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Tempus::AdjointAuxSensitivityModelEvaluator< Scalar > Class Template Reference

ModelEvaluator for forming adjoint sensitivity equations. More...

#include <Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp>

Inheritance diagram for Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >:

Public Types

typedef Thyra::VectorBase< Scalar > Vector
 
typedef Thyra::MultiVectorBase
< Scalar > 		MultiVector
 

Public Member Functions

 AdjointAuxSensitivityModelEvaluator (const Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > &model, const Scalar &t_final, const Teuchos::RCP< const Teuchos::ParameterList > &pList=Teuchos::null)
 Constructor. More...
 
Teuchos::RCP< const
Thyra::ModelEvaluator< Scalar > > 		getModel () const
 Get the underlying model 'f'. More...
 
void setForwardSolutionHistory (const Teuchos::RCP< const Tempus::SolutionHistory< Scalar > > &sh)
 Set solution history from forward evaluation. More...
 
Public functions overridden from ModelEvaulator.
Teuchos::RCP< const
Thyra::VectorSpaceBase< Scalar > > 		get_p_space (int p) const
 
Teuchos::RCP< const
Teuchos::Array< std::string > > 		get_p_names (int p) const
 
Teuchos::RCP< const
Thyra::VectorSpaceBase< Scalar > > 		get_x_space () const
 
Teuchos::RCP< const
Thyra::VectorSpaceBase< Scalar > > 		get_f_space () const
 
Teuchos::RCP
< Thyra::LinearOpBase< Scalar > > 		create_W_op () const
 
Teuchos::RCP< const
Thyra::LinearOpWithSolveFactoryBase
< Scalar > > 		get_W_factory () const
 
Thyra::ModelEvaluatorBase::InArgs
< Scalar > 		createInArgs () const
 
Thyra::ModelEvaluatorBase::InArgs
< Scalar > 		getNominalValues () const
 

Static Public Member Functions

static Teuchos::RCP< const
Teuchos::ParameterList > 		getValidParameters ()
 

Private Types

typedef
Thyra::DefaultProductVectorSpace
< Scalar > 		DPVS
 
typedef
Thyra::DefaultProductVector
< Scalar > 		DPV
 
typedef
Thyra::DefaultMultiVectorProductVectorSpace
< Scalar > 		DMVPVS
 
typedef
Thyra::DefaultMultiVectorProductVector
< Scalar > 		DMVPV
 

Private Member Functions

Thyra::ModelEvaluatorBase::OutArgs
< Scalar > 		createOutArgsImpl () const
 
void evalModelImpl (const Thyra::ModelEvaluatorBase::InArgs< Scalar > &inArgs, const Thyra::ModelEvaluatorBase::OutArgs< Scalar > &outArgs) const
 

Private Attributes

Thyra::ModelEvaluatorBase::InArgs
< Scalar > 		prototypeInArgs_
 
Thyra::ModelEvaluatorBase::OutArgs
< Scalar > 		prototypeOutArgs_
 
Teuchos::RCP< const
Thyra::ModelEvaluator< Scalar > > 		model_
 
Teuchos::RCP< const DMVPVS > adjoint_space_
 
Teuchos::RCP< const DMVPVS > residual_space_
 
Teuchos::RCP< const DMVPVS > response_space_
 
Teuchos::RCP< const DPVS > x_prod_space_
 
Teuchos::RCP< const DPVS > f_prod_space_
 
Teuchos::RCP< const
Tempus::SolutionHistory
< Scalar > > 		sh_
 
Scalar t_final_
 
bool mass_matrix_is_constant_
 
bool mass_matrix_is_identity_
 
int p_index_
 
int g_index_
 
int num_adjoint_
 
bool mass_matrix_is_computed_
 
Teuchos::RCP
< Thyra::LinearOpBase< Scalar > > 		my_dfdx_
 
Teuchos::RCP
< Thyra::LinearOpBase< Scalar > > 		my_dfdxdot_
 
Teuchos::RCP
< Thyra::LinearOpBase< Scalar > > 		my_dfdp_op_
 
Teuchos::RCP
< Thyra::MultiVectorBase
< Scalar > > 		my_dfdp_mv_
 
Teuchos::RCP
< Tempus::SolutionState
< Scalar > > 		forward_state_
 
Scalar t_interp_
 

Detailed Description

template<typename Scalar>
class Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >

ModelEvaluator for forming adjoint sensitivity equations.

