static char help[] = "Trajectory sensitivity of a hybrid system with state-dependent switchings.\n"; /* The dynamics is described by the ODE u_t = A_i u where A_1 = [ 1 -100 10 1 ], A_2 = [ 1 10 -100 1 ]. The index i changes from 1 to 2 when u[1]=2.75u[0] and from 2 to 1 when u[1]=0.36u[0]. Initially u=[0 1]^T and i=1. References: + * - H. Zhang, S. Abhyankar, E. Constantinescu, M. Mihai, Discrete Adjoint Sensitivity Analysis of Hybrid Dynamical Systems With Switching, IEEE Transactions on Circuits and Systems I: Regular Papers, 64(5), May 2017 - * - I. A. Hiskens, M.A. Pai, Trajectory Sensitivity Analysis of Hybrid Systems, IEEE Transactions on Circuits and Systems, Vol 47, No 2, February 2000 */ #include typedef struct { PetscScalar lambda1; PetscScalar lambda2; PetscInt mode; /* mode flag*/ PetscReal print_time; } AppCtx; PetscErrorCode MyMonitor(TS ts,PetscInt stepnum,PetscReal time,Vec U,void *ctx) { AppCtx *actx=(AppCtx*)ctx; Mat sp; PetscScalar *u; PetscInt nump; FILE *f; PetscFunctionBegin; if (time >= actx->print_time) { actx->print_time += 1./256.; PetscCall(TSForwardGetSensitivities(ts,&nump,&sp)); PetscCall(MatDenseGetColumn(sp,2,&u)); f = fopen("fwd_sp.out", "a"); PetscCall(PetscFPrintf(PETSC_COMM_WORLD,f,"%20.15lf %20.15lf %20.15lf\n",time,u[0],u[1])); PetscCall(MatDenseRestoreColumn(sp,&u)); fclose(f); } PetscFunctionReturn(0); } PetscErrorCode EventFunction(TS ts,PetscReal t,Vec U,PetscScalar *fvalue,void *ctx) { AppCtx *actx=(AppCtx*)ctx; const PetscScalar *u; PetscFunctionBegin; PetscCall(VecGetArrayRead(U,&u)); if (actx->mode == 1) { fvalue[0] = u[1]-actx->lambda1*u[0]; }else if (actx->mode == 2) { fvalue[0] = u[1]-actx->lambda2*u[0]; } PetscCall(VecRestoreArrayRead(U,&u)); PetscFunctionReturn(0); } PetscErrorCode ShiftGradients(TS ts,Vec U,AppCtx *actx) { Mat sp; PetscScalar *x; PetscScalar *u; PetscScalar tmp[2],A1[2][2],A2[2],denorm; PetscInt nump; PetscFunctionBegin; PetscCall(TSForwardGetSensitivities(ts,&nump,&sp)); PetscCall(VecGetArray(U,&u)); if (actx->mode==1) { denorm = -actx->lambda1*(u[0]-100.*u[1])+1.*(10.*u[0]+u[1]); A1[0][0] = 110.*u[1]*(-actx->lambda1)/denorm+1.; A1[1][0] = -110.*u[0]*(-actx->lambda1)/denorm; A1[0][1] = 110.*u[1]*1./denorm; A1[1][1] = -110.*u[0]*1./denorm+1.; A2[0] = 110.*u[1]*(-u[0])/denorm; A2[1] = -110.*u[0]*(-u[0])/denorm; }else { denorm = -actx->lambda2*(u[0]+10.*u[1])+1.*(-100.*u[0]+u[1]); A1[0][0] = 110.*u[1]*(actx->lambda2)/denorm+1; A1[1][0] = -110.*u[0]*(actx->lambda2)/denorm; A1[0][1] = -110.*u[1]*1./denorm; A1[1][1] = 110.*u[0]*1./denorm+1.; A2[0] = 0; A2[1] = 0; } PetscCall(VecRestoreArray(U,&u)); PetscCall(MatDenseGetColumn(sp,0,&x)); tmp[0] = A1[0][0]*x[0]+A1[0][1]*x[1]; tmp[1] = A1[1][0]*x[0]+A1[1][1]*x[1]; x[0] = tmp[0]; x[1] = tmp[1]; PetscCall(MatDenseRestoreColumn(sp,&x)); PetscCall(MatDenseGetColumn(sp,1,&x)); tmp[0] = A1[0][0]*x[0]+A1[0][1]*x[1]; tmp[1] = A1[1][0]*x[0]+A1[1][1]*x[1]; x[0] = tmp[0]; x[1] = tmp[1]; PetscCall(MatDenseRestoreColumn(sp,&x)); PetscCall(MatDenseGetColumn(sp,2,&x)); tmp[0] = A1[0][0]*x[0]+A1[0][1]*x[1]; tmp[1] = A1[1][0]*x[0]+A1[1][1]*x[1]; x[0] = tmp[0]+A2[0]; x[1] = tmp[1]+A2[1]; PetscCall(MatDenseRestoreColumn(sp,&x)); PetscFunctionReturn(0); } PetscErrorCode