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

#include <Tempus_IntegratorAdjointSensitivity_decl.hpp>

Inheritance diagram for Tempus::IntegratorAdjointSensitivity< Scalar >:

Public Member Functions
	IntegratorAdjointSensitivity (const Teuchos::RCP< Thyra::ModelEvaluator< Scalar >> &model, const Teuchos::RCP< IntegratorBasic< Scalar >> &state_integrator, const Teuchos::RCP< Thyra::ModelEvaluator< Scalar >> &adjoint_model, const Teuchos::RCP< AdjointAuxSensitivityModelEvaluator< Scalar > > &adjoint_aux_model, const Teuchos::RCP< IntegratorBasic< Scalar >> &ajoint_integrator, const Teuchos::RCP< SolutionHistory< Scalar > > &solution_history, const int p_index, const int g_index, const bool g_depends_on_p, const bool f_depends_on_p, const bool ic_depends_on_p, const bool mass_matrix_is_identity)
	Full Constructor with model, and will be fully initialized. More...

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

Public Member Functions inherited from Tempus::Integrator< Scalar >

Protected Member Functions
Teuchos::RCP< AdjointAuxSensitivityModelEvaluator< Scalar > >	createAdjointModel (const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &model, const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &adjoint_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< IntegratorBasic< Scalar > >	state_integrator_

Teuchos::RCP< Thyra::ModelEvaluator< Scalar > >	adjoint_model_

Teuchos::RCP< AdjointAuxSensitivityModelEvaluator< Scalar > >	adjoint_aux_model_

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_

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 void	setStatus (const Status st) override
	Set 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< SolutionHistory< Scalar > >	getNonConstSolutionHistory () 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::Describable
std::string	description () const override

void	describe (Teuchos::FancyOStream &out, const Teuchos::EVerbosityLevel verbLevel) const override

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.

To extract the final solution x(T) and sensitivity dg/dp(T) one should use the getX() and getDgDp() methods, which return these quantities directly. One can also extract this data for all times from the solution history, however the data is stored in Thyra product vectors which requires knowledge of the internal implementation.

Definition at line 50 of file Tempus_IntegratorAdjointSensitivity_decl.hpp.

Constructor & Destructor Documentation

◆ IntegratorAdjointSensitivity() [1/2]

template<class Scalar >

Tempus::IntegratorAdjointSensitivity< Scalar >::IntegratorAdjointSensitivity	(	const Teuchos::RCP< Thyra::ModelEvaluator< Scalar >> &	model,
		const Teuchos::RCP< IntegratorBasic< Scalar >> &	state_integrator,
		const Teuchos::RCP< Thyra::ModelEvaluator< Scalar >> &	adjoint_model,
		const Teuchos::RCP< AdjointAuxSensitivityModelEvaluator< Scalar > > &	adjoint_aux_model,
		const Teuchos::RCP< IntegratorBasic< Scalar >> &	ajoint_integrator,
		const Teuchos::RCP< SolutionHistory< Scalar > > &	solution_history,
		const int	p_index,
		const int	g_index,
		const bool	g_depends_on_p,
		const bool	f_depends_on_p,
		const bool	ic_depends_on_p,
		const bool	mass_matrix_is_identity
	)

Full Constructor with model, and will be fully initialized.

Parameters

[in]	model	The forward physics ModelEvaluator
[in]	state_integrator	Forward state Integrator for the forward problem
[in]	adjoint_model	ModelEvaluator for the adjoint physics/problem
[in]	adjoint_aux_model	ModelEvaluator for the auxiliary adjoint physics/problem
[in]	adjoint_integrator	Time integrator for the adjoint problem
[in]	solution_history	The forward state solution history
[in]	p_index	Sensitivity parameter index
[in]	g_index	Response function index
[in]	g_depends_on_p	Does response depends on parameters?
[in]	f_depends_on_p	Does residual depends on parameters?
[in]	ic_depends_on_p	Does the initial condition depends on parameters?
[in]	mass_matrix_is_identity	Is the mass matrix an identity matrix?

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.

To support use-cases with explicitly computed adjoint operators, the constructor takes an additional model evaluator for computing the adjoint W/W_op. It is assumed the operator returned by this model evaluator is the adjoint, and so will not be transposed. It is also assumed this model evaluator accepts the same inArgs as the forward model, however it only requires supporting the adjoint W/W_op outArgs.

Version of the constructor taking a single model evaluator.

