Actual source code: ex22.c

      1: static const char help[] = "Solves PDE optimization problem using full-space method, interlaces state and adjoint variables.\n\n";

      3: #include <petscdm.h>
      4: #include <petscdmda.h>
      5: #include <petscdmredundant.h>
      6: #include <petscdmcomposite.h>
      7: #include <petscpf.h>
      8: #include <petscsnes.h>
      9: #include <petsc/private/dmimpl.h>

     11: /*

     13:        w - design variables (what we change to get an optimal solution)
     14:        u - state variables (i.e. the PDE solution)
     15:        lambda - the Lagrange multipliers

     17:             U = (w [u_0 lambda_0 u_1 lambda_1 .....])

     19:        fu, fw, flambda contain the gradient of L(w,u,lambda)

     21:             FU = (fw [fu_0 flambda_0 .....])

     23:        In this example the PDE is
     24:                              Uxx = 2,
     25:                             u(0) = w(0), thus this is the free parameter
     26:                             u(1) = 0
     27:        the function we wish to minimize is
     28:                             \integral u^{2}

     30:        The exact solution for u is given by u(x) = x*x - 1.25*x + .25

     32:        Use the usual centered finite differences.

     34:        Note we treat the problem as non-linear though it happens to be linear

     36:        See ex21.c for the same code, but that does NOT interlaces the u and the lambda

     38:        The vectors u_lambda and fu_lambda contain the u and the lambda interlaced
     39: */

     41: typedef struct {
     42:   PetscViewer u_lambda_viewer;
     43:   PetscViewer fu_lambda_viewer;
     44: } UserCtx;

     46: extern PetscErrorCode ComputeFunction(SNES, Vec, Vec, void *);
     47: extern PetscErrorCode ComputeJacobian_MF(SNES, Vec, Mat, Mat, void *);
     48: extern PetscErrorCode Monitor(SNES, PetscInt, PetscReal, void *);

     50: /*
     51:     Uses full multigrid preconditioner with GMRES (with no preconditioner inside the GMRES) as the
     52:   smoother on all levels. This is because (1) in the matrix-free case no matrix entries are
     53:   available for doing Jacobi or SOR preconditioning and (2) the explicit matrix case the diagonal
     54:   entry for the control variable is zero which means default SOR will not work.

     56: */
     57: char common_options[] = "-ksp_type fgmres\
     58:                          -snes_grid_sequence 2 \
     59:                          -pc_type mg\
     60:                          -mg_levels_pc_type none \
     61:                          -mg_coarse_pc_type none \
     62:                          -pc_mg_type full \
     63:                          -mg_coarse_ksp_type gmres \
     64:                          -mg_levels_ksp_type gmres \
     65:                          -mg_coarse_ksp_max_it 6 \
     66:                          -mg_levels_ksp_max_it 3";

     68: char matrix_free_options[] = "-mat_mffd_compute_normu no \
     69:                               -mat_mffd_type wp";

     71: extern PetscErrorCode DMCreateMatrix_MF(DM, Mat *);

     73: int main(int argc, char **argv)
     74: {
     75:   UserCtx   user;
     76:   DM        red, da;
     77:   SNES      snes;
     78:   DM        packer;
     79:   PetscBool use_monitor = PETSC_FALSE;

     81:   PetscFunctionBeginUser;
     82:   PetscCall(PetscInitialize(&argc, &argv, NULL, help));

     84:   /* Hardwire several options; can be changed at command line */
     85:   PetscCall(PetscOptionsInsertString(NULL, common_options));
     86:   PetscCall(PetscOptionsInsertString(NULL, matrix_free_options));
     87:   PetscCall(PetscOptionsInsert(NULL, &argc, &argv, NULL));
     88:   PetscCall(PetscOptionsGetBool(NULL, NULL, "-use_monitor", &use_monitor, PETSC_IGNORE));

