xref: /petsc/src/ts/impls/implicit/theta/theta.c (revision cdbf8f939cdfb1c797c4b7f2cbbd00be19935363)
1 /*
2   Code for timestepping with implicit Theta method
3 */
4 #include <private/tsimpl.h>                /*I   "petscts.h"   I*/
5 
6 typedef struct {
7   Vec       X,Xdot;                   /* Storage for one stage */
8   Vec       affine;                   /* Affine vector needed for residual at beginning of step */
9   PetscBool extrapolate;
10   PetscBool endpoint;
11   PetscReal Theta;
12   PetscReal shift;
13   PetscReal stage_time;
14 } TS_Theta;
15 
16 #undef __FUNCT__
17 #define __FUNCT__ "TSStep_Theta"
18 static PetscErrorCode TSStep_Theta(TS ts)
19 {
20   TS_Theta       *th = (TS_Theta*)ts->data;
21   PetscInt       its,lits;
22   PetscReal      next_time_step;
23   PetscErrorCode ierr;
24 
25   PetscFunctionBegin;
26   next_time_step = ts->time_step;
27   th->stage_time = ts->ptime + (th->endpoint ? 1. : th->Theta)*ts->time_step;
28   th->shift = 1./(th->Theta*ts->time_step);
29 
30   if (th->endpoint) {           /* This formulation assumes linear time-independent mass matrix */
31     ierr = VecZeroEntries(th->Xdot);CHKERRQ(ierr);
32     if (!th->affine) {ierr = VecDuplicate(ts->vec_sol,&th->affine);CHKERRQ(ierr);}
33     ierr = TSComputeIFunction(ts,ts->ptime,ts->vec_sol,th->Xdot,th->affine,PETSC_FALSE);CHKERRQ(ierr);
34     ierr = VecScale(th->affine,(th->Theta-1.)/th->Theta);CHKERRQ(ierr);
35   }
36   if (th->extrapolate) {
37     ierr = VecWAXPY(th->X,1./th->shift,th->Xdot,ts->vec_sol);CHKERRQ(ierr);
38   } else {
39     ierr = VecCopy(ts->vec_sol,th->X);CHKERRQ(ierr);
40   }
41   ierr = SNESSolve(ts->snes,th->affine,th->X);CHKERRQ(ierr);
42   ierr = SNESGetIterationNumber(ts->snes,&its);CHKERRQ(ierr);
43   ierr = SNESGetLinearSolveIterations(ts->snes,&lits);CHKERRQ(ierr);
44   ts->nonlinear_its += its; ts->linear_its += lits;
45 
46   if (th->endpoint) {
47     ierr = VecCopy(th->X,ts->vec_sol);CHKERRQ(ierr);
48   } else {
49     ierr = VecAXPBYPCZ(th->Xdot,-th->shift,th->shift,0,ts->vec_sol,th->X);CHKERRQ(ierr);
50     ierr = VecAXPY(ts->vec_sol,ts->time_step,th->Xdot);CHKERRQ(ierr);
51   }
52   ts->ptime += ts->time_step;
53   ts->time_step_prev = ts->time_step;
54   ts->time_step = next_time_step;
55   ts->steps++;
56   PetscFunctionReturn(0);
57 }
58 
59 #undef __FUNCT__
60 #define __FUNCT__ "TSInterpolate_Theta"
61 static PetscErrorCode TSInterpolate_Theta(TS ts,PetscReal t,Vec X)
62 {
63   TS_Theta       *th = (TS_Theta*)ts->data;
64   PetscReal      alpha = t - ts->ptime;
65   PetscErrorCode ierr;
66 
67   PetscFunctionBegin;
68   ierr = VecCopy(ts->vec_sol,th->X);CHKERRQ(ierr);
69   if (th->endpoint) alpha *= th->Theta;
70   ierr = VecWAXPY(X,alpha,th->Xdot,th->X);CHKERRQ(ierr);
