f3SHong Zhang   /* backup cost integral */
158b1cb36f3SHong Zhang   ierr = VecCopy(ts->vec_costintegral,th->VecCostIntegral0);CHKERRQ(ierr);
159022c081aSHong Zhang   ierr = TSThetaEvaluateCostIntegral(ts);CHKERRQ(ierr);
160b1cb36f3SHong Zhang   PetscFunctionReturn(0);
161b1cb36f3SHong Zhang }
162b1cb36f3SHong Zhang 
163b1cb36f3SHong Zhang static PetscErrorCode TSAdjointCostIntegral_Theta(TS ts)
164b1cb36f3SHong Zhang {
165b1cb36f3SHong Zhang   PetscErrorCode ierr;
166b1cb36f3SHong Zhang 
167b1cb36f3SHong Zhang   PetscFunctionBegin;
168022c081aSHong Zhang   ierr = TSThetaEvaluateCostIntegral(ts);CHKERRQ(ierr);
16924655328SShri   PetscFunctionReturn(0);
17024655328SShri }
17124655328SShri 
172470880abSPatrick Sanan static PetscErrorCode TSTheta_SNESSolve(TS ts,Vec b,Vec x)
1731566a47fSLisandro Dalcin {
1741566a47fSLisandro Dalcin   PetscInt       nits,lits;
1751566a47fSLisandro Dalcin   PetscErrorCode ierr;
1761566a47fSLisandro Dalcin 
1771566a47fSLisandro Dalcin   PetscFunctionBegin;
1781566a47fSLisandro Dalcin   ierr = SNESSolve(ts->snes,b,x);CHKERRQ(ierr);
1791566a47fSLisandro Dalcin   ierr = SNESGetIterationNumber(ts->snes,&nits);CHKERRQ(ierr);
1801566a47fSLisandro Dalcin   ierr = SNESGetLinearSolveIterations(ts->snes,&lits);CHKERRQ(ierr);
1811566a47fSLisandro Dalcin   ts->snes_its += nits; ts->ksp_its += lits;
1821566a47fSLisandro Dalcin   PetscFunctionReturn(0);
1831566a47fSLisandro Dalcin }
1841566a47fSLisandro Dalcin 
185193ac0bcSJed Brown static PetscErrorCode TSStep_Theta(TS ts)
186316643e7SJed Brown {
187316643e7SJed Brown   TS_Theta       *th = (TS_Theta*)ts->data;
1881566a47fSLisandro Dalcin   PetscInt       rejections = 0;
1894957b756SLisandro Dalcin   PetscBool      stageok,accept = PETSC_TRUE;
1901566a47fSLisandro Dalcin   PetscReal      next_time_step = ts->time_step;
191051f2191SLisandro Dalcin   PetscErrorCode ierr;
192316643e7SJed Brown 
193316643e7SJed Brown   PetscFunctionBegin;
1941566a47fSLisandro Dalcin   if (!ts->steprollback) {
1952ffb9264SLisandro Dalcin     if (th->vec_sol_prev) { ierr = VecCopy(th->X0,th->vec_sol_prev);CHKERRQ(ierr); }
1963b1890cdSShri Abhyankar     ierr = VecCopy(ts->vec_sol,th->X0);CHKERRQ(ierr);
1971566a47fSLisandro Dalcin   }
1981566a47fSLisandro Dalcin 
1991566a47fSLisandro Dalcin   th->status = TS_STEP_INCOMPLETE;
2001566a47fSLisandro Dalcin   while (!ts->reason && th->status != TS_STEP_COMPLETE) {
201715f1b00SHong Zhang 
2021566a47fSLisandro Dalcin     PetscReal shift = 1/(th->Theta*ts->time_step);
2031566a47fSLisandro Dalcin     th->stage_time = ts->ptime + (th->endpoint ? (PetscReal)1 : th->Theta)*ts->time_step;
204316643e7SJed Brown 
205be5899b3SLisandro Dalcin     ierr = VecCopy(th->X0,th->X);CHKERRQ(ierr);
206fecfb714SLisandro Dalcin     if (th->extrapolate && !ts->steprestart) {
207be5899b3SLisandro Dalcin       ierr = VecAXPY(th->X,1/shift,th->Xdot);CHKERRQ(ierr);
208be5899b3SLisandro Dalcin     }
209eb284becSJed Brown     if (th->endpoint) { /* This formulation assumes linear time-independent mass matrix */
210eb284becSJed Brown       if (!th->affine) {ierr = VecDuplicate(ts->vec_sol,&th->affine);CHKERRQ(ierr);}
2111566a47fSLisandro Dalcin       ierr = VecZeroEntries(th->Xdot);CHKERRQ(ierr);
2121566a47fSLisandro Dalcin       ierr = TSComputeIFunction(ts,ts->ptime,th->X0,th->Xdot,th->affine,PETSC_FALSE);CHKERRQ(ierr);
2131566a47fSLisandro Dalcin       ierr = VecScale(th->affine,(th->Theta-1)/th->Theta);CHKERRQ(ierr);
2141566a47fSLisandro Dalcin     } else if (th->affine) { /* Just in case th->endpoint is changed between calls to TSStep_Theta() */
2151566a47fSLisandro Dalcin       ierr = VecZeroEntries(th->affine);CHKERRQ(ierr);
216eb284becSJed Brown     }
217be5899b3SLisandro Dalcin     ierr = TSPreStage(ts,th->stage_time);CHKERRQ(ierr);
218470880abSPatrick Sanan     ierr = TSTheta_SNESSolve(ts,th->affine,th->X);CHKERRQ(ierr);
219be5899b3SLisandro Dalcin     ierr = TSPostStage(ts,th->stage_time,0,&th->X);CHKERRQ(ierr);
2201566a47fSLisandro Dalcin     ierr = TSAdaptCheckStage(ts->adapt,ts,th->stage_time,th->X,&stageok);CHKERRQ(ierr);
221fecfb714SLisandro Dalcin     if (!stageok) goto reject_step;
222051f2191SLisandro Dalcin 
223051f2191SLisandro Dalcin     th->status = TS_STEP_PENDING;
2241566a47fSLisandro Dalcin     if (th->endpoint) {
2251566a47fSLisandro Dalcin       ierr = VecCopy(th->X,ts->vec_sol);CHKERRQ(ierr);
2261566a47fSLisandro Dalcin     } else {
227cb3a5882SLisandro Dalcin       ierr = VecAXPBYPCZ(th->Xdot,-shift,shift,0,th->X0,th->X);CHKERRQ(ierr);
2281566a47fSLisandro Dalcin       ierr = VecAXPY(ts->vec_sol,ts->time_step,th->Xdot);CHKERRQ(ierr);
2291566a47fSLisandro Dalcin     }
2301566a47fSLisandro Dalcin     ierr = TSAdaptChoose(ts->adapt,ts,ts->time_step,NULL,&next_time_step,&accept);CHKERRQ(ierr);
2311566a47fSLisandro Dalcin     th->status = accept ? TS_STEP_COMPLETE : TS_STEP_INCOMPLETE;
2321566a47fSLisandro Dalcin     if (!accept) {
2331566a47fSLisandro Dalcin       ierr = VecCopy(th->X0,ts->vec_sol);CHKERRQ(ierr);
234be5899b3SLisandro Dalcin       ts->time_step = next_time_step;
235be5899b3SLisandro Dalcin       goto reject_step;
236051f2191SLisandro Dalcin     }
2373b1890cdSShri Abhyankar 
238715f1b00SHong Zhang     if (ts->forward_solve || ts->costintegralfwd) { /* Save the info for the later use in cost integral evaluation */
239b1cb36f3SHong Zhang       th->ptime     = ts->ptime;
240b1cb36f3SHong Zhang       th->time_step = ts->time_step;
24117145e75SHong Zhang     }
2421566a47fSLisandro Dalcin 
2432b5a38e1SLisandro Dalcin     ts->ptime += ts->time_step;
244cdbf8f93SLisandro Dalcin     ts->time_step = next_time_step;
245051f2191SLisandro Dalcin     break;
246051f2191SLisandro Dalcin 
247051f2191SLisandro Dalcin   reject_step:
248fecfb714SLisandro Dalcin     ts->reject++; accept = PETSC_FALSE;
2491566a47fSLisandro Dalcin     if (!ts->reason && ++rejections > ts->max_reject && ts->max_reject >= 0) {
250051f2191SLisandro Dalcin       ts->reason = TS_DIVERGED_STEP_REJECTED;
2511566a47fSLisandro Dalcin       ierr = PetscInfo2(ts,"Step=%D, step rejections %D greater than current TS allowed, stopping solve\n",ts->steps,rejections);CHKERRQ(ierr);
2523b1890cdSShri Abhyankar     }
2533b1890cdSShri Abhyankar   }
254316643e7SJed Brown   PetscFunctionReturn(0);
255316643e7SJed Brown }
256316643e7SJed Brown 
257c9681e5dSHong Zhang static PetscErrorCode TSAdjointStepBEuler_Private(TS ts)
258c9681e5dSHong Zhang {
259c9681e5dSHong Zhang   TS_Theta       *th = (TS_Theta*)ts->data;
260c9681e5dSHong Zhang   Vec            *VecsDeltaLam = th->VecsDeltaLam,*VecsDeltaMu = th->VecsDeltaMu,*VecsSensiTemp = th->VecsSensiTemp;
261c9681e5dSHong Zhang   Vec            *VecsDeltaLam2 = th->VecsDeltaLam2,*VecsDeltaMu2 = th->VecsDeltaMu2,*VecsSensi2Temp = th->VecsSensi2Temp;
262c9681e5dSHong Zhang   PetscInt       nadj;
263c9681e5dSHong Zhang   Mat            J,Jp;
264c9681e5dSHong Zhang   KSP            ksp;
265c9681e5dSHong Zhang   PetscReal      shift;
266c9681e5dSHong Zhang   PetscScalar    *xarr;
267c9681e5dSHong Zhang   PetscErrorCode ierr;
268c9681e5dSHong Zhang 
269c9681e5dSHong Zhang   PetscFunctionBegin;
270c9681e5dSHong Zhang   th->status = TS_STEP_INCOMPLETE;
271c9681e5dSHong Zhang   ierr = SNESGetKSP(ts->snes,&ksp);CHKERRQ(ierr);
272c9681e5dSHong Zhang   ierr = TSGetIJacobian(ts,&J,&Jp,NULL,NULL);CHKERRQ(ierr);
273c9681e5dSHong Zhang 
274c9681e5dSHong Zhang   /* If endpoint=1, th->ptime and th->X0 will be used; if endpoint=0, th->stage_time and th->X will be used. */
275c9681e5dSHong Zhang   th->stage_time = ts->ptime; /* time_step is negative*/
276c9681e5dSHong Zhang   th->ptime      = ts->ptime + ts->time_step;
277c9681e5dSHong Zhang   th->time_step  = -ts->time_step;
278c9681e5dSHong Zhang 
279c9681e5dSHong Zhang   /* Build RHS for first-order adjoint */
280c9681e5dSHong Zhang   if (ts->vec_costintegral) { /* Cost function has an integral term */
281c9681e5dSHong Zhang     ierr = TSComputeDRDUFunction(ts,th->stage_time,th->X,ts->vecs_drdu);CHKERRQ(ierr);
282c9681e5dSHong Zhang   }
283c9681e5dSHong Zhang   for (nadj=0; nadj<ts->numcost; nadj++) {
284c9681e5dSHong Zhang     ierr = VecCopy(ts->vecs_sensi[nadj],VecsSensiTemp[nadj]);CHKERRQ(ierr);
285c9681e5dSHong Zhang     ierr = VecScale(VecsSensiTemp[nadj],1./th->time_step);CHKERRQ(ierr); /* lambda_{n+1}/h */
286c9681e5dSHong Zhang     if (ts->vec_costintegral) {
287c9681e5dSHong Zhang       ierr = VecAXPY(VecsSensiTemp[nadj],1.,ts->vecs_drdu[nadj]);CHKERRQ(ierr);
288c9681e5dSHong Zhang     }
289c9681e5dSHong Zhang   }
290c9681e5dSHong Zhang 
291c9681e5dSHong Zhang   /* Build LHS for first-order adjoint */
292c9681e5dSHong Zhang   shift = 1./th->time_step;
293c9681e5dSHong Zhang   ierr = TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr);
294c9681e5dSHong Zhang   ierr = KSPSetOperators(ksp,J,Jp);CHKERRQ(ierr);
295c9681e5dSHong Zhang 
296c9681e5dSHong Zhang   /* Solve stage equation LHS*lambda_s = RHS for first-order adjoint */
297c9681e5dSHong Zhang   for (nadj=0; nadj<ts->numcost; nadj++) {
298c9681e5dSHong Zhang     KSPConvergedReason kspreason;
299c9681e5dSHong Zhang     ierr = KSPSolveTranspose(ksp,VecsSensiTemp[nadj],VecsDeltaLam[nadj]);CHKERRQ(ierr);
300c9681e5dSHong Zhang     ierr = KSPGetConvergedReason(ksp,&kspreason);CHKERRQ(ierr);
301c9681e5dSHong Zhang     if (kspreason < 0) {
302c9681e5dSHong Zhang       ts->reason = TSADJOINT_DIVERGED_LINEAR_SOLVE;
303c9681e5dSHong Zhang       ierr = PetscInfo2(ts,"Step=%D, %Dth cost function, transposed linear solve fails, stopping adjoint solve\n",ts->steps,nadj);CHKERRQ(ierr);
304c9681e5dSHong Zhang     }
305c9681e5dSHong Zhang   }
306c9681e5dSHong Zhang 
307c9681e5dSHong Zhang   if (ts->vecs_sensi2) { /* U_{n+1} */
308c9681e5dSHong Zhang     /* Get w1 at t_{n+1} from TLM matrix */
309c9681e5dSHong Zhang     ierr = MatDenseGetColumn(ts->mat_sensip,0,&xarr);CHKERRQ(ierr);
310c9681e5dSHong Zhang     ierr = VecPlaceArray(ts->vec_sensip_col,xarr);CHKERRQ(ierr);
311c9681e5dSHong Zhang     /* lambda_s^T F_UU w_1 */
312c9681e5dSHong Zhang     ierr = TSComputeIHessianProductFunction1(ts,th->stage_time,th->X,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fuu);CHKERRQ(ierr);
