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 279*33f72c5dSHong Zhang /* Build RHS for first-order adjoint lambda_{n+1}/h + r_u^T(n+1) */ 280c9681e5dSHong Zhang ierr = TSComputeDRDUFunction(ts,th->stage_time,th->X,ts->vecs_drdu);CHKERRQ(ierr); 281c9681e5dSHong Zhang for (nadj=0; nadj<ts->numcost; nadj++) { 282c9681e5dSHong Zhang ierr = VecCopy(ts->vecs_sensi[nadj],VecsSensiTemp[nadj]);CHKERRQ(ierr); 283c9681e5dSHong Zhang ierr = VecScale(VecsSensiTemp[nadj],1./th->time_step);CHKERRQ(ierr); /* lambda_{n+1}/h */ 284*33f72c5dSHong Zhang if (ts->vecs_drdu) { 285c9681e5dSHong Zhang ierr = VecAXPY(VecsSensiTemp[nadj],1.,ts->vecs_drdu[nadj]);CHKERRQ(ierr); 286c9681e5dSHong Zhang } 287c9681e5dSHong Zhang } 288c9681e5dSHong Zhang 289c9681e5dSHong Zhang /* Build LHS for first-order adjoint */ 290c9681e5dSHong Zhang shift = 1./th->time_step; 291c9681e5dSHong Zhang ierr = TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr); 292c9681e5dSHong Zhang ierr = KSPSetOperators(ksp,J,Jp);CHKERRQ(ierr); 293c9681e5dSHong Zhang 294c9681e5dSHong Zhang /* Solve stage equation LHS*lambda_s = RHS for first-order adjoint */ 295c9681e5dSHong Zhang for (nadj=0; nadj<ts->numcost; nadj++) { 296c9681e5dSHong Zhang KSPConvergedReason kspreason; 297c9681e5dSHong Zhang ierr = KSPSolveTranspose(ksp,VecsSensiTemp[nadj],VecsDeltaLam[nadj]);CHKERRQ(ierr); 298c9681e5dSHong Zhang ierr = KSPGetConvergedReason(ksp,&kspreason);CHKERRQ(ierr); 299c9681e5dSHong Zhang if (kspreason < 0) { 300c9681e5dSHong Zhang ts->reason = TSADJOINT_DIVERGED_LINEAR_SOLVE; 301c9681e5dSHong Zhang ierr = PetscInfo2(ts,"Step=%D, %Dth cost function, transposed linear solve fails, stopping adjoint solve\n",ts->steps,nadj);CHKERRQ(ierr); 302c9681e5dSHong Zhang } 303c9681e5dSHong Zhang } 304c9681e5dSHong Zhang 305c9681e5dSHong Zhang if (ts->vecs_sensi2) { /* U_{n+1} */ 306c9681e5dSHong Zhang /* Get w1 at t_{n+1} from TLM matrix */ 307c9681e5dSHong Zhang ierr = MatDenseGetColumn(ts->mat_sensip,0,&xarr);CHKERRQ(ierr); 308c9681e5dSHong Zhang ierr = VecPlaceArray(ts->vec_sensip_col,xarr);CHKERRQ(ierr); 309c9681e5dSHong Zhang /* lambda_s^T F_UU w_1 */ 310c9681e5dSHong Zhang ierr = TSComputeIHessianProductFunction1(ts,th->stage_time,th->X,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fuu);CHKERRQ(ierr); 311c9681e5dSHong Zhang /* lambda_s^T F_UP w_2 */ 312c9681e5dSHong Zhang ierr = TSComputeIHessianProductFunction2(ts,th->stage_time,th->X,VecsDeltaLam,ts->vec_dir,ts->vecs_fup);CHKERRQ(ierr); 313c9681e5dSHong Zhang for (nadj=0; nadj<ts->numcost; nadj++) { /* compute the residual */ 314c9681e5dSHong Zhang ierr = VecCopy(ts->vecs_sensi2[nadj],VecsSensi2Temp[nadj]);CHKERRQ(ierr); 315c9681e5dSHong Zhang ierr = VecScale(VecsSensi2Temp[nadj],shift);CHKERRQ(ierr); 316*33f72c5dSHong Zhang ierr = VecAXPY(VecsSensi2Temp[nadj],-1.,ts->vecs_fuu[nadj]);CHKERRQ(ierr); 317c9681e5dSHong Zhang if (ts->vecs_fup) { 318*33f72c5dSHong Zhang ierr = VecAXPY(VecsSensi2Temp[nadj],-1.,ts->vecs_fup[nadj]);CHKERRQ(ierr); 319c9681e5dSHong Zhang } 320c9681e5dSHong Zhang } 321c9681e5dSHong Zhang /* Solve stage equation LHS X = RHS for second-order adjoint */ 322c9681e5dSHong Zhang for (nadj=0; nadj<ts->numcost; nadj++) { 32305c9950eSHong Zhang KSPConvergedReason kspreason; 324c9681e5dSHong Zhang ierr = KSPSolveTranspose(ksp,VecsSensi2Temp[nadj],VecsDeltaLam2[nadj]);CHKERRQ(ierr); 32505c9950eSHong Zhang ierr = KSPGetConvergedReason(ksp,&kspreason);CHKERRQ(ierr); 32605c9950eSHong Zhang if (kspreason < 0) { 32705c9950eSHong Zhang ts->reason = TSADJOINT_DIVERGED_LINEAR_SOLVE; 32805c9950eSHong Zhang ierr = PetscInfo2(ts,"Step=%D, %Dth cost function, transposed linear solve fails, stopping adjoint solve\n",ts->steps,nadj);CHKERRQ(ierr); 32905c9950eSHong Zhang } 330c9681e5dSHong Zhang } 331c9681e5dSHong Zhang } 332c9681e5dSHong Zhang 333c9681e5dSHong Zhang /* Update sensitivities, and evaluate integrals if there is any */ 334c9681e5dSHong Zhang shift = 0.0; 335*33f72c5dSHong Zhang ierr = TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr); /* get -f_U */ 336c9681e5dSHong Zhang ierr = MatScale(J,-1.);CHKERRQ(ierr); 337c9681e5dSHong Zhang for (nadj=0; nadj<ts->numcost; nadj++) { 338*33f72c5dSHong Zhang /* Add f_U \lambda_s to the original RHS */ 339c9681e5dSHong Zhang ierr = MatMultTransposeAdd(J,VecsDeltaLam[nadj],VecsSensiTemp[nadj],VecsSensiTemp[nadj]);CHKERRQ(ierr); 340c9681e5dSHong Zhang ierr = VecScale(VecsSensiTemp[nadj],th->time_step);CHKERRQ(ierr); 341c9681e5dSHong Zhang ierr = VecCopy(VecsSensiTemp[nadj],ts->vecs_sensi[nadj]);CHKERRQ(ierr); 342c9681e5dSHong Zhang if (ts->vecs_sensi2) { 343c9681e5dSHong Zhang ierr = MatMultTransposeAdd(J,VecsDeltaLam2[nadj],VecsSensi2Temp[nadj],VecsSensi2Temp[nadj]);CHKERRQ(ierr); 344c9681e5dSHong Zhang ierr = VecScale(VecsSensi2Temp[nadj],th->time_step);CHKERRQ(ierr); 345c9681e5dSHong Zhang ierr = VecCopy(VecsSensi2Temp[nadj],ts->vecs_sensi2[nadj]);CHKERRQ(ierr); 346c9681e5dSHong Zhang } 347c9681e5dSHong Zhang } 348c9681e5dSHong Zhang if (ts->vecs_sensip) { 349c9681e5dSHong Zhang ierr = TSComputeIJacobianP(ts,th->stage_time,th->X,th->Xdot,shift,ts->Jacp,PETSC_FALSE);CHKERRQ(ierr); /* get -f_p */ 350*33f72c5dSHong Zhang ierr = TSComputeDRDPFunction(ts,th->stage_time,th->X,ts->vecs_drdp);CHKERRQ(ierr); 351c9681e5dSHong Zhang if (ts->vecs_sensi2p) { 352c9681e5dSHong Zhang /* lambda_s^T F_PU w_1 */ 353c9681e5dSHong Zhang ierr = TSComputeIHessianProductFunction3(ts,th->stage_time,th->X,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fpu);CHKERRQ(ierr); 354*33f72c5dSHong Zhang /* lambda_s^T F_PP w_2 */ 355c9681e5dSHong Zhang ierr = TSComputeIHessianProductFunction4(ts,th->stage_time,th->X,VecsDeltaLam,ts->vec_dir,ts->vecs_fpp);CHKERRQ(ierr); 356c9681e5dSHong Zhang } 357c9681e5dSHong Zhang for (nadj=0; nadj<ts->numcost; nadj++) { 358c9681e5dSHong Zhang ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);CHKERRQ(ierr); 359c9681e5dSHong Zhang ierr = VecAXPY(ts->vecs_sensip[nadj],-th->time_step,VecsDeltaMu[nadj]);CHKERRQ(ierr); 360*33f72c5dSHong Zhang if (ts->vecs_drdp) { 361*33f72c5dSHong Zhang ierr = VecAXPY(ts->vecs_sensip[nadj],th->time_step,ts->vecs_drdp[nadj]);CHKERRQ(ierr); 362*33f72c5dSHong Zhang } 363c9681e5dSHong Zhang if (ts->vecs_sensi2p) { 364c9681e5dSHong Zhang ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam2[nadj],VecsDeltaMu2[nadj]);CHKERRQ(ierr); 365c9681e5dSHong Zhang ierr = VecAXPY(ts->vecs_sensi2p[nadj],-th->time_step,VecsDeltaMu2[nadj]);CHKERRQ(ierr); 366c9681e5dSHong Zhang if (ts->vecs_fpu) { 367c9681e5dSHong Zhang ierr = VecAXPY(ts->vecs_sensi2p[nadj],-th->time_step,ts->vecs_fpu[nadj]);CHKERRQ(ierr); 368c9681e5dSHong Zhang } 369c9681e5dSHong Zhang if (ts->vecs_fpp) { 370c9681e5dSHong Zhang ierr = VecAXPY(ts->vecs_sensi2p[nadj],-th->time_step,ts->vecs_fpp[nadj]);CHKERRQ(ierr); 371c9681e5dSHong Zhang } 372c9681e5dSHong Zhang } 373c9681e5dSHong Zhang } 374c9681e5dSHong Zhang } 375c9681e5dSHong Zhang 376c9681e5dSHong Zhang if (ts->vecs_sensi2) { 377c9681e5dSHong Zhang ierr = VecResetArray(ts->vec_sensip_col);CHKERRQ(ierr); 378c9681e5dSHong Zhang ierr = MatDenseRestoreColumn(ts->mat_sensip,&xarr);CHKERRQ(ierr); 379c9681e5dSHong Zhang } 380c9681e5dSHong Zhang th->status = TS_STEP_COMPLETE; 381c9681e5dSHong Zhang PetscFunctionReturn(0); 382c9681e5dSHong Zhang } 383c9681e5dSHong Zhang 38442f2b339SBarry Smith static PetscErrorCode TSAdjointStep_Theta(TS ts) 3852ca6e920SHong Zhang { 3862ca6e920SHong Zhang TS_Theta *th = (TS_Theta*)ts->data; 387b5e0532dSHong Zhang Vec *VecsDeltaLam = th->VecsDeltaLam,*VecsDeltaMu = th->VecsDeltaMu,*VecsSensiTemp = th->VecsSensiTemp; 388b5b4017aSHong Zhang Vec *VecsDeltaLam2 = th->VecsDeltaLam2,*VecsDeltaMu2 = th->VecsDeltaMu2,*VecsSensi2Temp = th->VecsSensi2Temp; 3892ca6e920SHong Zhang PetscInt nadj; 3902ca6e920SHong Zhang Mat J,Jp; 3912ca6e920SHong Zhang KSP ksp; 3922ca6e920SHong Zhang PetscReal shift; 393b5b4017aSHong Zhang PetscScalar *xarr; 394b5b4017aSHong Zhang PetscErrorCode ierr; 3952ca6e920SHong Zhang 3962ca6e920SHong Zhang PetscFunctionBegin; 397c9681e5dSHong Zhang if (th->Theta == 1.) { 398c9681e5dSHong Zhang ierr = TSAdjointStepBEuler_Private(ts);CHKERRQ(ierr); 399c9681e5dSHong Zhang PetscFunctionReturn(0); 400c9681e5dSHong Zhang } 4012ca6e920SHong Zhang th->status = TS_STEP_INCOMPLETE; 402302440fdSBarry Smith ierr = SNESGetKSP(ts->snes,&ksp);CHKERRQ(ierr); 4032ca6e920SHong Zhang ierr = TSGetIJacobian(ts,&J,&Jp,NULL,NULL);CHKERRQ(ierr); 404b5e0532dSHong Zhang 405b5e0532dSHong Zhang /* If endpoint=1, th->ptime and th->X0 will be used; if endpoint=0, th->stage_time and th->X will be used. */ 406022c081aSHong Zhang th->stage_time = th->endpoint ? ts->ptime : (ts->ptime+(1.