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Tempus::IntegratorAdjointSensitivity< Scalar > Class Template Reference

Time integrator suitable for adjoint sensitivity analysis. More...

#include <Tempus_IntegratorAdjointSensitivity_decl.hpp>

Inheritance diagram for Tempus::IntegratorAdjointSensitivity< Scalar >:
Tempus::Integrator< Scalar >

Public Member Functions

 IntegratorAdjointSensitivity (Teuchos::RCP< Teuchos::ParameterList > pList, const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &model)
 Constructor with ParameterList and model, and will be fully initialized. More...
 
 IntegratorAdjointSensitivity ()
 Destructor. More...
 
virtual ~IntegratorAdjointSensitivity ()
 Destructor. More...
 
virtual void initializeSolutionHistory (Scalar t0, Teuchos::RCP< const Thyra::VectorBase< Scalar > > x0, Teuchos::RCP< const Thyra::VectorBase< Scalar > > xdot0=Teuchos::null, Teuchos::RCP< const Thyra::VectorBase< Scalar > > xdotdot0=Teuchos::null, Teuchos::RCP< const Thyra::MultiVectorBase< Scalar > > DxDp0=Teuchos::null, Teuchos::RCP< const Thyra::MultiVectorBase< Scalar > > DxdotDp0=Teuchos::null, Teuchos::RCP< const Thyra::MultiVectorBase< Scalar > > DxdotdotDp0=Teuchos::null)
 Set the initial state from Thyra::VectorBase(s) More...
 
virtual void setObserver (Teuchos::RCP< IntegratorObserver< Scalar > > obs=Teuchos::null)
 Set the Observer. More...
 
virtual void initialize ()
 Initializes the Integrator after set* function calls. More...
 
virtual Teuchos::RCP< const
Thyra::VectorBase< Scalar > > 
getX () const
 Get current the solution, x. More...
 
virtual Teuchos::RCP< const
Thyra::VectorBase< Scalar > > 
getXdot () const
 Get current the time derivative of the solution, xdot. More...
 
virtual Teuchos::RCP< const
Thyra::VectorBase< Scalar > > 
getXdotdot () const
 Get current the second time derivative of the solution, xdotdot. More...
 
virtual Teuchos::RCP< const
Thyra::MultiVectorBase< Scalar > > 
getDgDp () const
 Return adjoint sensitivity stored in gradient format. More...
 
Basic integrator methods
virtual bool advanceTime ()
 Advance the solution to timeMax, and return true if successful. More...
 
virtual bool advanceTime (const Scalar timeFinal) override
 Advance the solution to timeFinal, and return true if successful. More...
 
virtual Scalar getTime () const override
 Get current time. More...
 
virtual int getIndex () const override
 Get current index. More...
 
virtual Status getStatus () const override
 Get Status. More...
 
virtual Teuchos::RCP< Stepper
< Scalar > > 
getStepper () const override
 Get the Stepper. More...
 
virtual Teuchos::RCP
< Teuchos::ParameterList > 
getTempusParameterList () override
 Return a copy of the Tempus ParameterList. More...
 
virtual void setTempusParameterList (Teuchos::RCP< Teuchos::ParameterList > pl) override
 
virtual Teuchos::RCP< const
SolutionHistory< Scalar > > 
getSolutionHistory () const override
 Get the SolutionHistory. More...
 
virtual Teuchos::RCP< const
TimeStepControl< Scalar > > 
getTimeStepControl () const override
 Get the TimeStepControl. More...
 
virtual Teuchos::RCP
< TimeStepControl< Scalar > > 
getNonConstTimeStepControl () override
 
virtual Teuchos::RCP
< Teuchos::Time > 
getIntegratorTimer () const override
 Returns the IntegratorTimer_ for this Integrator. More...
 
virtual Teuchos::RCP
< Teuchos::Time > 
getStepperTimer () const override
 
Overridden from Teuchos::ParameterListAcceptor
void setParameterList (const Teuchos::RCP< Teuchos::ParameterList > &pl) override
 
Teuchos::RCP
< Teuchos::ParameterList > 
getNonconstParameterList () override
 
Teuchos::RCP
< Teuchos::ParameterList > 
unsetParameterList () override
 
Teuchos::RCP< const
Teuchos::ParameterList > 
getValidParameters () const override
 