313c9681e5dSHong Zhang     if (ts->vecs_fup) {
314c9681e5dSHong Zhang       /* lambda_s^T F_UP w_2 */
315c9681e5dSHong Zhang       ierr = TSComputeIHessianProductFunction2(ts,th->stage_time,th->X,VecsDeltaLam,ts->vec_dir,ts->vecs_fup);CHKERRQ(ierr);
316c9681e5dSHong Zhang     }
317c9681e5dSHong Zhang     for (nadj=0; nadj<ts->numcost; nadj++) { /* compute the residual */
318c9681e5dSHong Zhang       ierr = VecCopy(ts->vecs_sensi2[nadj],VecsSensi2Temp[nadj]);CHKERRQ(ierr);
319c9681e5dSHong Zhang       ierr = VecScale(VecsSensi2Temp[nadj],shift);CHKERRQ(ierr);
320c9681e5dSHong Zhang       ierr = VecAXPY(VecsSensi2Temp[nadj],1.,ts->vecs_fuu[nadj]);CHKERRQ(ierr);
321c9681e5dSHong Zhang       if (ts->vecs_fup) {
322c9681e5dSHong Zhang         ierr = VecAXPY(VecsSensi2Temp[nadj],1.,ts->vecs_fup[nadj]);CHKERRQ(ierr);
323c9681e5dSHong Zhang       }
324c9681e5dSHong Zhang     }
325c9681e5dSHong Zhang     /* Solve stage equation LHS X = RHS for second-order adjoint */
326c9681e5dSHong Zhang     for (nadj=0; nadj<ts->numcost; nadj++) {
32705c9950eSHong Zhang       KSPConvergedReason kspreason;
328c9681e5dSHong Zhang       ierr = KSPSolveTranspose(ksp,VecsSensi2Temp[nadj],VecsDeltaLam2[nadj]);CHKERRQ(ierr);
32905c9950eSHong Zhang       ierr = KSPGetConvergedReason(ksp,&kspreason);CHKERRQ(ierr);
33005c9950eSHong Zhang       if (kspreason < 0) {
33105c9950eSHong Zhang         ts->reason = TSADJOINT_DIVERGED_LINEAR_SOLVE;
33205c9950eSHong Zhang         ierr = PetscInfo2(ts,"Step=%D, %Dth cost function, transposed linear solve fails, stopping adjoint solve\n",ts->steps,nadj);CHKERRQ(ierr);
33305c9950eSHong Zhang       }
334c9681e5dSHong Zhang     }
335c9681e5dSHong Zhang   }
336c9681e5dSHong Zhang 
337c9681e5dSHong Zhang   /* Update sensitivities, and evaluate integrals if there is any */
338c9681e5dSHong Zhang   shift = 0.0;
339c9681e5dSHong Zhang   ierr  = TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr); /* get -f_y */
340c9681e5dSHong Zhang   ierr  = MatScale(J,-1.);CHKERRQ(ierr);
341c9681e5dSHong Zhang   for (nadj=0; nadj<ts->numcost; nadj++) {
342c9681e5dSHong Zhang     ierr = MatMultTransposeAdd(J,VecsDeltaLam[nadj],VecsSensiTemp[nadj],VecsSensiTemp[nadj]);CHKERRQ(ierr);
343c9681e5dSHong Zhang     ierr = VecScale(VecsSensiTemp[nadj],th->time_step);CHKERRQ(ierr);
344c9681e5dSHong Zhang     ierr = VecCopy(VecsSensiTemp[nadj],ts->vecs_sensi[nadj]);CHKERRQ(ierr);
345c9681e5dSHong Zhang     if (ts->vecs_sensi2) {
346c9681e5dSHong Zhang       ierr = MatMultTransposeAdd(J,VecsDeltaLam2[nadj],VecsSensi2Temp[nadj],VecsSensi2Temp[nadj]);CHKERRQ(ierr);
347c9681e5dSHong Zhang       ierr = VecScale(VecsSensi2Temp[nadj],th->time_step);CHKERRQ(ierr);
348c9681e5dSHong Zhang       ierr = VecCopy(VecsSensi2Temp[nadj],ts->vecs_sensi2[nadj]);CHKERRQ(ierr);
349c9681e5dSHong Zhang     }
350c9681e5dSHong Zhang   }
351c9681e5dSHong Zhang   if (ts->vecs_sensip) {
352c9681e5dSHong Zhang     ierr = TSComputeIJacobianP(ts,th->stage_time,th->X,th->Xdot,shift,ts->Jacp,PETSC_FALSE);CHKERRQ(ierr); /* get -f_p */
353c9681e5dSHong Zhang     if (ts->vecs_sensi2p) {
354c9681e5dSHong Zhang       if (ts->vecs_fpu) {
355c9681e5dSHong Zhang         /* lambda_s^T F_PU w_1 */
356c9681e5dSHong Zhang         ierr = TSComputeIHessianProductFunction3(ts,th->stage_time,th->X,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fpu);CHKERRQ(ierr);
357c9681e5dSHong Zhang       }
358c9681e5dSHong Zhang       if (ts->vecs_fpp) {
359c9681e5dSHong Zhang         /* lambda_s^T F_PU w_2 */
360c9681e5dSHong Zhang         ierr = TSComputeIHessianProductFunction4(ts,th->stage_time,th->X,VecsDeltaLam,ts->vec_dir,ts->vecs_fpp);CHKERRQ(ierr);
361c9681e5dSHong Zhang       }
362c9681e5dSHong Zhang     }
363c9681e5dSHong Zhang     for (nadj=0; nadj<ts->numcost; nadj++) {
364c9681e5dSHong Zhang       ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);CHKERRQ(ierr);
365c9681e5dSHong Zhang       ierr = VecAXPY(ts->vecs_sensip[nadj],-th->time_step,VecsDeltaMu[nadj]);CHKERRQ(ierr);
366c9681e5dSHong Zhang       if (ts->vecs_sensi2p) {
367c9681e5dSHong Zhang         ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam2[nadj],VecsDeltaMu2[nadj]);CHKERRQ(ierr);
368c9681e5dSHong Zhang         ierr = VecAXPY(ts->vecs_sensi2p[nadj],-th->time_step,VecsDeltaMu2[nadj]);CHKERRQ(ierr);
369c9681e5dSHong Zhang         if (ts->vecs_fpu) {
370c9681e5dSHong Zhang           ierr = VecAXPY(ts->vecs_sensi2p[nadj],-th->time_step,ts->vecs_fpu[nadj]);CHKERRQ(ierr);
371c9681e5dSHong Zhang         }
372c9681e5dSHong Zhang         if (ts->vecs_fpp) {
373c9681e5dSHong Zhang           ierr = VecAXPY(ts->vecs_sensi2p[nadj],-th->time_step,ts->vecs_fpp[nadj]);CHKERRQ(ierr);
374c9681e5dSHong Zhang         }
375c9681e5dSHong Zhang       }
376c9681e5dSHong Zhang     }
377c9681e5dSHong Zhang     if (ts->vec_costintegral) {
378c9681e5dSHong Zhang       ierr = TSComputeDRDPFunction(ts,th->stage_time,th->X,ts->vecs_drdp);CHKERRQ(ierr);
379c9681e5dSHong Zhang       for (nadj=0; nadj<ts->numcost; nadj++) {
380c9681e5dSHong Zhang         ierr = VecAXPY(ts->vecs_sensip[nadj],th->time_step,ts->vecs_drdp[nadj]);CHKERRQ(ierr);
381c9681e5dSHong Zhang       }
382c9681e5dSHong Zhang     }
383c9681e5dSHong Zhang   }
384c9681e5dSHong Zhang 
385c9681e5dSHong Zhang   if (ts->vecs_sensi2) {
386c9681e5dSHong Zhang     ierr = VecResetArray(ts->vec_sensip_col);CHKERRQ(ierr);
387c9681e5dSHong Zhang     ierr = MatDenseRestoreColumn(ts->mat_sensip,&xarr);CHKERRQ(ierr);
388c9681e5dSHong Zhang   }
389c9681e5dSHong Zhang   th->status = TS_STEP_COMPLETE;
390c9681e5dSHong Zhang   PetscFunctionReturn(0);
391c9681e5dSHong Zhang }
392c9681e5dSHong Zhang 
39342f2b339SBarry Smith static PetscErrorCode TSAdjointStep_Theta(TS ts)
3942ca6e920SHong Zhang {
3952ca6e920SHong Zhang   TS_Theta       *th = (TS_Theta*)ts->data;
396b5e0532dSHong Zhang   Vec            *VecsDeltaLam = th->VecsDeltaLam,*VecsDeltaMu = th->VecsDeltaMu,*VecsSensiTemp = th->VecsSensiTemp;
397b5b4017aSHong Zhang   Vec            *VecsDeltaLam2 = th->VecsDeltaLam2,*VecsDeltaMu2 = th->VecsDeltaMu2,*VecsSensi2Temp = th->VecsSensi2Temp;
3982ca6e920SHong Zhang   PetscInt       nadj;
3992ca6e920SHong Zhang   Mat            J,Jp;
4002ca6e920SHong Zhang   KSP            ksp;
4012ca6e920SHong Zhang   PetscReal      shift;
402b5b4017aSHong Zhang   PetscScalar    *xarr;
403b5b4017aSHong Zhang   PetscErrorCode ierr;
4042ca6e920SHong Zhang 
4052ca6e920SHong Zhang   PetscFunctionBegin;
406c9681e5dSHong Zhang   if (th->Theta == 1.) {
407c9681e5dSHong Zhang     ierr = TSAdjointStepBEuler_Private(ts);CHKERRQ(ierr);
408c9681e5dSHong Zhang     PetscFunctionReturn(0);
409c9681e5dSHong Zhang   }
4102ca6e920SHong Zhang   th->status = TS_STEP_INCOMPLETE;
411302440fdSBarry Smith   ierr = SNESGetKSP(ts->snes,&ksp);CHKERRQ(ierr);
4122ca6e920SHong Zhang   ierr = TSGetIJacobian(ts,&J,&Jp,NULL,NULL);CHKERRQ(ierr);
413b5e0532dSHong Zhang 
414b5e0532dSHong Zhang   /* If endpoint=1, th->ptime and th->X0 will be used; if endpoint=0, th->stage_time and th->X will be used. */
415022c081aSHong Zhang   th->stage_time = th->endpoint ? ts->ptime : (ts->ptime+(1.-th->Theta)*ts->time_step); /* time_step is negative*/
416b5e0532dSHong Zhang   th->ptime      = ts->ptime + ts->time_step;
417022c081aSHong Zhang   th->time_step  = -ts->time_step;
4182ca6e920SHong Zhang 
419b5b4017aSHong Zhang   /* Build RHS for first-order adjoint */
4202c39e106SBarry Smith   if (ts->vec_costintegral) { /* Cost function has an integral term */
42105755b9cSHong Zhang     if (th->endpoint) {
422c9ad9de0SHong Zhang       ierr = TSComputeDRDUFunction(ts,th->stage_time,ts->vec_sol,ts->vecs_drdu);CHKERRQ(ierr);
42305755b9cSHong Zhang     } else {
424c9ad9de0SHong Zhang       ierr = TSComputeDRDUFunction(ts,th->stage_time,th->X,ts->vecs_drdu);CHKERRQ(ierr);
42505755b9cSHong Zhang     }
42605755b9cSHong Zhang   }
427abc2977eSBarry Smith   for (nadj=0; nadj<ts->numcost; nadj++) {
428b5e0532dSHong Zhang     ierr = VecCopy(ts->vecs_sensi[nadj],VecsSensiTemp[nadj]);CHKERRQ(ierr);
429022c081aSHong Zhang     ierr = VecScale(VecsSensiTemp[nadj],1./(th->Theta*th->time_step));CHKERRQ(ierr);
4302c39e106SBarry Smith     if (ts->vec_costintegral) {
431c9ad9de0SHong Zhang       ierr = VecAXPY(VecsSensiTemp[nadj],1.,ts->vecs_drdu[nadj]);CHKERRQ(ierr);
43236eaed60SHong Zhang     }
4332ca6e920SHong Zhang   }
4343c54f92cSHong Zhang 
435b5b4017aSHong Zhang   /* Build LHS for first-order adjoint */
436022c081aSHong Zhang   shift = 1./(th->Theta*th->time_step);
4373c54f92cSHong Zhang   if (th->endpoint) {
438022c081aSHong Zhang     ierr = TSComputeIJacobian(ts,th->stage_time,ts->vec_sol,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr);
4393c54f92cSHong Zhang   } else {
4403c54f92cSHong Zhang     ierr = TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr);
4413c54f92cSHong Zhang   }
4422ca6e920SHong Zhang   ierr = KSPSetOperators(ksp,J,Jp);CHKERRQ(ierr);
4432ca6e920SHong Zhang 
444b5b4017aSHong Zhang   /* Solve stage equation LHS*lambda_s = RHS for first-order adjoint */
445abc2977eSBarry Smith   for (nadj=0; nadj<ts->numcost; nadj++) {
446*1d14d03bSHong Zhang     KSPConvergedReason kspreason;
447b5e0532dSHong Zhang     ierr = KSPSolveTranspose(ksp,VecsSensiTemp[nadj],VecsDeltaLam[nadj]);CHKERRQ(ierr);
448*1d14d03bSHong Zhang     ierr = KSPGetConvergedReason(ksp,&kspreason);CHKERRQ(ierr);
449*1d14d03bSHong Zhang     if (kspreason < 0) {
450*1d14d03bSHong Zhang       ts->reason = TSADJOINT_DIVERGED_LINEAR_SOLVE;
451*1d14d03bSHong Zhang       ierr = PetscInfo2(ts,"Step=%D, %Dth cost function, transposed linear solve fails, stopping adjoint solve\n",ts->steps,nadj);CHKERRQ(ierr);
452*1d14d03bSHong Zhang     }
4532ca6e920SHong Zhang   }
4543c54f92cSHong Zhang 
455*1d14d03bSHong Zhang   /* Second-order adjoint */
456b5b4017aSHong Zhang   if (ts->vecs_sensi2) { /* U_{n+1} */
457b5b4017aSHong Zhang     if (!th->endpoint) SETERRQ(PetscObjectComm((PetscObject)ts),PETSC_ERR_SUP,"Operation not implemented in TS_Theta");
458b5b4017aSHong Zhang     /* Get w1 at t_{n+1} from TLM matrix */
459b5b4017aSHong Zhang     ierr = MatDenseGetColumn(ts->mat_sensip,0,&xarr);CHKERRQ(ierr);