-th->Theta)*ts->time_step); /* time_step is negative*/ 407b5e0532dSHong Zhang th->ptime = ts->ptime + ts->time_step; 408022c081aSHong Zhang th->time_step = -ts->time_step; 4092ca6e920SHong Zhang 410b5b4017aSHong Zhang /* Build RHS for first-order adjoint */ 411*33f72c5dSHong Zhang /* Cost function has an integral term */ 41205755b9cSHong Zhang if (th->endpoint) { 413c9ad9de0SHong Zhang ierr = TSComputeDRDUFunction(ts,th->stage_time,ts->vec_sol,ts->vecs_drdu);CHKERRQ(ierr); 41405755b9cSHong Zhang } else { 415c9ad9de0SHong Zhang ierr = TSComputeDRDUFunction(ts,th->stage_time,th->X,ts->vecs_drdu);CHKERRQ(ierr); 41605755b9cSHong Zhang } 417*33f72c5dSHong Zhang 418abc2977eSBarry Smith for (nadj=0; nadj<ts->numcost; nadj++) { 419b5e0532dSHong Zhang ierr = VecCopy(ts->vecs_sensi[nadj],VecsSensiTemp[nadj]);CHKERRQ(ierr); 420022c081aSHong Zhang ierr = VecScale(VecsSensiTemp[nadj],1./(th->Theta*th->time_step));CHKERRQ(ierr); 4212c39e106SBarry Smith if (ts->vec_costintegral) { 422c9ad9de0SHong Zhang ierr = VecAXPY(VecsSensiTemp[nadj],1.,ts->vecs_drdu[nadj]);CHKERRQ(ierr); 42336eaed60SHong Zhang } 4242ca6e920SHong Zhang } 4253c54f92cSHong Zhang 426b5b4017aSHong Zhang /* Build LHS for first-order adjoint */ 427022c081aSHong Zhang shift = 1./(th->Theta*th->time_step); 4283c54f92cSHong Zhang if (th->endpoint) { 429022c081aSHong Zhang ierr = TSComputeIJacobian(ts,th->stage_time,ts->vec_sol,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr); 4303c54f92cSHong Zhang } else { 4313c54f92cSHong Zhang ierr = TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr); 4323c54f92cSHong Zhang } 4332ca6e920SHong Zhang ierr = KSPSetOperators(ksp,J,Jp);CHKERRQ(ierr); 4342ca6e920SHong Zhang 435b5b4017aSHong Zhang /* Solve stage equation LHS*lambda_s = RHS for first-order adjoint */ 436abc2977eSBarry Smith for (nadj=0; nadj<ts->numcost; nadj++) { 4371d14d03bSHong Zhang KSPConvergedReason kspreason; 438b5e0532dSHong Zhang ierr = KSPSolveTranspose(ksp,VecsSensiTemp[nadj],VecsDeltaLam[nadj]);CHKERRQ(ierr); 4391d14d03bSHong Zhang ierr = KSPGetConvergedReason(ksp,&kspreason);CHKERRQ(ierr); 4401d14d03bSHong Zhang if (kspreason < 0) { 4411d14d03bSHong Zhang ts->reason = TSADJOINT_DIVERGED_LINEAR_SOLVE; 4421d14d03bSHong Zhang ierr = PetscInfo2(ts,"Step=%D, %Dth cost function, transposed linear solve fails, stopping adjoint solve\n",ts->steps,nadj);CHKERRQ(ierr); 4431d14d03bSHong Zhang } 4442ca6e920SHong Zhang } 4453c54f92cSHong Zhang 4461d14d03bSHong Zhang /* Second-order adjoint */ 447b5b4017aSHong Zhang if (ts->vecs_sensi2) { /* U_{n+1} */ 448b5b4017aSHong Zhang if (!th->endpoint) SETERRQ(PetscObjectComm((PetscObject)ts),PETSC_ERR_SUP,"Operation not implemented in TS_Theta"); 449b5b4017aSHong Zhang /* Get w1 at t_{n+1} from TLM matrix */ 450b5b4017aSHong Zhang ierr = MatDenseGetColumn(ts->mat_sensip,0,&xarr);CHKERRQ(ierr); 451b5b4017aSHong Zhang ierr = VecPlaceArray(ts->vec_sensip_col,xarr);CHKERRQ(ierr); 452b5b4017aSHong Zhang /* lambda_s^T F_UU w_1 */ 453b5b4017aSHong Zhang ierr = TSComputeIHessianProductFunction1(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fuu);CHKERRQ(ierr); 454b5b4017aSHong Zhang ierr = VecResetArray(ts->vec_sensip_col);CHKERRQ(ierr); 455b5b4017aSHong Zhang ierr = MatDenseRestoreColumn(ts->mat_sensip,&xarr);CHKERRQ(ierr); 456b5b4017aSHong Zhang /* lambda_s^T F_UP w_2 */ 457b5b4017aSHong Zhang ierr = TSComputeIHessianProductFunction2(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_dir,ts->vecs_fup);CHKERRQ(ierr); 458b5b4017aSHong Zhang for (nadj=0; nadj<ts->numcost; nadj++) { /* compute the residual */ 459b5b4017aSHong Zhang ierr = VecCopy(ts->vecs_sensi2[nadj],VecsSensi2Temp[nadj]);CHKERRQ(ierr); 4601d14d03bSHong Zhang ierr = VecScale(VecsSensi2Temp[nadj],shift);CHKERRQ(ierr); 461*33f72c5dSHong Zhang ierr = VecAXPY(VecsSensi2Temp[nadj],-1.,ts->vecs_fuu[nadj]);CHKERRQ(ierr); 462b5b4017aSHong Zhang if (ts->vecs_fup) { 463*33f72c5dSHong Zhang ierr = VecAXPY(VecsSensi2Temp[nadj],-1.,ts->vecs_fup[nadj]);CHKERRQ(ierr); 464b5b4017aSHong Zhang } 465b5b4017aSHong Zhang } 466b5b4017aSHong Zhang /* Solve stage equation LHS X = RHS for second-order adjoint */ 467b5b4017aSHong Zhang for (nadj=0; nadj<ts->numcost; nadj++) { 4681d14d03bSHong Zhang KSPConvergedReason kspreason; 4691d14d03bSHong Zhang ierr = KSPSolveTranspose(ksp,VecsSensi2Temp[nadj],VecsDeltaLam2[nadj]);CHKERRQ(ierr); 4701d14d03bSHong Zhang ierr = KSPGetConvergedReason(ksp,&kspreason);CHKERRQ(ierr); 4711d14d03bSHong Zhang if (kspreason < 0) { 4721d14d03bSHong Zhang ts->reason = TSADJOINT_DIVERGED_LINEAR_SOLVE; 4731d14d03bSHong Zhang ierr = PetscInfo2(ts,"Step=%D, %Dth cost function, transposed linear solve fails, stopping adjoint solve\n",ts->steps,nadj);CHKERRQ(ierr); 4741d14d03bSHong Zhang } 475b5b4017aSHong Zhang } 476b5b4017aSHong Zhang } 477b5b4017aSHong Zhang 47836eaed60SHong Zhang /* Update sensitivities, and evaluate integrals if there is any */ 4791d14d03bSHong Zhang if(th->endpoint) { /* two-stage Theta methods with th->Theta!=1, th->Theta==1 leads to BEuler */ 480022c081aSHong Zhang shift = 1./((th->Theta-1.)*th->time_step); 481b5e0532dSHong Zhang ierr = TSComputeIJacobian(ts,th->ptime,th->X0,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr); 482*33f72c5dSHong Zhang /* R_U at t_n */ 483c9ad9de0SHong Zhang ierr = TSComputeDRDUFunction(ts,th->ptime,th->X0,ts->vecs_drdu);CHKERRQ(ierr); 484abc2977eSBarry Smith for (nadj=0; nadj<ts->numcost; nadj++) { 485b5e0532dSHong Zhang ierr = MatMultTranspose(J,VecsDeltaLam[nadj],ts->vecs_sensi[nadj]);CHKERRQ(ierr); 486*33f72c5dSHong Zhang if (ts->vecs_drdu) { 4871d14d03bSHong Zhang ierr = VecAXPY(ts->vecs_sensi[nadj],-1.,ts->vecs_drdu[nadj]);CHKERRQ(ierr); 488b5b4017aSHong Zhang } 4891d14d03bSHong Zhang ierr = VecScale(ts->vecs_sensi[nadj],1./shift);CHKERRQ(ierr); 490b5b4017aSHong Zhang } 4911d14d03bSHong Zhang 4921d14d03bSHong Zhang /* Second-order adjoint */ 4931d14d03bSHong Zhang if (ts->vecs_sensi2) { /* U_n */ 494b5b4017aSHong Zhang /* Get w1 at t_n from TLM matrix */ 495b5b4017aSHong Zhang ierr = MatDenseGetColumn(th->MatFwdSensip0,0,&xarr);CHKERRQ(ierr); 496b5b4017aSHong Zhang ierr = VecPlaceArray(ts->vec_sensip_col,xarr);CHKERRQ(ierr); 497b5b4017aSHong Zhang /* lambda_s^T F_UU w_1 */ 498b5b4017aSHong Zhang ierr = TSComputeIHessianProductFunction1(ts,th->ptime,th->X0,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fuu);CHKERRQ(ierr); 499b5b4017aSHong Zhang ierr = VecResetArray(ts->vec_sensip_col);CHKERRQ(ierr); 500*33f72c5dSHong Zhang ierr = MatDenseRestoreColumn(th->MatFwdSensip0,&xarr);CHKERRQ(ierr); 501b5b4017aSHong Zhang /* lambda_s^T F_UU w_2 */ 502b5b4017aSHong Zhang ierr = TSComputeIHessianProductFunction2(ts,th->ptime,th->X0,VecsDeltaLam,ts->vec_dir,ts->vecs_fup);CHKERRQ(ierr); 503b5b4017aSHong Zhang for (nadj=0; nadj<ts->numcost; nadj++) { 504*33f72c5dSHong 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_UP w_2 */ 505b5b4017aSHong Zhang ierr = MatMultTranspose(J,VecsDeltaLam2[nadj],ts->vecs_sensi2[nadj]);CHKERRQ(ierr); 506*33f72c5dSHong Zhang ierr = VecAXPY(ts->vecs_sensi2[nadj],1.,ts->vecs_fuu[nadj]);CHKERRQ(ierr); 507b5b4017aSHong Zhang if (ts->vecs_fup) { 508*33f72c5dSHong Zhang ierr = VecAXPY(ts->vecs_sensi2[nadj],1.,ts->vecs_fup[nadj]);CHKERRQ(ierr); 509b5b4017aSHong Zhang } 5101d14d03bSHong Zhang ierr = VecScale(ts->vecs_sensi2[nadj],1./shift);CHKERRQ(ierr); 511b5b4017aSHong Zhang } 512b5e0532dSHong Zhang } 5133fd52205SHong Zhang 5143fd52205SHong Zhang if (ts->vecs_sensip) { /* sensitivities wrt parameters */ 515b5b4017aSHong Zhang /* U_{n+1} */ 516*33f72c5dSHong Zhang shift = -1./(th->Theta*th->time_step); 517*33f72c5dSHong Zhang ierr = TSComputeIJacobianP(ts,th->stage_time,ts->vec_sol,th->Xdot,shift,ts->Jacp,PETSC_FALSE);CHKERRQ(ierr); 518b5b4017aSHong Zhang ierr = TSComputeDRDPFunction(ts,th->stage_time,ts->vec_sol,ts->vecs_drdp);CHKERRQ(ierr); 519abc2977eSBarry Smith for (nadj=0; nadj<ts->numcost; nadj++) { 520b5e0532dSHong Zhang ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);CHKERRQ(ierr); 521*33f72c5dSHong Zhang ierr = VecAXPY(ts->vecs_sensip[nadj],-th->time_step*th->Theta,VecsDeltaMu[nadj]);CHKERRQ(ierr); 5223fd52205SHong Zhang } 523*33f72c5dSHong Zhang if (ts->vecs_sensi2p) { /* second-order */ 524*33f72c5dSHong Zhang /* Get w1 at t_{n+1} from