Overridden from Teuchos::Describable
std::string description () const override
 
void describe (Teuchos::FancyOStream &out, const Teuchos::EVerbosityLevel verbLevel) const override
 
Basic integrator methods

Protected Member Functions

Teuchos::RCP
< AdjointAuxSensitivityModelEvaluator
< Scalar > > 
createAdjointModel (const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &model, const Teuchos::RCP< Teuchos::ParameterList > &inputPL)
 
void buildSolutionHistory (const Teuchos::RCP< const SolutionHistory< Scalar > > &state_solution_history, const Teuchos::RCP< const SolutionHistory< Scalar > > &adjoint_solution_history)
 

Protected Attributes

Teuchos::RCP
< Thyra::ModelEvaluator
< Scalar > > 
model_
 
Teuchos::RCP
< AdjointAuxSensitivityModelEvaluator
< Scalar > > 
adjoint_model_
 
Teuchos::RCP< IntegratorBasic
< Scalar > > 
state_integrator_
 
Teuchos::RCP< IntegratorBasic
< Scalar > > 
adjoint_integrator_
 
Teuchos::RCP< SolutionHistory
< Scalar > > 
solutionHistory_
 
int p_index_
 
int g_index_
 
bool g_depends_on_p_
 
bool f_depends_on_p_
 
bool ic_depends_on_p_
 
bool mass_matrix_is_identity_
 
Teuchos::RCP< const
Thyra::MultiVectorBase< Scalar > > 
dxdp_init_
 
Teuchos::RCP
< Thyra::MultiVectorBase
< Scalar > > 
dgdp_
 

Detailed Description

template<class Scalar>
class Tempus::IntegratorAdjointSensitivity< Scalar >

Time integrator suitable for adjoint sensitivity analysis.

This integrator implements transient adjoint sensitivities. Given a model evaluator encapsulating the equations f(x_dot,x,p) = 0, and a response function g(x,p), these equations are integrated forward in time to some final time T. Then the adjoint equations F(y) = d/dt( df/dx_dot^T*y ) - df/dx^T*y = 0 are integrated backward in time starting at t = T where y is the adjoint variable. Nominally y is a multi-vector belonging to the vector space of f and the number of columns given by the number of entries in the response g. The initial conditions for y at t = T are given by y(T) = df/dx_dot(x_dot(T),x(T),p)^{-T} * dg/dx(x(T),p)^T. Then the final sensitivity of g is dg/dp(T) - int_{0}^T(df/dp^T*y)dt + dx/dp(0)^T*df/dx_dot(0)^T*y(0).

This integrator supports both implicit and explicit steppers, and provides a method to compute dg/dp as described above after the reverse integration. The solution history contains solutions stored as product vectors (x,y), with y further stored as a product vector for each component of g.

Because of limitations on the steppers, the implementation currently assumes df/dxdot is a constant matrix.

Definition at line 43 of file Tempus_IntegratorAdjointSensitivity_decl.hpp.

Constructor & Destructor Documentation

template<class Scalar >
Tempus::IntegratorAdjointSensitivity< Scalar >::IntegratorAdjointSensitivity ( Teuchos::RCP< Teuchos::ParameterList >  pList,
const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &  model 
)

Constructor with ParameterList and model, and will be fully initialized.

In addition to all of the regular integrator options, the supplied parameter list supports the following options contained within a sublist "Sensitivities" from the top-level parameter list:

  • "Sensitivity Parameter Index", (default: 0) The model evaluator parameter index for which sensitivities will be computed.
  • "Response Function Index", (default: 0) The model evaluator response index for which sensitivities will be computed.
  • "Response Depends on Parameters", (default: true) Whether the response function depends on the parameter vector p for which sensitivities will be computed. If set to false, the dg/dp term in the sensitivity formula will not be computed.
  • "Residual Depends on Parameters", (default: true) Whether the model residual f depends on the parameter vector p for which sensitivities will be computed. If set to false, its contribution to the sensitivities will not be computed.
  • "IC Depends on Parameters", (default: true) Whether the initial conditions depend on the parameter vector p for which sensitivities will be computed. If set to false, its contribution to the sensitivities will not be computed.
  • "Mass Matrix Is Constant" (default: true) Whether the mass matrix df/dx_dot is a constant matrix. As describe above, this is currently required to be true.
  • "Mass Matrix Is Identity" (default: false) Whether the mass matrix is the identity matrix, in which some computations can be skipped.

