xref: /petsc/src/ts/tutorials/hybrid/ex1adj.c (revision 1d27aa22b2f6148b2c4e3f06a75e0638d6493e09)

static char help[] = "Adjoint sensitivity of a hybrid system with state-dependent switchings.\n";

/*
  The dynamics is described by the ODE
                  u_t = A_i u

  where A_1 = [ 1  -100
                10  1  ],
        A_2 = [ 1    10
               -100  1 ].
  The index i changes from 1 to 2 when u[1]=2.75u[0] and from 2 to 1 when u[1]=0.36u[0].
  Initially u=[0 1]^T and i=1.

  References:
+ * - H. Zhang, S. Abhyankar, E. Constantinescu, M. Mihai, Discrete Adjoint Sensitivity Analysis of Hybrid Dynamical Systems With Switching,
      IEEE Transactions on Circuits and Systems I: Regular Papers, 64(5), May 2017
- * - I. A. Hiskens, M.A. Pai, Trajectory Sensitivity Analysis of Hybrid Systems, IEEE Transactions on Circuits and Systems, Vol 47, No 2, February 2000
*/

#include <petscts.h>

typedef struct {
  PetscScalar lambda1;
  PetscScalar lambda2;
  PetscInt    mode; /* mode flag*/
} AppCtx;

PetscErrorCode EventFunction(TS ts, PetscReal t, Vec U, PetscScalar *fvalue, void *ctx)
{
  AppCtx            *actx = (AppCtx *)ctx;
  const PetscScalar *u;

  PetscFunctionBegin;
  PetscCall(VecGetArrayRead(U, &u));
  if (actx->mode == 1) {
    fvalue[0] = u[1] - actx->lambda1 * u[0];
  } else if (actx->mode == 2) {
    fvalue[0] = u[1] - actx->lambda2 * u[0];
  }
  PetscCall(VecRestoreArrayRead(U, &u));
  PetscFunctionReturn(PETSC_SUCCESS);
}

PetscErrorCode ShiftGradients(TS ts, Vec U, AppCtx *actx)
{
  Vec               *lambda, *mu;
  PetscScalar       *x, *y;
  const PetscScalar *u;
  PetscScalar        tmp[2], A1[2][2], A2[2], denorm;
  PetscInt           numcost;

  PetscFunctionBegin;
  PetscCall(TSGetCostGradients(ts, &numcost, &lambda, &mu));
  PetscCall(VecGetArrayRead(U, &u));

  if (actx->mode == 2) {
    denorm   = -actx->lambda1 * (u[0] - 100. * u[1]) + 1. * (10. * u[0] + u[1]);
    A1[0][0] = 110. * u[1] * (-actx->lambda1) / denorm + 1.;
    A1[0][1] = -110. * u[0] * (-actx->lambda1) / denorm;
    A1[1][0] = 110. * u[1] * 1. / denorm;
    A1[1][1] = -110. * u[0] * 1. / denorm + 1.;

    A2[0] = 110. * u[1] * (-u[0]) / denorm;
    A2[1] = -110. * u[0] * (-u[0]) / denorm;
  } else {
    denorm   = -actx->lambda2 * (u[0] + 10. * u[1]) + 1. * (-100. * u[0] + u[1]);
    A1[0][0] = 110. * u[1] * (actx->lambda2) / denorm + 1;
    A1[0][1] = -110. * u[0] * (actx->lambda2) / denorm;
    A1[1][0] = -110. * u[1] * 1. / denorm;
    A1[1][1] = 110. * u[0] * 1. / denorm + 1.;

    A2[0] = 0;
    A2[1] = 0;
  }

  PetscCall(VecRestoreArrayRead(U, &u));

