AdjointRK: add support for integral in 2nd-order adjoint

Also fix the problem in calculating parametric 2nd-order adjoint sensitivity.

Funded-by:
Project: PETSc for Theta
Time: 8.0 hours
Reported-b

AdjointRK: add support for integral in 2nd-order adjoint

Also fix the problem in calculating parametric 2nd-order adjoint sensitivity.

Funded-by:
Project: PETSc for Theta
Time: 8.0 hours
Reported-by:
Thanks-to:

show more ...

Use quadrature ts to hold tlm sensitivities

- Need guards for integral sensitivity
- Remove unneeded check since TLM of quadrature TS use a different TS

Funded-by:
Project: FASTMath adjoint
Time: 6

Use quadrature ts to hold tlm sensitivities

- Need guards for integral sensitivity
- Remove unneeded check since TLM of quadrature TS use a different TS

Funded-by:
Project: FASTMath adjoint
Time: 6.0 hours
Reported-by:
Thanks-to:

show more ...

Refactor quadrature

- Use a separate TS for quadrature
- Initially focus on Theta and Beuler
- Tested on ex3opt and ex9opt
- RK support is not complete
- Fixed memory leak. log_view for ex3sa shows

Refactor quadrature

- Use a separate TS for quadrature
- Initially focus on Theta and Beuler
- Tested on ex3opt and ex9opt
- RK support is not complete
- Fixed memory leak. log_view for ex3sa shows that there is one matrix that is not destroyed.

Funded-by:
Project: FASTMath adjoint
Time: 9.0 hours
Reported-by:
Thanks-to:

show more ...

Add second-order adjoint for ERK

Funded-by:
Project: FASTMath adjoint
Time: 4.0 hours
Reported-by:
Thanks-to:

Add TLM ERK

Funded-by:
Project: FASTMATH adjoint
Time: 4.0 hours
Reported-by:
Thanks-to:

AdjointRK: bug fix for RKs with zeros in b

- One of the problems was caused by FASL
- The other problem was caused by zeros in the b vector. The stage sensitivity vector cannot be simply set to zero

AdjointRK: bug fix for RKs with zeros in b

- One of the problems was caused by FASL
- The other problem was caused by zeros in the b vector. The stage sensitivity vector cannot be simply set to zero when b[i] is zero.
- Before this fix, the adjoint of RK works for only some methods such as 2a,3,4; now it works for all RK methods

Funded-by:
Project: FASTMath adjoint
Time: 2.0 hours
Reported-by:
Thanks-to:

show more ...

Optimize adjoint ERK and prepare for 2nd-order adjoint

Funded-by:
Project: PETSc for Theta
Time: 2.0 hours
Reported-by:
Thanks-to:

TSTheta: hack Hessian computation for explicit ODE

The adjoint of Theta methods does not work if users provide callbacks for an explicit ODE (RHSFunction,RHSJacobian,RHSHessian,etc.).
TSComputeXXX h

TSTheta: hack Hessian computation for explicit ODE

The adjoint of Theta methods does not work if users provide callbacks for an explicit ODE (RHSFunction,RHSJacobian,RHSHessian,etc.).
TSComputeXXX handles the conversion implicitly, which is convoluted.

Funded-by:
Project: FASTMATH adjoint
Time: 1.0 hours
Reported-by:
Thanks-to:

show more ...

Refactor TSAdjoint

- Add TSComputeIJacobianP() and TSSetIJacobianP() to pave the way for IMEX adjoint.
- Working on the second-order adjoint to compute parametric sensitivities using backward Euler.

Refactor TSAdjoint

- Add TSComputeIJacobianP() and TSSetIJacobianP() to pave the way for IMEX adjoint.
- Working on the second-order adjoint to compute parametric sensitivities using backward Euler.
- Remove redundant code in TSReset_Theta. TSReset_Theta should not do what TSForwardReset_Theta or TSAdjointReset_Theta do

Funded-by:
Project: FASTMath adjoint
Time: 7.0 hours
Reported-by:
Thanks-to:

Fix TSAdjointInitializeForward for second-order adjoint

To calculate second-order parametric sensitivity, the TLM variable should be initialized as 2*dIdP*dir.

Funded-by:
Project: FASTMath adjoint
Time: 2.0 hours
Reported-by:
Thanks-to:

show more ...

Second order adjoint works for theta

Add check for convergence in adjoint run

Funded-by:
Project: FASTMATH adjoint
Time: 0.5 hours
Reported-by:
Thanks-to:

Separate adjoint of BEuler from Theta

BEuler corresponds to a special case: no endpoint + no intermediate stage

Funded-by:
Project: FASTMATH adjoint
Time: 6.0 hours
Reported-by:
Thanks-to:

Add reset function for TSForward

Funded-by:
Project: FASTMath adjoint
Time: 2.0 hours
Reported-by:
Thanks-to:

Add reset function for TSAdjoint

This allows TSAdjoint to be turned on/off between different runs using the same TS

Funded-by:
Project: FASTMATH adjoint
Time: 2.0 hours
Reported-by:
Thanks-to:

Checkpoint the TLM sensitivity for second-order adjoint

Add TSForwardGetStages to acces the stage values for TLM sensitivities

Funded-by:
Project: FASTMath adjoint
Time: 8 hours
Reported-by:
Thanks

Checkpoint the TLM sensitivity for second-order adjoint

Add TSForwardGetStages to acces the stage values for TLM sensitivities

Funded-by:
Project: FASTMath adjoint
Time: 8 hours
Reported-by:
Thanks-to:

show more ...

Fix the error in TLM when JacobianP is not provided

When calculating sensitivity to initial values, the JacobianP should not be required. In this case, users can either provide an all-zero JacobianP

Fix the error in TLM when JacobianP is not provided

When calculating sensitivity to initial values, the JacobianP should not be required. In this case, users can either provide an all-zero JacobianP or not provide it.

Funded-by:
Project: FASTMATH adjoint
Time: 1.0 hours
Reported-by:
Thanks-to:

show more ...

Add second-order adjoint backbone

Compiles, but not tested

Funded-by:
Project: FASTMath adjoint
Time: 10.0 hours
Reported-by:
Thanks-to:

Fix the forward setup for endpoint=0 case

Funded-by:
Proje

Add second-order adjoint backbone

Compiles, but not tested

Funded-by:
Project: FASTMath adjoint
Time: 10.0 hours
Reported-by:
Thanks-to:

Fix the forward setup for endpoint=0 case

Funded-by:
Project: FASTMath adjoint
Time:
Reported-by:
Thanks-to:

show more ...

Replace deprecated adjoint functions with new ones

Change y to U for consistency

Funded-by:
Project: FASTMATH adjoint
Time: 1.0 hours
Reported-by:
Thanks-to:

Add missing ;

RK: add missing PetscFunctionBegin

Funded-by:
Project: PETSc time integration
Time:
Reported-by:
Thanks-to:

MPRK: fix memory leak

PetscFree2 != 2 x PetscFree1
Funded-by:
Project: PETSc time integration
Time:
Reported-by: nightly test
Thanks-to: Satish Balay

Fix warnings from BSD build

Funded-by:
Project: PETSc time integration
Time:
Reported-by: nightly test
Thanks-to: Satish Balay

Add missing CHKERRQ()

Funded-by:
Project: PETSc time integration
Time:
Reported-by: nightly test
Thanks-to:

RK: fix warnings caused by commit 474dd77

Rename MRK to RK_Multirate

Funded-by:
Project: PETSc time integration
Time: 0.5 hours
Reported-by:
Thanks-to: Barry Smith