TLM matrix */ 525*33f72c5dSHong Zhang ierr = MatDenseGetColumn(ts->mat_sensip,0,&xarr);CHKERRQ(ierr); 526*33f72c5dSHong Zhang ierr = VecPlaceArray(ts->vec_sensip_col,xarr);CHKERRQ(ierr); 527b5b4017aSHong Zhang /* lambda_s^T F_PU w_1 */ 528b5b4017aSHong Zhang ierr = TSComputeIHessianProductFunction3(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fpu);CHKERRQ(ierr); 529*33f72c5dSHong Zhang ierr = VecResetArray(ts->vec_sensip_col);CHKERRQ(ierr); 530*33f72c5dSHong Zhang ierr = MatDenseRestoreColumn(ts->mat_sensip,&xarr);CHKERRQ(ierr); 531*33f72c5dSHong Zhang 532b5b4017aSHong Zhang /* lambda_s^T F_PP w_2 */ 533b5b4017aSHong Zhang ierr = TSComputeIHessianProductFunction4(ts,th->stage_time,ts->vec_sol,VecsDeltaLam,ts->vec_dir,ts->vecs_fpp);CHKERRQ(ierr); 534b5b4017aSHong Zhang for (nadj=0; nadj<ts->numcost; nadj++) { 535*33f72c5dSHong Zhang /* Mu2 <- Mu2 + h theta F_P^T Lambda_s + h theta (lambda_s^T F_UU w_1 + lambda_s^T F_UP w_2) */ 536b5b4017aSHong Zhang ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam2[nadj],VecsDeltaMu2[nadj]);CHKERRQ(ierr); 537*33f72c5dSHong Zhang ierr = VecAXPY(ts->vecs_sensi2p[nadj],-th->time_step*th->Theta,VecsDeltaMu2[nadj]);CHKERRQ(ierr); 538b5b4017aSHong Zhang if (ts->vecs_fpu) { 539*33f72c5dSHong Zhang ierr = VecAXPY(ts->vecs_sensi2p[nadj],-th->time_step*th->Theta,ts->vecs_fpu[nadj]);CHKERRQ(ierr); 540b5b4017aSHong Zhang } 541b5b4017aSHong Zhang if (ts->vecs_fpp) { 542*33f72c5dSHong Zhang ierr = VecAXPY(ts->vecs_sensi2p[nadj],-th->time_step*th->Theta,ts->vecs_fpp[nadj]);CHKERRQ(ierr); 543b5b4017aSHong Zhang } 544b5b4017aSHong Zhang } 545b5b4017aSHong Zhang } 546b5b4017aSHong Zhang 547b5b4017aSHong Zhang /* U_s */ 548*33f72c5dSHong Zhang shift = 1./((th->Theta-1.0)*th->time_step); 549*33f72c5dSHong Zhang ierr = TSComputeIJacobianP(ts,th->ptime,th->X0,th->Xdot,shift,ts->Jacp,PETSC_FALSE);CHKERRQ(ierr); 550b5b4017aSHong Zhang ierr = TSComputeDRDPFunction(ts,th->ptime,th->X0,ts->vecs_drdp);CHKERRQ(ierr); 551abc2977eSBarry Smith for (nadj=0; nadj<ts->numcost; nadj++) { 552b5e0532dSHong Zhang ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);CHKERRQ(ierr); 553*33f72c5dSHong Zhang ierr = VecAXPY(ts->vecs_sensip[nadj],-th->time_step*(1.0-th->Theta),VecsDeltaMu[nadj]);CHKERRQ(ierr); 554*33f72c5dSHong Zhang if (ts->vecs_sensi2p) { /* second-order */ 555*33f72c5dSHong Zhang /* Get w1 at t_n from TLM matrix */ 556*33f72c5dSHong Zhang ierr = MatDenseGetColumn(th->MatFwdSensip0,0,&xarr);CHKERRQ(ierr); 557*33f72c5dSHong Zhang ierr = VecPlaceArray(ts->vec_sensip_col,xarr);CHKERRQ(ierr); 558b5b4017aSHong Zhang /* lambda_s^T F_PU w_1 */ 559*33f72c5dSHong Zhang ierr = TSComputeIHessianProductFunction3(ts,th->ptime,th->X0,VecsDeltaLam,ts->vec_sensip_col,ts->vecs_fpu);CHKERRQ(ierr); 560*33f72c5dSHong Zhang ierr = VecResetArray(ts->vec_sensip_col);CHKERRQ(ierr); 561*33f72c5dSHong Zhang ierr = MatDenseRestoreColumn(th->MatFwdSensip0,&xarr);CHKERRQ(ierr); 562b5b4017aSHong Zhang /* lambda_s^T F_PP w_2 */ 563*33f72c5dSHong Zhang ierr = TSComputeIHessianProductFunction4(ts,th->ptime,th->X0,VecsDeltaLam,ts->vec_dir,ts->vecs_fpp);CHKERRQ(ierr); 564b5b4017aSHong Zhang for (nadj=0; nadj<ts->numcost; nadj++) { 565*33f72c5dSHong Zhang /* Mu2 <- Mu2 + h(1-theta) F_P^T Lambda_s + h(1-theta) (lambda_s^T F_UU w_1 + lambda_s^T F_UP w_2) */ 566b5b4017aSHong Zhang ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam2[nadj],VecsDeltaMu2[nadj]);CHKERRQ(ierr); 567*33f72c5dSHong Zhang ierr = VecAXPY(ts->vecs_sensi2p[nadj],-th->time_step*(1.0-th->Theta),VecsDeltaMu2[nadj]);CHKERRQ(ierr); 568b5b4017aSHong Zhang if (ts->vecs_fpu) { 569*33f72c5dSHong Zhang ierr = VecAXPY(ts->vecs_sensi2p[nadj],-th->time_step*(1.0-th->Theta),ts->vecs_fpu[nadj]);CHKERRQ(ierr); 570b5e0532dSHong Zhang } 571b5b4017aSHong Zhang if (ts->vecs_fpp) { 572*33f72c5dSHong Zhang ierr = VecAXPY(ts->vecs_sensi2p[nadj],-th->time_step*(1.0-th->Theta),ts->vecs_fpp[nadj]);CHKERRQ(ierr); 573b5b4017aSHong Zhang } 57436eaed60SHong Zhang } 57536eaed60SHong Zhang } 5763fd52205SHong Zhang } 577b5e0532dSHong Zhang } 5783fd52205SHong Zhang } else { /* one-stage case */ 5793c54f92cSHong Zhang shift = 0.0; 580a2ae3dd2SHong Zhang ierr = TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr); /* get -f_y */ 581c9ad9de0SHong Zhang ierr = TSComputeDRDUFunction(ts,th->stage_time,th->X,ts->vecs_drdu);CHKERRQ(ierr); 582abc2977eSBarry Smith for (nadj=0; nadj<ts->numcost; nadj++) { 583b5e0532dSHong Zhang ierr = MatMultTranspose(J,VecsDeltaLam[nadj],VecsSensiTemp[nadj]);CHKERRQ(ierr); 584022c081aSHong Zhang ierr = VecAXPY(ts->vecs_sensi[nadj],-th->time_step,VecsSensiTemp[nadj]);CHKERRQ(ierr); 585*33f72c5dSHong Zhang if (ts->vecs_drdu) { 586c9ad9de0SHong Zhang ierr = VecAXPY(ts->vecs_sensi[nadj],th->time_step,ts->vecs_drdu[nadj]);CHKERRQ(ierr); 58736eaed60SHong Zhang } 5882ca6e920SHong Zhang } 5893fd52205SHong Zhang if (ts->vecs_sensip) { 590*33f72c5dSHong Zhang ierr = TSComputeIJacobianP(ts,th->stage_time,th->X,th->Xdot,shift,ts->Jacp,PETSC_FALSE);CHKERRQ(ierr); 591c9ad9de0SHong Zhang ierr = TSComputeDRDPFunction(ts,th->stage_time,th->X,ts->vecs_drdp);CHKERRQ(ierr); 592abc2977eSBarry Smith for (nadj=0; nadj<ts->numcost; nadj++) { 593*33f72c5dSHong Zhang ierr = MatMultTranspose(ts->Jacp,VecsDeltaLam[nadj],VecsDeltaMu[nadj]);CHKERRQ(ierr); 594*33f72c5dSHong Zhang ierr = VecAXPY(ts->vecs_sensip[nadj],-th->time_step,VecsDeltaMu[nadj]);CHKERRQ(ierr); 595*33f72c5dSHong Zhang if (ts->vecs_drdp) { 596022c081aSHong Zhang ierr = VecAXPY(ts->vecs_sensip[nadj],th->time_step,ts->vecs_drdp[nadj]);CHKERRQ(ierr); 59736eaed60SHong Zhang } 59836eaed60SHong Zhang } 5993fd52205SHong Zhang } 6002ca6e920SHong Zhang } 6012ca6e920SHong Zhang 6022ca6e920SHong Zhang th->status = TS_STEP_COMPLETE; 6032ca6e920SHong Zhang PetscFunctionReturn(0); 6042ca6e920SHong Zhang } 6052ca6e920SHong Zhang 606cd652676SJed Brown static PetscErrorCode TSInterpolate_Theta(TS ts,PetscReal t,Vec X) 607cd652676SJed Brown { 608cd652676SJed Brown TS_Theta *th = (TS_Theta*)ts->data; 609be5899b3SLisandro Dalcin PetscReal dt = t - ts->ptime; 610cd652676SJed Brown PetscErrorCode ierr; 611cd652676SJed Brown 612cd652676SJed Brown PetscFunctionBegin; 613a43b19c4SJed Brown ierr = VecCopy(ts->vec_sol,th->X);CHKERRQ(ierr); 614be5899b3SLisandro Dalcin if (th->endpoint) dt *= th->Theta; 615be5899b3SLisandro Dalcin ierr = VecWAXPY(X,dt,th->Xdot,th->X);CHKERRQ(ierr); 616cd652676SJed Brown PetscFunctionReturn(0); 617cd652676SJed Brown } 618cd652676SJed Brown 6191566a47fSLisandro Dalcin static PetscErrorCode TSEvaluateWLTE_Theta(TS ts,NormType wnormtype,PetscInt *order,PetscReal *wlte) 6201566a47fSLisandro Dalcin { 6211566a47fSLisandro Dalcin TS_Theta *th = (TS_Theta*)ts->data; 6221566a47fSLisandro Dalcin Vec X = ts->vec_sol; /* X = solution */ 6231566a47fSLisandro Dalcin Vec Y = th->vec_lte_work; /* Y = X + LTE */ 6247453f775SEmil Constantinescu PetscReal wltea,wlter; 6251566a47fSLisandro Dalcin PetscErrorCode ierr; 6261566a47fSLisandro Dalcin 6271566a47fSLisandro Dalcin PetscFunctionBegin; 6282ffb9264SLisandro Dalcin if (!th->vec_sol_prev) {*wlte = -1; PetscFunctionReturn(0);} 6291566a47fSLisandro Dalcin /* Cannot compute LTE in first step or in restart after event */ 630fecfb714SLisandro Dalcin if (ts->steprestart) {*wlte = -1; PetscFunctionReturn(0);} 6311566a47fSLisandro Dalcin /* Compute LTE using backward differences with non-constant time step */ 632fecfb714SLisandro Dalcin { 633be5899b3SLisandro Dalcin PetscReal h = ts->time_step, h_prev = ts->ptime - ts->ptime_prev; 634be5899b3SLisandro Dalcin PetscReal a = 1 + h_prev/h; 6351566a47fSLisandro Dalcin PetscScalar scal[3]; Vec vecs[3]; 6361566a47fSLisandro Dalcin scal[0] = +1/a; scal[1] = -1/(a-1); scal[2] = +1/(a*(a-1)); 6371566a47fSLisandro Dalcin vecs[0] = X; vecs[1] = th->X0; vecs[2] = th->vec_sol_prev; 6381566a47fSLisandro Dalcin ierr = VecCopy(X,Y);CHKERRQ(ierr); 6391566a47fSLisandro Dalcin ierr = VecMAXPY(Y,3,scal,vecs);CHKERRQ(ierr); 6407453f775SEmil Constantinescu ierr = TSErrorWeightedNorm(ts,X,Y,wnormtype,wlte,&wltea,&wlter);CHKERRQ(ierr); 6411566a47fSLisandro Dalcin } 6421566a47fSLisandro Dalcin if (order) *order = 2; 6431566a47fSLisandro Dalcin PetscFunctionReturn(0); 6441566a47fSLisandro Dalcin } 6451566a47fSLisandro Dalcin 6461566a47fSLisandro Dalcin static PetscErrorCode TSRollBack_Theta(TS ts) 6471566a47fSLisandro Dalcin { 6481566a47fSLisandro Dalcin TS_Theta *th = (TS_Theta*)ts->data; 64913b1b0ffSHong Zhang PetscInt ncost; 