  PetscCall(VecGetArray(lambda[0], &x));
  PetscCall(VecGetArray(mu[0], &y));
  tmp[0] = A1[0][0] * x[0] + A1[0][1] * x[1];
  tmp[1] = A1[1][0] * x[0] + A1[1][1] * x[1];
  y[0]   = y[0] + A2[0] * x[0] + A2[1] * x[1];
  x[0]   = tmp[0];
  x[1]   = tmp[1];
  PetscCall(VecRestoreArray(mu[0], &y));
  PetscCall(VecRestoreArray(lambda[0], &x));

  PetscCall(VecGetArray(lambda[1], &x));
  PetscCall(VecGetArray(mu[1], &y));
  tmp[0] = A1[0][0] * x[0] + A1[0][1] * x[1];
  tmp[1] = A1[1][0] * x[0] + A1[1][1] * x[1];
  y[0]   = y[0] + A2[0] * x[0] + A2[1] * x[1];
  x[0]   = tmp[0];
  x[1]   = tmp[1];
  PetscCall(VecRestoreArray(mu[1], &y));
  PetscCall(VecRestoreArray(lambda[1], &x));
  PetscFunctionReturn(PETSC_SUCCESS);
}

PetscErrorCode PostEventFunction(TS ts, PetscInt nevents, PetscInt event_list[], PetscReal t, Vec U, PetscBool forwardsolve, void *ctx)
{
  AppCtx *actx = (AppCtx *)ctx;

  PetscFunctionBegin;
  /* PetscCall(VecView(U,PETSC_VIEWER_STDOUT_WORLD)); */
  if (!forwardsolve) PetscCall(ShiftGradients(ts, U, actx));
  if (actx->mode == 1) {
    actx->mode = 2;
    /* PetscCall(PetscPrintf(PETSC_COMM_SELF,"Change from mode 1 to 2 at t = %f \n",(double)t)); */
  } else if (actx->mode == 2) {
    actx->mode = 1;
    /* PetscCall(PetscPrintf(PETSC_COMM_SELF,"Change from mode 2 to 1 at t = %f \n",(double)t)); */
  }
  PetscFunctionReturn(PETSC_SUCCESS);
}

/*
     Defines the ODE passed to the ODE solver
*/
static PetscErrorCode IFunction(TS ts, PetscReal t, Vec U, Vec Udot, Vec F, void *ctx)
{
  AppCtx            *actx = (AppCtx *)ctx;
  PetscScalar       *f;
  const PetscScalar *u, *udot;

  PetscFunctionBegin;
  /*  The next three lines allow us to access the entries of the vectors directly */
  PetscCall(VecGetArrayRead(U, &u));
  PetscCall(VecGetArrayRead(Udot, &udot));
  PetscCall(VecGetArray(F, &f));

  if (actx->mode == 1) {
    f[0] = udot[0] - u[0] + 100 * u[1];
    f[1] = udot[1] - 10 * u[0] - u[1];
  } else if (actx->mode == 2) {
    f[0] = udot[0] - u[0] - 10 * u[1];
    f[1] = udot[1] + 100 * u[0] - u[1];
  }

  PetscCall(VecRestoreArrayRead(U, &u));
  PetscCall(VecRestoreArrayRead(Udot, &udot));
  PetscCall(VecRestoreArray(F, &f));
  PetscFunctionReturn(PETSC_SUCCESS);
}

/*
     Defines the Jacobian of the ODE passed to the ODE solver. See TSSetIJacobian() for the meaning of a and the Jacobian.
*/
static PetscErrorCode IJacobian(TS ts, PetscReal t, Vec U, Vec Udot, PetscReal a, Mat A, Mat B, void *ctx)
{
  AppCtx            *actx     = (AppCtx *)ctx;
  PetscInt           rowcol[] = {0, 1};
  PetscScalar        J[2][2];
  const PetscScalar *u, *udot;

  PetscFunctionBegin;
  PetscCall(VecGetArrayRead(U, &u));
  PetscCall(VecGetArrayRead(Udot, &udot));

  if (actx->mode == 1) {
    J[0][0] = a - 1;
    J[0][1] = 100;
    J[1][0] = -10;
    J[1][1] = a - 1;
  } else if (actx->mode == 2) {
    J[0][0] = a - 1;
    J[0][1] = -10;
    J[1][0] = 100;
    J[1][1] = a - 1;
  }
  PetscCall(MatSetValues(B, 2, rowcol, 2, rowcol, &J[0][0], INSERT_VALUES));