This version takes a single model evaluator for the case when the adjoint is implicitly determined from the forward operator by the (conjugate) transpose.

◆ IntegratorAdjointSensitivity() [2/2]

template<class Scalar >

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

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

Definition at line 64 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ ~IntegratorAdjointSensitivity()

template<class Scalar >

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

inlinevirtual

Destructor.

Definition at line 129 of file Tempus_IntegratorAdjointSensitivity_decl.hpp.

Member Function Documentation

◆ advanceTime() [1/2]

template<class Scalar >

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

virtual

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

Definition at line 73 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ advanceTime() [2/2]

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 83 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getTime()

template<class Scalar >

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

overridevirtual

Get current time.

Implements Tempus::Integrator< Scalar >.

Definition at line 286 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getIndex()

template<class Scalar >

int Tempus::IntegratorAdjointSensitivity< Scalar >::getIndex ( ) const

overridevirtual

Get current index.

Implements Tempus::Integrator< Scalar >.

Definition at line 294 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getStatus()

template<class Scalar >

Status Tempus::IntegratorAdjointSensitivity< Scalar >::getStatus ( ) const

overridevirtual

Get Status.

Implements Tempus::Integrator< Scalar >.

Definition at line 302 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ setStatus()

template<class Scalar >

void Tempus::IntegratorAdjointSensitivity< Scalar >::setStatus ( const Status st )

overridevirtual

Set Status.

Implements Tempus::Integrator< Scalar >.

Definition at line 314 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getStepper()

template<class Scalar >

Teuchos::RCP< Stepper< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getStepper ( ) const

overridevirtual

Get the Stepper.

Implements Tempus::Integrator< Scalar >.

Definition at line 322 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getTempusParameterList()

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 330 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ setTempusParameterList()

template<class Scalar >

void Tempus::IntegratorAdjointSensitivity< Scalar >::setTempusParameterList ( Teuchos::RCP< Teuchos::ParameterList > pl )

overridevirtual

Implements Tempus::Integrator< Scalar >.

Definition at line 338 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getSolutionHistory()

template<class Scalar >

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

overridevirtual

Get the SolutionHistory.

Implements Tempus::Integrator< Scalar >.

Definition at line 347 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getNonConstSolutionHistory()

template<class Scalar >

Teuchos::RCP< SolutionHistory< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getNonConstSolutionHistory ( )

overridevirtual

Get the SolutionHistory.

Implements Tempus::Integrator< Scalar >.

Definition at line 355 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getTimeStepControl()

template<class Scalar >

Teuchos::RCP< const TimeStepControl< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getTimeStepControl ( ) const

overridevirtual

Get the TimeStepControl.

Implements Tempus::Integrator< Scalar >.

Definition at line 363 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getNonConstTimeStepControl()

template<class Scalar >

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

overridevirtual

Implements Tempus::Integrator< Scalar >.

Definition at line 371 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getIntegratorTimer()

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 159 of file Tempus_IntegratorAdjointSensitivity_decl.hpp.

◆ getStepperTimer()

template<class Scalar >

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

inlineoverridevirtual

Implements Tempus::Integrator< Scalar >.

Definition at line 161 of file Tempus_IntegratorAdjointSensitivity_decl.hpp.

◆ initializeSolutionHistory()

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 378 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ setObserver()

template<class Scalar >

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

virtual

Set the Observer.

Definition at line 392 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ initialize()

template<class Scalar >

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

virtual

Initializes the Integrator after set* function calls.

Definition at line 402 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getX()

template<class Scalar >

Teuchos::RCP< const Thyra::VectorBase< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::getX ( ) const

virtual

Get current the solution, x.

Definition at line 411 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getXDot()

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 419 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getXDotDot()

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 427 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ getDgDp()

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 435 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ description()

template<class Scalar >

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

override

Definition at line 443 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ describe()

template<class Scalar >

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

override

Definition at line 452 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ createAdjointModel()

template<class Scalar >

Teuchos::RCP< AdjointAuxSensitivityModelEvaluator< Scalar > > Tempus::IntegratorAdjointSensitivity< Scalar >::createAdjointModel	(	const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &	model,
		const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &	adjoint_model,
		const Teuchos::RCP< Teuchos::ParameterList > &	inputPL
	)

protected

Definition at line 469 of file Tempus_IntegratorAdjointSensitivity_impl.hpp.

◆ buildSolutionHistory()

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
	)