     90:   /* Create a global vector that includes a single redundant array and two da arrays */
     91:   PetscCall(DMCompositeCreate(PETSC_COMM_WORLD, &packer));
     92:   PetscCall(DMRedundantCreate(PETSC_COMM_WORLD, 0, 1, &red));
     93:   PetscCall(DMSetOptionsPrefix(red, "red_"));
     94:   PetscCall(DMCompositeAddDM(packer, red));
     95:   PetscCall(DMDACreate1d(PETSC_COMM_WORLD, DM_BOUNDARY_NONE, 5, 2, 1, NULL, &da));
     96:   PetscCall(DMSetOptionsPrefix(red, "da_"));
     97:   PetscCall(DMSetFromOptions(da));
     98:   PetscCall(DMSetUp(da));
     99:   PetscCall(DMDASetFieldName(da, 0, "u"));
    100:   PetscCall(DMDASetFieldName(da, 1, "lambda"));
    101:   PetscCall(DMCompositeAddDM(packer, (DM)da));
    102:   PetscCall(DMSetApplicationContext(packer, &user));

    104:   packer->ops->creatematrix = DMCreateMatrix_MF;

    106:   /* create nonlinear multi-level solver */
    107:   PetscCall(SNESCreate(PETSC_COMM_WORLD, &snes));
    108:   PetscCall(SNESSetDM(snes, packer));
    109:   PetscCall(SNESSetFunction(snes, NULL, ComputeFunction, NULL));
    110:   PetscCall(SNESSetJacobian(snes, NULL, NULL, ComputeJacobian_MF, NULL));

    112:   PetscCall(SNESSetFromOptions(snes));

    114:   if (use_monitor) {
    115:     /* create graphics windows */
    116:     PetscCall(PetscViewerDrawOpen(PETSC_COMM_WORLD, 0, "u_lambda - state variables and Lagrange multipliers", -1, -1, -1, -1, &user.u_lambda_viewer));
    117:     PetscCall(PetscViewerDrawOpen(PETSC_COMM_WORLD, 0, "fu_lambda - derivative w.r.t. state variables and Lagrange multipliers", -1, -1, -1, -1, &user.fu_lambda_viewer));
    118:     PetscCall(SNESMonitorSet(snes, Monitor, 0, 0));
    119:   }

    121:   PetscCall(SNESSolve(snes, NULL, NULL));
    122:   PetscCall(SNESDestroy(&snes));

    124:   PetscCall(DMDestroy(&red));
    125:   PetscCall(DMDestroy(&da));
    126:   PetscCall(DMDestroy(&packer));
    127:   if (use_monitor) {
    128:     PetscCall(PetscViewerDestroy(&user.u_lambda_viewer));
    129:     PetscCall(PetscViewerDestroy(&user.fu_lambda_viewer));
    130:   }
    131:   PetscCall(PetscFinalize());
    132:   return 0;
    133: }

    135: typedef struct {
    136:   PetscScalar u;
    137:   PetscScalar lambda;
    138: } ULambda;

    140: /*
    141:       Evaluates FU = Gradient(L(w,u,lambda))

    143:      This local function acts on the ghosted version of U (accessed via DMCompositeGetLocalVectors() and
    144:    DMCompositeScatter()) BUT the global, nonghosted version of FU (via DMCompositeGetAccess()).

    146: */
    147: PetscErrorCode ComputeFunction(SNES snes, Vec U, Vec FU, PetscCtx ctx)
    148: {
    149:   PetscInt    xs, xm, i, N;
    150:   ULambda    *u_lambda, *fu_lambda;
    151:   PetscScalar d, h, *w, *fw;
    152:   Vec         vw, vfw, vu_lambda, vfu_lambda;
    153:   DM          packer, red, da;

    155:   PetscFunctionBeginUser;
    156:   PetscCall(VecGetDM(U, &packer));
    157:   PetscCall(DMCompositeGetEntries(packer, &red, &da));
    158:   PetscCall(DMCompositeGetLocalVectors(packer, &vw, &vu_lambda));
    159:   PetscCall(DMCompositeScatter(packer, U, vw, vu_lambda));
    160:   PetscCall(DMCompositeGetAccess(packer, FU, &vfw, &vfu_lambda));

    162:   PetscCall(DMDAGetCorners(da, &xs, NULL, NULL, &xm, NULL, NULL));
    163:   PetscCall(DMDAGetInfo(da, 0, &N, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0));
    164:   PetscCall(VecGetArray(vw, &w));
    165:   PetscCall(VecGetArray(vfw, &fw));
    166:   PetscCall(DMDAVecGetArray(da, vu_lambda, &u_lambda));
    167:   PetscCall(DMDAVecGetArray(da, vfu_lambda, &fu_lambda));
    168:   d = N - 1.0;
    169:   h = 1.0 / d;