  PetscCall(VecRestoreArrayRead(U, &u));
  PetscCall(VecRestoreArrayRead(Udot, &udot));

  PetscCall(MatAssemblyBegin(A, MAT_FINAL_ASSEMBLY));
  PetscCall(MatAssemblyEnd(A, MAT_FINAL_ASSEMBLY));
  if (A != B) {
    PetscCall(MatAssemblyBegin(B, MAT_FINAL_ASSEMBLY));
    PetscCall(MatAssemblyEnd(B, MAT_FINAL_ASSEMBLY));
  }
  PetscFunctionReturn(PETSC_SUCCESS);
}

/* Matrix JacobianP is constant so that it only needs to be evaluated once */
static PetscErrorCode RHSJacobianP(TS ts, PetscReal t, Vec X, Mat A, void *ctx)
{
  PetscFunctionBeginUser;
  PetscFunctionReturn(PETSC_SUCCESS);
}

int main(int argc, char **argv)
{
  TS           ts; /* ODE integrator */
  Vec          U;  /* solution will be stored here */
  Mat          A;  /* Jacobian matrix */
  Mat          Ap; /* dfdp */
  PetscMPIInt  size;
  PetscInt     n = 2;
  PetscScalar *u, *v;
  AppCtx       app;
  PetscInt     direction[1];
  PetscBool    terminate[1];
  Vec          lambda[2], mu[2];
  PetscReal    tend;

  FILE *f;
  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Initialize program
     - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  PetscFunctionBeginUser;
  PetscCall(PetscInitialize(&argc, &argv, (char *)0, help));
  PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD, &size));
  PetscCheck(size == 1, PETSC_COMM_WORLD, PETSC_ERR_WRONG_MPI_SIZE, "Only for sequential runs");
  app.mode    = 1;
  app.lambda1 = 2.75;
  app.lambda2 = 0.36;
  tend        = 0.125;
  PetscOptionsBegin(PETSC_COMM_WORLD, NULL, "ex1adj options", "");
  {
    PetscCall(PetscOptionsReal("-lambda1", "", "", app.lambda1, &app.lambda1, NULL));
    PetscCall(PetscOptionsReal("-lambda2", "", "", app.lambda2, &app.lambda2, NULL));
    PetscCall(PetscOptionsReal("-tend", "", "", tend, &tend, NULL));
  }
  PetscOptionsEnd();

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    Create necessary matrix and vectors
    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  PetscCall(MatCreate(PETSC_COMM_WORLD, &A));
  PetscCall(MatSetSizes(A, n, n, PETSC_DETERMINE, PETSC_DETERMINE));
  PetscCall(MatSetType(A, MATDENSE));
  PetscCall(MatSetFromOptions(A));
  PetscCall(MatSetUp(A));

  PetscCall(MatCreateVecs(A, &U, NULL));

  PetscCall(MatCreate(PETSC_COMM_WORLD, &Ap));
  PetscCall(MatSetSizes(Ap, n, 1, PETSC_DETERMINE, PETSC_DETERMINE));
  PetscCall(MatSetType(Ap, MATDENSE));
  PetscCall(MatSetFromOptions(Ap));
  PetscCall(MatSetUp(Ap));
  PetscCall(MatZeroEntries(Ap)); /* initialize to zeros */

  PetscCall(VecGetArray(U, &u));
  u[0] = 0;
  u[1] = 1;
  PetscCall(VecRestoreArray(U, &u));
  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Create timestepping solver context
     - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  PetscCall(TSCreate(PETSC_COMM_WORLD, &ts));
  PetscCall(TSSetProblemType(ts, TS_NONLINEAR));
  PetscCall(TSSetType(ts, TSCN));
  PetscCall(TSSetIFunction(ts, NULL, (TSIFunction)IFunction, &app));
  PetscCall(TSSetIJacobian(ts, A, A, (TSIJacobian)IJacobian, &app));
  PetscCall(TSSetRHSJacobianP(ts, Ap, RHSJacobianP, &app));

