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

#include <Tempus_IntegratorAdjointSensitivity_decl.hpp>

Inheritance diagram for Tempus::IntegratorAdjointSensitivity< 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.

template<class Scalar >

Tempus::IntegratorAdjointSensitivity< Scalar >::IntegratorAdjointSensitivity ( )

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

Definition at line 470 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

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

Definition at line 447 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >

void Tempus::IntegratorAdjointSensitivity< Scalar >::describe	(	Teuchos::FancyOStream &	out,
		const Teuchos::EVerbosityLevel	verbLevel
	)		const

override

Definition at line 376 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >

std::string Tempus::IntegratorAdjointSensitivity< Scalar >::description ( ) const

override

Definition at line 367 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

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

Definition at line 439 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >

Teuchos::RCP< TimeStepControl< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getNonConstTimeStepControl ( )

overridevirtual

Implements Tempus::Integrator< Scalar >.

Definition at line 295 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >

Teuchos::RCP< const SolutionHistory< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getSolutionHistory ( ) const

overridevirtual

Get the SolutionHistory.

Implements Tempus::Integrator< Scalar >.

Definition at line 279 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

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

Get the Stepper.

Implements Tempus::Integrator< Scalar >.

Definition at line 254 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >

virtual Teuchos::RCP<Teuchos::Time> Tempus::IntegratorAdjointSensitivity< Scalar >::getStepperTimer ( ) const

inlineoverridevirtual

Implements Tempus::Integrator< Scalar >.

Definition at line 115 of file Tempus_IntegratorAdjointSensitivity_decl.hpp.

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

Get the TimeStepControl.

Implements Tempus::Integrator< Scalar >.

Definition at line 287 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

template<class Scalar >

Teuchos::RCP< const Teuchos::ParameterList > Tempus::IntegratorAdjointSensitivity< Scalar >::getValidParameters ( ) const

override

Definition at line 415 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

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`
	)