460b5b4017aSHong Zhang     ierr = VecPlaceArray(ts->vec_sensip_col,xarr);CHKERRQ(ierr);
461b5b4017aSHong Zhang     /* lambda_s^T F_UU w_1 */
462b5b4017aSHong Zhang     ierr = TSComputeIHessianProductFunction1(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fuu);CHKERRQ(ierr);
463b5b4017aSHong Zhang     ierr = VecResetArray(ts->vec_sensip_col);CHKERRQ(ierr);
464b5b4017aSHong Zhang     ierr = MatDenseRestoreColumn(ts->mat_sensip,&xarr);CHKERRQ(ierr);
465b5b4017aSHong Zhang     if (ts->vecs_fup) {
466b5b4017aSHong Zhang       /* lambda_s^T F_UP w_2 */
467b5b4017aSHong Zhang       ierr = TSComputeIHessianProductFunction2(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_dir,ts->vecs_fup);CHKERRQ(ierr);
468b5b4017aSHong Zhang     }
469b5b4017aSHong Zhang     for (nadj=0; nadj<ts->numcost; nadj++) { /* compute the residual */
470b5b4017aSHong Zhang       ierr = VecCopy(ts->vecs_sensi2[nadj],VecsSensi2Temp[nadj]);CHKERRQ(ierr);
471*1d14d03bSHong Zhang       ierr = VecScale(VecsSensi2Temp[nadj],shift);CHKERRQ(ierr);
472b5b4017aSHong Zhang       ierr = VecAXPY(VecsSensi2Temp[nadj],1.,ts->vecs_fuu[nadj]);CHKERRQ(ierr);
473b5b4017aSHong Zhang       if (ts->vecs_fup) {
474b5b4017aSHong Zhang         ierr = VecAXPY(VecsSensi2Temp[nadj],1.,ts->vecs_fup[nadj]);CHKERRQ(ierr);
475b5b4017aSHong Zhang       }
476b5b4017aSHong Zhang     }
477b5b4017aSHong Zhang     /* Solve stage equation LHS X = RHS for second-order adjoint */
478b5b4017aSHong Zhang     for (nadj=0; nadj<ts->numcost; nadj++) {
479*1d14d03bSHong Zhang       KSPConvergedReason kspreason;
480*1d14d03bSHong Zhang       ierr = KSPSolveTranspose(ksp,VecsSensi2Temp[nadj],VecsDeltaLam2[nadj]);CHKERRQ(ierr);
481*1d14d03bSHong Zhang       ierr = KSPGetConvergedReason(ksp,&kspreason);CHKERRQ(ierr);
482*1d14d03bSHong Zhang       if (kspreason < 0) {
483*1d14d03bSHong Zhang         ts->reason = TSADJOINT_DIVERGED_LINEAR_SOLVE;
484*1d14d03bSHong Zhang         ierr = PetscInfo2(ts,"Step=%D, %Dth cost function, transposed linear solve fails, stopping adjoint solve\n",ts->steps,nadj);CHKERRQ(ierr);
485*1d14d03bSHong Zhang       }
486b5b4017aSHong Zhang     }
487b5b4017aSHong Zhang   }
488b5b4017aSHong Zhang 
48936eaed60SHong Zhang   /* Update sensitivities, and evaluate integrals if there is any */
490*1d14d03bSHong Zhang   if(th->endpoint) { /* two-stage Theta methods with th->Theta!=1, th->Theta==1 leads to BEuler */
491022c081aSHong Zhang     shift = 1./((th->Theta-1.)*th->time_step);
492b5e0532dSHong Zhang     ierr  = TSComputeIJacobian(ts,th->ptime,th->X0,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr);
493b5b4017aSHong Zhang     if (ts->vec_costintegral) { /* R_U at t_n */
494c9ad9de0SHong Zhang       ierr = TSComputeDRDUFunction(ts,th->ptime,th->X0,ts->vecs_drdu);CHKERRQ(ierr);
4958263dbbfSHong Zhang     }
496abc2977eSBarry Smith     for (nadj=0; nadj<ts->numcost; nadj++) {
497b5e0532dSHong Zhang       ierr = MatMultTranspose(J,VecsDeltaLam[nadj],ts->vecs_sensi[nadj]);CHKERRQ(ierr);
498b5b4017aSHong Zhang       if (ts->vec_costintegral) {
499*1d14d03bSHong Zhang         ierr = VecAXPY(ts->vecs_sensi[nadj],-1.,ts->vecs_drdu[nadj]);CHKERRQ(ierr);
500b5b4017aSHong Zhang       }
501*1d14d03bSHong Zhang       ierr = VecScale(ts->vecs_sensi[nadj],1./shift);CHKERRQ(ierr);
502b5b4017aSHong Zhang     }
503*1d14d03bSHong Zhang 
504*1d14d03bSHong Zhang     /* Second-order adjoint */
505*1d14d03bSHong Zhang     if (ts->vecs_sensi2) { /* U_n */
506b5b4017aSHong Zhang       /* Get w1 at t_n from TLM matrix */
507b5b4017aSHong Zhang       ierr = MatDenseGetColumn(th->MatFwdSensip0,0,&xarr);CHKERRQ(ierr);
508b5b4017aSHong Zhang       ierr = VecPlaceArray(ts->vec_sensip_col,xarr);CHKERRQ(ierr);
509b5b4017aSHong Zhang       /* lambda_s^T F_UU w_1 */
510b5b4017aSHong Zhang       ierr = TSComputeIHessianProductFunction1(ts,th->ptime,th->X0,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fuu);CHKERRQ(ierr);
511b5b4017aSHong Zhang       ierr = VecResetArray(ts->vec_sensip_col);CHKERRQ(ierr);
512b5b4017aSHong Zhang       ierr = MatDenseRestoreColumn(ts->mat_sensip,&xarr);CHKERRQ(ierr);
513b5b4017aSHong Zhang       if (ts->vecs_fup) {
514b5b4017aSHong Zhang         /* lambda_s^T F_UU w_2 */
515b5b4017aSHong Zhang         ierr = TSComputeIHessianProductFunction2(ts,th->ptime,th->X0,VecsDeltaLam,ts->vec_dir,ts->vecs_fup);CHKERRQ(ierr);
516b5b4017aSHong Zhang       }
517b5b4017aSHong Zhang       for (nadj=0; nadj<ts->numcost; nadj++) {
518*1d14d03bSHong Zhang         /* 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_UU w_2  */
519b5b4017aSHong Zhang         ierr = MatMultTranspose(J,VecsDeltaLam2[nadj],ts->vecs_sensi2[nadj]);CHKERRQ(ierr);
520*1d14d03bSHong Zhang         ierr = VecAXPY(ts->vecs_sensi2[nadj],-1.,ts->vecs_fuu[nadj]);CHKERRQ(ierr);
521b5b4017aSHong Zhang         if (ts->vecs_fup) {
522*1d14d03bSHong Zhang           ierr = VecAXPY(ts->vecs_sensi2[nadj],-1.,ts->vecs_fup[nadj]);CHKERRQ(ierr);
523b5b4017aSHong Zhang         }
524*1d14d03bSHong Zhang         ierr = VecScale(ts->vecs_sensi2[nadj],1./shift);CHKERRQ(ierr);
525b5b4017aSHong Zhang       }
526b5e0532dSHong Zhang     }
5273fd52205SHong Zhang 
5283fd52205SHong Zhang     if (ts->vecs_sensip) { /* sensitivities wrt parameters */
529b5b4017aSHong Zhang       /* U_{n+1} */
530c9ad9de0SHong Zhang       ierr = TSComputeRHSJacobianP(ts,th->stage_time,ts->vec_sol,ts->Jacp);CHKERRQ(ierr);
531b5b4017aSHong Zhang       if (ts->vec_costintegral) {
532b5b4017aSHong Zhang         ierr = TSComputeDRDPFunction(ts,th->stage_time,ts->vec_sol,ts->vecs_drdp);CHKERRQ(ierr);
533b5b4017aSHong Zhang       }
534abc2977eSBarry Smith       for (nadj=0; nadj<ts->numcost; nadj++) {
535b5e0532dSHong Zhang         ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);CHKERRQ(ierr);
536022c081aSHong Zhang         ierr = VecAXPY(ts->vecs_sensip[nadj],th->time_step*th->Theta,VecsDeltaMu[nadj]);CHKERRQ(ierr);
5373fd52205SHong Zhang       }
538b5b4017aSHong Zhang       if (ts->vecs_sensip2) { /* second-order */
539b5b4017aSHong Zhang         /* lambda_s^T F_PU w_1 */
540b5b4017aSHong Zhang         ierr = TSComputeIHessianProductFunction3(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fpu);CHKERRQ(ierr);
541b5b4017aSHong Zhang         /* lambda_s^T F_PP w_2 */
542b5b4017aSHong Zhang         ierr = TSComputeIHessianProductFunction4(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_dir,ts->vecs_fpp);CHKERRQ(ierr);
543b5b4017aSHong Zhang         for (nadj=0; nadj<ts->numcost; nadj++) {
544b5b4017aSHong Zhang           ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam2[nadj],VecsDeltaMu2[nadj]);CHKERRQ(ierr);
545b5b4017aSHong Zhang           ierr = VecAXPY(ts->vecs_sensip2[nadj],th->time_step*th->Theta,VecsDeltaMu2[nadj]);CHKERRQ(ierr);
546b5b4017aSHong Zhang           if (ts->vecs_fpu) {
547*1d14d03bSHong Zhang             ierr = VecAXPY(ts->vecs_sensi2p[nadj],th->time_step*th->Theta,ts->vecs_fpu[nadj]);CHKERRQ(ierr);
548b5b4017aSHong Zhang           }
549b5b4017aSHong Zhang           if (ts->vecs_fpp) {
550*1d14d03bSHong Zhang             ierr = VecAXPY(ts->vecs_sensi2p[nadj],th->time_step*th->Theta,ts->vecs_fpp[nadj]);CHKERRQ(ierr);
551b5b4017aSHong Zhang           }
552b5b4017aSHong Zhang         }
553b5b4017aSHong Zhang       }
554b5b4017aSHong Zhang 
555b5b4017aSHong Zhang       /* U_s */
556c9ad9de0SHong Zhang       ierr = TSComputeRHSJacobianP(ts,th->ptime,th->X0,ts->Jacp);CHKERRQ(ierr);
557b5b4017aSHong Zhang       if (ts->vec_costintegral) {
558b5b4017aSHong Zhang         ierr = TSComputeDRDPFunction(ts,th->ptime,th->X0,ts->vecs_drdp);CHKERRQ(ierr);
559b5b4017aSHong Zhang       }
560abc2977eSBarry Smith       for (nadj=0; nadj<ts->numcost; nadj++) {
561b5e0532dSHong Zhang         ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);CHKERRQ(ierr);
562022c081aSHong Zhang         ierr = VecAXPY(ts->vecs_sensip[nadj],th->time_step*(1.-th->Theta),VecsDeltaMu[nadj]);CHKERRQ(ierr);
563b5b4017aSHong Zhang         if (ts->vecs_sensip2) { /* second-order */
564b5b4017aSHong Zhang           /* lambda_s^T F_PU w_1 */
565b5b4017aSHong Zhang           ierr = TSComputeIHessianProductFunction3(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fpu);CHKERRQ(ierr);
566b5b4017aSHong Zhang           /* lambda_s^T F_PP w_2 */
567b5b4017aSHong Zhang           ierr = TSComputeIHessianProductFunction4(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_dir,ts->vecs_fpp);CHKERRQ(ierr);
568b5b4017aSHong Zhang           for (nadj=0; nadj<ts->numcost; nadj++) {
569b5b4017aSHong Zhang             ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam2[nadj],VecsDeltaMu2[nadj]);CHKERRQ(ierr);
570b5b4017aSHong Zhang             ierr = VecAXPY(ts->vecs_sensip2[nadj],th->time_step*(1.-th->Theta),VecsDeltaMu2[nadj]);CHKERRQ(ierr);
571b5b4017aSHong Zhang             if (ts->vecs_fpu) {
572*1d14d03bSHong Zhang               ierr = VecAXPY(ts->vecs_sensi2p[nadj],th->time_step*(1.-th->Theta),ts->vecs_fpu[nadj]);CHKERRQ(ierr);
573b5e0532dSHong Zhang             }
574b5b4017aSHong Zhang             if (ts->vecs_fpp) {
575*1d14d03bSHong Zhang               ierr = VecAXPY(ts->vecs_sensi2p[nadj],th->time_step*(1.-th->Theta),ts->vecs_fpp[nadj]);CHKERRQ(ierr);
576b5b4017aSHong Zhang             }
57736eaed60SHong Zhang           }
57836eaed60SHong Zhang         }
5793fd52205SHong Zhang       }
580b5e0532dSHong Zhang     }
5813fd52205SHong Zhang   } else { /* one-stage case */
5823c54f92cSHong Zhang     shift = 0.0;
583a2ae3dd2SHong Zhang     ierr  = TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr); /* get -f_y */
5842c39e106SBarry Smith     if (ts->vec_costintegral) {
585c9ad9de0SHong Zhang       ierr = TSComputeDRDUFunction(ts,th->stage_time,th->X,ts->vecs_drdu);CHKERRQ(ierr);
5863c54f92cSHong Zhang     }
587abc2977eSBarry Smith     for (nadj=0; nadj<ts->numcost; nadj++) {
588b5e0532dSHong Zhang       ierr = MatMultTranspose(J,VecsDeltaLam[nadj],VecsSensiTemp[nadj]);CHKERRQ(ierr);
589022c081aSHong Zhang       ierr = VecAXPY(ts->vecs_sensi[nadj],-th->time_step,VecsSensiTemp[nadj]);CHKERRQ(ierr);
5902c39e106SBarry Smith       if (ts->vec_costintegral) {