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Set initial conditions
   - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  PetscCall(TSSetSolution(ts, U));

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    Save trajectory of solution so that TSAdjointSolve() may be used
   - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  PetscCall(TSSetSaveTrajectory(ts));

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Set solver options
   - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  PetscCall(TSSetMaxTime(ts, tend));
  PetscCall(TSSetExactFinalTime(ts, TS_EXACTFINALTIME_MATCHSTEP));
  PetscCall(TSSetTimeStep(ts, 1. / 256.));
  PetscCall(TSSetFromOptions(ts));

  /* Set directions and terminate flags for the two events */
  direction[0] = 0;
  terminate[0] = PETSC_FALSE;
  PetscCall(TSSetEventHandler(ts, 1, direction, terminate, EventFunction, PostEventFunction, (void *)&app));

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Run timestepping solver
     - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  PetscCall(TSSolve(ts, U));

  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Adjoint model starts here
     - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  PetscCall(MatCreateVecs(A, &lambda[0], NULL));
  PetscCall(MatCreateVecs(A, &lambda[1], NULL));
  /*   Set initial conditions for the adjoint integration */
  PetscCall(VecZeroEntries(lambda[0]));
  PetscCall(VecZeroEntries(lambda[1]));
  PetscCall(VecGetArray(lambda[0], &u));
  u[0] = 1.;
  PetscCall(VecRestoreArray(lambda[0], &u));
  PetscCall(VecGetArray(lambda[1], &u));
  u[1] = 1.;
  PetscCall(VecRestoreArray(lambda[1], &u));

  PetscCall(MatCreateVecs(Ap, &mu[0], NULL));
  PetscCall(MatCreateVecs(Ap, &mu[1], NULL));
  PetscCall(VecZeroEntries(mu[0]));
  PetscCall(VecZeroEntries(mu[1]));
  PetscCall(TSSetCostGradients(ts, 2, lambda, mu));

  PetscCall(TSAdjointSolve(ts));

  /*
  PetscCall(VecView(lambda[0],PETSC_VIEWER_STDOUT_WORLD));
  PetscCall(VecView(lambda[1],PETSC_VIEWER_STDOUT_WORLD));
  PetscCall(VecView(mu[0],PETSC_VIEWER_STDOUT_WORLD));
  PetscCall(VecView(mu[1],PETSC_VIEWER_STDOUT_WORLD));
  */
  PetscCall(VecGetArray(mu[0], &u));
  PetscCall(VecGetArray(mu[1], &v));
  f = fopen("adj_mu.out", "a");
  PetscCall(PetscFPrintf(PETSC_COMM_WORLD, f, "%20.15lf %20.15lf %20.15lf\n", (double)tend, (double)PetscRealPart(u[0]), (double)PetscRealPart(v[0])));
  PetscCall(VecRestoreArray(mu[0], &u));
  PetscCall(VecRestoreArray(mu[1], &v));
  fclose(f);
  /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
     Free work space.  All PETSc objects should be destroyed when they are no longer needed.
   - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
  PetscCall(MatDestroy(&A));
  PetscCall(VecDestroy(&U));
  PetscCall(TSDestroy(&ts));

  PetscCall(MatDestroy(&Ap));
  PetscCall(VecDestroy(&lambda[0]));
  PetscCall(VecDestroy(&lambda[1]));
  PetscCall(VecDestroy(&mu[0]));
  PetscCall(VecDestroy(&mu[1]));
  PetscCall(PetscFinalize());
  return 0;
}

/*TEST

   build:
      requires: !complex

   test:
      args: -ts_monitor -ts_adjoint_monitor

TEST*/