Actual source code: ex20fwd.c

      1: #define c11 1.0
      2: #define c12 0
      3: #define c21 2.0
      4: #define c22 1.0
      5: static char help[] = "Solves the van der Pol equation.\n\
      6: Input parameters include:\n";

      8: /* ------------------------------------------------------------------------

     10:    This code demonstrates how to compute trajectory sensitivities w.r.t. the stiffness parameter mu.
     11:    1) Use two vectors s and sp for sensitivities w.r.t. initial values and parameters respectively. This case requires the original Jacobian matrix and a JacobianP matrix for the only parameter mu.
     12:    2) Consider the initial values to be parameters as well. Then there are three parameters in total. The JacobianP matrix will be combined matrix of the Jacobian matrix and JacobianP matrix in the previous case. This choice can be selected by using command line option '-combined'

     14:   ------------------------------------------------------------------------- */
     15: #include <petscts.h>
     16: #include <petsctao.h>

     18: typedef struct _n_User *User;
     19: struct _n_User {
     20:   PetscReal mu;
     21:   PetscReal next_output;
     22:   PetscBool combined;
     23:   /* Sensitivity analysis support */
     24:   PetscInt  steps;
     25:   PetscReal ftime;
     26:   Mat       Jac;  /* Jacobian matrix */
     27:   Mat       Jacp; /* JacobianP matrix */
     28:   Vec       x;
     29:   Mat       sp; /* forward sensitivity variables */
     30: };

     32: /*
     33:    User-defined routines
     34: */
     35: static PetscErrorCode IFunction(TS ts, PetscReal t, Vec X, Vec Xdot, Vec F, PetscCtx ctx)
     36: {
     37:   User               user = (User)ctx;
     38:   const PetscScalar *x, *xdot;
     39:   PetscScalar       *f;

     41:   PetscFunctionBeginUser;
     42:   PetscCall(VecGetArrayRead(X, &x));
     43:   PetscCall(VecGetArrayRead(Xdot, &xdot));
     44:   PetscCall(VecGetArray(F, &f));
     45:   f[0] = xdot[0] - x[1];
     46:   f[1] = c21 * (xdot[0] - x[1]) + xdot[1] - user->mu * ((1.0 - x[0] * x[0]) * x[1] - x[0]);
     47:   PetscCall(VecRestoreArrayRead(X, &x));
     48:   PetscCall(VecRestoreArrayRead(Xdot, &xdot));
     49:   PetscCall(VecRestoreArray(F, &f));
     50:   PetscFunctionReturn(PETSC_SUCCESS);
     51: }

     53: static PetscErrorCode IJacobian(TS ts, PetscReal t, Vec X, Vec Xdot, PetscReal a, Mat A, Mat B, PetscCtx ctx)
     54: {
     55:   User               user     = (User)ctx;
     56:   PetscInt           rowcol[] = {0, 1};
     57:   PetscScalar        J[2][2];
     58:   const PetscScalar *x;

     60:   PetscFunctionBeginUser;
     61:   PetscCall(VecGetArrayRead(X, &x));
     62:   J[0][0] = a;
     63:   J[0][1] = -1.0;
     64:   J[1][0] = c21 * a + user->mu * (1.0 + 2.0 * x[0] * x[1]);
     65:   J[1][1] = -c21 + a - user->mu * (1.0 - x[0] * x[0]);
     66:   PetscCall(MatSetValues(B, 2, rowcol, 2, rowcol, &J[0][0], INSERT_VALUES));
     67:   PetscCall(VecRestoreArrayRead(X, &x));

     69:   PetscCall(MatAssemblyBegin(A, MAT_FINAL_ASSEMBLY));
     70:   PetscCall(MatAssemblyEnd(A, MAT_FINAL_ASSEMBLY));
     71:   if (A != B) {
     72:     PetscCall(MatAssemblyBegin(B, MAT_FINAL_ASSEMBLY));
     73:     PetscCall(MatAssemblyEnd(B, MAT_FINAL_ASSEMBLY));
     74:   }
     75:   PetscFunctionReturn(PETSC_SUCCESS);
     76: }

     78: static PetscErrorCode RHSJacobianP(TS ts, PetscReal t, Vec X, Mat A, PetscCtx ctx)
     79: {
     80:   User               user  = (User)ctx;
     81:   PetscInt           row[] = {0, 1}, col[] = {0};
     82:   PetscScalar        J[2][1];
     83:   const PetscScalar *x;