591c9ad9de0SHong Zhang         ierr = VecAXPY(ts->vecs_sensi[nadj],th->time_step,ts->vecs_drdu[nadj]);CHKERRQ(ierr);
59236eaed60SHong Zhang       }
5932ca6e920SHong Zhang     }
5943fd52205SHong Zhang     if (ts->vecs_sensip) {
595c9ad9de0SHong Zhang       ierr = TSComputeRHSJacobianP(ts,th->stage_time,th->X,ts->Jacp);CHKERRQ(ierr);
596abc2977eSBarry Smith       for (nadj=0; nadj<ts->numcost; nadj++) {
597b5e0532dSHong Zhang         ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);CHKERRQ(ierr);
598022c081aSHong Zhang         ierr = VecAXPY(ts->vecs_sensip[nadj],th->time_step,VecsDeltaMu[nadj]);CHKERRQ(ierr);
5993fd52205SHong Zhang       }
6002c39e106SBarry Smith       if (ts->vec_costintegral) {
601c9ad9de0SHong Zhang         ierr = TSComputeDRDPFunction(ts,th->stage_time,th->X,ts->vecs_drdp);CHKERRQ(ierr);
602abc2977eSBarry Smith         for (nadj=0; nadj<ts->numcost; nadj++) {
603022c081aSHong Zhang           ierr = VecAXPY(ts->vecs_sensip[nadj],th->time_step,ts->vecs_drdp[nadj]);CHKERRQ(ierr);
60436eaed60SHong Zhang         }
60536eaed60SHong Zhang       }
6063fd52205SHong Zhang     }
6072ca6e920SHong Zhang   }
6082ca6e920SHong Zhang 
6092ca6e920SHong Zhang   th->status = TS_STEP_COMPLETE;
6102ca6e920SHong Zhang   PetscFunctionReturn(0);
6112ca6e920SHong Zhang }
6122ca6e920SHong Zhang 
613cd652676SJed Brown static PetscErrorCode TSInterpolate_Theta(TS ts,PetscReal t,Vec X)
614cd652676SJed Brown {
615cd652676SJed Brown   TS_Theta       *th = (TS_Theta*)ts->data;
616be5899b3SLisandro Dalcin   PetscReal      dt  = t - ts->ptime;
617cd652676SJed Brown   PetscErrorCode ierr;
618cd652676SJed Brown 
619cd652676SJed Brown   PetscFunctionBegin;
620a43b19c4SJed Brown   ierr = VecCopy(ts->vec_sol,th->X);CHKERRQ(ierr);
621be5899b3SLisandro Dalcin   if (th->endpoint) dt *= th->Theta;
622be5899b3SLisandro Dalcin   ierr = VecWAXPY(X,dt,th->Xdot,th->X);CHKERRQ(ierr);
623cd652676SJed Brown   PetscFunctionReturn(0);
624cd652676SJed Brown }
625cd652676SJed Brown 
6261566a47fSLisandro Dalcin static PetscErrorCode TSEvaluateWLTE_Theta(TS ts,NormType wnormtype,PetscInt *order,PetscReal *wlte)
6271566a47fSLisandro Dalcin {
6281566a47fSLisandro Dalcin   TS_Theta       *th = (TS_Theta*)ts->data;
6291566a47fSLisandro Dalcin   Vec            X = ts->vec_sol;      /* X = solution */
6301566a47fSLisandro Dalcin   Vec            Y = th->vec_lte_work; /* Y = X + LTE  */
6317453f775SEmil Constantinescu   PetscReal      wltea,wlter;
6321566a47fSLisandro Dalcin   PetscErrorCode ierr;
6331566a47fSLisandro Dalcin 
6341566a47fSLisandro Dalcin   PetscFunctionBegin;
6352ffb9264SLisandro Dalcin   if (!th->vec_sol_prev) {*wlte = -1; PetscFunctionReturn(0);}
6361566a47fSLisandro Dalcin   /* Cannot compute LTE in first step or in restart after event */
637fecfb714SLisandro Dalcin   if (ts->steprestart) {*wlte = -1; PetscFunctionReturn(0);}
6381566a47fSLisandro Dalcin   /* Compute LTE using backward differences with non-constant time step */
639fecfb714SLisandro Dalcin   {
640be5899b3SLisandro Dalcin     PetscReal   h = ts->time_step, h_prev = ts->ptime - ts->ptime_prev;
641be5899b3SLisandro Dalcin     PetscReal   a = 1 + h_prev/h;
6421566a47fSLisandro Dalcin     PetscScalar scal[3]; Vec vecs[3];
6431566a47fSLisandro Dalcin     scal[0] = +1/a; scal[1] = -1/(a-1); scal[2] = +1/(a*(a-1));
6441566a47fSLisandro Dalcin     vecs[0] = X;    vecs[1] = th->X0;   vecs[2] = th->vec_sol_prev;
6451566a47fSLisandro Dalcin     ierr = VecCopy(X,Y);CHKERRQ(ierr);
6461566a47fSLisandro Dalcin     ierr = VecMAXPY(Y,3,scal,vecs);CHKERRQ(ierr);
6477453f775SEmil Constantinescu     ierr = TSErrorWeightedNorm(ts,X,Y,wnormtype,wlte,&wltea,&wlter);CHKERRQ(ierr);
6481566a47fSLisandro Dalcin   }
6491566a47fSLisandro Dalcin   if (order) *order = 2;
6501566a47fSLisandro Dalcin   PetscFunctionReturn(0);
6511566a47fSLisandro Dalcin }
6521566a47fSLisandro Dalcin 
6531566a47fSLisandro Dalcin static PetscErrorCode TSRollBack_Theta(TS ts)
6541566a47fSLisandro Dalcin {
6551566a47fSLisandro Dalcin   TS_Theta       *th = (TS_Theta*)ts->data;
65613b1b0ffSHong Zhang   PetscInt       ncost;
6571566a47fSLisandro Dalcin   PetscErrorCode ierr;
6581566a47fSLisandro Dalcin 
6591566a47fSLisandro Dalcin   PetscFunctionBegin;
6601566a47fSLisandro Dalcin   ierr = VecCopy(th->X0,ts->vec_sol);CHKERRQ(ierr);
6611566a47fSLisandro Dalcin   if (ts->vec_costintegral && ts->costintegralfwd) {
6621566a47fSLisandro Dalcin     ierr = VecCopy(th->VecCostIntegral0,ts->vec_costintegral);CHKERRQ(ierr);
6631566a47fSLisandro Dalcin   }
664715f1b00SHong Zhang   th->status = TS_STEP_INCOMPLETE;
66513b1b0ffSHong Zhang   if (ts->mat_sensip) {
66613b1b0ffSHong Zhang     ierr = MatCopy(th->MatFwdSensip0,ts->mat_sensip,SAME_NONZERO_PATTERN);CHKERRQ(ierr);
6676f92202bSHong Zhang   }
6686f92202bSHong Zhang   if (ts->vecs_integral_sensip) {
6696f92202bSHong Zhang     for (ncost=0;ncost<ts->numcost;ncost++) {
6706f92202bSHong Zhang       ierr = VecCopy(th->VecsIntegralSensip0[ncost],ts->vecs_integral_sensip[ncost]);CHKERRQ(ierr);
6716f92202bSHong Zhang     }
6726f92202bSHong Zhang   }
673715f1b00SHong Zhang   PetscFunctionReturn(0);
674715f1b00SHong Zhang }
675715f1b00SHong Zhang 
676715f1b00SHong Zhang static PetscErrorCode TSForwardStep_Theta(TS ts)
677715f1b00SHong Zhang {
678715f1b00SHong Zhang   TS_Theta       *th = (TS_Theta*)ts->data;
67913b1b0ffSHong Zhang   Mat            MatDeltaFwdSensip = th->MatDeltaFwdSensip;
680b5b4017aSHong Zhang   Vec            VecDeltaFwdSensipCol = th->VecDeltaFwdSensipCol;
68113b1b0ffSHong Zhang   PetscInt       ncost,ntlm;
682715f1b00SHong Zhang   KSP            ksp;
683715f1b00SHong Zhang   Mat            J,Jp;
684715f1b00SHong Zhang   PetscReal      shift;
68513b1b0ffSHong Zhang   PetscScalar    *barr,*xarr;
686715f1b00SHong Zhang   PetscErrorCode ierr;
687715f1b00SHong Zhang 
688715f1b00SHong Zhang   PetscFunctionBegin;
68913b1b0ffSHong Zhang   ierr = MatCopy(ts->mat_sensip,th->MatFwdSensip0,SAME_NONZERO_PATTERN);CHKERRQ(ierr);
69013b1b0ffSHong Zhang 
6916f92202bSHong Zhang   for (ncost=0; ncost<ts->numcost; ncost++) {
6926f92202bSHong Zhang     if (ts->vecs_integral_sensip) {
6936f92202bSHong Zhang       ierr = VecCopy(ts->vecs_integral_sensip[ncost],th->VecsIntegralSensip0[ncost]);CHKERRQ(ierr);
6946f92202bSHong Zhang     }
6956f92202bSHong Zhang   }
6966f92202bSHong Zhang 
697715f1b00SHong Zhang   ierr = SNESGetKSP(ts->snes,&ksp);CHKERRQ(ierr);
698715f1b00SHong Zhang   ierr = TSGetIJacobian(ts,&J,&Jp,NULL,NULL);CHKERRQ(ierr);
699715f1b00SHong Zhang 
700715f1b00SHong Zhang   /* Build RHS */
701715f1b00SHong Zhang   if (th->endpoint) { /* 2-stage method*/
702715f1b00SHong Zhang     shift = 1./((th->Theta-1.)*th->time_step);
703715f1b00SHong Zhang     ierr = TSComputeIJacobian(ts,th->ptime,th->X0,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr);
70413b1b0ffSHong Zhang     ierr = MatMatMult(J,ts->mat_sensip,MAT_REUSE_MATRIX,PETSC_DEFAULT,&MatDeltaFwdSensip);CHKERRQ(ierr);
70513b1b0ffSHong Zhang     ierr = MatScale(MatDeltaFwdSensip,(th->Theta-1.)/th->Theta);CHKERRQ(ierr);
706715f1b00SHong Zhang 
707022c081aSHong Zhang     /* Add the f_p forcing terms */
7080e11c21fSHong Zhang     if (ts->Jacp) {
709c9ad9de0SHong Zhang       ierr = TSComputeRHSJacobianP(ts,th->ptime,th->X0,ts->Jacp);CHKERRQ(ierr);
71013b1b0ffSHong Zhang       ierr = MatAXPY(MatDeltaFwdSensip,(1.-th->Theta)/th->Theta,ts->Jacp,SUBSET_NONZERO_PATTERN);CHKERRQ(ierr);
711c9ad9de0SHong Zhang       ierr = TSComputeRHSJacobianP(ts,th->stage_time,ts->vec_sol,ts->Jacp);CHKERRQ(ierr);
71213b1b0ffSHong Zhang       ierr = MatAXPY(MatDeltaFwdSensip,1.,ts->Jacp,SUBSET_NONZERO_PATTERN);CHKERRQ(ierr);
7130e11c21fSHong Zhang     }
714715f1b00SHong Zhang   } else { /* 1-stage method */
715715f1b00SHong Zhang     shift = 0.0;
716715f1b00SHong Zhang     ierr = TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr);
71713b1b0ffSHong Zhang     ierr = MatMatMult(J,ts->mat_sensip,MAT_REUSE_MATRIX,PETSC_DEFAULT,&MatDeltaFwdSensip);CHKERRQ(ierr);
71813b1b0ffSHong Zhang     ierr = MatScale(MatDeltaFwdSensip,-1.);CHKERRQ(ierr);
71913b1b0ffSHong Zhang 
720022c081aSHong Zhang     /* Add the f_p forcing terms */
7210e11c21fSHong Zhang     if (ts->Jacp) {
722c9ad9de0SHong Zhang       ierr = TSComputeRHSJacobianP(ts,th->stage_time,th->X,ts->Jacp);CHKERRQ(ierr);
72313b1b0ffSHong Zhang       ierr = MatAXPY(MatDeltaFwdSensip,1.,ts->Jacp,SUBSET_NONZERO_PATTERN);CHKERRQ(ierr);
724715f1b00SHong Zhang     }
7250e11c21fSHong Zhang   }
726715f1b00SHong Zhang 
727715f1b00SHong Zhang   /* Build LHS */
728715f1b00SHong Zhang   shift = 1/(th->Theta*th->time_step);
729715f1b00SHong Zhang   if (th->endpoint) {
730715f1b00SHong Zhang     ierr = TSComputeIJacobian(ts,th->stage_time,ts->vec_sol,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr);
731715f1b00SHong Zhang   } else {
732715f1b00SHong Zhang     ierr = TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr);
733715f1b00SHong Zhang   }
734715f1b00SHong Zhang   ierr = KSPSetOperators(ksp,J,Jp);CHKERRQ(ierr);
735715f1b00SHong Zhang 
736715f1b00SHong Zhang   /*
737715f1b00SHong Zhang     Evaluate the first stage of integral gradients with the 2-stage method:
738c9ad9de0SHong Zhang     drdu|t_n*S(t_n) + drdp|t_n
739715f1b00SHong Zhang     This is done before the linear solve because the sensitivity variable S(t_n) will be propagated to S(t_{n+1})
740715f1b00SHong Zhang   */
741715f1b00SHong Zhang   if (th->endpoint) { /* 2-stage method only */
742715f1b00SHong Zhang     if (ts->vecs_integral_sensip) {
743c9ad9de0SHong Zhang       ierr = TSComputeDRDUFunction(ts,th->ptime,th->X0,ts->vecs_drdu);CHKERRQ(ierr);
7440e11c21fSHong Zhang       if (ts->vecs_drdp) {
745c9ad9de0SHong Zhang         ierr = TSComputeDRDPFunction(ts,th->ptime,th->X0,ts->vecs_drdp);CHKERRQ(ierr);
7460e11c21fSHong Zhang       }
747715f1b00SHong Zhang       for (ncost=0; ncost<ts->numcost; ncost++) {
748c9ad9de0SHong Zhang         ierr = MatMultTranspose(ts->mat_sensip,ts->vecs_drdu[ncost],th->VecIntegralSensipTemp);CHKERRQ(ierr);
7490e11c21fSHong Zhang         if (ts->vecs_drdp) {