71   PetscFunctionReturn(0);
72 }
73 
74 /*------------------------------------------------------------*/
75 #undef __FUNCT__
76 #define __FUNCT__ "TSReset_Theta"
77 static PetscErrorCode TSReset_Theta(TS ts)
78 {
79   TS_Theta       *th = (TS_Theta*)ts->data;
80   PetscErrorCode  ierr;
81 
82   PetscFunctionBegin;
83   ierr = VecDestroy(&th->X);CHKERRQ(ierr);
84   ierr = VecDestroy(&th->Xdot);CHKERRQ(ierr);
85   ierr = VecDestroy(&th->affine);CHKERRQ(ierr);
86   PetscFunctionReturn(0);
87 }
88 
89 #undef __FUNCT__
90 #define __FUNCT__ "TSDestroy_Theta"
91 static PetscErrorCode TSDestroy_Theta(TS ts)
92 {
93   PetscErrorCode  ierr;
94 
95   PetscFunctionBegin;
96   ierr = TSReset_Theta(ts);CHKERRQ(ierr);
97   ierr = PetscFree(ts->data);CHKERRQ(ierr);
98   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaGetTheta_C","",PETSC_NULL);CHKERRQ(ierr);
99   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaSetTheta_C","",PETSC_NULL);CHKERRQ(ierr);
100   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaSetEndpoint_C","",PETSC_NULL);CHKERRQ(ierr);
101   PetscFunctionReturn(0);
102 }
103 
104 /*
105   This defines the nonlinear equation that is to be solved with SNES
106   G(U) = F[t0+Theta*dt, U, (U-U0)*shift] = 0
107 */
108 #undef __FUNCT__
109 #define __FUNCT__ "SNESTSFormFunction_Theta"
110 static PetscErrorCode SNESTSFormFunction_Theta(SNES snes,Vec x,Vec y,TS ts)
111 {
112   TS_Theta       *th = (TS_Theta*)ts->data;
113   PetscErrorCode ierr;
114 
115   PetscFunctionBegin;
116   /* When using the endpoint variant, this is actually 1/Theta * Xdot */
117   ierr = VecAXPBYPCZ(th->Xdot,-th->shift,th->shift,0,ts->vec_sol,x);CHKERRQ(ierr);
118   ierr = TSComputeIFunction(ts,th->stage_time,x,th->Xdot,y,PETSC_FALSE);CHKERRQ(ierr);
119   PetscFunctionReturn(0);
120 }
121 
122 #undef __FUNCT__
123 #define __FUNCT__ "SNESTSFormJacobian_Theta"
124 static PetscErrorCode SNESTSFormJacobian_Theta(SNES snes,Vec x,Mat *A,Mat *B,MatStructure *str,TS ts)
125 {
126   TS_Theta       *th = (TS_Theta*)ts->data;
127   PetscErrorCode ierr;
128 
129   PetscFunctionBegin;
130   /* th->Xdot has already been computed in SNESTSFormFunction_Theta (SNES guarantees this) */
131   ierr = TSComputeIJacobian(ts,th->stage_time,x,th->Xdot,th->shift,A,B,str,PETSC_FALSE);CHKERRQ(ierr);
132   PetscFunctionReturn(0);
133 }
134 
135 
136 #undef __FUNCT__
137 #define __FUNCT__ "TSSetUp_Theta"
138 static PetscErrorCode TSSetUp_Theta(TS ts)
139 {
140   TS_Theta       *th = (TS_Theta*)ts->data;
141   PetscErrorCode ierr;
142 
143   PetscFunctionBegin;
144   ierr = VecDuplicate(ts->vec_sol,&th->X);CHKERRQ(ierr);
145   ierr = VecDuplicate(ts->vec_sol,&th->Xdot);CHKERRQ(ierr);