     85:   PetscFunctionBeginUser;
     86:   if (user->combined) col[0] = 2;
     87:   PetscCall(VecGetArrayRead(X, &x));
     88:   J[0][0] = 0;
     89:   J[1][0] = (1. - x[0] * x[0]) * x[1] - x[0];
     90:   PetscCall(MatSetValues(A, 2, row, 1, col, &J[0][0], INSERT_VALUES));
     91:   PetscCall(VecRestoreArrayRead(X, &x));

     93:   PetscCall(MatAssemblyBegin(A, MAT_FINAL_ASSEMBLY));
     94:   PetscCall(MatAssemblyEnd(A, MAT_FINAL_ASSEMBLY));
     95:   PetscFunctionReturn(PETSC_SUCCESS);
     96: }

     98: /* Monitor timesteps and use interpolation to output at integer multiples of 0.1 */
     99: static PetscErrorCode Monitor(TS ts, PetscInt step, PetscReal t, Vec X, PetscCtx ctx)
    100: {
    101:   const PetscScalar *x;
    102:   PetscReal          tfinal, dt;
    103:   User               user = (User)ctx;
    104:   Vec                interpolatedX;

    106:   PetscFunctionBeginUser;
    107:   PetscCall(TSGetTimeStep(ts, &dt));
    108:   PetscCall(TSGetMaxTime(ts, &tfinal));

    110:   while (user->next_output <= t && user->next_output <= tfinal) {
    111:     PetscCall(VecDuplicate(X, &interpolatedX));
    112:     PetscCall(TSInterpolate(ts, user->next_output, interpolatedX));
    113:     PetscCall(VecGetArrayRead(interpolatedX, &x));
    114:     PetscCall(PetscPrintf(PETSC_COMM_WORLD, "[%.1f] %" PetscInt_FMT " TS %.6f (dt = %.6f) X % 12.6e % 12.6e\n", (double)user->next_output, step, (double)t, (double)dt, (double)PetscRealPart(x[0]), (double)PetscRealPart(x[1])));
    115:     PetscCall(VecRestoreArrayRead(interpolatedX, &x));
    116:     PetscCall(VecDestroy(&interpolatedX));
    117:     user->next_output += 0.1;
    118:   }
    119:   PetscFunctionReturn(PETSC_SUCCESS);
    120: }

    122: int main(int argc, char **argv)
    123: {
    124:   TS             ts;
    125:   PetscBool      monitor = PETSC_FALSE;
    126:   PetscScalar   *x_ptr;
    127:   PetscMPIInt    size;
    128:   struct _n_User user;
    129:   PetscInt       rows, cols;

    131:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    132:      Initialize program
    133:      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
    134:   PetscFunctionBeginUser;
    135:   PetscCall(PetscInitialize(&argc, &argv, NULL, help));

    137:   PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD, &size));
    138:   PetscCheck(size == 1, PETSC_COMM_WORLD, PETSC_ERR_WRONG_MPI_SIZE, "This is a uniprocessor example only!");

    140:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    141:     Set runtime options
    142:     - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
    143:   user.next_output = 0.0;
    144:   user.mu          = 1.0e6;
    145:   user.steps       = 0;
    146:   user.ftime       = 0.5;
    147:   user.combined    = PETSC_FALSE;
    148:   PetscCall(PetscOptionsGetBool(NULL, NULL, "-monitor", &monitor, NULL));
    149:   PetscCall(PetscOptionsGetReal(NULL, NULL, "-mu", &user.mu, NULL));
    150:   PetscCall(PetscOptionsGetBool(NULL, NULL, "-combined", &user.combined, NULL));

    152:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    153:     Create necessary matrix and vectors, solve same ODE on every process
    154:     - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
    155:   rows = 2;
    156:   cols = user.combined ? 3 : 1;
    157:   PetscCall(MatCreate(PETSC_COMM_WORLD, &user.Jac));
    158:   PetscCall(MatSetSizes(user.Jac, PETSC_DECIDE, PETSC_DECIDE, 2, 2));
    159:   PetscCall(MatSetFromOptions(user.Jac));
    160:   PetscCall(MatSetUp(user.Jac));
    161:   PetscCall(MatCreateVecs(user.Jac, &user.x, NULL));