75013b1b0ffSHong Zhang           ierr = VecAXPY(th->VecIntegralSensipTemp,1,ts->vecs_drdp[ncost]);CHKERRQ(ierr);
7510e11c21fSHong Zhang         }
752715f1b00SHong Zhang         ierr = VecAXPY(ts->vecs_integral_sensip[ncost],th->time_step*(1.-th->Theta),th->VecIntegralSensipTemp);CHKERRQ(ierr);
753715f1b00SHong Zhang       }
754715f1b00SHong Zhang     }
755715f1b00SHong Zhang   }
756715f1b00SHong Zhang 
757715f1b00SHong Zhang   /* Solve the tangent linear equation for forward sensitivities to parameters */
758022c081aSHong Zhang   for (ntlm=0; ntlm<th->num_tlm; ntlm++) {
759b5b4017aSHong Zhang     KSPConvergedReason kspreason;
76013b1b0ffSHong Zhang     ierr = MatDenseGetColumn(MatDeltaFwdSensip,ntlm,&barr);CHKERRQ(ierr);
761b5b4017aSHong Zhang     ierr = VecPlaceArray(VecDeltaFwdSensipCol,barr);CHKERRQ(ierr);
762715f1b00SHong Zhang     if (th->endpoint) {
76313b1b0ffSHong Zhang       ierr = MatDenseGetColumn(ts->mat_sensip,ntlm,&xarr);CHKERRQ(ierr);
764b5b4017aSHong Zhang       ierr = VecPlaceArray(ts->vec_sensip_col,xarr);CHKERRQ(ierr);
765b5b4017aSHong Zhang       ierr = KSPSolve(ksp,VecDeltaFwdSensipCol,ts->vec_sensip_col);CHKERRQ(ierr);
766b5b4017aSHong Zhang       ierr = VecResetArray(ts->vec_sensip_col);CHKERRQ(ierr);
76713b1b0ffSHong Zhang       ierr = MatDenseRestoreColumn(ts->mat_sensip,&xarr);CHKERRQ(ierr);
768715f1b00SHong Zhang     } else {
769b5b4017aSHong Zhang       ierr = KSPSolve(ksp,VecDeltaFwdSensipCol,VecDeltaFwdSensipCol);CHKERRQ(ierr);
770715f1b00SHong Zhang     }
771b5b4017aSHong Zhang     ierr = KSPGetConvergedReason(ksp,&kspreason);CHKERRQ(ierr);
772b5b4017aSHong Zhang     if (kspreason < 0) {
773b5b4017aSHong Zhang       ts->reason = TSFORWARD_DIVERGED_LINEAR_SOLVE;
774b5b4017aSHong Zhang       ierr = PetscInfo2(ts,"Step=%D, %Dth tangent linear solve, linear solve fails, stopping tangent linear solve\n",ts->steps,ntlm);CHKERRQ(ierr);
775b5b4017aSHong Zhang     }
776b5b4017aSHong Zhang     ierr = VecResetArray(VecDeltaFwdSensipCol);CHKERRQ(ierr);
77713b1b0ffSHong Zhang     ierr = MatDenseRestoreColumn(MatDeltaFwdSensip,&barr);CHKERRQ(ierr);
778715f1b00SHong Zhang   }
779715f1b00SHong Zhang 
780b5b4017aSHong Zhang 
78113b1b0ffSHong Zhang   /*
78213b1b0ffSHong Zhang     Evaluate the second stage of integral gradients with the 2-stage method:
783c9ad9de0SHong Zhang     drdu|t_{n+1}*S(t_{n+1}) + drdp|t_{n+1}
78413b1b0ffSHong Zhang   */
78513b1b0ffSHong Zhang   if (ts->vecs_integral_sensip) {
78613b1b0ffSHong Zhang     if (!th->endpoint) {
78713b1b0ffSHong Zhang       ierr = MatAXPY(ts->mat_sensip,1,MatDeltaFwdSensip,SAME_NONZERO_PATTERN);CHKERRQ(ierr);
788c9ad9de0SHong Zhang       ierr = TSComputeDRDUFunction(ts,th->stage_time,th->X,ts->vecs_drdu);CHKERRQ(ierr);
7890e11c21fSHong Zhang       if (ts->vecs_drdp) {
790c9ad9de0SHong Zhang         ierr = TSComputeDRDPFunction(ts,th->stage_time,th->X,ts->vecs_drdp);CHKERRQ(ierr);
7910e11c21fSHong Zhang       }
79213b1b0ffSHong Zhang       for (ncost=0; ncost<ts->numcost; ncost++) {
793c9ad9de0SHong Zhang         ierr = MatMultTranspose(ts->mat_sensip,ts->vecs_drdu[ncost],th->VecIntegralSensipTemp);CHKERRQ(ierr);
7940e11c21fSHong Zhang         if (ts->vecs_drdp) {
79513b1b0ffSHong Zhang           ierr = VecAXPY(th->VecIntegralSensipTemp,1,ts->vecs_drdp[ncost]);CHKERRQ(ierr);
7960e11c21fSHong Zhang         }
79713b1b0ffSHong Zhang         ierr = VecAXPY(ts->vecs_integral_sensip[ncost],th->time_step,th->VecIntegralSensipTemp);CHKERRQ(ierr);
79813b1b0ffSHong Zhang       }
79913b1b0ffSHong Zhang       ierr = MatAXPY(ts->mat_sensip,(1.-th->Theta)/th->Theta,MatDeltaFwdSensip,SAME_NONZERO_PATTERN);CHKERRQ(ierr);
80013b1b0ffSHong Zhang     } else {
801c9ad9de0SHong Zhang       ierr = TSComputeDRDUFunction(ts,th->stage_time,ts->vec_sol,ts->vecs_drdu);CHKERRQ(ierr);
8020e11c21fSHong Zhang       if (ts->vecs_drdp) {
803c9ad9de0SHong Zhang         ierr = TSComputeDRDPFunction(ts,th->stage_time,ts->vec_sol,ts->vecs_drdp);CHKERRQ(ierr);
8040e11c21fSHong Zhang       }
80513b1b0ffSHong Zhang       for (ncost=0; ncost<ts->numcost; ncost++) {
806c9ad9de0SHong Zhang         ierr = MatMultTranspose(ts->mat_sensip,ts->vecs_drdu[ncost],th->VecIntegralSensipTemp);CHKERRQ(ierr);
8070e11c21fSHong Zhang         if (ts->vecs_drdp) {
80813b1b0ffSHong Zhang           ierr = VecAXPY(th->VecIntegralSensipTemp,1,ts->vecs_drdp[ncost]);CHKERRQ(ierr);
8090e11c21fSHong Zhang         }
81013b1b0ffSHong Zhang         ierr = VecAXPY(ts->vecs_integral_sensip[ncost],th->time_step*th->Theta,th->VecIntegralSensipTemp);CHKERRQ(ierr);
81113b1b0ffSHong Zhang       }
81213b1b0ffSHong Zhang     }
81313b1b0ffSHong Zhang   } else {
81413b1b0ffSHong Zhang     if (!th->endpoint) {
81513b1b0ffSHong Zhang       ierr = MatAXPY(ts->mat_sensip,1./th->Theta,MatDeltaFwdSensip,SAME_NONZERO_PATTERN);CHKERRQ(ierr);
816715f1b00SHong Zhang     }
817715f1b00SHong Zhang   }
8181566a47fSLisandro Dalcin   PetscFunctionReturn(0);
8191566a47fSLisandro Dalcin }
8201566a47fSLisandro Dalcin 
8216affb6f8SHong Zhang static PetscErrorCode TSForwardGetStages_Theta(TS ts,PetscInt *ns,Mat **stagesensip)
8226affb6f8SHong Zhang {
8236affb6f8SHong Zhang   TS_Theta *th = (TS_Theta*)ts->data;
8246affb6f8SHong Zhang 
8256affb6f8SHong Zhang   PetscFunctionBegin;
8266affb6f8SHong Zhang   if (ns) *ns = 1;
8276affb6f8SHong Zhang   if (stagesensip) *stagesensip = th->endpoint ? &(th->MatFwdSensip0) : &(th->MatDeltaFwdSensip);
8286affb6f8SHong Zhang   PetscFunctionReturn(0);
8296affb6f8SHong Zhang }
8306affb6f8SHong Zhang 
831316643e7SJed Brown /*------------------------------------------------------------*/
832277b19d0SLisandro Dalcin static PetscErrorCode TSReset_Theta(TS ts)
833316643e7SJed Brown {
834316643e7SJed Brown   TS_Theta       *th = (TS_Theta*)ts->data;
835316643e7SJed Brown   PetscErrorCode ierr;
836316643e7SJed Brown 
837316643e7SJed Brown   PetscFunctionBegin;
8386bf464f9SBarry Smith   ierr = VecDestroy(&th->X);CHKERRQ(ierr);
8396bf464f9SBarry Smith   ierr = VecDestroy(&th->Xdot);CHKERRQ(ierr);
8403b1890cdSShri Abhyankar   ierr = VecDestroy(&th->X0);CHKERRQ(ierr);
841eb284becSJed Brown   ierr = VecDestroy(&th->affine);CHKERRQ(ierr);
8421566a47fSLisandro Dalcin 
8431566a47fSLisandro Dalcin   ierr = VecDestroy(&th->vec_sol_prev);CHKERRQ(ierr);
8441566a47fSLisandro Dalcin   ierr = VecDestroy(&th->vec_lte_work);CHKERRQ(ierr);
8451566a47fSLisandro Dalcin 
846b1cb36f3SHong Zhang   ierr = VecDestroy(&th->VecCostIntegral0);CHKERRQ(ierr);
847715f1b00SHong Zhang   if (ts->forward_solve) {
848715f1b00SHong Zhang     if (ts->vecs_integral_sensip) {
849715f1b00SHong Zhang       ierr = VecDestroy(&th->VecIntegralSensipTemp);CHKERRQ(ierr);
8506f92202bSHong Zhang       ierr = VecDestroyVecs(ts->numcost,&th->VecsIntegralSensip0);CHKERRQ(ierr);
851715f1b00SHong Zhang     }
852b5b4017aSHong Zhang     ierr = VecDestroy(&th->VecDeltaFwdSensipCol);CHKERRQ(ierr);
85313b1b0ffSHong Zhang     ierr = MatDestroy(&th->MatDeltaFwdSensip);CHKERRQ(ierr);
85413b1b0ffSHong Zhang     ierr = MatDestroy(&th->MatFwdSensip0);CHKERRQ(ierr);
855715f1b00SHong Zhang   }
856b5e0532dSHong Zhang   ierr = VecDestroyVecs(ts->numcost,&th->VecsDeltaLam);CHKERRQ(ierr);
857b5e0532dSHong Zhang   ierr = VecDestroyVecs(ts->numcost,&th->VecsDeltaMu);CHKERRQ(ierr);
858b5b4017aSHong Zhang   ierr = VecDestroyVecs(ts->numcost,&th->VecsDeltaLam2);CHKERRQ(ierr);
859b5b4017aSHong Zhang   ierr = VecDestroyVecs(ts->numcost,&th->VecsDeltaMu2);CHKERRQ(ierr);
860b5e0532dSHong Zhang   ierr = VecDestroyVecs(ts->numcost,&th->VecsSensiTemp);CHKERRQ(ierr);
861b5b4017aSHong Zhang   ierr = VecDestroyVecs(ts->numcost,&th->VecsSensi2Temp);CHKERRQ(ierr);
862715f1b00SHong Zhang 
863277b19d0SLisandro Dalcin   PetscFunctionReturn(0);
864277b19d0SLisandro Dalcin }
865277b19d0SLisandro Dalcin 
866ece46509SHong Zhang static PetscErrorCode TSAdjointReset_Theta(TS ts)
867ece46509SHong Zhang {
868ece46509SHong Zhang   TS_Theta       *th = (TS_Theta*)ts->data;
869ece46509SHong Zhang   PetscErrorCode ierr;
870ece46509SHong Zhang 
871ece46509SHong Zhang   PetscFunctionBegin;
872ece46509SHong Zhang   ierr = VecDestroyVecs(ts->numcost,&th->VecsDeltaLam);CHKERRQ(ierr);
873ece46509SHong Zhang   ierr = VecDestroyVecs(ts->numcost,&th->VecsDeltaMu);CHKERRQ(ierr);
874ece46509SHong Zhang   ierr = VecDestroyVecs(ts->numcost,&th->VecsDeltaLam2);CHKERRQ(ierr);
875ece46509SHong Zhang   ierr = VecDestroyVecs(ts->numcost,&th->VecsDeltaMu2);CHKERRQ(ierr);
876ece46509SHong Zhang   ierr = VecDestroyVecs(ts->numcost,&th->VecsSensiTemp);CHKERRQ(ierr);
877ece46509SHong Zhang   ierr = VecDestroyVecs(ts->numcost,&th->VecsSensi2Temp);CHKERRQ(ierr);
878ece46509SHong Zhang   PetscFunctionReturn(0);
879ece46509SHong Zhang }
880ece46509SHong Zhang 
881277b19d0SLisandro Dalcin static PetscErrorCode TSDestroy_Theta(TS ts)
882277b19d0SLisandro Dalcin {
883277b19d0SLisandro Dalcin   PetscErrorCode ierr;
884277b19d0SLisandro Dalcin 
885277b19d0SLisandro Dalcin   PetscFunctionBegin;
886277b19d0SLisandro Dalcin   ierr = TSReset_Theta(ts);CHKERRQ(ierr);
887b3a6b972SJed Brown   if (ts->dm) {
888b3a6b972SJed Brown     ierr = DMCoarsenHookRemove(ts->dm,DMCoarsenHook_TSTheta,DMRestrictHook_TSTheta,ts);CHKERRQ(ierr);
889b3a6b972SJed Brown     ierr = DMSubDomainHookRemove(ts->dm,DMSubDomainHook_TSTheta,DMSubDomainRestrictHook_TSTheta,ts);CHKERRQ(ierr);
890b3a6b972SJed Brown   }
891277b19d0SLisandro Dalcin   ierr = PetscFree(ts->data);CHKERRQ(ierr);
892bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetTheta_C",NULL);CHKERRQ(ierr);
893bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetTheta_C",NULL);CHKERRQ(ierr);
894bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetEndpoint_C",NULL);CHKERRQ(ierr);
895bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetEndpoint_C",NULL);CHKERRQ(ierr);
896316643e7SJed Brown   PetscFunctionReturn(0);
897316643e7SJed Brown }
898316643e7SJed Brown 
899316643e7SJed Brown /*
900316643e7SJed Brown   This defines the nonlinear equation that is to be solved with SNES
9012b5a38e1SLisandro Dalcin   G(U) = F[t0+Theta*dt, U, (U-U0)*shift] = 0
902316643e7SJed Brown */
9030f5c6efeSJed Brown static PetscErrorCode SNESTSFormFunction_Theta(SNES snes,Vec x,Vec y,TS ts)