PostEventFunction(TS ts,PetscInt nevents,PetscInt event_list[],PetscReal t,Vec U,PetscBool forwardsolve,void* ctx) { AppCtx *actx=(AppCtx*)ctx; PetscFunctionBegin; /* PetscCall(VecView(U,PETSC_VIEWER_STDOUT_WORLD)); */ PetscCall(ShiftGradients(ts,U,actx)); if (actx->mode == 1) { actx->mode = 2; /* PetscCall(PetscPrintf(PETSC_COMM_SELF,"Change from mode 1 to 2 at t = %f \n",(double)t)); */ } else if (actx->mode == 2) { actx->mode = 1; /* PetscCall(PetscPrintf(PETSC_COMM_SELF,"Change from mode 2 to 1 at t = %f \n",(double)t)); */ } PetscFunctionReturn(0); } /* Defines the ODE passed to the ODE solver */ static PetscErrorCode IFunction(TS ts,PetscReal t,Vec U,Vec Udot,Vec F,void *ctx) { AppCtx *actx=(AppCtx*)ctx; PetscScalar *f; const PetscScalar *u,*udot; PetscFunctionBegin; /* The next three lines allow us to access the entries of the vectors directly */ PetscCall(VecGetArrayRead(U,&u)); PetscCall(VecGetArrayRead(Udot,&udot)); PetscCall(VecGetArray(F,&f)); if (actx->mode == 1) { f[0] = udot[0]-u[0]+100*u[1]; f[1] = udot[1]-10*u[0]-u[1]; } else if (actx->mode == 2) { f[0] = udot[0]-u[0]-10*u[1]; f[1] = udot[1]+100*u[0]-u[1]; } PetscCall(VecRestoreArrayRead(U,&u)); PetscCall(VecRestoreArrayRead(Udot,&udot)); PetscCall(VecRestoreArray(F,&f)); PetscFunctionReturn(0); } /* Defines the Jacobian of the ODE passed to the ODE solver. See TSSetIJacobian() for the meaning of a and the Jacobian. */ static PetscErrorCode IJacobian(TS ts,PetscReal t,Vec U,Vec Udot,PetscReal a,Mat A,Mat B,void *ctx) { AppCtx *actx=(AppCtx*)ctx; PetscInt rowcol[] = {0,1}; PetscScalar J[2][2]; const PetscScalar *u,*udot; PetscFunctionBegin; PetscCall(VecGetArrayRead(U,&u)); PetscCall(VecGetArrayRead(Udot,&udot)); if (actx->mode == 1) { J[0][0] = a-1; J[0][1] = 100; J[1][0] = -10; J[1][1] = a-1; } else if (actx->mode == 2) { J[0][0] = a-1; J[0][1] = -10; J[1][0] = 100; J[1][1] = a-1; } PetscCall(MatSetValues(B,2,rowcol,2,rowcol,&J[0][0],INSERT_VALUES)); PetscCall(VecRestoreArrayRead(U,&u)); PetscCall(VecRestoreArrayRead(Udot,&udot)); PetscCall(MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY)); if (A != B) { PetscCall(MatAssemblyBegin(B,MAT_FINAL_ASSEMBLY)); PetscCall(MatAssemblyEnd(B,MAT_FINAL_ASSEMBLY)); } PetscFunctionReturn(0); } /* Matrix JacobianP is constant so that it only needs to be evaluated once */ static PetscErrorCode RHSJacobianP(TS ts,PetscReal t,Vec X,Mat Ap,void *ctx) { PetscFunctionBeginUser; PetscFunctionReturn(0); } int main(int argc,char **argv) { TS ts; /* ODE integrator */ Vec U; /* solution will be stored here */ Mat A; /* Jacobian matrix */ Mat Ap; /* Jacobian dfdp */ PetscErrorCode ierr; PetscMPIInt size; PetscInt n = 2; PetscScalar *u; AppCtx app; PetscInt direction[1]; PetscBool terminate[1]; Mat sp; PetscReal tend; /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Initialize program - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(PetscInitialize(&argc,&argv,(char*)0,help)); PetscCallMPI(MPI_Comm_size(PETSC_COMM_WORLD,&size)); PetscCheck(size == 