6501566a47fSLisandro Dalcin PetscErrorCode ierr; 6511566a47fSLisandro Dalcin 6521566a47fSLisandro Dalcin PetscFunctionBegin; 6531566a47fSLisandro Dalcin ierr = VecCopy(th->X0,ts->vec_sol);CHKERRQ(ierr); 6541566a47fSLisandro Dalcin if (ts->vec_costintegral && ts->costintegralfwd) { 6551566a47fSLisandro Dalcin ierr = VecCopy(th->VecCostIntegral0,ts->vec_costintegral);CHKERRQ(ierr); 6561566a47fSLisandro Dalcin } 657715f1b00SHong Zhang th->status = TS_STEP_INCOMPLETE; 65813b1b0ffSHong Zhang if (ts->mat_sensip) { 65913b1b0ffSHong Zhang ierr = MatCopy(th->MatFwdSensip0,ts->mat_sensip,SAME_NONZERO_PATTERN);CHKERRQ(ierr); 6606f92202bSHong Zhang } 6616f92202bSHong Zhang if (ts->vecs_integral_sensip) { 6626f92202bSHong Zhang for (ncost=0;ncost<ts->numcost;ncost++) { 6636f92202bSHong Zhang ierr = VecCopy(th->VecsIntegralSensip0[ncost],ts->vecs_integral_sensip[ncost]);CHKERRQ(ierr); 6646f92202bSHong Zhang } 6656f92202bSHong Zhang } 666715f1b00SHong Zhang PetscFunctionReturn(0); 667715f1b00SHong Zhang } 668715f1b00SHong Zhang 669715f1b00SHong Zhang static PetscErrorCode TSForwardStep_Theta(TS ts) 670715f1b00SHong Zhang { 671715f1b00SHong Zhang TS_Theta *th = (TS_Theta*)ts->data; 67213b1b0ffSHong Zhang Mat MatDeltaFwdSensip = th->MatDeltaFwdSensip; 673b5b4017aSHong Zhang Vec VecDeltaFwdSensipCol = th->VecDeltaFwdSensipCol; 67413b1b0ffSHong Zhang PetscInt ncost,ntlm; 675715f1b00SHong Zhang KSP ksp; 676715f1b00SHong Zhang Mat J,Jp; 677715f1b00SHong Zhang PetscReal shift; 67813b1b0ffSHong Zhang PetscScalar *barr,*xarr; 679715f1b00SHong Zhang PetscErrorCode ierr; 680715f1b00SHong Zhang 681715f1b00SHong Zhang PetscFunctionBegin; 68213b1b0ffSHong Zhang ierr = MatCopy(ts->mat_sensip,th->MatFwdSensip0,SAME_NONZERO_PATTERN);CHKERRQ(ierr); 68313b1b0ffSHong Zhang 6846f92202bSHong Zhang for (ncost=0; ncost<ts->numcost; ncost++) { 6856f92202bSHong Zhang if (ts->vecs_integral_sensip) { 6866f92202bSHong Zhang ierr = VecCopy(ts->vecs_integral_sensip[ncost],th->VecsIntegralSensip0[ncost]);CHKERRQ(ierr); 6876f92202bSHong Zhang } 6886f92202bSHong Zhang } 6896f92202bSHong Zhang 690715f1b00SHong Zhang ierr = SNESGetKSP(ts->snes,&ksp);CHKERRQ(ierr); 691715f1b00SHong Zhang ierr = TSGetIJacobian(ts,&J,&Jp,NULL,NULL);CHKERRQ(ierr); 692715f1b00SHong Zhang 693715f1b00SHong Zhang /* Build RHS */ 694715f1b00SHong Zhang if (th->endpoint) { /* 2-stage method*/ 695715f1b00SHong Zhang shift = 1./((th->Theta-1.)*th->time_step); 696715f1b00SHong Zhang ierr = TSComputeIJacobian(ts,th->ptime,th->X0,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr); 69713b1b0ffSHong Zhang ierr = MatMatMult(J,ts->mat_sensip,MAT_REUSE_MATRIX,PETSC_DEFAULT,&MatDeltaFwdSensip);CHKERRQ(ierr); 69813b1b0ffSHong Zhang ierr = MatScale(MatDeltaFwdSensip,(th->Theta-1.)/th->Theta);CHKERRQ(ierr); 699715f1b00SHong Zhang 700022c081aSHong Zhang /* Add the f_p forcing terms */ 7010e11c21fSHong Zhang if (ts->Jacp) { 702*33f72c5dSHong Zhang ierr = TSComputeIJacobianP(ts,th->ptime,th->X0,th->Xdot,shift,ts->Jacp,PETSC_FALSE);CHKERRQ(ierr); 703*33f72c5dSHong Zhang ierr = MatAXPY(MatDeltaFwdSensip,(th->Theta-1.)/th->Theta,ts->Jacp,SUBSET_NONZERO_PATTERN);CHKERRQ(ierr); 704*33f72c5dSHong Zhang ierr = TSComputeIJacobianP(ts,th->stage_time,ts->vec_sol,th->Xdot,shift,ts->Jacp,PETSC_FALSE);CHKERRQ(ierr); 705*33f72c5dSHong Zhang ierr = MatAXPY(MatDeltaFwdSensip,-1.,ts->Jacp,SUBSET_NONZERO_PATTERN);CHKERRQ(ierr); 7060e11c21fSHong Zhang } 707715f1b00SHong Zhang } else { /* 1-stage method */ 708715f1b00SHong Zhang shift = 0.0; 709715f1b00SHong Zhang ierr = TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr); 71013b1b0ffSHong Zhang ierr = MatMatMult(J,ts->mat_sensip,MAT_REUSE_MATRIX,PETSC_DEFAULT,&MatDeltaFwdSensip);CHKERRQ(ierr); 71113b1b0ffSHong Zhang ierr = MatScale(MatDeltaFwdSensip,-1.);CHKERRQ(ierr); 71213b1b0ffSHong Zhang 713022c081aSHong Zhang /* Add the f_p forcing terms */ 7140e11c21fSHong Zhang if (ts->Jacp) { 715*33f72c5dSHong Zhang ierr = TSComputeIJacobianP(ts,th->stage_time,th->X,th->Xdot,shift,ts->Jacp,PETSC_FALSE);CHKERRQ(ierr); 716*33f72c5dSHong Zhang ierr = MatAXPY(MatDeltaFwdSensip,-1.,ts->Jacp,SUBSET_NONZERO_PATTERN);CHKERRQ(ierr); 717715f1b00SHong Zhang } 7180e11c21fSHong Zhang } 719715f1b00SHong Zhang 720715f1b00SHong Zhang /* Build LHS */ 721715f1b00SHong Zhang shift = 1/(th->Theta*th->time_step); 722715f1b00SHong Zhang if (th->endpoint) { 723715f1b00SHong Zhang ierr = TSComputeIJacobian(ts,th->stage_time,ts->vec_sol,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr); 724715f1b00SHong Zhang } else { 725715f1b00SHong Zhang ierr = TSComputeIJacobian(ts,th->stage_time,th->X,th->Xdot,shift,J,Jp,PETSC_FALSE);CHKERRQ(ierr); 726715f1b00SHong Zhang } 727715f1b00SHong Zhang ierr = KSPSetOperators(ksp,J,Jp);CHKERRQ(ierr); 728715f1b00SHong Zhang 729715f1b00SHong Zhang /* 730715f1b00SHong Zhang Evaluate the first stage of integral gradients with the 2-stage method: 731c9ad9de0SHong Zhang drdu|t_n*S(t_n) + drdp|t_n 732715f1b00SHong Zhang This is done before the linear solve because the sensitivity variable S(t_n) will be propagated to S(t_{n+1}) 733715f1b00SHong Zhang */ 734715f1b00SHong Zhang if (th->endpoint) { /* 2-stage method only */ 735715f1b00SHong Zhang if (ts->vecs_integral_sensip) { 736c9ad9de0SHong Zhang ierr = TSComputeDRDUFunction(ts,th->ptime,th->X0,ts->vecs_drdu);CHKERRQ(ierr); 7370e11c21fSHong Zhang if (ts->vecs_drdp) { 738c9ad9de0SHong Zhang ierr = TSComputeDRDPFunction(ts,th->ptime,th->X0,ts->vecs_drdp);CHKERRQ(ierr); 7390e11c21fSHong Zhang } 740715f1b00SHong Zhang for (ncost=0; ncost<ts->numcost; ncost++) { 741c9ad9de0SHong Zhang ierr = MatMultTranspose(ts->mat_sensip,ts->vecs_drdu[ncost],th->VecIntegralSensipTemp);CHKERRQ(ierr); 7420e11c21fSHong Zhang if (ts->vecs_drdp) { 74313b1b0ffSHong Zhang ierr = VecAXPY(th->VecIntegralSensipTemp,1,ts->vecs_drdp[ncost]);CHKERRQ(ierr); 7440e11c21fSHong Zhang } 745715f1b00SHong Zhang ierr = VecAXPY(ts->vecs_integral_sensip[ncost],th->time_step*(1.-th->Theta),th->VecIntegralSensipTemp);CHKERRQ(ierr); 746715f1b00SHong Zhang } 747715f1b00SHong Zhang } 748715f1b00SHong Zhang } 749715f1b00SHong Zhang 750715f1b00SHong Zhang /* Solve the tangent linear equation for forward sensitivities to parameters */ 751022c081aSHong Zhang for (ntlm=0; ntlm<th->num_tlm; ntlm++) { 752b5b4017aSHong Zhang KSPConvergedReason kspreason; 75313b1b0ffSHong Zhang ierr = MatDenseGetColumn(MatDeltaFwdSensip,ntlm,&barr);CHKERRQ(ierr); 754b5b4017aSHong Zhang ierr = VecPlaceArray(VecDeltaFwdSensipCol,barr);CHKERRQ(ierr); 755715f1b00SHong Zhang if (th->endpoint) { 75613b1b0ffSHong Zhang ierr = MatDenseGetColumn(ts->mat_sensip,ntlm,&xarr);CHKERRQ(ierr); 757b5b4017aSHong Zhang ierr = VecPlaceArray(ts->vec_sensip_col,xarr);CHKERRQ(ierr); 758b5b4017aSHong Zhang ierr = KSPSolve(ksp,VecDeltaFwdSensipCol,ts->vec_sensip_col);CHKERRQ(ierr); 759b5b4017aSHong Zhang ierr = VecResetArray(ts->vec_sensip_col);CHKERRQ(ierr); 76013b1b0ffSHong Zhang ierr = MatDenseRestoreColumn(ts->mat_sensip,&xarr);CHKERRQ(ierr); 761715f1b00SHong Zhang } else { 762b5b4017aSHong Zhang ierr = KSPSolve(ksp,VecDeltaFwdSensipCol,VecDeltaFwdSensipCol);CHKERRQ(ierr); 763715f1b00SHong Zhang } 764b5b4017aSHong Zhang ierr = KSPGetConvergedReason(ksp,&kspreason);CHKERRQ(ierr); 765b5b4017aSHong Zhang if (kspreason < 0) { 766b5b4017aSHong Zhang ts->reason = TSFORWARD_DIVERGED_LINEAR_SOLVE; 767b5b4017aSHong Zhang ierr = PetscInfo2(ts,"Step=%D, %Dth tangent linear solve, linear solve fails, stopping tangent linear solve\n",ts->steps,ntlm);CHKERRQ(ierr); 768b5b4017aSHong Zhang } 769b5b4017aSHong Zhang ierr = VecResetArray(VecDeltaFwdSensipCol);CHKERRQ(ierr); 77013b1b0ffSHong Zhang ierr = MatDenseRestoreColumn(MatDeltaFwdSensip,&barr);CHKERRQ(ierr); 771715f1b00SHong Zhang } 772715f1b00SHong Zhang 773b5b4017aSHong Zhang 77413b1b0ffSHong Zhang /* 77513b1b0ffSHong Zhang Evaluate the second stage of integral gradients with the 2-stage method: 776c9ad9de0SHong Zhang drdu|t_{n+1}*S(t_{n+1}) + drdp|t_{n+1} 77713b1b0ffSHong Zhang */ 77813b1b0ffSHong Zhang if (ts->vecs_integral_sensip) { 77913b1b0ffSHong Zhang if (!th->endpoint) { 78013b1b0ffSHong Zhang ierr = MatAXPY(ts->mat_sensip,1,MatDeltaFwdSensip,SAME_NONZERO_PATTERN);CHKERRQ(ierr); 781c9ad9de0SHong Zhang ierr = TSComputeDRDUFunction(ts,th->stage_time,th->X,ts->vecs_drdu);CHKERRQ(ierr); 7820e11c21fSHong Zhang if (ts->vecs_drdp) { 783c9ad9de0SHong Zhang ierr = TSComputeDRDPFunction(ts,th->stage_time,th->X,ts->vecs_drdp);CHKERRQ(ierr); 7840e11c21fSHong Zhang } 78513b1b0ffSHong Zhang for (ncost=0; ncost<ts->numcost; ncost++) { 786c9ad9de0SHong Zhang ierr = MatMultTranspose(ts->mat_sensip,ts->vecs_drdu[ncost],th->VecIntegralSensipTemp);CHKERRQ(ierr); 7870e11c21fSHong Zhang if (ts->vecs_drdp) { 78813b1b0ffSHong Zhang ierr = VecAXPY(th->VecIntegralSensipTemp,1,ts->vecs_drdp[ncost]);CHKERRQ(ierr); 7890e11c21fSHong Zhang } 79013b1b0ffSHong Zhang ierr = VecAXPY(ts->vecs_integral_sensip[ncost],th->time_step,th->VecIntegralSensipTemp);CHKERRQ(ierr); 79113b1b0ffSHong Zhang } 79213b1b0ffSHong Zhang ierr = MatAXPY(ts->mat_sensip,(1.-th->Theta)/th->Theta,MatDeltaFwdSensip,SAME_NONZERO_PATTERN);CHKERRQ(ierr); 79313b1b0ffSHong Zhang } else { 794c9ad9de0SHong Zhang ierr = TSComputeDRDUFunction(ts,th->stage_time,ts->vec_sol,ts->vecs_drdu);CHKERRQ(ierr); 7950e11c21fSHong Zhang if (ts->vecs_drdp) { 796c9ad9de0SHong Zhang ierr = TSComputeDRDPFunction(ts,th->stage_time,ts->vec_sol,ts->vecs_drdp);CHKERRQ(ierr); 7970e11c21fSHong Zhang } 79813b1b0ffSHong Zhang for (ncost=0; ncost<ts->numcost; ncost++) { 799c9ad9de0SHong Zhang ierr = MatMultTranspose(ts->mat_sensip,ts->vecs_drdu[ncost],th->VecIntegralSensipTemp);CHKERRQ(ierr); 8000e11c21fSHong Zhang if (ts->vecs_drdp) { 80113b1b0ffSHong Zhang ierr = VecAXPY(th->VecIntegralSensipTemp,1,ts->vecs_drdp[ncost]);CHKERRQ(ierr); 8020e11c21fSHong Zhang } 80313b1b0ffSHong Zhang ierr = VecAXPY(ts->vecs_integral_sensip[ncost],th->time_step*th->Theta,th->VecIntegralSensipTemp);CHKERRQ(ierr); 80413b1b0ffSHong Zhang } 80513b1b0ffSHong Zhang } 80613b1b0ffSHong Zhang } else { 80713b1b0ffSHong Zhang if (!th->endpoint) { 80813b1b0ffSHong Zhang ierr = MatAXPY(ts->mat_sensip,1./th->Theta,MatDeltaFwdSensip,SAME_NONZERO_PATTERN);CHKERRQ(ierr); 809715f1b00SHong Zhang } 810715f1b00SHong Zhang } 8111566a47fSLisandro Dalcin PetscFunctionReturn(0); 8121566a47fSLisandro Dalcin } 8131566a47fSLisandro Dalcin 8146affb6f8SHong Zhang static PetscErrorCode TSForwardGetStages_Theta(TS ts,PetscInt *ns,Mat **stagesensip) 8156affb6f8SHong Zhang { 8166affb6f8SHong Zhang TS_Theta *th = (TS_Theta*)ts->data; 8176affb6f8SHong Zhang 8186affb6f8SHong Zhang PetscFunctionBegin; 8196affb6f8SHong Zhang if (ns) *ns = 1; 8206affb6f8SHong Zhang if (stagesensip) *stagesensip = th->endpoint ? &(th->MatFwdSensip0) : &(th->MatDeltaFwdSensip); 8216affb6f8SHong Zhang PetscFunctionReturn(0); 8226affb6f8SHong Zhang } 8236affb6f8SHong Zhang 824316643e7SJed Brown /*------------------------------------------------------------*/ 825277b19d0SLisandro Dalcin static PetscErrorCode TSReset_Theta(TS ts) 826316643e7SJed Brown { 827316643e7SJed Brown TS_Theta *th = (TS_Theta*)ts->data; 828316643e7SJed Brown PetscErrorCode ierr; 829316643e7SJed Brown 830316643e7SJed Brown PetscFunctionBegin; 8316bf464f9SBarry Smith ierr = VecDestroy(&th->X);CHKERRQ(ierr); 8326bf464f9SBarry Smith ierr = VecDestroy(&th->Xdot);CHKERRQ(ierr); 8333b1890cdSShri Abhyankar ierr = VecDestroy(&th->X0);CHKERRQ(ierr); 834eb284becSJed Brown ierr = VecDestroy(&th->affine);CHKERRQ(ierr); 8351566a47fSLisandro Dalcin 8361566a47fSLisandro Dalcin ierr = VecDestroy(&th->vec_sol_prev);CHKERRQ(ierr); 8371566a47fSLisandro Dalcin ierr = VecDestroy(&th->vec_lte_work);CHKERRQ(ierr); 8381566a47fSLisandro Dalcin 839b1cb36f3SHong Zhang ierr = VecDestroy(&th->VecCostIntegral0);CHKERRQ(ierr); 840277b19d0SLisandro Dalcin PetscFunctionReturn(0); 841277b19d0SLisandro Dalcin } 842277b19d0SLisandro Dalcin 843ece46509SHong Zhang static PetscErrorCode TSAdjointReset_Theta(TS ts) 844ece46509SHong Zhang { 845ece46509SHong Zhang TS_Theta *th = (TS_Theta*)ts->data; 846ece46509SHong Zhang PetscErrorCode ierr; 847ece46509SHong Zhang 848ece46509SHong Zhang PetscFunctionBegin; 849ece46509SHong Zhang ierr = VecDestroyVecs(ts->numcost,&th->VecsDeltaLam);CHKERRQ(ierr); 850ece46509SHong Zhang ierr = VecDestroyVecs(ts->numcost,&th->VecsDeltaMu);CHKERRQ(ierr); 851ece46509SHong Zhang ierr = VecDestroyVecs(ts->numcost,&th->VecsDeltaLam2);CHKERRQ(ierr); 852ece46509SHong Zhang ierr = VecDestroyVecs(ts->numcost,&th->VecsDeltaMu2);CHKERRQ(ierr); 853ece46509SHong Zhang ierr = VecDestroyVecs(ts->numcost,&th->VecsSensiTemp);CHKERRQ(ierr); 854ece46509SHong Zhang ierr = VecDestroyVecs(ts->numcost,&th->VecsSensi2Temp);CHKERRQ(ierr); 855ece46509SHong Zhang PetscFunctionReturn(0); 856ece46509SHong Zhang } 857ece46509SHong Zhang 858277b19d0SLisandro Dalcin static PetscErrorCode TSDestroy_Theta(TS ts) 859277b19d0SLisandro Dalcin { 860277b19d0SLisandro Dalcin PetscErrorCode ierr; 861277b19d0SLisandro Dalcin 862277b19d0SLisandro Dalcin PetscFunctionBegin; 863277b19d0SLisandro Dalcin ierr = TSReset_Theta(ts);CHKERRQ(ierr); 864b3a6b972SJed Brown if (ts->dm) { 865b3a6b972SJed Brown ierr = DMCoarsenHookRemove(ts->dm,DMCoarsenHook_TSTheta,DMRestrictHook_TSTheta,ts);CHKERRQ(ierr); 866b3a6b972SJed Brown ierr = DMSubDomainHookRemove(ts->dm,DMSubDomainHook_TSTheta,DMSubDomainRestrictHook_TSTheta,ts);CHKERRQ(ierr); 867b3a6b972SJed Brown } 868277b19d0SLisandro Dalcin ierr = PetscFree(ts->data);CHKERRQ(ierr); 869bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetTheta_C",NULL);CHKERRQ(ierr); 870bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetTheta_C",NULL);CHKERRQ(ierr); 871bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetEndpoint_C",NULL);CHKERRQ(ierr); 872bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetEndpoint_C",NULL);CHKERRQ(ierr); 873316643e7SJed Brown PetscFunctionReturn(0); 874316643e7SJed Brown } 875316643e7SJed Brown 876316643e7SJed Brown /* 877316643e7SJed Brown This defines the nonlinear equation that is to be solved with SNES 8782b5a38e1SLisandro Dalcin G(U) = F[t0+Theta*dt, U, (U-U0)*shift] = 0 879316643e7SJed Brown */ 8800f5c6efeSJed Brown static PetscErrorCode SNESTSFormFunction_Theta(SNES snes,Vec x,Vec y,TS ts) 881316643e7SJed Brown { 882316643e7SJed Brown TS_Theta *th = (TS_Theta*)ts->data; 883316643e7SJed Brown PetscErrorCode ierr; 8847445fe48SJed Brown Vec X0,Xdot; 8857445fe48SJed Brown DM dm,dmsave; 8861566a47fSLisandro Dalcin PetscReal shift = 1/(th->Theta*ts->time_step); 887316643e7SJed Brown 888316643e7SJed Brown PetscFunctionBegin; 8897445fe48SJed Brown ierr = SNESGetDM(snes,&dm);CHKERRQ(ierr); 8905a3a76d0SJed Brown /* When using the endpoint variant, this is actually 1/Theta * Xdot */ 8917445fe48SJed Brown ierr = TSThetaGetX0AndXdot(ts,dm,&X0,&Xdot);CHKERRQ(ierr); 892b296d7d5SJed Brown ierr = VecAXPBYPCZ(Xdot,-shift,shift,0,X0,x);CHKERRQ(ierr); 8937445fe48SJed Brown 8947445fe48SJed Brown /* DM monkey-business allows user code to call TSGetDM() inside of functions evaluated on levels of FAS */ 8957445fe48SJed Brown dmsave = ts->dm; 8967445fe48SJed Brown ts->dm = dm; 8977445fe48SJed Brown ierr = TSComputeIFunction(ts,th->stage_time,x,Xdot,y,PETSC_FALSE);CHKERRQ(ierr); 8987445fe48SJed Brown ts->dm = dmsave; 8990d0b770aSPeter Brune ierr = TSThetaRestoreX0AndXdot(ts,dm,&X0,&Xdot);CHKERRQ(ierr); 900316643e7SJed Brown PetscFunctionReturn(0); 901316643e7SJed Brown } 902316643e7SJed Brown 903d1e9a80fSBarry Smith static PetscErrorCode SNESTSFormJacobian_Theta(SNES snes,Vec x,Mat A,Mat B,TS ts) 904316643e7SJed Brown { 905316643e7SJed Brown TS_Theta *th = (TS_Theta*)ts->data; 906316643e7SJed Brown PetscErrorCode ierr; 9077445fe48SJed Brown Vec 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); 913be5899b3SLisandro Dalcin /* Xdot has already been computed in SNESTSFormFunction_Theta (SNES guarantees this) */ 9140298fd71SBarry Smith ierr = TSThetaGetX0AndXdot(ts,dm,NULL,&Xdot);CHKERRQ(ierr); 9157445fe48SJed Brown 9167445fe48SJed Brown dmsave = ts->dm; 9177445fe48SJed Brown ts->dm = dm; 918d1e9a80fSBarry Smith ierr = TSComputeIJacobian(ts,th->stage_time,x,Xdot,shift,A,B,PETSC_FALSE);CHKERRQ(ierr); 9197445fe48SJed Brown ts->dm = dmsave; 9200298fd71SBarry Smith ierr = TSThetaRestoreX0AndXdot(ts,dm,NULL,&Xdot);CHKERRQ(ierr); 921316643e7SJed Brown PetscFunctionReturn(0); 922316643e7SJed Brown } 923316643e7SJed Brown 924715f1b00SHong Zhang static PetscErrorCode TSForwardSetUp_Theta(TS ts) 925715f1b00SHong Zhang { 926715f1b00SHong Zhang TS_Theta *th = (TS_Theta*)ts->data; 927715f1b00SHong Zhang PetscErrorCode ierr; 928715f1b00SHong Zhang 929715f1b00SHong Zhang PetscFunctionBegin; 930022c081aSHong Zhang /* combine sensitivities to parameters and sensitivities to initial values into one array */ 93113b1b0ffSHong Zhang th->num_tlm = ts->num_parameters; 93213b1b0ffSHong Zhang ierr = MatDuplicate(ts->mat_sensip,MAT_DO_NOT_COPY_VALUES,&th->MatDeltaFwdSensip);CHKERRQ(ierr); 933715f1b00SHong Zhang if (ts->vecs_integral_sensip) { 934715f1b00SHong Zhang ierr = VecDuplicate(ts->vecs_integral_sensip[0],&th->VecIntegralSensipTemp);CHKERRQ(ierr); 935715f1b00SHong Zhang } 9366f92202bSHong Zhang /* backup sensitivity results for roll-backs */ 93713b1b0ffSHong Zhang ierr = MatDuplicate(ts->mat_sensip,MAT_DO_NOT_COPY_VALUES,&th->MatFwdSensip0);CHKERRQ(ierr); 93813b1b0ffSHong Zhang 9396f92202bSHong Zhang if (ts->vecs_integral_sensip) { 9406f92202bSHong Zhang ierr = VecDuplicateVecs(ts->vecs_integral_sensip[0],ts->numcost,&th->VecsIntegralSensip0);CHKERRQ(ierr); 9416f92202bSHong Zhang } 942b5b4017aSHong Zhang ierr = VecDuplicate(ts->vec_sol,&th->VecDeltaFwdSensipCol);CHKERRQ(ierr); 943715f1b00SHong Zhang PetscFunctionReturn(0); 944715f1b00SHong Zhang } 945715f1b00SHong Zhang 9467adebddeSHong Zhang static PetscErrorCode TSForwardReset_Theta(TS ts) 9477adebddeSHong Zhang { 9487adebddeSHong Zhang TS_Theta *th = (TS_Theta*)ts->data; 9497adebddeSHong Zhang PetscErrorCode ierr; 9507adebddeSHong Zhang 9517adebddeSHong Zhang PetscFunctionBegin; 9527adebddeSHong Zhang if (ts->vecs_integral_sensip) { 9537adebddeSHong Zhang ierr = VecDestroy(&th->VecIntegralSensipTemp);CHKERRQ(ierr); 9547adebddeSHong Zhang ierr = VecDestroyVecs(ts->numcost,&th->VecsIntegralSensip0);CHKERRQ(ierr); 9557adebddeSHong Zhang } 9567adebddeSHong Zhang ierr = VecDestroy(&th->VecDeltaFwdSensipCol);CHKERRQ(ierr); 9577adebddeSHong Zhang ierr = MatDestroy(&th->MatDeltaFwdSensip);CHKERRQ(ierr); 9587adebddeSHong Zhang ierr = MatDestroy(&th->MatFwdSensip0);CHKERRQ(ierr); 9597adebddeSHong Zhang PetscFunctionReturn(0); 9607adebddeSHong Zhang } 9617adebddeSHong Zhang 962316643e7SJed Brown static PetscErrorCode TSSetUp_Theta(TS ts) 963316643e7SJed Brown { 964316643e7SJed Brown TS_Theta *th = (TS_Theta*)ts->data; 9652ffb9264SLisandro Dalcin PetscBool match; 966316643e7SJed Brown PetscErrorCode ierr; 967316643e7SJed Brown 968316643e7SJed Brown PetscFunctionBegin; 969b1cb36f3SHong Zhang if (!th->VecCostIntegral0 && ts->vec_costintegral && ts->costintegralfwd) { /* back up cost integral */ 970b1cb36f3SHong Zhang ierr = VecDuplicate(ts->vec_costintegral,&th->VecCostIntegral0);CHKERRQ(ierr); 971b1cb36f3SHong Zhang } 97239d13666SHong Zhang if (!th->X) { 973316643e7SJed Brown ierr = VecDuplicate(ts->vec_sol,&th->X);CHKERRQ(ierr); 97439d13666SHong Zhang } 97539d13666SHong Zhang if (!th->Xdot) { 976316643e7SJed Brown ierr = VecDuplicate(ts->vec_sol,&th->Xdot);CHKERRQ(ierr); 97739d13666SHong Zhang } 97839d13666SHong Zhang if (!th->X0) { 9793b1890cdSShri Abhyankar ierr = VecDuplicate(ts->vec_sol,&th->X0);CHKERRQ(ierr); 98039d13666SHong Zhang } 9811566a47fSLisandro Dalcin if (th->endpoint) { 9821566a47fSLisandro Dalcin ierr = VecDuplicate(ts->vec_sol,&th->affine);CHKERRQ(ierr); 9837445fe48SJed Brown } 9843b1890cdSShri Abhyankar 9851566a47fSLisandro Dalcin th->order = (th->Theta == 0.5) ? 2 : 1; 9861566a47fSLisandro Dalcin 9871566a47fSLisandro Dalcin ierr = TSGetDM(ts,&ts->dm);CHKERRQ(ierr); 9881566a47fSLisandro Dalcin ierr = DMCoarsenHookAdd(ts->dm,DMCoarsenHook_TSTheta,DMRestrictHook_TSTheta,ts);CHKERRQ(ierr); 9891566a47fSLisandro Dalcin ierr = DMSubDomainHookAdd(ts->dm,DMSubDomainHook_TSTheta,DMSubDomainRestrictHook_TSTheta,ts);CHKERRQ(ierr); 9901566a47fSLisandro Dalcin 9911566a47fSLisandro Dalcin ierr = TSGetAdapt(ts,&ts->adapt);CHKERRQ(ierr); 9921566a47fSLisandro Dalcin ierr = TSAdaptCandidatesClear(ts->adapt);CHKERRQ(ierr); 9932ffb9264SLisandro Dalcin ierr = PetscObjectTypeCompare((PetscObject)ts->adapt,TSADAPTNONE,&match);CHKERRQ(ierr); 9942ffb9264SLisandro Dalcin if (!match) { 9951566a47fSLisandro Dalcin ierr = VecDuplicate(ts->vec_sol,&th->vec_sol_prev);CHKERRQ(ierr); 9961566a47fSLisandro Dalcin ierr = VecDuplicate(ts->vec_sol,&th->vec_lte_work);CHKERRQ(ierr); 9973b1890cdSShri Abhyankar } 9981566a47fSLisandro Dalcin ierr = TSGetSNES(ts,&ts->snes);CHKERRQ(ierr); 999b4dd3bf9SBarry Smith PetscFunctionReturn(0); 1000b4dd3bf9SBarry Smith } 10010c7376e5SHong Zhang 1002b4dd3bf9SBarry Smith /*------------------------------------------------------------*/ 1003b4dd3bf9SBarry Smith 1004b4dd3bf9SBarry Smith static PetscErrorCode TSAdjointSetUp_Theta(TS ts) 1005b4dd3bf9SBarry Smith { 1006b4dd3bf9SBarry Smith TS_Theta *th = (TS_Theta*)ts->data; 1007b4dd3bf9SBarry Smith PetscErrorCode ierr; 1008b4dd3bf9SBarry Smith 1009b4dd3bf9SBarry Smith PetscFunctionBegin; 1010b5e0532dSHong Zhang ierr = VecDuplicateVecs(ts->vecs_sensi[0],ts->numcost,&th->VecsDeltaLam);CHKERRQ(ierr); 1011b5b4017aSHong Zhang ierr = VecDuplicateVecs(ts->vecs_sensi[0],ts->numcost,&th->VecsSensiTemp);CHKERRQ(ierr); 10122ca6e920SHong Zhang if (ts->vecs_sensip) { 1013b5e0532dSHong Zhang ierr = VecDuplicateVecs(ts->vecs_sensip[0],ts->numcost,&th->VecsDeltaMu);CHKERRQ(ierr); 10142ca6e920SHong Zhang } 1015b5b4017aSHong Zhang if (ts->vecs_sensi2) { 1016b5b4017aSHong Zhang ierr = VecDuplicateVecs(ts->vecs_sensi[0],ts->numcost,&th->VecsDeltaLam2);CHKERRQ(ierr); 1017b5b4017aSHong Zhang ierr = VecDuplicateVecs(ts->vecs_sensi2[0],ts->numcost,&th->VecsSensi2Temp);CHKERRQ(ierr); 1018b5b4017aSHong Zhang } 1019c9681e5dSHong Zhang if (ts->vecs_sensi2p) { 1020c9681e5dSHong Zhang ierr = VecDuplicateVecs(ts->vecs_sensi2p[0],ts->numcost,&th->VecsDeltaMu2);CHKERRQ(ierr); 1021b5b4017aSHong Zhang } 1022316643e7SJed Brown PetscFunctionReturn(0); 1023316643e7SJed Brown } 1024316643e7SJed Brown 10254416b707SBarry Smith static PetscErrorCode TSSetFromOptions_Theta(PetscOptionItems *PetscOptionsObject,TS ts) 1026316643e7SJed Brown { 1027316643e7SJed Brown TS_Theta *th = (TS_Theta*)ts->data; 1028316643e7SJed Brown PetscErrorCode ierr; 1029316643e7SJed Brown 1030316643e7SJed Brown PetscFunctionBegin; 1031e55864a3SBarry Smith ierr = PetscOptionsHead(PetscOptionsObject,"Theta ODE solver options");CHKERRQ(ierr); 1032316643e7SJed Brown { 10330298fd71SBarry Smith ierr = PetscOptionsReal("-ts_theta_theta","Location of stage (0<Theta<=1)","TSThetaSetTheta",th->Theta,&th->Theta,NULL);CHKERRQ(ierr); 10340298fd71SBarry 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); 103503842d09SLisandro 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); 1036316643e7SJed Brown } 1037316643e7SJed Brown ierr = PetscOptionsTail();CHKERRQ(ierr); 1038316643e7SJed Brown PetscFunctionReturn(0); 1039316643e7SJed Brown } 1040316643e7SJed Brown 1041316643e7SJed Brown static PetscErrorCode TSView_Theta(TS ts,PetscViewer viewer) 1042316643e7SJed Brown { 1043316643e7SJed Brown TS_Theta *th = (TS_Theta*)ts->data; 1044ace3abfcSBarry Smith PetscBool iascii; 1045316643e7SJed Brown PetscErrorCode ierr; 1046316643e7SJed Brown 1047316643e7SJed Brown PetscFunctionBegin; 1048251f4c67SDmitry Karpeev ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr); 1049316643e7SJed Brown if (iascii) { 10507c8652ddSBarry Smith ierr = PetscViewerASCIIPrintf(viewer," Theta=%g\n",(double)th->Theta);CHKERRQ(ierr); 1051ace68cafSJed Brown ierr = PetscViewerASCIIPrintf(viewer," Extrapolation=%s\n",th->extrapolate ? "yes" : "no");CHKERRQ(ierr); 1052316643e7SJed Brown } 1053316643e7SJed Brown PetscFunctionReturn(0); 1054316643e7SJed Brown } 1055316643e7SJed Brown 1056560360afSLisandro Dalcin static PetscErrorCode TSThetaGetTheta_Theta(TS ts,PetscReal *theta) 10570de4c49aSJed Brown { 10580de4c49aSJed Brown TS_Theta *th = (TS_Theta*)ts->data; 10590de4c49aSJed Brown 10600de4c49aSJed Brown PetscFunctionBegin; 10610de4c49aSJed Brown *theta = th->Theta; 10620de4c49aSJed Brown PetscFunctionReturn(0); 10630de4c49aSJed Brown } 10640de4c49aSJed Brown 1065560360afSLisandro Dalcin static PetscErrorCode TSThetaSetTheta_Theta(TS ts,PetscReal theta) 10660de4c49aSJed Brown { 10670de4c49aSJed Brown TS_Theta *th = (TS_Theta*)ts->data; 10680de4c49aSJed Brown 10690de4c49aSJed Brown PetscFunctionBegin; 10707c8652ddSBarry Smith if (theta <= 0 || 1 < theta) SETERRQ1(PetscObjectComm((PetscObject)ts),PETSC_ERR_ARG_OUTOFRANGE,"Theta %g not in range (0,1]",(double)theta); 10710de4c49aSJed Brown th->Theta = theta; 10721566a47fSLisandro Dalcin th->order = (th->Theta == 0.5) ? 