This class wraps a given ModelEvalutor encapsulating f(x_dot,x,p) and creates a new "residual" for the adjoint sensitivity equations: F(y,z) = [ d/dt( df/dx_dot^T*y ) - df/dx^T*y ] = 0 [ dz/dt - df/dp^T*y ] where y is the adjoint variable and z is an auxiliary variable. Nominally y is a multi-vector belonging to the vector space of the residual f and a given number of columns and z is a multi-vector beling to the vector space p and the same number of columns. To satisfy the model evaluator interface, y and z are converted to a product vector formed by their columns. This is the form of the adjoint equations suitable for computing sensitivities of a response function g(x(T),p).

To compute adjoint sensitivities, the equations f(x_dot,x,p) = 0 are integrated forward in time to some final time T, with the adjoint equations above integrated backward in time starting at T. Since the tempus integrator can only integrate forward in time, we define tau = T - t and transform the adjoint equations to: F(y) = d/dtau( df/dx_dot^T*y ) + df/dx^T*y = 0. The initial conditions at t = T for y are y(T) = df/dx_dot(x_dot(T),x(T),p)^{-T} * dg/dx(x(T),p)^T. along with z(T) = 0. The sensitivity of g(T) is then dg/dp(T) - int_{0}^T(df/dp^T*y)dt + dx/dp(0)^T*df/dx_dot(0)^T*y(0) = dg/dp(T) - z(0) + dx/dp(0)^T*df/dx_dot(0)^T*y(0)

This model evaluator supports both implicit and explict forms of the governing equations. However it assumes df/dx_dot is constant with respect to x_dot, x, and t so that the adjoint equations become F(y) = df/dxdot^T*y_dot + df/dx^T*y = 0. Moving beyond this assumption will require modifications to the steppers in how they generate time-derivative terms.

Definition at line 56 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

Member Typedef Documentation

template<typename Scalar >
typedef Thyra::DefaultMultiVectorProductVector<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::DMVPV
private

Definition at line 123 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
typedef Thyra::DefaultMultiVectorProductVectorSpace<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::DMVPVS
private

Definition at line 122 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
typedef Thyra::DefaultProductVector<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::DPV
private

Definition at line 121 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
typedef Thyra::DefaultProductVectorSpace<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::DPVS
private

Definition at line 120 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
typedef Thyra::MultiVectorBase<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::MultiVector

Definition at line 60 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
typedef Thyra::VectorBase<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::Vector

Definition at line 59 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

Constructor & Destructor Documentation

template<typename Scalar >
Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::AdjointAuxSensitivityModelEvaluator ( const Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > &  model,
const Scalar &  t_final,
const Teuchos::RCP< const Teuchos::ParameterList > &  pList = Teuchos::null 
)

Constructor.

t_final is the final integration time used to implement the time transformation described above. num_adjoint is the number of adjoint variables defining the number of columns in y, which is determined by the number of elements in the vector space for the response g. The optionally supplied parameter list supports the following options:

  • "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.
  • "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 28 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

Member Function Documentation

template<typename Scalar >
Teuchos::RCP< Thyra::LinearOpBase< Scalar > > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::create_W_op ( ) const

Definition at line 156 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

template<typename Scalar >
Thyra::ModelEvaluatorBase::InArgs< Scalar > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::createInArgs ( ) const

Definition at line 203 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

template<typename Scalar >
Thyra::ModelEvaluatorBase::OutArgs< Scalar > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::createOutArgsImpl ( ) const
private