Definition at line 25 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

Destructor.

Constructor that requires a subsequent setParameterList, setStepper, and initialize calls.

Definition at line 47 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
virtual Tempus::IntegratorAdjointSensitivity< Scalar >::~IntegratorAdjointSensitivity ( )
inlinevirtual

Destructor.

Definition at line 87 of file Tempus_IntegratorAdjointSensitivity_decl.hpp.

Member Function Documentation

template<class Scalar >
bool Tempus::IntegratorAdjointSensitivity< Scalar >::advanceTime ( )
virtual

Advance the solution to timeMax, and return true if successful.

Definition at line 56 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
bool Tempus::IntegratorAdjointSensitivity< Scalar >::advanceTime ( const Scalar  timeFinal)
overridevirtual

Advance the solution to timeFinal, and return true if successful.

Implements Tempus::Integrator< Scalar >.

Definition at line 66 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
void Tempus::IntegratorAdjointSensitivity< Scalar >::buildSolutionHistory ( const Teuchos::RCP< const SolutionHistory< Scalar > > &  state_solution_history,
const Teuchos::RCP< const SolutionHistory< Scalar > > &  adjoint_solution_history 
)
protected
template<class Scalar >
Teuchos::RCP< AdjointAuxSensitivityModelEvaluator< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::createAdjointModel ( const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &  model,
const Teuchos::RCP< Teuchos::ParameterList > &  inputPL 
)
protected
template<class Scalar >
void Tempus::IntegratorAdjointSensitivity< Scalar >::describe ( Teuchos::FancyOStream &  out,
const Teuchos::EVerbosityLevel  verbLevel 
) const
override
template<class Scalar >
std::string Tempus::IntegratorAdjointSensitivity< Scalar >::description ( ) const
override
template<class Scalar >
Teuchos::RCP< const Thyra::MultiVectorBase< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getDgDp ( ) const
virtual

Return adjoint sensitivity stored in gradient format.

Definition at line 359 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
int Tempus::IntegratorAdjointSensitivity< Scalar >::getIndex ( ) const
overridevirtual

Get current index.

Implements Tempus::Integrator< Scalar >.

Definition at line 232 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
virtual Teuchos::RCP<Teuchos::Time> Tempus::IntegratorAdjointSensitivity< Scalar >::getIntegratorTimer ( ) const
inlineoverridevirtual

Returns the IntegratorTimer_ for this Integrator.

Implements Tempus::Integrator< Scalar >.

Definition at line 113 of file Tempus_IntegratorAdjointSensitivity_decl.hpp.

template<class Scalar >
Teuchos::RCP< Teuchos::ParameterList > Tempus::IntegratorAdjointSensitivity< Scalar >::getNonconstParameterList ( )
override
template<class Scalar >
Teuchos::RCP< TimeStepControl< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getNonConstTimeStepControl ( )
overridevirtual
template<class Scalar >
Teuchos::RCP< const SolutionHistory< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getSolutionHistory ( ) const
overridevirtual
template<class Scalar >
Status Tempus::IntegratorAdjointSensitivity< Scalar >::getStatus ( ) const
overridevirtual

Get Status.

Implements Tempus::Integrator< Scalar >.

Definition at line 240 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
Teuchos::RCP< Stepper< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getStepper ( ) const
overridevirtual
template<class Scalar >
virtual Teuchos::RCP<Teuchos::Time> Tempus::IntegratorAdjointSensitivity< Scalar >::getStepperTimer ( ) const
inlineoverridevirtual
template<class Scalar >
Teuchos::RCP< Teuchos::ParameterList > Tempus::IntegratorAdjointSensitivity< Scalar >::getTempusParameterList ( )
overridevirtual

Return a copy of the Tempus ParameterList.

Implements Tempus::Integrator< Scalar >.

Definition at line 262 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
Scalar Tempus::IntegratorAdjointSensitivity< Scalar >::getTime ( ) const
overridevirtual

Get current time.

Implements Tempus::Integrator< Scalar >.

Definition at line 224 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
Teuchos::RCP< const TimeStepControl< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getTimeStepControl ( ) const
overridevirtual
template<class Scalar >
Teuchos::RCP< const Teuchos::ParameterList > Tempus::IntegratorAdjointSensitivity< Scalar >::getValidParameters ( ) const
override
template<class Scalar >
Teuchos::RCP< const Thyra::VectorBase< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getX ( ) const
virtual

Get current the solution, x.