1,PETSC_COMM_WORLD,PETSC_ERR_WRONG_MPI_SIZE,"Only for sequential runs"); app.mode = 1; app.lambda1 = 2.75; app.lambda2 = 0.36; app.print_time = 1./256.; tend = 0.125; ierr = PetscOptionsBegin(PETSC_COMM_WORLD,NULL,"ex1fwd options","");PetscCall(ierr); { PetscCall(PetscOptionsReal("-lambda1","","",app.lambda1,&app.lambda1,NULL)); PetscCall(PetscOptionsReal("-lambda2","","",app.lambda2,&app.lambda2,NULL)); PetscCall(PetscOptionsReal("-tend","","",tend,&tend,NULL)); } ierr = PetscOptionsEnd();PetscCall(ierr); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Create necessary matrix and vectors - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(MatCreate(PETSC_COMM_WORLD,&A)); PetscCall(MatSetSizes(A,n,n,PETSC_DETERMINE,PETSC_DETERMINE)); PetscCall(MatSetType(A,MATDENSE)); PetscCall(MatSetFromOptions(A)); PetscCall(MatSetUp(A)); PetscCall(MatCreateVecs(A,&U,NULL)); PetscCall(MatCreate(PETSC_COMM_WORLD,&Ap)); PetscCall(MatSetSizes(Ap,n,3,PETSC_DETERMINE,PETSC_DETERMINE)); PetscCall(MatSetType(Ap,MATDENSE)); PetscCall(MatSetFromOptions(Ap)); PetscCall(MatSetUp(Ap)); PetscCall(MatZeroEntries(Ap)); PetscCall(MatCreateDense(PETSC_COMM_WORLD,PETSC_DECIDE,PETSC_DECIDE,n,3,NULL,&sp)); PetscCall(MatZeroEntries(sp)); PetscCall(MatShift(sp,1.0)); PetscCall(VecGetArray(U,&u)); u[0] = 0; u[1] = 1; PetscCall(VecRestoreArray(U,&u)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Create timestepping solver context - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(TSCreate(PETSC_COMM_WORLD,&ts)); PetscCall(TSSetProblemType(ts,TS_NONLINEAR)); PetscCall(TSSetType(ts,TSCN)); PetscCall(TSSetIFunction(ts,NULL,(TSIFunction)IFunction,&app)); PetscCall(TSSetIJacobian(ts,A,A,(TSIJacobian)IJacobian,&app)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Set initial conditions - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(TSSetSolution(ts,U)); PetscCall(TSForwardSetSensitivities(ts,3,sp)); /* Set RHS JacobianP */ PetscCall(TSSetRHSJacobianP(ts,Ap,RHSJacobianP,&app)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Set solver options - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(TSSetMaxTime(ts,tend)); PetscCall(TSSetExactFinalTime(ts,TS_EXACTFINALTIME_MATCHSTEP)); PetscCall(TSSetTimeStep(ts,1./256.)); PetscCall(TSMonitorSet(ts,MyMonitor,&app,PETSC_NULL)); PetscCall(TSSetFromOptions(ts)); /* Set directions and terminate flags for the two events */ direction[0] = 0; terminate[0] = PETSC_FALSE; PetscCall(TSSetEventHandler(ts,1,direction,terminate,EventFunction,PostEventFunction,(void*)&app)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Run timestepping solver - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(TSSolve(ts,U)); /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - Free work space. All PETSc objects should be destroyed when they are no longer needed. - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */ PetscCall(MatDestroy(&A)); PetscCall(VecDestroy(&U)); PetscCall(TSDestroy(&ts)); PetscCall(MatDestroy(&Ap)); PetscCall(MatDestroy(&sp)); PetscCall(PetscFinalize()); return(ierr); } /*TEST build: requires: !complex test: args: -ts_monitor TEST*/