904316643e7SJed Brown {
905316643e7SJed Brown   TS_Theta       *th = (TS_Theta*)ts->data;
906316643e7SJed Brown   PetscErrorCode ierr;
9077445fe48SJed Brown   Vec            X0,Xdot;
9087445fe48SJed Brown   DM             dm,dmsave;
9091566a47fSLisandro Dalcin   PetscReal      shift = 1/(th->Theta*ts->time_step);
910316643e7SJed Brown 
911316643e7SJed Brown   PetscFunctionBegin;
9127445fe48SJed Brown   ierr = SNESGetDM(snes,&dm);CHKERRQ(ierr);
9135a3a76d0SJed Brown   /* When using the endpoint variant, this is actually 1/Theta * Xdot */
9147445fe48SJed Brown   ierr = TSThetaGetX0AndXdot(ts,dm,&X0,&Xdot);CHKERRQ(ierr);
915b296d7d5SJed Brown   ierr = VecAXPBYPCZ(Xdot,-shift,shift,0,X0,x);CHKERRQ(ierr);
9167445fe48SJed Brown 
9177445fe48SJed Brown   /* DM monkey-business allows user code to call TSGetDM() inside of functions evaluated on levels of FAS */
9187445fe48SJed Brown   dmsave = ts->dm;
9197445fe48SJed Brown   ts->dm = dm;
9207445fe48SJed Brown   ierr   = TSComputeIFunction(ts,th->stage_time,x,Xdot,y,PETSC_FALSE);CHKERRQ(ierr);
9217445fe48SJed Brown   ts->dm = dmsave;
9220d0b770aSPeter Brune   ierr   = TSThetaRestoreX0AndXdot(ts,dm,&X0,&Xdot);CHKERRQ(ierr);
923316643e7SJed Brown   PetscFunctionReturn(0);
924316643e7SJed Brown }
925316643e7SJed Brown 
926d1e9a80fSBarry Smith static PetscErrorCode SNESTSFormJacobian_Theta(SNES snes,Vec x,Mat A,Mat B,TS ts)
927316643e7SJed Brown {
928316643e7SJed Brown   TS_Theta       *th = (TS_Theta*)ts->data;
929316643e7SJed Brown   PetscErrorCode ierr;
9307445fe48SJed Brown   Vec            Xdot;
9317445fe48SJed Brown   DM             dm,dmsave;
9321566a47fSLisandro Dalcin   PetscReal      shift = 1/(th->Theta*ts->time_step);
933316643e7SJed Brown 
934316643e7SJed Brown   PetscFunctionBegin;
9357445fe48SJed Brown   ierr = SNESGetDM(snes,&dm);CHKERRQ(ierr);
936be5899b3SLisandro Dalcin   /* Xdot has already been computed in SNESTSFormFunction_Theta (SNES guarantees this) */
9370298fd71SBarry Smith   ierr = TSThetaGetX0AndXdot(ts,dm,NULL,&Xdot);CHKERRQ(ierr);
9387445fe48SJed Brown 
9397445fe48SJed Brown   dmsave = ts->dm;
9407445fe48SJed Brown   ts->dm = dm;
941d1e9a80fSBarry Smith   ierr   = TSComputeIJacobian(ts,th->stage_time,x,Xdot,shift,A,B,PETSC_FALSE);CHKERRQ(ierr);
9427445fe48SJed Brown   ts->dm = dmsave;
9430298fd71SBarry Smith   ierr   = TSThetaRestoreX0AndXdot(ts,dm,NULL,&Xdot);CHKERRQ(ierr);
944316643e7SJed Brown   PetscFunctionReturn(0);
945316643e7SJed Brown }
946316643e7SJed Brown 
947715f1b00SHong Zhang static PetscErrorCode TSForwardSetUp_Theta(TS ts)
948715f1b00SHong Zhang {
949715f1b00SHong Zhang   TS_Theta       *th = (TS_Theta*)ts->data;
950715f1b00SHong Zhang   PetscErrorCode ierr;
951715f1b00SHong Zhang 
952715f1b00SHong Zhang   PetscFunctionBegin;
953022c081aSHong Zhang   /* combine sensitivities to parameters and sensitivities to initial values into one array */
95413b1b0ffSHong Zhang   th->num_tlm = ts->num_parameters;
95513b1b0ffSHong Zhang   ierr = MatDuplicate(ts->mat_sensip,MAT_DO_NOT_COPY_VALUES,&th->MatDeltaFwdSensip);CHKERRQ(ierr);
956715f1b00SHong Zhang   if (ts->vecs_integral_sensip) {
957715f1b00SHong Zhang     ierr = VecDuplicate(ts->vecs_integral_sensip[0],&th->VecIntegralSensipTemp);CHKERRQ(ierr);
958715f1b00SHong Zhang   }
9596f92202bSHong Zhang   /* backup sensitivity results for roll-backs */
96013b1b0ffSHong Zhang   ierr = MatDuplicate(ts->mat_sensip,MAT_DO_NOT_COPY_VALUES,&th->MatFwdSensip0);CHKERRQ(ierr);
96113b1b0ffSHong Zhang 
9626f92202bSHong Zhang   if (ts->vecs_integral_sensip) {
9636f92202bSHong Zhang     ierr = VecDuplicateVecs(ts->vecs_integral_sensip[0],ts->numcost,&th->VecsIntegralSensip0);CHKERRQ(ierr);
9646f92202bSHong Zhang   }
965b5b4017aSHong Zhang   ierr = VecDuplicate(ts->vec_sol,&th->VecDeltaFwdSensipCol);CHKERRQ(ierr);
966b5b4017aSHong Zhang   ierr = VecDuplicate(ts->vec_sol,&ts->vec_sensip_col);CHKERRQ(ierr);
967715f1b00SHong Zhang   PetscFunctionReturn(0);
968715f1b00SHong Zhang }
969715f1b00SHong Zhang 
9707adebddeSHong Zhang static PetscErrorCode TSForwardReset_Theta(TS ts)
9717adebddeSHong Zhang {
9727adebddeSHong Zhang   TS_Theta       *th = (TS_Theta*)ts->data;
9737adebddeSHong Zhang   PetscErrorCode ierr;
9747adebddeSHong Zhang 
9757adebddeSHong Zhang   PetscFunctionBegin;
9767adebddeSHong Zhang   if (ts->vecs_integral_sensip) {
9777adebddeSHong Zhang     ierr = VecDestroy(&th->VecIntegralSensipTemp);CHKERRQ(ierr);
9787adebddeSHong Zhang     ierr = VecDestroyVecs(ts->numcost,&th->VecsIntegralSensip0);CHKERRQ(ierr);
9797adebddeSHong Zhang   }
9807adebddeSHong Zhang   ierr = VecDestroy(&th->VecDeltaFwdSensipCol);CHKERRQ(ierr);
9817adebddeSHong Zhang   ierr = MatDestroy(&th->MatDeltaFwdSensip);CHKERRQ(ierr);
9827adebddeSHong Zhang   ierr = MatDestroy(&th->MatFwdSensip0);CHKERRQ(ierr);
9837adebddeSHong Zhang   PetscFunctionReturn(0);
9847adebddeSHong Zhang }
9857adebddeSHong Zhang 
986316643e7SJed Brown static PetscErrorCode TSSetUp_Theta(TS ts)
987316643e7SJed Brown {
988316643e7SJed Brown   TS_Theta       *th = (TS_Theta*)ts->data;
9892ffb9264SLisandro Dalcin   PetscBool      match;
990316643e7SJed Brown   PetscErrorCode ierr;
991316643e7SJed Brown 
992316643e7SJed Brown   PetscFunctionBegin;
993b1cb36f3SHong Zhang   if (!th->VecCostIntegral0 && ts->vec_costintegral && ts->costintegralfwd) { /* back up cost integral */
994b1cb36f3SHong Zhang     ierr = VecDuplicate(ts->vec_costintegral,&th->VecCostIntegral0);CHKERRQ(ierr);
995b1cb36f3SHong Zhang   }
99639d13666SHong Zhang   if (!th->X) {
997316643e7SJed Brown     ierr = VecDuplicate(ts->vec_sol,&th->X);CHKERRQ(ierr);
99839d13666SHong Zhang   }
99939d13666SHong Zhang   if (!th->Xdot) {
1000316643e7SJed Brown     ierr = VecDuplicate(ts->vec_sol,&th->Xdot);CHKERRQ(ierr);
100139d13666SHong Zhang   }
100239d13666SHong Zhang   if (!th->X0) {
10033b1890cdSShri Abhyankar     ierr = VecDuplicate(ts->vec_sol,&th->X0);CHKERRQ(ierr);
100439d13666SHong Zhang   }
10051566a47fSLisandro Dalcin   if (th->endpoint) {
10061566a47fSLisandro Dalcin     ierr = VecDuplicate(ts->vec_sol,&th->affine);CHKERRQ(ierr);
10077445fe48SJed Brown   }
10083b1890cdSShri Abhyankar 
10091566a47fSLisandro Dalcin   th->order = (th->Theta == 0.5) ? 2 : 1;
10101566a47fSLisandro Dalcin 
10111566a47fSLisandro Dalcin   ierr = TSGetDM(ts,&ts->dm);CHKERRQ(ierr);
10121566a47fSLisandro Dalcin   ierr = DMCoarsenHookAdd(ts->dm,DMCoarsenHook_TSTheta,DMRestrictHook_TSTheta,ts);CHKERRQ(ierr);
10131566a47fSLisandro Dalcin   ierr = DMSubDomainHookAdd(ts->dm,DMSubDomainHook_TSTheta,DMSubDomainRestrictHook_TSTheta,ts);CHKERRQ(ierr);
10141566a47fSLisandro Dalcin 
10151566a47fSLisandro Dalcin   ierr = TSGetAdapt(ts,&ts->adapt);CHKERRQ(ierr);
10161566a47fSLisandro Dalcin   ierr = TSAdaptCandidatesClear(ts->adapt);CHKERRQ(ierr);
10172ffb9264SLisandro Dalcin   ierr = PetscObjectTypeCompare((PetscObject)ts->adapt,TSADAPTNONE,&match);CHKERRQ(ierr);
10182ffb9264SLisandro Dalcin   if (!match) {
10191566a47fSLisandro Dalcin     ierr = VecDuplicate(ts->vec_sol,&th->vec_sol_prev);CHKERRQ(ierr);
10201566a47fSLisandro Dalcin     ierr = VecDuplicate(ts->vec_sol,&th->vec_lte_work);CHKERRQ(ierr);
10213b1890cdSShri Abhyankar   }
10221566a47fSLisandro Dalcin   ierr = TSGetSNES(ts,&ts->snes);CHKERRQ(ierr);
1023b4dd3bf9SBarry Smith   PetscFunctionReturn(0);
1024b4dd3bf9SBarry Smith }
10250c7376e5SHong Zhang 
1026b4dd3bf9SBarry Smith /*------------------------------------------------------------*/
1027b4dd3bf9SBarry Smith 
1028b4dd3bf9SBarry Smith static PetscErrorCode TSAdjointSetUp_Theta(TS ts)
1029b4dd3bf9SBarry Smith {
1030b4dd3bf9SBarry Smith   TS_Theta       *th = (TS_Theta*)ts->data;
1031b4dd3bf9SBarry Smith   PetscErrorCode ierr;
1032b4dd3bf9SBarry Smith 
1033b4dd3bf9SBarry Smith   PetscFunctionBegin;
1034b5e0532dSHong Zhang   ierr = VecDuplicateVecs(ts->vecs_sensi[0],ts->numcost,&th->VecsDeltaLam);CHKERRQ(ierr);
1035b5b4017aSHong Zhang   ierr = VecDuplicateVecs(ts->vecs_sensi[0],ts->numcost,&th->VecsSensiTemp);CHKERRQ(ierr);
10362ca6e920SHong Zhang   if (ts->vecs_sensip) {
1037b5e0532dSHong Zhang     ierr = VecDuplicateVecs(ts->vecs_sensip[0],ts->numcost,&th->VecsDeltaMu);CHKERRQ(ierr);
10382ca6e920SHong Zhang   }
1039b5b4017aSHong Zhang   if (ts->vecs_sensi2) {
1040b5b4017aSHong Zhang     ierr = VecDuplicateVecs(ts->vecs_sensi[0],ts->numcost,&th->VecsDeltaLam2);CHKERRQ(ierr);
1041b5b4017aSHong Zhang     ierr = VecDuplicateVecs(ts->vecs_sensi2[0],ts->numcost,&th->VecsSensi2Temp);CHKERRQ(ierr);
1042b5b4017aSHong Zhang   }
1043c9681e5dSHong Zhang   if (ts->vecs_sensi2p) {
1044c9681e5dSHong Zhang     ierr = VecDuplicateVecs(ts->vecs_sensi2p[0],ts->numcost,&th->VecsDeltaMu2);CHKERRQ(ierr);
1045b5b4017aSHong Zhang   }
1046316643e7SJed Brown   PetscFunctionReturn(0);
1047316643e7SJed Brown }
1048316643e7SJed Brown 
10494416b707SBarry Smith static PetscErrorCode TSSetFromOptions_Theta(PetscOptionItems *PetscOptionsObject,TS ts)
1050316643e7SJed Brown {
1051316643e7SJed Brown   TS_Theta       *th = (TS_Theta*)ts->data;
1052316643e7SJed Brown   PetscErrorCode ierr;
1053316643e7SJed Brown 
1054316643e7SJed Brown   PetscFunctionBegin;
1055e55864a3SBarry Smith   ierr = PetscOptionsHead(PetscOptionsObject,"Theta ODE solver options");CHKERRQ(ierr);
1056316643e7SJed Brown   {
10570298fd71SBarry Smith     ierr = PetscOptionsReal("-ts_theta_theta","Location of stage (0<Theta<=1)","TSThetaSetTheta",th->Theta,&th->Theta,NULL);CHKERRQ(ierr);
10580298fd71SBarry Smith     ierr = PetscOptionsBool("-ts_theta_endpoint","Use the endpoint instead of midpoint form of the Theta method","TSThetaSetEndpoint",th->endpoint,&th->endpoint,NULL);CHKERRQ(ierr);
105903842d09SLisandro Dalcin     ierr = PetscOptionsBool("-ts_theta_initial_guess_extrapolate","Extrapolate stage initial guess from previous solution (sometimes unstable)","TSThetaSetExtrapolate",th->extrapolate,&th->extrapolate,NULL);CHKERRQ(ierr);
1060316643e7SJed Brown   }
1061316643e7SJed Brown   ierr = PetscOptionsTail();CHKERRQ(ierr);
1062316643e7SJed Brown   PetscFunctionReturn(0);
1063316643e7SJed Brown }
1064316643e7SJed Brown 
1065316643e7SJed Brown static PetscErrorCode TSView_Theta(TS ts,PetscViewer viewer)
