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

#include <Tempus_IntegratorPseudoTransientAdjointSensitivity_decl.hpp>

Inheritance diagram for Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >:

Public Member Functions
	IntegratorPseudoTransientAdjointSensitivity (Teuchos::RCP< Teuchos::ParameterList > pList, const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &model, const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &adjoint_model)
	Constructor with ParameterList and model, and will be fully initialized. More...

	IntegratorPseudoTransientAdjointSensitivity (const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &model, const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &adjoint_model, std::string stepperType)
	Constructor with model and "Stepper Type" and is fully initialized with default settings. More...

	IntegratorPseudoTransientAdjointSensitivity (Teuchos::RCP< Teuchos::ParameterList > pList, const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &model)
	Version of the constructor taking a single model evaluator. More...

	IntegratorPseudoTransientAdjointSensitivity (const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &model, std::string stepperType)
	Version of the constructor taking a single model evaluator. More...

	IntegratorPseudoTransientAdjointSensitivity ()
	Destructor. More...

virtual	~IntegratorPseudoTransientAdjointSensitivity ()
	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 > > y0=Teuchos::null, Teuchos::RCP< const Thyra::MultiVectorBase< Scalar > > ydot0=Teuchos::null, Teuchos::RCP< const Thyra::MultiVectorBase< Scalar > > ydotdot0=Teuchos::null)
	Set the initial state from Thyra::VectorBase(s) 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 Types
typedef Thyra::DefaultMultiVectorProductVector< Scalar >	DMVPV

Protected Member Functions
Teuchos::RCP< AdjointSensitivityModelEvaluator< Scalar > >	createSensitivityModel (const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &model, const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &adjoint_model, const Teuchos::RCP< Teuchos::ParameterList > &inputPL)

void	buildSolutionHistory ()

Protected Attributes
Teuchos::RCP< Thyra::ModelEvaluator< Scalar > >	model_

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

Teuchos::RCP< AdjointSensitivityModelEvaluator< Scalar > >	sens_model_

Teuchos::RCP< IntegratorBasicOld< Scalar > >	state_integrator_

Teuchos::RCP< IntegratorBasicOld< Scalar > >	sens_integrator_

Teuchos::RCP< SolutionHistory< Scalar > >	solutionHistory_

Teuchos::RCP< DMVPV >	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::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

Detailed Description

template<class Scalar>
class Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >

Time integrator suitable for pseudotransient adjoint sensitivity analysis.

For some problems, time integrators are used to compute steady-state solutions (also known as pseudo-transient solvers). When computing sensitivities, it is not necessary in these cases to propagate sensitivities all the way through the forward time integration. Instead the steady-state is first computed as usual, and then the sensitivities are computed using a similar pseudo-transient time integration applied to the adjoint sensitivity equations with the state frozen to the computed steady-state. This integrator specializes the transient sensitivity methods implemented by Tempus::IntegratorAdjointSensitivity to this case.

Consider an implicit ODE f(x_dot,x,p) = 0 with a stable steady-state solution x = x^s, x_dot = 0 where f(0,x^s,p) = 0 and all of the eigenvalues of df/dx(0,x^s,p) are in the right half-plane (for an explicit ODE, the eigenvalues must be in the left half-plane). In the pseudo-transient method a time-integrator is applied to f(x_dot,x,p) = 0 until x_dot is sufficiently small. Now consider the adjoint sensitivity equations for some response function g(x,p): df/dx_dot^T*y_dot + df/dx^T*y - dg/dx^T = 0 after the transformation tau = T - t has been applied, where T is the final time. For pseudo-transient adjoint sensitivities, the above is integrated from y(0) = 0 until y_dot is sufficiently small, in which case y^s = (df/dx)^{-T}*(dg/dx)^T. Then the final sensitivity of g is dg/dp^T - df/dp^T*y^s. One can see that y^s is the only steady-state solution of the adjoint equations, since df/dx and dg/dx are constant, and must be linearly stable (since the eigenvalues of df/dx^T are the same as df/dx).

To extract the final solution x(T) and sensitivity dg/dp 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 58 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_decl.hpp.

Member Typedef Documentation

◆ DMVPV

template<class Scalar >

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

protected

Definition at line 201 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_decl.hpp.

Constructor & Destructor Documentation

◆ IntegratorPseudoTransientAdjointSensitivity() [1/5]

template<class Scalar >

Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::IntegratorPseudoTransientAdjointSensitivity	(	Teuchos::RCP< Teuchos::ParameterList >	pList,
		const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &	model,
		const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &	adjoint_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.
"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.

Definition at line 22 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ IntegratorPseudoTransientAdjointSensitivity() [2/5]

template<class Scalar >

Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::IntegratorPseudoTransientAdjointSensitivity	(	const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &	model,
		const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &	adjoint_model,
		std::string	stepperType
	)

Constructor with model and "Stepper Type" and is fully initialized with default settings.

Definition at line 36 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ IntegratorPseudoTransientAdjointSensitivity() [3/5]

template<class Scalar >

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

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.

Definition at line 50 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ IntegratorPseudoTransientAdjointSensitivity() [4/5]

template<class Scalar >

Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::IntegratorPseudoTransientAdjointSensitivity	(	const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &	model,
		std::string	stepperType
	)

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.

Definition at line 60 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ IntegratorPseudoTransientAdjointSensitivity() [5/5]

template<class Scalar >

Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::IntegratorPseudoTransientAdjointSensitivity ( )

Destructor.