    171:   /* derivative of L() w.r.t. w */
    172:   if (xs == 0) { /* only first processor computes this */
    173:     fw[0] = -2.0 * d * u_lambda[0].lambda;
    174:   }

    176:   /* derivative of L() w.r.t. u */
    177:   for (i = xs; i < xs + xm; i++) {
    178:     if (i == 0) fu_lambda[0].lambda = h * u_lambda[0].u + 2. * d * u_lambda[0].lambda - d * u_lambda[1].lambda;
    179:     else if (i == 1) fu_lambda[1].lambda = 2. * h * u_lambda[1].u + 2. * d * u_lambda[1].lambda - d * u_lambda[2].lambda;
    180:     else if (i == N - 1) fu_lambda[N - 1].lambda = h * u_lambda[N - 1].u + 2. * d * u_lambda[N - 1].lambda - d * u_lambda[N - 2].lambda;
    181:     else if (i == N - 2) fu_lambda[N - 2].lambda = 2. * h * u_lambda[N - 2].u + 2. * d * u_lambda[N - 2].lambda - d * u_lambda[N - 3].lambda;
    182:     else fu_lambda[i].lambda = 2. * h * u_lambda[i].u - d * (u_lambda[i + 1].lambda - 2.0 * u_lambda[i].lambda + u_lambda[i - 1].lambda);
    183:   }

    185:   /* derivative of L() w.r.t. lambda */
    186:   for (i = xs; i < xs + xm; i++) {
    187:     if (i == 0) fu_lambda[0].u = 2.0 * d * (u_lambda[0].u - w[0]);
    188:     else if (i == N - 1) fu_lambda[N - 1].u = 2.0 * d * u_lambda[N - 1].u;
    189:     else fu_lambda[i].u = -(d * (u_lambda[i + 1].u - 2.0 * u_lambda[i].u + u_lambda[i - 1].u) - 2.0 * h);
    190:   }

    192:   PetscCall(VecRestoreArray(vw, &w));
    193:   PetscCall(VecRestoreArray(vfw, &fw));
    194:   PetscCall(DMDAVecRestoreArray(da, vu_lambda, &u_lambda));
    195:   PetscCall(DMDAVecRestoreArray(da, vfu_lambda, &fu_lambda));
    196:   PetscCall(DMCompositeRestoreLocalVectors(packer, &vw, &vu_lambda));
    197:   PetscCall(DMCompositeRestoreAccess(packer, FU, &vfw, &vfu_lambda));
    198:   PetscCall(PetscLogFlops(13.0 * N));
    199:   PetscFunctionReturn(PETSC_SUCCESS);
    200: }

    202: /*
    203:     Computes the exact solution
    204: */
    205: PetscErrorCode u_solution(void *dummy, PetscInt n, const PetscScalar *x, PetscScalar *u)
    206: {
    207:   PetscInt i;

    209:   PetscFunctionBeginUser;
    210:   for (i = 0; i < n; i++) u[2 * i] = x[i] * x[i] - 1.25 * x[i] + .25;
    211:   PetscFunctionReturn(PETSC_SUCCESS);
    212: }

    214: PetscErrorCode ExactSolution(DM packer, Vec U)
    215: {
    216:   PF           pf;
    217:   Vec          x, u_global;
    218:   PetscScalar *w;
    219:   DM           da;
    220:   PetscInt     m;

    222:   PetscFunctionBeginUser;
    223:   PetscCall(DMCompositeGetEntries(packer, &m, &da));

    225:   PetscCall(PFCreate(PETSC_COMM_WORLD, 1, 2, &pf));
    226:   /* The cast through PETSC_UINTPTR_T is so that compilers will warn about casting to void * from void(*)(void) */
    227:   PetscCall(PFSetType(pf, PFQUICK, (void *)(PETSC_UINTPTR_T)u_solution));
    228:   PetscCall(DMGetCoordinates(da, &x));
    229:   if (!x) {
    230:     PetscCall(DMDASetUniformCoordinates(da, 0.0, 1.0, 0.0, 1.0, 0.0, 1.0));
    231:     PetscCall(DMGetCoordinates(da, &x));
    232:   }
    233:   PetscCall(DMCompositeGetAccess(packer, U, &w, &u_global, 0));
    234:   if (w) w[0] = .25;
    235:   PetscCall(PFApplyVec(pf, x, u_global));
    236:   PetscCall(PFDestroy(&pf));
    237:   PetscCall(DMCompositeRestoreAccess(packer, U, &w, &u_global, 0));
    238:   PetscFunctionReturn(PETSC_SUCCESS);
    239: }