Definition at line 244 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

template<typename Scalar >
void Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::evalModelImpl ( const Thyra::ModelEvaluatorBase::InArgs< Scalar > &  inArgs,
const Thyra::ModelEvaluatorBase::OutArgs< Scalar > &  outArgs 
) const
private

Definition at line 252 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

template<typename Scalar >
Teuchos::RCP< const Thyra::VectorSpaceBase< Scalar > > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::get_f_space ( ) const

Definition at line 148 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

template<typename Scalar >
Teuchos::RCP< const Teuchos::Array< std::string > > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::get_p_names ( int  p) const

Definition at line 131 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

template<typename Scalar >
Teuchos::RCP< const Thyra::VectorSpaceBase< Scalar > > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::get_p_space ( int  p) const

Definition at line 122 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

template<typename Scalar >
Teuchos::RCP< const Thyra::LinearOpWithSolveFactoryBase< Scalar > > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::get_W_factory ( ) const

Definition at line 175 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

template<typename Scalar >
Teuchos::RCP< const Thyra::VectorSpaceBase< Scalar > > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::get_x_space ( ) const

Definition at line 140 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

template<typename Scalar >
Teuchos::RCP<const Thyra::ModelEvaluator<Scalar> > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::getModel ( ) const
inline

Get the underlying model 'f'.

Definition at line 87 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Thyra::ModelEvaluatorBase::InArgs< Scalar > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::getNominalValues ( ) const

Definition at line 211 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

template<class Scalar >
Teuchos::RCP< const Teuchos::ParameterList > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::getValidParameters ( )
static

Definition at line 436 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

template<typename Scalar >
void Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::setForwardSolutionHistory ( const Teuchos::RCP< const Tempus::SolutionHistory< Scalar > > &  sh)

Set solution history from forward evaluation.

Definition at line 111 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

Member Data Documentation

template<typename Scalar >
Teuchos::RCP<const DMVPVS> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::adjoint_space_
private

Definition at line 137 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Teuchos::RCP<const DPVS> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::f_prod_space_
private

Definition at line 141 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Teuchos::RCP<Tempus::SolutionState<Scalar> > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::forward_state_
mutableprivate

Definition at line 155 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
int Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::g_index_
private

Definition at line 147 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
bool Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::mass_matrix_is_computed_
mutableprivate

Definition at line 150 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
bool Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::mass_matrix_is_constant_
private

Definition at line 144 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
bool Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::mass_matrix_is_identity_
private

Definition at line 145 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Teuchos::RCP<const Thyra::ModelEvaluator<Scalar> > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::model_
private

Definition at line 135 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Teuchos::RCP<Thyra::MultiVectorBase<Scalar> > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::my_dfdp_mv_
mutableprivate

Definition at line 154 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Teuchos::RCP<Thyra::LinearOpBase<Scalar> > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::my_dfdp_op_
mutableprivate

Definition at line 153 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Teuchos::RCP<Thyra::LinearOpBase<Scalar> > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::my_dfdx_
mutableprivate

Definition at line 151 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Teuchos::RCP<Thyra::LinearOpBase<Scalar> > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::my_dfdxdot_
mutableprivate

Definition at line 152 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
int Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::num_adjoint_
private

Definition at line 148 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
int Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::p_index_
private

Definition at line 146 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Thyra::ModelEvaluatorBase::InArgs<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::prototypeInArgs_
private

Definition at line 132 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Thyra::ModelEvaluatorBase::OutArgs<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::prototypeOutArgs_
private

Definition at line 133 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Teuchos::RCP<const DMVPVS> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::residual_space_
private

Definition at line 138 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Teuchos::RCP<const DMVPVS> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::response_space_
private

Definition at line 139 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Teuchos::RCP<const Tempus::SolutionHistory<Scalar> > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::sh_
private

Definition at line 142 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Scalar Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::t_final_
private

Definition at line 143 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Scalar Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::t_interp_
mutableprivate

Definition at line 156 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

template<typename Scalar >
Teuchos::RCP<const DPVS> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::x_prod_space_
private

Definition at line 140 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

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