146   PetscFunctionReturn(0);
147 }
148 /*------------------------------------------------------------*/
149 
150 #undef __FUNCT__
151 #define __FUNCT__ "TSSetFromOptions_Theta"
152 static PetscErrorCode TSSetFromOptions_Theta(TS ts)
153 {
154   TS_Theta       *th = (TS_Theta*)ts->data;
155   PetscErrorCode ierr;
156 
157   PetscFunctionBegin;
158   ierr = PetscOptionsHead("Theta ODE solver options");CHKERRQ(ierr);
159   {
160     ierr = PetscOptionsReal("-ts_theta_theta","Location of stage (0<Theta<=1)","TSThetaSetTheta",th->Theta,&th->Theta,PETSC_NULL);CHKERRQ(ierr);
161     ierr = PetscOptionsBool("-ts_theta_extrapolate","Extrapolate stage solution from previous solution (sometimes unstable)","TSThetaSetExtrapolate",th->extrapolate,&th->extrapolate,PETSC_NULL);CHKERRQ(ierr);
162     ierr = PetscOptionsBool("-ts_theta_endpoint","Use the endpoint instead of midpoint form of the Theta method","TSThetaSetEndpoint",th->endpoint,&th->endpoint,PETSC_NULL);CHKERRQ(ierr);
163     ierr = SNESSetFromOptions(ts->snes);CHKERRQ(ierr);
164   }
165   ierr = PetscOptionsTail();CHKERRQ(ierr);
166   PetscFunctionReturn(0);
167 }
168 
169 #undef __FUNCT__
170 #define __FUNCT__ "TSView_Theta"
171 static PetscErrorCode TSView_Theta(TS ts,PetscViewer viewer)
172 {
173   TS_Theta       *th = (TS_Theta*)ts->data;
174   PetscBool       iascii;
175   PetscErrorCode  ierr;
176 
177   PetscFunctionBegin;
178   ierr = PetscTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
179   if (iascii) {
180     ierr = PetscViewerASCIIPrintf(viewer,"  Theta=%G\n",th->Theta);CHKERRQ(ierr);
181     ierr = PetscViewerASCIIPrintf(viewer,"  Extrapolation=%s\n",th->extrapolate?"yes":"no");CHKERRQ(ierr);
182   }
183   ierr = SNESView(ts->snes,viewer);CHKERRQ(ierr);
184   PetscFunctionReturn(0);
185 }
186 
187 EXTERN_C_BEGIN
188 #undef __FUNCT__
189 #define __FUNCT__ "TSThetaGetTheta_Theta"
190 PetscErrorCode  TSThetaGetTheta_Theta(TS ts,PetscReal *theta)
191 {
192   TS_Theta *th = (TS_Theta*)ts->data;
193 
194   PetscFunctionBegin;
195   *theta = th->Theta;
196   PetscFunctionReturn(0);
197 }
198 
199 #undef __FUNCT__
200 #define __FUNCT__ "TSThetaSetTheta_Theta"
201 PetscErrorCode  TSThetaSetTheta_Theta(TS ts,PetscReal theta)
202 {
203   TS_Theta *th = (TS_Theta*)ts->data;
204 
205   PetscFunctionBegin;
206   if (theta <= 0 || 1 < theta) SETERRQ1(((PetscObject)ts)->comm,PETSC_ERR_ARG_OUTOFRANGE,"Theta %G not in range (0,1]",theta);
207   th->Theta = theta;
208   PetscFunctionReturn(0);
209 }
210 
211 #undef __FUNCT__
212 #define __FUNCT__ "TSThetaSetEndpoint_Theta"
213 PetscErrorCode  TSThetaSetEndpoint_Theta(TS ts,PetscBool flg)
214 {
215   TS_Theta *th = (TS_Theta*)ts->data;
216 
217   PetscFunctionBegin;
218   th->endpoint = flg;
219   PetscFunctionReturn(0);
220 }
221 EXTERN_C_END
222 
223 /* ------------------------------------------------------------ */
224 /*MC
225       TSTHETA - DAE solver using the implicit Theta method
226 
227    Level: beginner
228 
229    Notes:
230    This method can be applied to DAE.
231 
232    This method is cast as a 1-stage implicit Runge-Kutta method.
233 
234 .vb
235   Theta | Theta
236   -------------
237         |  1
238 .ve
239 
240    For the default Theta=0.5, this is also known as the implicit midpoint rule.
241 
242    When the endpoint variant is chosen, the method becomes a 2-stage method with first stage explicit:
243 
244 .vb
245   0 | 0         0
246   1 | 1-Theta   Theta
247   -------------------
248     | 1-Theta   Theta
249 .ve
250 
251    For the default Theta=0.5, this is the trapezoid rule (also known as Crank-Nicolson, see TSCN).
252 
253    To apply a diagonally implicit RK method to DAE, the stage formula
254 
255 $  Y_i = X + h sum_j a_ij Y'_j
256 
257    is interpreted as a formula for Y'_i in terms of Y_i and known stuff (Y'_j, j<i)
258 
259 .seealso:  TSCreate(), TS, TSSetType(), TSCN, TSBEULER, TSThetaSetTheta(), TSThetaSetEndpoint()
260 
261 M*/
262 EXTERN_C_BEGIN
263 #undef __FUNCT__
264 #define __FUNCT__ "TSCreate_Theta"
265 PetscErrorCode  TSCreate_Theta(TS ts)
266 {
267   TS_Theta       *th;
268   PetscErrorCode ierr;
269 
270   PetscFunctionBegin;
271   ts->ops->reset          = TSReset_Theta;
272   ts->ops->destroy        = TSDestroy_Theta;
273   ts->ops->view           = TSView_Theta;
274   ts->ops->setup          = TSSetUp_Theta;
275   ts->ops->step           = TSStep_Theta;
276   ts->ops->interpolate    = TSInterpolate_Theta;
277   ts->ops->setfromoptions = TSSetFromOptions_Theta;
278   ts->ops->snesfunction   = SNESTSFormFunction_Theta;
279   ts->ops->snesjacobian   = SNESTSFormJacobian_Theta;
280 
281   ierr = PetscNewLog(ts,TS_Theta,&th);CHKERRQ(ierr);
282   ts->data = (void*)th;
283 
284   th->extrapolate = PETSC_FALSE;
285   th->Theta       = 0.5;
286 
287   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaGetTheta_C","TSThetaGetTheta_Theta",TSThetaGetTheta_Theta);CHKERRQ(ierr);
288   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaSetTheta_C","TSThetaSetTheta_Theta",TSThetaSetTheta_Theta);CHKERRQ(ierr);
289   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaSetEndpoint_C","TSThetaSetEndpoint_Theta",TSThetaSetEndpoint_Theta);CHKERRQ(ierr);
290   PetscFunctionReturn(0);
291 }
292 EXTERN_C_END
293 
294 #undef __FUNCT__
295 #define __FUNCT__ "TSThetaGetTheta"
296 /*@
297   TSThetaGetTheta - Get the abscissa of the stage in (0,1].
298 
299   Not Collective
300 
301   Input Parameter:
302 .  ts - timestepping context
303 
304   Output Parameter:
305 .  theta - stage abscissa
306 
307   Note:
308   Use of this function is normally only required to hack TSTHETA to use a modified integration scheme.
309 
310   Level: Advanced
311 
312 .seealso: TSThetaSetTheta()
313 @*/
314 PetscErrorCode  TSThetaGetTheta(TS ts,PetscReal *theta)
315 {
316   PetscErrorCode ierr;
317 
318   PetscFunctionBegin;
319   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
320   PetscValidPointer(theta,2);
321   ierr = PetscUseMethod(ts,"TSThetaGetTheta_C",(TS,PetscReal*),(ts,theta));CHKERRQ(ierr);
322   PetscFunctionReturn(0);
323 }
324 
325 #undef __FUNCT__
326 #define __FUNCT__ "TSThetaSetTheta"
327 /*@
328   TSThetaSetTheta - Set the abscissa of the stage in (0,1].
329 
330   Not Collective
331 
332   Input Parameter:
333 +  ts - timestepping context
334 -  theta - stage abscissa
335 
336   Options Database:
337 .  -ts_theta_theta <theta>
338 
339   Level: Intermediate
340 
341 .seealso: TSThetaGetTheta()
342 @*/
343 PetscErrorCode  TSThetaSetTheta(TS ts,PetscReal theta)
344 {
345   PetscErrorCode ierr;
346 
347   PetscFunctionBegin;
348   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
349   ierr = PetscTryMethod(ts,"TSThetaSetTheta_C",(TS,PetscReal),(ts,theta));CHKERRQ(ierr);
350   PetscFunctionReturn(0);
351 }
352 
353 #undef __FUNCT__
354 #define __FUNCT__ "TSThetaSetEndpoint"
355 /*@
356   TSThetaSetEndpoint - Sets whether to use the endpoint variant of the method (e.g. trapezoid/Crank-Nicolson instead of midpoint rule).
357 
358   Not Collective
359 
360   Input Parameter:
361 +  ts - timestepping context
362 -  flg - PETSC_TRUE to use the endpoint variant
363 
364   Options Database:
365 .  -ts_theta_endpoint <flg>
366 
367   Level: Intermediate
368 
369 .seealso: TSTHETA, TSCN
370 @*/
371 PetscErrorCode TSThetaSetEndpoint(TS ts,PetscBool flg)
372 {
373   PetscErrorCode ierr;
374 
375   PetscFunctionBegin;
376   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
377   ierr = PetscTryMethod(ts,"TSThetaSetEndpoint_C",(TS,PetscBool),(ts,flg));CHKERRQ(ierr);
378   PetscFunctionReturn(0);
379 }
380 
381 /*
382  * TSBEULER and TSCN are straightforward specializations of TSTHETA.
383  * The creation functions for these specializations are below.
384  */
385 
386 #undef __FUNCT__
387 #define __FUNCT__ "TSView_BEuler"
388 static PetscErrorCode TSView_BEuler(TS ts,PetscViewer viewer)
389 {
390   PetscErrorCode ierr;
391 
392   PetscFunctionBegin;
393   ierr = SNESView(ts->snes,viewer);CHKERRQ(ierr);
394   PetscFunctionReturn(0);
395 }
396 
397 /*MC
398       TSBEULER - ODE solver using the implicit backward Euler method
399 
400   Level: beginner
401 
402 .seealso:  TSCreate(), TS, TSSetType(), TSEULER, TSCN, TSTHETA
403 
404 M*/
405 EXTERN_C_BEGIN
406 #undef __FUNCT__
407 #define __FUNCT__ "TSCreate_BEuler"
408 PetscErrorCode  TSCreate_BEuler(TS ts)
409 {
410   PetscErrorCode ierr;
411 
412   PetscFunctionBegin;
413   ierr = TSCreate_Theta(ts);CHKERRQ(ierr);
414   ierr = TSThetaSetTheta(ts,1.0);CHKERRQ(ierr);
415   ts->ops->view = TSView_BEuler;
416   PetscFunctionReturn(0);
417 }
418 EXTERN_C_END
419 
420 #undef __FUNCT__
421 #define __FUNCT__ "TSView_CN"
422 static PetscErrorCode TSView_CN(TS ts,PetscViewer viewer)
423 {
424   PetscErrorCode ierr;
425 
426   PetscFunctionBegin;
427   ierr = SNESView(ts->snes,viewer);CHKERRQ(ierr);
428   PetscFunctionReturn(0);
429 }
430 
431 /*MC
432       TSCN - ODE solver using the implicit Crank-Nicolson method.
433 
434   Level: beginner
435 
436   Notes:
437   TSCN is equivalent to TSTHETA with Theta=0.5 and the "endpoint" option set. I.e.
438 
439 $  -ts_type theta -ts_theta_theta 0.5 -ts_theta_endpoint
440 
441 .seealso:  TSCreate(), TS, TSSetType(), TSBEULER, TSTHETA
442 
443 M*/
444 EXTERN_C_BEGIN
445 #undef __FUNCT__
446 #define __FUNCT__ "TSCreate_CN"
447 PetscErrorCode  TSCreate_CN(TS ts)
448 {
449   PetscErrorCode ierr;
450 
451   PetscFunctionBegin;
452   ierr = TSCreate_Theta(ts);CHKERRQ(ierr);
453   ierr = TSThetaSetTheta(ts,0.5);CHKERRQ(ierr);
454   ierr = TSThetaSetEndpoint(ts,PETSC_TRUE);CHKERRQ(ierr);
455   ts->ops->view = TSView_CN;
456   PetscFunctionReturn(0);
457 }
458 EXTERN_C_END
459