    241: PetscErrorCode Monitor(SNES snes, PetscInt its, PetscReal rnorm, void *dummy)
    242: {
    243:   UserCtx     *user;
    244:   PetscInt     m, N;
    245:   PetscScalar *w, *dw;
    246:   Vec          u_lambda, U, F, Uexact;
    247:   DM           packer;
    248:   PetscReal    norm;
    249:   DM           da;

    251:   PetscFunctionBeginUser;
    252:   PetscCall(SNESGetDM(snes, &packer));
    253:   PetscCall(DMGetApplicationContext(packer, &user));
    254:   PetscCall(SNESGetSolution(snes, &U));
    255:   PetscCall(DMCompositeGetAccess(packer, U, &w, &u_lambda));
    256:   PetscCall(VecView(u_lambda, user->u_lambda_viewer));
    257:   PetscCall(DMCompositeRestoreAccess(packer, U, &w, &u_lambda));

    259:   PetscCall(SNESGetFunction(snes, &F, 0, 0));
    260:   PetscCall(DMCompositeGetAccess(packer, F, &w, &u_lambda));
    261:   /* ierr = VecView(u_lambda,user->fu_lambda_viewer); */
    262:   PetscCall(DMCompositeRestoreAccess(packer, U, &w, &u_lambda));

    264:   PetscCall(DMCompositeGetEntries(packer, &m, &da));
    265:   PetscCall(DMDAGetInfo(da, 0, &N, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0));
    266:   PetscCall(VecDuplicate(U, &Uexact));
    267:   PetscCall(ExactSolution(packer, Uexact));
    268:   PetscCall(VecAXPY(Uexact, -1.0, U));
    269:   PetscCall(DMCompositeGetAccess(packer, Uexact, &dw, &u_lambda));
    270:   PetscCall(VecStrideNorm(u_lambda, 0, NORM_2, &norm));
    271:   norm = norm / PetscSqrtReal((PetscReal)N - 1.);
    272:   if (dw) PetscCall(PetscPrintf(PETSC_COMM_WORLD, "Norm of error %g Error at x = 0 %g\n", (double)norm, (double)PetscRealPart(dw[0])));
    273:   PetscCall(VecView(u_lambda, user->fu_lambda_viewer));
    274:   PetscCall(DMCompositeRestoreAccess(packer, Uexact, &dw, &u_lambda));
    275:   PetscCall(VecDestroy(&Uexact));
    276:   PetscFunctionReturn(PETSC_SUCCESS);
    277: }

    279: PetscErrorCode DMCreateMatrix_MF(DM packer, Mat *A)
    280: {
    281:   Vec      t;
    282:   PetscInt m;

    284:   PetscFunctionBeginUser;
    285:   PetscCall(DMGetGlobalVector(packer, &t));
    286:   PetscCall(VecGetLocalSize(t, &m));
    287:   PetscCall(DMRestoreGlobalVector(packer, &t));
    288:   PetscCall(MatCreateMFFD(PETSC_COMM_WORLD, m, m, PETSC_DETERMINE, PETSC_DETERMINE, A));
    289:   PetscCall(MatSetUp(*A));
    290:   PetscCall(MatSetDM(*A, packer));
    291:   PetscFunctionReturn(PETSC_SUCCESS);
    292: }

    294: PetscErrorCode ComputeJacobian_MF(SNES snes, Vec x, Mat A, Mat B, PetscCtx ctx)
    295: {
    296:   PetscFunctionBeginUser;
    297:   PetscCall(MatMFFDSetFunction(A, (PetscErrorCode (*)(void *, Vec, Vec))SNESComputeFunction, snes));
    298:   PetscCall(MatMFFDSetBase(A, x, NULL));
    299:   PetscFunctionReturn(PETSC_SUCCESS);
    300: }

    302: /*TEST

    304:    test:
    305:       nsize: 2
    306:       args: -da_grid_x 10 -snes_converged_reason -ksp_converged_reason -snes_view
    307:       requires: !single

    309: TEST*/