1066316643e7SJed Brown {
1067316643e7SJed Brown   TS_Theta       *th = (TS_Theta*)ts->data;
1068ace3abfcSBarry Smith   PetscBool      iascii;
1069316643e7SJed Brown   PetscErrorCode ierr;
1070316643e7SJed Brown 
1071316643e7SJed Brown   PetscFunctionBegin;
1072251f4c67SDmitry Karpeev   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
1073316643e7SJed Brown   if (iascii) {
10747c8652ddSBarry Smith     ierr = PetscViewerASCIIPrintf(viewer,"  Theta=%g\n",(double)th->Theta);CHKERRQ(ierr);
1075ace68cafSJed Brown     ierr = PetscViewerASCIIPrintf(viewer,"  Extrapolation=%s\n",th->extrapolate ? "yes" : "no");CHKERRQ(ierr);
1076316643e7SJed Brown   }
1077316643e7SJed Brown   PetscFunctionReturn(0);
1078316643e7SJed Brown }
1079316643e7SJed Brown 
1080560360afSLisandro Dalcin static PetscErrorCode TSThetaGetTheta_Theta(TS ts,PetscReal *theta)
10810de4c49aSJed Brown {
10820de4c49aSJed Brown   TS_Theta *th = (TS_Theta*)ts->data;
10830de4c49aSJed Brown 
10840de4c49aSJed Brown   PetscFunctionBegin;
10850de4c49aSJed Brown   *theta = th->Theta;
10860de4c49aSJed Brown   PetscFunctionReturn(0);
10870de4c49aSJed Brown }
10880de4c49aSJed Brown 
1089560360afSLisandro Dalcin static PetscErrorCode TSThetaSetTheta_Theta(TS ts,PetscReal theta)
10900de4c49aSJed Brown {
10910de4c49aSJed Brown   TS_Theta *th = (TS_Theta*)ts->data;
10920de4c49aSJed Brown 
10930de4c49aSJed Brown   PetscFunctionBegin;
10947c8652ddSBarry Smith   if (theta <= 0 || 1 < theta) SETERRQ1(PetscObjectComm((PetscObject)ts),PETSC_ERR_ARG_OUTOFRANGE,"Theta %g not in range (0,1]",(double)theta);
10950de4c49aSJed Brown   th->Theta = theta;
10961566a47fSLisandro Dalcin   th->order = (th->Theta == 0.5) ? 2 : 1;
10970de4c49aSJed Brown   PetscFunctionReturn(0);
10980de4c49aSJed Brown }
1099eb284becSJed Brown 
1100560360afSLisandro Dalcin static PetscErrorCode TSThetaGetEndpoint_Theta(TS ts,PetscBool *endpoint)
110126f2ff8fSLisandro Dalcin {
110226f2ff8fSLisandro Dalcin   TS_Theta *th = (TS_Theta*)ts->data;
110326f2ff8fSLisandro Dalcin 
110426f2ff8fSLisandro Dalcin   PetscFunctionBegin;
110526f2ff8fSLisandro Dalcin   *endpoint = th->endpoint;
110626f2ff8fSLisandro Dalcin   PetscFunctionReturn(0);
110726f2ff8fSLisandro Dalcin }
110826f2ff8fSLisandro Dalcin 
1109560360afSLisandro Dalcin static PetscErrorCode TSThetaSetEndpoint_Theta(TS ts,PetscBool flg)
1110eb284becSJed Brown {
1111eb284becSJed Brown   TS_Theta *th = (TS_Theta*)ts->data;
1112eb284becSJed Brown 
1113eb284becSJed Brown   PetscFunctionBegin;
1114eb284becSJed Brown   th->endpoint = flg;
1115eb284becSJed Brown   PetscFunctionReturn(0);
1116eb284becSJed Brown }
11170de4c49aSJed Brown 
1118f9c1d6abSBarry Smith #if defined(PETSC_HAVE_COMPLEX)
1119f9c1d6abSBarry Smith static PetscErrorCode TSComputeLinearStability_Theta(TS ts,PetscReal xr,PetscReal xi,PetscReal *yr,PetscReal *yi)
1120f9c1d6abSBarry Smith {
1121f9c1d6abSBarry Smith   PetscComplex   z   = xr + xi*PETSC_i,f;
1122f9c1d6abSBarry Smith   TS_Theta       *th = (TS_Theta*)ts->data;
11233fd8ae06SJed Brown   const PetscReal one = 1.0;
1124f9c1d6abSBarry Smith 
1125f9c1d6abSBarry Smith   PetscFunctionBegin;
11263fd8ae06SJed Brown   f   = (one + (one - th->Theta)*z)/(one - th->Theta*z);
1127f9c1d6abSBarry Smith   *yr = PetscRealPartComplex(f);
1128f9c1d6abSBarry Smith   *yi = PetscImaginaryPartComplex(f);
1129f9c1d6abSBarry Smith   PetscFunctionReturn(0);
1130f9c1d6abSBarry Smith }
1131f9c1d6abSBarry Smith #endif
1132f9c1d6abSBarry Smith 
113342682096SHong Zhang static PetscErrorCode TSGetStages_Theta(TS ts,PetscInt *ns,Vec **Y)
113442682096SHong Zhang {
113542682096SHong Zhang   TS_Theta     *th = (TS_Theta*)ts->data;
113642682096SHong Zhang 
113742682096SHong Zhang   PetscFunctionBegin;
11381566a47fSLisandro Dalcin   if (ns) *ns = 1;
11391566a47fSLisandro Dalcin   if (Y)  *Y  = th->endpoint ? &(th->X0) : &(th->X);
114042682096SHong Zhang   PetscFunctionReturn(0);
114142682096SHong Zhang }
1142f9c1d6abSBarry Smith 
1143316643e7SJed Brown /* ------------------------------------------------------------ */
1144316643e7SJed Brown /*MC
114596f5712cSJed Brown       TSTHETA - DAE solver using the implicit Theta method
1146316643e7SJed Brown 
1147316643e7SJed Brown    Level: beginner
1148316643e7SJed Brown 
11494eb428fdSBarry Smith    Options Database:
1150c82ed962SBarry Smith +  -ts_theta_theta <Theta> - Location of stage (0<Theta<=1)
1151c82ed962SBarry Smith .  -ts_theta_endpoint <flag> - Use the endpoint (like Crank-Nicholson) instead of midpoint form of the Theta method
115203842d09SLisandro Dalcin -  -ts_theta_initial_guess_extrapolate <flg> - Extrapolate stage initial guess from previous solution (sometimes unstable)
11534eb428fdSBarry Smith 
1154eb284becSJed Brown    Notes:
11550c3ba866SJed Brown $  -ts_type theta -ts_theta_theta 1.0 corresponds to backward Euler (TSBEULER)
11560c3ba866SJed Brown $  -ts_type theta -ts_theta_theta 0.5 corresponds to the implicit midpoint rule
11574eb428fdSBarry Smith $  -ts_type theta -ts_theta_theta 0.5 -ts_theta_endpoint corresponds to Crank-Nicholson (TSCN)
11584eb428fdSBarry Smith 
1159eb284becSJed Brown    This method can be applied to DAE.
1160eb284becSJed Brown 
1161eb284becSJed Brown    This method is cast as a 1-stage implicit Runge-Kutta method.
1162eb284becSJed Brown 
1163eb284becSJed Brown .vb
1164eb284becSJed Brown   Theta | Theta
1165eb284becSJed Brown   -------------
1166eb284becSJed Brown         |  1
1167eb284becSJed Brown .ve
1168eb284becSJed Brown 
1169eb284becSJed Brown    For the default Theta=0.5, this is also known as the implicit midpoint rule.
1170eb284becSJed Brown 
1171eb284becSJed Brown    When the endpoint variant is chosen, the method becomes a 2-stage method with first stage explicit:
1172eb284becSJed Brown 
1173eb284becSJed Brown .vb
1174eb284becSJed Brown   0 | 0         0
1175eb284becSJed Brown   1 | 1-Theta   Theta
1176eb284becSJed Brown   -------------------
1177eb284becSJed Brown     | 1-Theta   Theta
1178eb284becSJed Brown .ve
1179eb284becSJed Brown 
1180eb284becSJed Brown    For the default Theta=0.5, this is the trapezoid rule (also known as Crank-Nicolson, see TSCN).
1181eb284becSJed Brown 
1182eb284becSJed Brown    To apply a diagonally implicit RK method to DAE, the stage formula
1183eb284becSJed Brown 
1184eb284becSJed Brown $  Y_i = X + h sum_j a_ij Y'_j
1185eb284becSJed Brown 
11864eb428fdSBarry Smith    is interpreted as a formula for Y'_i in terms of Y_i and known values (Y'_j, j<i)
1187eb284becSJed Brown 
1188eb284becSJed Brown .seealso:  TSCreate(), TS, TSSetType(), TSCN, TSBEULER, TSThetaSetTheta(), TSThetaSetEndpoint()
1189316643e7SJed Brown 
1190316643e7SJed Brown M*/
11918cc058d9SJed Brown PETSC_EXTERN PetscErrorCode TSCreate_Theta(TS ts)
1192316643e7SJed Brown {
1193316643e7SJed Brown   TS_Theta       *th;
1194316643e7SJed Brown   PetscErrorCode ierr;
1195316643e7SJed Brown 
1196316643e7SJed Brown   PetscFunctionBegin;
1197277b19d0SLisandro Dalcin   ts->ops->reset           = TSReset_Theta;
1198ece46509SHong Zhang   ts->ops->adjointreset    = TSAdjointReset_Theta;
1199316643e7SJed Brown   ts->ops->destroy         = TSDestroy_Theta;
1200316643e7SJed Brown   ts->ops->view            = TSView_Theta;
1201316643e7SJed Brown   ts->ops->setup           = TSSetUp_Theta;
120242f2b339SBarry Smith   ts->ops->adjointsetup    = TSAdjointSetUp_Theta;
1203ece46509SHong Zhang   ts->ops->adjointreset    = TSAdjointReset_Theta;
1204316643e7SJed Brown   ts->ops->step            = TSStep_Theta;
1205cd652676SJed Brown   ts->ops->interpolate     = TSInterpolate_Theta;
12061566a47fSLisandro Dalcin   ts->ops->evaluatewlte    = TSEvaluateWLTE_Theta;
120724655328SShri   ts->ops->rollback        = TSRollBack_Theta;
1208316643e7SJed Brown   ts->ops->setfromoptions  = TSSetFromOptions_Theta;
12090f5c6efeSJed Brown   ts->ops->snesfunction    = SNESTSFormFunction_Theta;
12100f5c6efeSJed Brown   ts->ops->snesjacobian    = SNESTSFormJacobian_Theta;
1211f9c1d6abSBarry Smith #if defined(PETSC_HAVE_COMPLEX)
1212f9c1d6abSBarry Smith   ts->ops->linearstability = TSComputeLinearStability_Theta;
1213f9c1d6abSBarry Smith #endif
121442682096SHong Zhang   ts->ops->getstages       = TSGetStages_Theta;
121542f2b339SBarry Smith   ts->ops->adjointstep     = TSAdjointStep_Theta;
1216b1cb36f3SHong Zhang   ts->ops->adjointintegral = TSAdjointCostIntegral_Theta;
1217b1cb36f3SHong Zhang   ts->ops->forwardintegral = TSForwardCostIntegral_Theta;
12182ffb9264SLisandro Dalcin   ts->default_adapt_type   = TSADAPTNONE;
12196affb6f8SHong Zhang 
1220715f1b00SHong Zhang   ts->ops->forwardsetup     = TSForwardSetUp_Theta;
12217adebddeSHong Zhang   ts->ops->forwardreset     = TSForwardReset_Theta;
1222715f1b00SHong Zhang   ts->ops->forwardstep      = TSForwardStep_Theta;
12236affb6f8SHong Zhang   ts->ops->forwardgetstages = TSForwardGetStages_Theta;
1224316643e7SJed Brown 
1225efd4aadfSBarry Smith   ts->usessnes = PETSC_TRUE;
1226efd4aadfSBarry Smith 
1227b00a9115SJed Brown   ierr = PetscNewLog(ts,&th);CHKERRQ(ierr);
1228316643e7SJed Brown   ts->data = (void*)th;
1229316643e7SJed Brown 
1230715f1b00SHong Zhang   th->VecsDeltaLam    = NULL;
1231715f1b00SHong Zhang   th->VecsDeltaMu     = NULL;
1232715f1b00SHong Zhang   th->VecsSensiTemp   = NULL;
1233b5b4017aSHong Zhang   th->VecsSensi2Temp  = NULL;
1234715f1b00SHong Zhang 
12356f700aefSJed Brown   th->extrapolate = PETSC_FALSE;
1236316643e7SJed Brown   th->Theta       = 0.5;
12371566a47fSLisandro Dalcin   th->order       = 2;
1238bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetTheta_C",TSThetaGetTheta_Theta);CHKERRQ(ierr);
1239bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetTheta_C",TSThetaSetTheta_Theta);CHKERRQ(ierr);
1240bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetEndpoint_C",TSThetaGetEndpoint_Theta);CHKERRQ(ierr);
1241bdf89e91SBarry Smith   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetEndpoint_C",TSThetaSetEndpoint_Theta);CHKERRQ(ierr);
1242316643e7SJed Brown   PetscFunctionReturn(0);
1243316643e7SJed Brown }
12440de4c49aSJed Brown 
12450de4c49aSJed Brown /*@
12460de4c49aSJed Brown   TSThetaGetTheta - Get the abscissa of the stage in (0,1].