    163:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    164:      Create timestepping solver context
    165:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
    166:   PetscCall(TSCreate(PETSC_COMM_WORLD, &ts));
    167:   PetscCall(TSSetType(ts, TSBEULER));
    168:   PetscCall(TSSetIFunction(ts, NULL, IFunction, &user));
    169:   PetscCall(TSSetIJacobian(ts, user.Jac, user.Jac, IJacobian, &user));
    170:   PetscCall(TSSetExactFinalTime(ts, TS_EXACTFINALTIME_MATCHSTEP));
    171:   PetscCall(TSSetMaxTime(ts, user.ftime));
    172:   if (monitor) PetscCall(TSMonitorSet(ts, Monitor, &user, NULL));

    174:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    175:      Set initial conditions
    176:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
    177:   PetscCall(VecGetArray(user.x, &x_ptr));
    178:   x_ptr[0] = 2.0;
    179:   x_ptr[1] = -0.66666654321;
    180:   PetscCall(VecRestoreArray(user.x, &x_ptr));
    181:   PetscCall(TSSetTimeStep(ts, 1.0 / 1024.0));

    183:   /* Set up forward sensitivity */
    184:   PetscCall(MatCreate(PETSC_COMM_WORLD, &user.Jacp));
    185:   PetscCall(MatSetSizes(user.Jacp, PETSC_DECIDE, PETSC_DECIDE, rows, cols));
    186:   PetscCall(MatSetFromOptions(user.Jacp));
    187:   PetscCall(MatSetUp(user.Jacp));
    188:   PetscCall(MatCreateDense(PETSC_COMM_WORLD, PETSC_DECIDE, PETSC_DECIDE, rows, cols, NULL, &user.sp));
    189:   if (user.combined) {
    190:     PetscCall(MatZeroEntries(user.sp));
    191:     PetscCall(MatShift(user.sp, 1.0));
    192:   } else {
    193:     PetscCall(MatZeroEntries(user.sp));
    194:   }
    195:   PetscCall(TSForwardSetSensitivities(ts, cols, user.sp));
    196:   PetscCall(TSSetRHSJacobianP(ts, user.Jacp, RHSJacobianP, &user));

    198:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    199:      Set runtime options
    200:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
    201:   PetscCall(TSSetFromOptions(ts));

    203:   PetscCall(TSSolve(ts, user.x));
    204:   PetscCall(TSGetSolveTime(ts, &user.ftime));
    205:   PetscCall(TSGetStepNumber(ts, &user.steps));
    206:   PetscCall(PetscPrintf(PETSC_COMM_WORLD, "mu %g, steps %" PetscInt_FMT ", ftime %g\n", (double)user.mu, user.steps, (double)user.ftime));
    207:   PetscCall(PetscPrintf(PETSC_COMM_WORLD, "\n ode solution \n"));
    208:   PetscCall(VecView(user.x, PETSC_VIEWER_STDOUT_WORLD));

    210:   if (user.combined) {
    211:     PetscCall(PetscPrintf(PETSC_COMM_WORLD, "\n forward sensitivity: d[y(tf) z(tf)]/d[y0 z0 mu]\n"));
    212:   } else {
    213:     PetscCall(PetscPrintf(PETSC_COMM_WORLD, "\n forward sensitivity: d[y(tf) z(tf)]/d[mu]\n"));
    214:   }
    215:   PetscCall(MatView(user.sp, PETSC_VIEWER_STDOUT_WORLD));

    217:   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
    218:      Free work space.  All PETSc objects should be destroyed when they
    219:      are no longer needed.
    220:    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
    221:   PetscCall(MatDestroy(&user.Jac));
    222:   PetscCall(MatDestroy(&user.sp));
    223:   PetscCall(MatDestroy(&user.Jacp));
    224:   PetscCall(VecDestroy(&user.x));
    225:   PetscCall(TSDestroy(&ts));

    227:   PetscCall(PetscFinalize());
    228:   return 0;
    229: }

    231: /*TEST

    233:     test:
    234:       args: -monitor 0 -ts_type theta -ts_theta_endpoint -ts_theta_theta 0.5 -combined
    235:       requires: !complex !single

    237:     test:
    238:       suffix: 2
    239:       requires: !complex !single
    240:       args: -monitor 0 -ts_type theta -ts_theta_endpoint -ts_theta_theta 0.5

    242: TEST*/