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

Definition at line 70 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ ~IntegratorPseudoTransientAdjointSensitivity()

template<class Scalar >

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

inlinevirtual

Destructor.

Definition at line 125 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_decl.hpp.

Member Function Documentation

◆ advanceTime() [1/2]

template<class Scalar >

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

virtual

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

Definition at line 79 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ advanceTime() [2/2]

template<class Scalar >

bool Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::advanceTime ( const Scalar timeFinal )

overridevirtual

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

Implements Tempus::Integrator< Scalar >.

Definition at line 89 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getTime()

template<class Scalar >

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

overridevirtual

Get current time.

Implements Tempus::Integrator< Scalar >.

Definition at line 131 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getIndex()

template<class Scalar >

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

overridevirtual

Get current index.

Implements Tempus::Integrator< Scalar >.

Definition at line 139 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getStatus()

template<class Scalar >

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

overridevirtual

Get Status.

Implements Tempus::Integrator< Scalar >.

Definition at line 147 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ setStatus()

template<class Scalar >

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

overridevirtual

Set Status.

Implements Tempus::Integrator< Scalar >.

Definition at line 159 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getStepper()

template<class Scalar >

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

overridevirtual

Get the Stepper.

Implements Tempus::Integrator< Scalar >.

Definition at line 168 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getTempusParameterList()

template<class Scalar >

Teuchos::RCP< Teuchos::ParameterList > Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::getTempusParameterList ( )

overridevirtual

Return a copy of the Tempus ParameterList.

Implements Tempus::Integrator< Scalar >.

Definition at line 176 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ setTempusParameterList()

template<class Scalar >

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

overridevirtual

Implements Tempus::Integrator< Scalar >.

Definition at line 184 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getSolutionHistory()

template<class Scalar >

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

overridevirtual

Get the SolutionHistory.

Implements Tempus::Integrator< Scalar >.

Definition at line 193 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getNonConstSolutionHistory()

template<class Scalar >

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

overridevirtual

Get the SolutionHistory.

Implements Tempus::Integrator< Scalar >.

Definition at line 201 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getTimeStepControl()

template<class Scalar >

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

overridevirtual

Get the TimeStepControl.

Implements Tempus::Integrator< Scalar >.

Definition at line 209 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getNonConstTimeStepControl()

template<class Scalar >

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

overridevirtual

Implements Tempus::Integrator< Scalar >.

Definition at line 217 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getIntegratorTimer()

template<class Scalar >

virtual Teuchos::RCP<Teuchos::Time> Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::getIntegratorTimer ( ) const

inlineoverridevirtual

Returns the IntegratorTimer_ for this Integrator.

Implements Tempus::Integrator< Scalar >.

Definition at line 155 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_decl.hpp.

◆ getStepperTimer()

template<class Scalar >

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

inlineoverridevirtual

Implements Tempus::Integrator< Scalar >.

Definition at line 157 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_decl.hpp.

◆ initializeSolutionHistory()

template<class Scalar >

void Tempus::IntegratorPseudoTransientAdjointSensitivity< 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 > >	y0 = `Teuchos::null`,
		Teuchos::RCP< const Thyra::MultiVectorBase< Scalar > >	ydot0 = `Teuchos::null`,
		Teuchos::RCP< const Thyra::MultiVectorBase< Scalar > >	ydotdot0 = `Teuchos::null`
	)

virtual

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

Definition at line 224 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getX()

template<class Scalar >

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

virtual

Get current the solution, x.

Definition at line 272 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getXDot()

template<class Scalar >

Teuchos::RCP< const Thyra::VectorBase< Scalar > > Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::getXDot ( ) const

virtual

Get current the time derivative of the solution, xdot.

Definition at line 280 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getXDotDot()

template<class Scalar >

Teuchos::RCP< const Thyra::VectorBase< Scalar > > Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::getXDotDot ( ) const

virtual

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

Definition at line 288 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getDgDp()

template<class Scalar >

Teuchos::RCP< const Thyra::MultiVectorBase< Scalar > > Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::getDgDp ( ) const

virtual

Return adjoint sensitivity stored in gradient format.

Definition at line 296 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ setParameterList()

template<class Scalar >

void Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::setParameterList ( const Teuchos::RCP< Teuchos::ParameterList > & pl )

override

Definition at line 329 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getNonconstParameterList()

template<class Scalar >

Teuchos::RCP< Teuchos::ParameterList > Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::getNonconstParameterList ( )

override

Definition at line 364 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ unsetParameterList()

template<class Scalar >

Teuchos::RCP< Teuchos::ParameterList > Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::unsetParameterList ( )

override

Definition at line 338 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ getValidParameters()

template<class Scalar >

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

override

Definition at line 347 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ description()

template<class Scalar >

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

override

Definition at line 304 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ describe()

template<class Scalar >

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

override

Definition at line 313 of file Tempus_IntegratorPseudoTransientAdjointSensitivity_impl.hpp.

◆ createSensitivityModel()

template<class Scalar >

Teuchos::RCP< AdjointSensitivityModelEvaluator< Scalar > > Tempus::IntegratorPseudoTransientAdjointSensitivity< Scalar >::createSensitivityModel	(	const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &	model,
		const Teuchos::RCP< Thyra::ModelEvaluator< Scalar > > &	adjoint_model,
		const Teuchos::RCP< Teuchos::ParameterList > &	inputPL
	)