12470de4c49aSJed Brown 
12480de4c49aSJed Brown   Not Collective
12490de4c49aSJed Brown 
12500de4c49aSJed Brown   Input Parameter:
12510de4c49aSJed Brown .  ts - timestepping context
12520de4c49aSJed Brown 
12530de4c49aSJed Brown   Output Parameter:
12540de4c49aSJed Brown .  theta - stage abscissa
12550de4c49aSJed Brown 
12560de4c49aSJed Brown   Note:
12570de4c49aSJed Brown   Use of this function is normally only required to hack TSTHETA to use a modified integration scheme.
12580de4c49aSJed Brown 
12590de4c49aSJed Brown   Level: Advanced
12600de4c49aSJed Brown 
12610de4c49aSJed Brown .seealso: TSThetaSetTheta()
12620de4c49aSJed Brown @*/
12637087cfbeSBarry Smith PetscErrorCode  TSThetaGetTheta(TS ts,PetscReal *theta)
12640de4c49aSJed Brown {
12654ac538c5SBarry Smith   PetscErrorCode ierr;
12660de4c49aSJed Brown 
12670de4c49aSJed Brown   PetscFunctionBegin;
1268afb20b64SJed Brown   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
12690de4c49aSJed Brown   PetscValidPointer(theta,2);
12704ac538c5SBarry Smith   ierr = PetscUseMethod(ts,"TSThetaGetTheta_C",(TS,PetscReal*),(ts,theta));CHKERRQ(ierr);
12710de4c49aSJed Brown   PetscFunctionReturn(0);
12720de4c49aSJed Brown }
12730de4c49aSJed Brown 
12740de4c49aSJed Brown /*@
12750de4c49aSJed Brown   TSThetaSetTheta - Set the abscissa of the stage in (0,1].
12760de4c49aSJed Brown 
12770de4c49aSJed Brown   Not Collective
12780de4c49aSJed Brown 
12790de4c49aSJed Brown   Input Parameter:
12800de4c49aSJed Brown +  ts - timestepping context
12810de4c49aSJed Brown -  theta - stage abscissa
12820de4c49aSJed Brown 
12830de4c49aSJed Brown   Options Database:
12840de4c49aSJed Brown .  -ts_theta_theta <theta>
12850de4c49aSJed Brown 
12860de4c49aSJed Brown   Level: Intermediate
12870de4c49aSJed Brown 
12880de4c49aSJed Brown .seealso: TSThetaGetTheta()
12890de4c49aSJed Brown @*/
12907087cfbeSBarry Smith PetscErrorCode  TSThetaSetTheta(TS ts,PetscReal theta)
12910de4c49aSJed Brown {
12924ac538c5SBarry Smith   PetscErrorCode ierr;
12930de4c49aSJed Brown 
12940de4c49aSJed Brown   PetscFunctionBegin;
1295afb20b64SJed Brown   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
12964ac538c5SBarry Smith   ierr = PetscTryMethod(ts,"TSThetaSetTheta_C",(TS,PetscReal),(ts,theta));CHKERRQ(ierr);
12970de4c49aSJed Brown   PetscFunctionReturn(0);
12980de4c49aSJed Brown }
1299f33bbcb6SJed Brown 
130026f2ff8fSLisandro Dalcin /*@
130126f2ff8fSLisandro Dalcin   TSThetaGetEndpoint - Gets whether to use the endpoint variant of the method (e.g. trapezoid/Crank-Nicolson instead of midpoint rule).
130226f2ff8fSLisandro Dalcin 
130326f2ff8fSLisandro Dalcin   Not Collective
130426f2ff8fSLisandro Dalcin 
130526f2ff8fSLisandro Dalcin   Input Parameter:
130626f2ff8fSLisandro Dalcin .  ts - timestepping context
130726f2ff8fSLisandro Dalcin 
130826f2ff8fSLisandro Dalcin   Output Parameter:
130926f2ff8fSLisandro Dalcin .  endpoint - PETSC_TRUE when using the endpoint variant
131026f2ff8fSLisandro Dalcin 
131126f2ff8fSLisandro Dalcin   Level: Advanced
131226f2ff8fSLisandro Dalcin 
131326f2ff8fSLisandro Dalcin .seealso: TSThetaSetEndpoint(), TSTHETA, TSCN
131426f2ff8fSLisandro Dalcin @*/
131526f2ff8fSLisandro Dalcin PetscErrorCode TSThetaGetEndpoint(TS ts,PetscBool *endpoint)
131626f2ff8fSLisandro Dalcin {
131726f2ff8fSLisandro Dalcin   PetscErrorCode ierr;
131826f2ff8fSLisandro Dalcin 
131926f2ff8fSLisandro Dalcin   PetscFunctionBegin;
132026f2ff8fSLisandro Dalcin   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
132126f2ff8fSLisandro Dalcin   PetscValidPointer(endpoint,2);
1322163d334eSBarry Smith   ierr = PetscUseMethod(ts,"TSThetaGetEndpoint_C",(TS,PetscBool*),(ts,endpoint));CHKERRQ(ierr);
132326f2ff8fSLisandro Dalcin   PetscFunctionReturn(0);
132426f2ff8fSLisandro Dalcin }
132526f2ff8fSLisandro Dalcin 
1326eb284becSJed Brown /*@
1327eb284becSJed Brown   TSThetaSetEndpoint - Sets whether to use the endpoint variant of the method (e.g. trapezoid/Crank-Nicolson instead of midpoint rule).
1328eb284becSJed Brown 
1329eb284becSJed Brown   Not Collective
1330eb284becSJed Brown 
1331eb284becSJed Brown   Input Parameter:
1332eb284becSJed Brown +  ts - timestepping context
1333eb284becSJed Brown -  flg - PETSC_TRUE to use the endpoint variant
1334eb284becSJed Brown 
1335eb284becSJed Brown   Options Database:
1336eb284becSJed Brown .  -ts_theta_endpoint <flg>
1337eb284becSJed Brown 
1338eb284becSJed Brown   Level: Intermediate
1339eb284becSJed Brown 
1340eb284becSJed Brown .seealso: TSTHETA, TSCN
1341eb284becSJed Brown @*/
1342eb284becSJed Brown PetscErrorCode TSThetaSetEndpoint(TS ts,PetscBool flg)
1343eb284becSJed Brown {
1344eb284becSJed Brown   PetscErrorCode ierr;
1345eb284becSJed Brown 
1346eb284becSJed Brown   PetscFunctionBegin;
1347eb284becSJed Brown   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
1348eb284becSJed Brown   ierr = PetscTryMethod(ts,"TSThetaSetEndpoint_C",(TS,PetscBool),(ts,flg));CHKERRQ(ierr);
1349eb284becSJed Brown   PetscFunctionReturn(0);
1350eb284becSJed Brown }
1351eb284becSJed Brown 
1352f33bbcb6SJed Brown /*
1353f33bbcb6SJed Brown  * TSBEULER and TSCN are straightforward specializations of TSTHETA.
1354f33bbcb6SJed Brown  * The creation functions for these specializations are below.
1355f33bbcb6SJed Brown  */
1356f33bbcb6SJed Brown 
13571566a47fSLisandro Dalcin static PetscErrorCode TSSetUp_BEuler(TS ts)
13581566a47fSLisandro Dalcin {
13591566a47fSLisandro Dalcin   TS_Theta       *th = (TS_Theta*)ts->data;
13601566a47fSLisandro Dalcin   PetscErrorCode ierr;
13611566a47fSLisandro Dalcin 
13621566a47fSLisandro Dalcin   PetscFunctionBegin;
13631566a47fSLisandro Dalcin   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");
13641566a47fSLisandro Dalcin   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");
13651566a47fSLisandro Dalcin   ierr = TSSetUp_Theta(ts);CHKERRQ(ierr);
13661566a47fSLisandro Dalcin   PetscFunctionReturn(0);
13671566a47fSLisandro Dalcin }
13681566a47fSLisandro Dalcin 
1369f33bbcb6SJed Brown static PetscErrorCode TSView_BEuler(TS ts,PetscViewer viewer)
1370f33bbcb6SJed Brown {
1371f33bbcb6SJed Brown   PetscFunctionBegin;
1372f33bbcb6SJed Brown   PetscFunctionReturn(0);
1373f33bbcb6SJed Brown }
1374f33bbcb6SJed Brown 
1375f33bbcb6SJed Brown /*MC
1376f33bbcb6SJed Brown       TSBEULER - ODE solver using the implicit backward Euler method
1377f33bbcb6SJed Brown 
1378f33bbcb6SJed Brown   Level: beginner
1379f33bbcb6SJed Brown 
13804eb428fdSBarry Smith   Notes:
1381c7eb6c99SShri Abhyankar   TSBEULER is equivalent to TSTHETA with Theta=1.0
13824eb428fdSBarry Smith 
13831566a47fSLisandro Dalcin $  -ts_type theta -ts_theta_theta 1.0
13844eb428fdSBarry Smith 
1385f33bbcb6SJed Brown .seealso:  TSCreate(), TS, TSSetType(), TSEULER, TSCN, TSTHETA
1386f33bbcb6SJed Brown 
1387f33bbcb6SJed Brown M*/
13888cc058d9SJed Brown PETSC_EXTERN PetscErrorCode TSCreate_BEuler(TS ts)
1389f33bbcb6SJed Brown {
1390f33bbcb6SJed Brown   PetscErrorCode ierr;
1391f33bbcb6SJed Brown 
1392f33bbcb6SJed Brown   PetscFunctionBegin;
1393f33bbcb6SJed Brown   ierr = TSCreate_Theta(ts);CHKERRQ(ierr);
1394f33bbcb6SJed Brown   ierr = TSThetaSetTheta(ts,1.0);CHKERRQ(ierr);
13951566a47fSLisandro Dalcin   ierr = TSThetaSetEndpoint(ts,PETSC_FALSE);CHKERRQ(ierr);
13960c7376e5SHong Zhang   ts->ops->setup = TSSetUp_BEuler;
1397f33bbcb6SJed Brown   ts->ops->view  = TSView_BEuler;
1398f33bbcb6SJed Brown   PetscFunctionReturn(0);
1399f33bbcb6SJed Brown }
1400f33bbcb6SJed Brown 
14011566a47fSLisandro Dalcin static PetscErrorCode TSSetUp_CN(TS ts)
14021566a47fSLisandro Dalcin {
14031566a47fSLisandro Dalcin   TS_Theta       *th = (TS_Theta*)ts->data;
14041566a47fSLisandro Dalcin   PetscErrorCode ierr;
14051566a47fSLisandro Dalcin 
14061566a47fSLisandro Dalcin   PetscFunctionBegin;
14071566a47fSLisandro Dalcin   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");
14081566a47fSLisandro Dalcin   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");
14091566a47fSLisandro Dalcin   ierr = TSSetUp_Theta(ts);CHKERRQ(ierr);
14101566a47fSLisandro Dalcin   PetscFunctionReturn(0);
14111566a47fSLisandro Dalcin }
14121566a47fSLisandro Dalcin 
1413f33bbcb6SJed Brown static PetscErrorCode TSView_CN(TS ts,PetscViewer viewer)
1414f33bbcb6SJed Brown {
1415f33bbcb6SJed Brown   PetscFunctionBegin;
1416f33bbcb6SJed Brown   PetscFunctionReturn(0);
1417f33bbcb6SJed Brown }
1418f33bbcb6SJed Brown 
1419f33bbcb6SJed Brown /*MC
1420f33bbcb6SJed Brown       TSCN - ODE solver using the implicit Crank-Nicolson method.
1421f33bbcb6SJed Brown 
1422f33bbcb6SJed Brown   Level: beginner
1423f33bbcb6SJed Brown 
1424f33bbcb6SJed Brown   Notes:
14257cf5af47SJed Brown   TSCN is equivalent to TSTHETA with Theta=0.5 and the "endpoint" option set. I.e.
14267cf5af47SJed Brown 
14277cf5af47SJed Brown $  -ts_type theta -ts_theta_theta 0.5 -ts_theta_endpoint
1428f33bbcb6SJed Brown 
1429f33bbcb6SJed Brown .seealso:  TSCreate(), TS, TSSetType(), TSBEULER, TSTHETA
1430f33bbcb6SJed Brown 
1431f33bbcb6SJed Brown M*/
14328cc058d9SJed Brown PETSC_EXTERN PetscErrorCode TSCreate_CN(TS ts)
1433f33bbcb6SJed Brown {
1434f33bbcb6SJed Brown   PetscErrorCode ierr;
1435f33bbcb6SJed Brown 
1436f33bbcb6SJed Brown   PetscFunctionBegin;
1437f33bbcb6SJed Brown   ierr = TSCreate_Theta(ts);CHKERRQ(ierr);
1438f33bbcb6SJed Brown   ierr = TSThetaSetTheta(ts,0.5);CHKERRQ(ierr);
1439eb284becSJed Brown   ierr = TSThetaSetEndpoint(ts,PETSC_TRUE);CHKERRQ(ierr);
14400c7376e5SHong Zhang   ts->ops->setup = TSSetUp_CN;
1441f33bbcb6SJed Brown   ts->ops->view  = TSView_CN;
1442f33bbcb6SJed Brown   PetscFunctionReturn(0);
1443f33bbcb6SJed Brown }
1444