ModelEvaluator for forming adjoint sensitivity equations. More...

#include <Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp>

Inherits StateFuncModelEvaluatorBase< 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 Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > &adjoint_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...

Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > >	getAdjointModel () const
	Get the underlying adjoint model. More...

void	setForwardSolutionHistory (const Teuchos::RCP< const Tempus::SolutionHistory< Scalar > > &sh)
	Set solution history from forward evaluation. More...

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 Thyra::ModelEvaluator< Scalar > >	adjoint_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_

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

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 57 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

Member Typedef Documentation

◆ Vector

template<typename Scalar >

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

Definition at line 60 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

◆ MultiVector

template<typename Scalar >

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

Definition at line 61 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

◆ DPVS

template<typename Scalar >

typedef Thyra::DefaultProductVectorSpace<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::DPVS

private

Definition at line 126 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

◆ DPV

template<typename Scalar >

typedef Thyra::DefaultProductVector<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::DPV

private

Definition at line 127 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

◆ DMVPVS

template<typename Scalar >

typedef Thyra::DefaultMultiVectorProductVectorSpace<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::DMVPVS

private

Definition at line 128 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

◆ DMVPV

template<typename Scalar >

typedef Thyra::DefaultMultiVectorProductVector<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::DMVPV

private

Definition at line 129 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

Constructor & Destructor Documentation

◆ AdjointAuxSensitivityModelEvaluator()

template<typename Scalar >

Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::AdjointAuxSensitivityModelEvaluator	(	const Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > &	model,
		const Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > &	adjoint_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 25 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

Member Function Documentation

◆ getModel()

template<typename Scalar >

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

inline

Get the underlying model 'f'.

Definition at line 89 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

◆ getAdjointModel()

template<typename Scalar >

Teuchos::RCP<const Thyra::ModelEvaluator<Scalar> > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::getAdjointModel ( ) const

inline

Get the underlying adjoint model.

Definition at line 93 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.

◆ setForwardSolutionHistory()

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 114 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

◆ get_p_space()

template<typename Scalar >

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

Definition at line 125 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

◆ get_p_names()

template<typename Scalar >

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

Definition at line 134 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

◆ get_x_space()

template<typename Scalar >

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

Definition at line 143 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

◆ get_f_space()

template<typename Scalar >

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

Definition at line 151 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

◆ create_W_op()

template<typename Scalar >

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

Definition at line 159 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

◆ get_W_factory()

template<typename Scalar >

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

Definition at line 177 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

◆ createInArgs()

template<typename Scalar >

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

Definition at line 204 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

◆ getNominalValues()

template<typename Scalar >

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

Definition at line 212 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

◆ getValidParameters()

template<class Scalar >

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

static

Definition at line 441 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

◆ createOutArgsImpl()

template<typename Scalar >

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

private

Definition at line 245 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.

◆ evalModelImpl()

template<typename Scalar >

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