2 : 1; 10730de4c49aSJed Brown PetscFunctionReturn(0); 10740de4c49aSJed Brown } 1075eb284becSJed Brown 1076560360afSLisandro Dalcin static PetscErrorCode TSThetaGetEndpoint_Theta(TS ts,PetscBool *endpoint) 107726f2ff8fSLisandro Dalcin { 107826f2ff8fSLisandro Dalcin TS_Theta *th = (TS_Theta*)ts->data; 107926f2ff8fSLisandro Dalcin 108026f2ff8fSLisandro Dalcin PetscFunctionBegin; 108126f2ff8fSLisandro Dalcin *endpoint = th->endpoint; 108226f2ff8fSLisandro Dalcin PetscFunctionReturn(0); 108326f2ff8fSLisandro Dalcin } 108426f2ff8fSLisandro Dalcin 1085560360afSLisandro Dalcin static PetscErrorCode TSThetaSetEndpoint_Theta(TS ts,PetscBool flg) 1086eb284becSJed Brown { 1087eb284becSJed Brown TS_Theta *th = (TS_Theta*)ts->data; 1088eb284becSJed Brown 1089eb284becSJed Brown PetscFunctionBegin; 1090eb284becSJed Brown th->endpoint = flg; 1091eb284becSJed Brown PetscFunctionReturn(0); 1092eb284becSJed Brown } 10930de4c49aSJed Brown 1094f9c1d6abSBarry Smith #if defined(PETSC_HAVE_COMPLEX) 1095f9c1d6abSBarry Smith static PetscErrorCode TSComputeLinearStability_Theta(TS ts,PetscReal xr,PetscReal xi,PetscReal *yr,PetscReal *yi) 1096f9c1d6abSBarry Smith { 1097f9c1d6abSBarry Smith PetscComplex z = xr + xi*PETSC_i,f; 1098f9c1d6abSBarry Smith TS_Theta *th = (TS_Theta*)ts->data; 10993fd8ae06SJed Brown const PetscReal one = 1.0; 1100f9c1d6abSBarry Smith 1101f9c1d6abSBarry Smith PetscFunctionBegin; 11023fd8ae06SJed Brown f = (one + (one - th->Theta)*z)/(one - th->Theta*z); 1103f9c1d6abSBarry Smith *yr = PetscRealPartComplex(f); 1104f9c1d6abSBarry Smith *yi = PetscImaginaryPartComplex(f); 1105f9c1d6abSBarry Smith PetscFunctionReturn(0); 1106f9c1d6abSBarry Smith } 1107f9c1d6abSBarry Smith #endif 1108f9c1d6abSBarry Smith 110942682096SHong Zhang static PetscErrorCode TSGetStages_Theta(TS ts,PetscInt *ns,Vec **Y) 111042682096SHong Zhang { 111142682096SHong Zhang TS_Theta *th = (TS_Theta*)ts->data; 111242682096SHong Zhang 111342682096SHong Zhang PetscFunctionBegin; 11141566a47fSLisandro Dalcin if (ns) *ns = 1; 11151566a47fSLisandro Dalcin if (Y) *Y = th->endpoint ? &(th->X0) : &(th->X); 111642682096SHong Zhang PetscFunctionReturn(0); 111742682096SHong Zhang } 1118f9c1d6abSBarry Smith 1119316643e7SJed Brown /* ------------------------------------------------------------ */ 1120316643e7SJed Brown /*MC 112196f5712cSJed Brown TSTHETA - DAE solver using the implicit Theta method 1122316643e7SJed Brown 1123316643e7SJed Brown Level: beginner 1124316643e7SJed Brown 11254eb428fdSBarry Smith Options Database: 1126c82ed962SBarry Smith + -ts_theta_theta <Theta> - Location of stage (0<Theta<=1) 1127c82ed962SBarry Smith . -ts_theta_endpoint <flag> - Use the endpoint (like Crank-Nicholson) instead of midpoint form of the Theta method 112803842d09SLisandro Dalcin - -ts_theta_initial_guess_extrapolate <flg> - Extrapolate stage initial guess from previous solution (sometimes unstable) 11294eb428fdSBarry Smith 1130eb284becSJed Brown Notes: 11310c3ba866SJed Brown $ -ts_type theta -ts_theta_theta 1.0 corresponds to backward Euler (TSBEULER) 11320c3ba866SJed Brown $ -ts_type theta -ts_theta_theta 0.5 corresponds to the implicit midpoint rule 11334eb428fdSBarry Smith $ -ts_type theta -ts_theta_theta 0.5 -ts_theta_endpoint corresponds to Crank-Nicholson (TSCN) 11344eb428fdSBarry Smith 1135eb284becSJed Brown This method can be applied to DAE. 1136eb284becSJed Brown 1137eb284becSJed Brown This method is cast as a 1-stage implicit Runge-Kutta method. 1138eb284becSJed Brown 1139eb284becSJed Brown .vb 1140eb284becSJed Brown Theta | Theta 1141eb284becSJed Brown ------------- 1142eb284becSJed Brown | 1 1143eb284becSJed Brown .ve 1144eb284becSJed Brown 1145eb284becSJed Brown For the default Theta=0.5, this is also known as the implicit midpoint rule. 1146eb284becSJed Brown 1147eb284becSJed Brown When the endpoint variant is chosen, the method becomes a 2-stage method with first stage explicit: 1148eb284becSJed Brown 1149eb284becSJed Brown .vb 1150eb284becSJed Brown 0 | 0 0 1151eb284becSJed Brown 1 | 1-Theta Theta 1152eb284becSJed Brown ------------------- 1153eb284becSJed Brown | 1-Theta Theta 1154eb284becSJed Brown .ve 1155eb284becSJed Brown 1156eb284becSJed Brown For the default Theta=0.5, this is the trapezoid rule (also known as Crank-Nicolson, see TSCN). 1157eb284becSJed Brown 1158eb284becSJed Brown To apply a diagonally implicit RK method to DAE, the stage formula 1159eb284becSJed Brown 1160eb284becSJed Brown $ Y_i = X + h sum_j a_ij Y'_j 1161eb284becSJed Brown 11624eb428fdSBarry Smith is interpreted as a formula for Y'_i in terms of Y_i and known values (Y'_j, j<i) 1163eb284becSJed Brown 1164eb284becSJed Brown .seealso: TSCreate(), TS, TSSetType(), TSCN, TSBEULER, TSThetaSetTheta(), TSThetaSetEndpoint() 1165316643e7SJed Brown 1166316643e7SJed Brown M*/ 11678cc058d9SJed Brown PETSC_EXTERN PetscErrorCode TSCreate_Theta(TS ts) 1168316643e7SJed Brown { 1169316643e7SJed Brown TS_Theta *th; 1170316643e7SJed Brown PetscErrorCode ierr; 1171316643e7SJed Brown 1172316643e7SJed Brown PetscFunctionBegin; 1173277b19d0SLisandro Dalcin ts->ops->reset = TSReset_Theta; 1174ece46509SHong Zhang ts->ops->adjointreset = TSAdjointReset_Theta; 1175316643e7SJed Brown ts->ops->destroy = TSDestroy_Theta; 1176316643e7SJed Brown ts->ops->view = TSView_Theta; 1177316643e7SJed Brown ts->ops->setup = TSSetUp_Theta; 117842f2b339SBarry Smith ts->ops->adjointsetup = TSAdjointSetUp_Theta; 1179ece46509SHong Zhang ts->ops->adjointreset = TSAdjointReset_Theta; 1180316643e7SJed Brown ts->ops->step = TSStep_Theta; 1181cd652676SJed Brown ts->ops->interpolate = TSInterpolate_Theta; 11821566a47fSLisandro Dalcin ts->ops->evaluatewlte = TSEvaluateWLTE_Theta; 118324655328SShri ts->ops->rollback = TSRollBack_Theta; 1184316643e7SJed Brown ts->ops->setfromoptions = TSSetFromOptions_Theta; 11850f5c6efeSJed Brown ts->ops->snesfunction = SNESTSFormFunction_Theta; 11860f5c6efeSJed Brown ts->ops->snesjacobian = SNESTSFormJacobian_Theta; 1187f9c1d6abSBarry Smith #if defined(PETSC_HAVE_COMPLEX) 1188f9c1d6abSBarry Smith ts->ops->linearstability = TSComputeLinearStability_Theta; 1189f9c1d6abSBarry Smith #endif 119042682096SHong Zhang ts->ops->getstages = TSGetStages_Theta; 119142f2b339SBarry Smith ts->ops->adjointstep = TSAdjointStep_Theta; 1192b1cb36f3SHong Zhang ts->ops->adjointintegral = TSAdjointCostIntegral_Theta; 1193b1cb36f3SHong Zhang ts->ops->forwardintegral = TSForwardCostIntegral_Theta; 11942ffb9264SLisandro Dalcin ts->default_adapt_type = TSADAPTNONE; 11956affb6f8SHong Zhang 1196715f1b00SHong Zhang ts->ops->forwardsetup = TSForwardSetUp_Theta; 11977adebddeSHong Zhang ts->ops->forwardreset = TSForwardReset_Theta; 1198715f1b00SHong Zhang ts->ops->forwardstep = TSForwardStep_Theta; 11996affb6f8SHong Zhang ts->ops->forwardgetstages = TSForwardGetStages_Theta; 1200316643e7SJed Brown 1201efd4aadfSBarry Smith ts->usessnes = PETSC_TRUE; 1202efd4aadfSBarry Smith 1203b00a9115SJed Brown ierr = PetscNewLog(ts,&th);CHKERRQ(ierr); 1204316643e7SJed Brown ts->data = (void*)th; 1205316643e7SJed Brown 1206715f1b00SHong Zhang th->VecsDeltaLam = NULL; 1207715f1b00SHong Zhang th->VecsDeltaMu = NULL; 1208715f1b00SHong Zhang th->VecsSensiTemp = NULL; 1209b5b4017aSHong Zhang th->VecsSensi2Temp = NULL; 1210715f1b00SHong Zhang 12116f700aefSJed Brown th->extrapolate = PETSC_FALSE; 1212316643e7SJed Brown th->Theta = 0.5; 12131566a47fSLisandro Dalcin th->order = 2; 1214bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetTheta_C",TSThetaGetTheta_Theta);CHKERRQ(ierr); 1215bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetTheta_C",TSThetaSetTheta_Theta);CHKERRQ(ierr); 1216bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaGetEndpoint_C",TSThetaGetEndpoint_Theta);CHKERRQ(ierr); 1217bdf89e91SBarry Smith ierr = PetscObjectComposeFunction((PetscObject)ts,"TSThetaSetEndpoint_C",TSThetaSetEndpoint_Theta);CHKERRQ(ierr); 1218316643e7SJed Brown PetscFunctionReturn(0); 1219316643e7SJed Brown } 12200de4c49aSJed Brown 12210de4c49aSJed Brown /*@ 12220de4c49aSJed Brown TSThetaGetTheta - Get the abscissa of the stage in (0,1]. 12230de4c49aSJed Brown 12240de4c49aSJed Brown Not Collective 12250de4c49aSJed Brown 12260de4c49aSJed Brown Input Parameter: 12270de4c49aSJed Brown . ts - timestepping context 12280de4c49aSJed Brown 12290de4c49aSJed Brown Output Parameter: 12300de4c49aSJed Brown . theta - stage abscissa 12310de4c49aSJed Brown 12320de4c49aSJed Brown Note: 12330de4c49aSJed Brown Use of this function is normally only required to hack TSTHETA to use a modified integration scheme. 12340de4c49aSJed Brown 12350de4c49aSJed Brown Level: Advanced 12360de4c49aSJed Brown 12370de4c49aSJed Brown .seealso: TSThetaSetTheta() 12380de4c49aSJed Brown @*/ 12397087cfbeSBarry Smith PetscErrorCode TSThetaGetTheta(TS ts,PetscReal *theta) 12400de4c49aSJed Brown { 12414ac538c5SBarry Smith PetscErrorCode ierr; 12420de4c49aSJed Brown 12430de4c49aSJed Brown PetscFunctionBegin; 1244afb20b64SJed Brown PetscValidHeaderSpecific(ts,TS_CLASSID,1); 12450de4c49aSJed Brown PetscValidPointer(theta,2); 12464ac538c5SBarry Smith ierr = PetscUseMethod(ts,"TSThetaGetTheta_C",(TS,PetscReal*),(ts,theta));CHKERRQ(ierr); 12470de4c49aSJed Brown PetscFunctionReturn(0); 12480de4c49aSJed Brown } 12490de4c49aSJed Brown 12500de4c49aSJed Brown /*@ 12510de4c49aSJed Brown TSThetaSetTheta - Set the abscissa of the stage in (0,1]. 12520de4c49aSJed Brown 12530de4c49aSJed Brown Not Collective 12540de4c49aSJed Brown 12550de4c49aSJed Brown Input Parameter: 12560de4c49aSJed Brown + ts - timestepping context 12570de4c49aSJed Brown - theta - stage abscissa 12580de4c49aSJed Brown 12590de4c49aSJed Brown Options Database: 12600de4c49aSJed Brown . -ts_theta_theta <theta> 12610de4c49aSJed Brown 12620de4c49aSJed Brown Level: Intermediate 12630de4c49aSJed Brown 12640de4c49aSJed Brown .seealso: TSThetaGetTheta() 12650de4c49aSJed Brown @*/ 12667087cfbeSBarry Smith PetscErrorCode TSThetaSetTheta(TS ts,PetscReal theta) 12670de4c49aSJed Brown { 12684ac538c5SBarry Smith PetscErrorCode ierr; 12690de4c49aSJed Brown 12700de4c49aSJed Brown PetscFunctionBegin; 1271afb20b64SJed Brown PetscValidHeaderSpecific(ts,TS_CLASSID,1); 12724ac538c5SBarry Smith ierr = PetscTryMethod(ts,"TSThetaSetTheta_C",(TS,PetscReal),(ts,theta));CHKERRQ(ierr); 12730de4c49aSJed Brown PetscFunctionReturn(0); 12740de4c49aSJed Brown } 1275f33bbcb6SJed Brown 127626f2ff8fSLisandro Dalcin /*@ 127726f2ff8fSLisandro Dalcin TSThetaGetEndpoint - Gets whether to use the endpoint variant of the method (e.g. trapezoid/Crank-Nicolson instead of midpoint rule). 127826f2ff8fSLisandro Dalcin 127926f2ff8fSLisandro Dalcin Not Collective 128026f2ff8fSLisandro Dalcin 128126f2ff8fSLisandro Dalcin Input Parameter: 128226f2ff8fSLisandro Dalcin . ts - timestepping context 128326f2ff8fSLisandro Dalcin 128426f2ff8fSLisandro Dalcin Output Parameter: 128526f2ff8fSLisandro Dalcin . endpoint - PETSC_TRUE when using the endpoint variant 128626f2ff8fSLisandro Dalcin 128726f2ff8fSLisandro Dalcin Level: Advanced 128826f2ff8fSLisandro Dalcin 128926f2ff8fSLisandro Dalcin .seealso: TSThetaSetEndpoint(), TSTHETA, TSCN 129026f2ff8fSLisandro Dalcin @*/ 129126f2ff8fSLisandro Dalcin PetscErrorCode TSThetaGetEndpoint(TS ts,PetscBool *endpoint) 129226f2ff8fSLisandro Dalcin { 129326f2ff8fSLisandro Dalcin PetscErrorCode ierr; 129426f2ff8fSLisandro Dalcin 129526f2ff8fSLisandro Dalcin PetscFunctionBegin; 129626f2ff8fSLisandro Dalcin PetscValidHeaderSpecific(ts,TS_CLASSID,1); 129726f2ff8fSLisandro Dalcin PetscValidPointer(endpoint,2); 1298163d334eSBarry Smith ierr = PetscUseMethod(ts,"TSThetaGetEndpoint_C",(TS,PetscBool*),(ts,endpoint));CHKERRQ(ierr); 129926f2ff8fSLisandro Dalcin PetscFunctionReturn(0); 130026f2ff8fSLisandro Dalcin } 130126f2ff8fSLisandro Dalcin 1302eb284becSJed Brown /*@ 1303eb284becSJed Brown TSThetaSetEndpoint - Sets whether to use the endpoint variant of the method (e.g. trapezoid/Crank-Nicolson instead of midpoint rule). 1304eb284becSJed Brown 1305eb284becSJed Brown Not Collective 1306eb284becSJed Brown 1307eb284becSJed Brown Input Parameter: 1308eb284becSJed Brown + ts - timestepping context 1309eb284becSJed Brown - flg - PETSC_TRUE to use the endpoint variant 1310eb284becSJed Brown 1311eb284becSJed Brown Options Database: 1312eb284becSJed Brown . -ts_theta_endpoint <flg> 1313eb284becSJed Brown 1314eb284becSJed Brown Level: Intermediate 1315eb284becSJed Brown 1316eb284becSJed Brown .seealso: TSTHETA, TSCN 1317eb284becSJed Brown @*/ 1318eb284becSJed Brown PetscErrorCode TSThetaSetEndpoint(TS ts,PetscBool flg) 1319eb284becSJed Brown { 1320eb284becSJed Brown PetscErrorCode ierr; 1321eb284becSJed Brown 1322eb284becSJed Brown PetscFunctionBegin; 1323eb284becSJed Brown PetscValidHeaderSpecific(ts,TS_CLASSID,1); 1324eb284becSJed Brown ierr = PetscTryMethod(ts,"TSThetaSetEndpoint_C",(TS,PetscBool),(ts,flg));CHKERRQ(ierr); 1325eb284becSJed Brown PetscFunctionReturn(0); 1326eb284becSJed Brown } 1327eb284becSJed Brown 1328f33bbcb6SJed Brown /* 1329f33bbcb6SJed Brown * TSBEULER and TSCN are straightforward specializations of TSTHETA. 1330f33bbcb6SJed Brown * The creation functions for these specializations are below. 1331f33bbcb6SJed Brown */ 1332f33bbcb6SJed Brown 13331566a47fSLisandro Dalcin static PetscErrorCode TSSetUp_BEuler(TS ts) 13341566a47fSLisandro Dalcin { 13351566a47fSLisandro Dalcin TS_Theta *th = (TS_Theta*)ts->data; 13361566a47fSLisandro Dalcin PetscErrorCode ierr; 13371566a47fSLisandro Dalcin 13381566a47fSLisandro Dalcin PetscFunctionBegin; 13391566a47fSLisandro 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"); 13401566a47fSLisandro 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"); 13411566a47fSLisandro Dalcin ierr = TSSetUp_Theta(ts);CHKERRQ(ierr); 13421566a47fSLisandro Dalcin PetscFunctionReturn(0); 13431566a47fSLisandro Dalcin } 13441566a47fSLisandro Dalcin 1345f33bbcb6SJed Brown static PetscErrorCode TSView_BEuler(TS ts,PetscViewer viewer) 1346f33bbcb6SJed Brown { 1347f33bbcb6SJed Brown PetscFunctionBegin; 1348f33bbcb6SJed Brown PetscFunctionReturn(0); 1349f33bbcb6SJed Brown } 1350f33bbcb6SJed Brown 1351f33bbcb6SJed Brown /*MC 1352f33bbcb6SJed Brown TSBEULER - ODE solver using the implicit backward Euler method 1353f33bbcb6SJed Brown 1354f33bbcb6SJed Brown Level: beginner 1355f33bbcb6SJed Brown 13564eb428fdSBarry Smith Notes: 1357c7eb6c99SShri Abhyankar TSBEULER is equivalent to TSTHETA with Theta=1.0 13584eb428fdSBarry Smith 13591566a47fSLisandro Dalcin $ -ts_type theta -ts_theta_theta 1.0 13604eb428fdSBarry Smith 1361f33bbcb6SJed Brown .seealso: TSCreate(), TS, TSSetType(), TSEULER, TSCN, TSTHETA 1362f33bbcb6SJed Brown 1363f33bbcb6SJed Brown M*/ 13648cc058d9SJed Brown PETSC_EXTERN PetscErrorCode TSCreate_BEuler(TS ts) 1365f33bbcb6SJed Brown { 1366f33bbcb6SJed Brown PetscErrorCode ierr; 1367f33bbcb6SJed Brown 1368f33bbcb6SJed Brown PetscFunctionBegin; 1369f33bbcb6SJed Brown ierr = TSCreate_Theta(ts);CHKERRQ(ierr); 1370f33bbcb6SJed Brown ierr = TSThetaSetTheta(ts,1.0);CHKERRQ(ierr); 13711566a47fSLisandro Dalcin ierr = TSThetaSetEndpoint(ts,PETSC_FALSE);CHKERRQ(ierr); 13720c7376e5SHong Zhang ts->ops->setup = TSSetUp_BEuler; 1373f33bbcb6SJed Brown ts->ops->view = TSView_BEuler; 1374f33bbcb6SJed Brown PetscFunctionReturn(0); 1375f33bbcb6SJed Brown } 1376f33bbcb6SJed Brown 13771566a47fSLisandro Dalcin static PetscErrorCode TSSetUp_CN(TS ts) 13781566a47fSLisandro Dalcin { 13791566a47fSLisandro Dalcin TS_Theta *th = (TS_Theta*)ts->data; 13801566a47fSLisandro Dalcin PetscErrorCode ierr; 13811566a47fSLisandro Dalcin 13821566a47fSLisandro Dalcin PetscFunctionBegin; 13831566a47fSLisandro 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"); 13841566a47fSLisandro 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"); 13851566a47fSLisandro Dalcin ierr = TSSetUp_Theta(ts);CHKERRQ(ierr); 13861566a47fSLisandro Dalcin PetscFunctionReturn(0); 13871566a47fSLisandro Dalcin } 13881566a47fSLisandro Dalcin 1389f33bbcb6SJed Brown static PetscErrorCode TSView_CN(TS ts,PetscViewer viewer) 1390f33bbcb6SJed Brown { 1391f33bbcb6SJed Brown PetscFunctionBegin; 1392f33bbcb6SJed Brown PetscFunctionReturn(0); 1393f33bbcb6SJed Brown } 1394f33bbcb6SJed Brown 1395f33bbcb6SJed Brown /*MC 1396f33bbcb6SJed Brown TSCN - ODE solver using the implicit Crank-Nicolson method. 1397f33bbcb6SJed Brown 1398f33bbcb6SJed Brown Level: beginner 1399f33bbcb6SJed Brown 1400f33bbcb6SJed Brown Notes: 14017cf5af47SJed Brown TSCN is equivalent to TSTHETA with Theta=0.5 and the "endpoint" option set. I.e. 14027cf5af47SJed Brown 14037cf5af47SJed Brown $ -ts_type theta -ts_theta_theta 0.5 -ts_theta_endpoint 1404f33bbcb6SJed Brown 1405f33bbcb6SJed Brown .seealso: TSCreate(), TS, TSSetType(), TSBEULER, TSTHETA 1406f33bbcb6SJed Brown 1407f33bbcb6SJed Brown M*/ 14088cc058d9SJed Brown PETSC_EXTERN PetscErrorCode TSCreate_CN(TS ts) 1409f33bbcb6SJed Brown { 1410f33bbcb6SJed Brown PetscErrorCode ierr; 1411f33bbcb6SJed Brown 1412f33bbcb6SJed Brown PetscFunctionBegin; 1413f33bbcb6SJed Brown ierr = TSCreate_Theta(ts);CHKERRQ(ierr); 1414f33bbcb6SJed Brown ierr = TSThetaSetTheta(ts,0.5);CHKERRQ(ierr); 1415eb284becSJed Brown ierr = TSThetaSetEndpoint(ts,PETSC_TRUE);CHKERRQ(ierr); 14160c7376e5SHong Zhang ts->ops->setup = TSSetUp_CN; 1417f33bbcb6SJed Brown ts->ops->view = TSView_CN; 1418f33bbcb6SJed Brown PetscFunctionReturn(0); 1419f33bbcb6SJed Brown } 1420