Definition at line 335 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
Teuchos::RCP< const Thyra::VectorBase< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getXdot ( ) const
virtual

Get current the time derivative of the solution, xdot.

Definition at line 343 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
Teuchos::RCP< const Thyra::VectorBase< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getXdotdot ( ) const
virtual

Get current the second time derivative of the solution, xdotdot.

Definition at line 351 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
void Tempus::IntegratorAdjointSensitivity< Scalar >::initialize ( )
virtual

Initializes the Integrator after set* function calls.

Definition at line 326 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
void Tempus::IntegratorAdjointSensitivity< Scalar >::initializeSolutionHistory ( Scalar  t0,
Teuchos::RCP< const Thyra::VectorBase< Scalar > >  x0,
Teuchos::RCP< const Thyra::VectorBase< Scalar > >  xdot0 = Teuchos::null,
Teuchos::RCP< const Thyra::VectorBase< Scalar > >  xdotdot0 = Teuchos::null,
Teuchos::RCP< const Thyra::MultiVectorBase< Scalar > >  DxDp0 = Teuchos::null,
Teuchos::RCP< const Thyra::MultiVectorBase< Scalar > >  DxdotDp0 = Teuchos::null,
Teuchos::RCP< const Thyra::MultiVectorBase< Scalar > >  DxdotdotDp0 = Teuchos::null 
)
virtual

Set the initial state from Thyra::VectorBase(s)

Definition at line 302 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
void Tempus::IntegratorAdjointSensitivity< Scalar >::setObserver ( Teuchos::RCP< IntegratorObserver< Scalar > >  obs = Teuchos::null)
virtual

Set the Observer.

Definition at line 316 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >
void Tempus::IntegratorAdjointSensitivity< Scalar >::setParameterList ( const Teuchos::RCP< Teuchos::ParameterList > &  pl)
override
template<class Scalar >
void Tempus::IntegratorAdjointSensitivity< Scalar >::setTempusParameterList ( Teuchos::RCP< Teuchos::ParameterList >  pl)
overridevirtual
template<class Scalar >
Teuchos::RCP< Teuchos::ParameterList > Tempus::IntegratorAdjointSensitivity< Scalar >::unsetParameterList ( )
override

Member Data Documentation

template<class Scalar >
Teuchos::RCP<IntegratorBasic<Scalar> > Tempus::IntegratorAdjointSensitivity< Scalar >::adjoint_integrator_
protected
template<class Scalar >
Teuchos::RCP<AdjointAuxSensitivityModelEvaluator<Scalar> > Tempus::IntegratorAdjointSensitivity< Scalar >::adjoint_model_
protected
template<class Scalar >
Teuchos::RCP<Thyra::MultiVectorBase<Scalar> > Tempus::IntegratorAdjointSensitivity< Scalar >::dgdp_
protected
template<class Scalar >
Teuchos::RCP<const Thyra::MultiVectorBase<Scalar> > Tempus::IntegratorAdjointSensitivity< Scalar >::dxdp_init_
protected
template<class Scalar >
bool Tempus::IntegratorAdjointSensitivity< Scalar >::f_depends_on_p_
protected
template<class Scalar >
bool Tempus::IntegratorAdjointSensitivity< Scalar >::g_depends_on_p_
protected
template<class Scalar >
int Tempus::IntegratorAdjointSensitivity< Scalar >::g_index_
protected
template<class Scalar >
bool Tempus::IntegratorAdjointSensitivity< Scalar >::ic_depends_on_p_
protected
template<class Scalar >
bool Tempus::IntegratorAdjointSensitivity< Scalar >::mass_matrix_is_identity_
protected
template<class Scalar >
Teuchos::RCP<Thyra::ModelEvaluator<Scalar> > Tempus::IntegratorAdjointSensitivity< Scalar >::model_
protected
template<class Scalar >
int Tempus::IntegratorAdjointSensitivity< Scalar >::p_index_
protected
template<class Scalar >
Teuchos::RCP<SolutionHistory<Scalar> > Tempus::IntegratorAdjointSensitivity< Scalar >::solutionHistory_
protected
template<class Scalar >
Teuchos::RCP<IntegratorBasic<Scalar> > Tempus::IntegratorAdjointSensitivity< Scalar >::state_integrator_
protected

The documentation for this class was generated from the following files: