xref: /petsc/src/ts/adapt/impls/dsp/adaptdsp.c (revision 2fa40bb9206b96114faa7cb222621ec184d31cd2)
1 #include <petsc/private/tsimpl.h> /*I "petscts.h" I*/
2 #include <petscdm.h>
3 
4 static const char *citation[] = {
5   "@article{Soderlind2003,\n"
6   " author = {S\"{o}derlind, Gustaf},\n"
7   " title = {Digital Filters in Adaptive Time-stepping},\n"
8   " journal = {ACM Transactions on Mathematical Software},\n"
9   " volume = {29},\n"
10   " number = {1},\n"
11   " pages = {1--26},\n"
12   " year = {2003},\n"
13   " issn = {0098-3500},\n"
14   " doi = {http://dx.doi.org/10.1145/641876.641877},\n"
15   "}\n",
16   "@article{Soderlind2006,\n"
17   " author = {Gustaf S\"{o}derlind and Lina Wang},\n"
18   " title = {Adaptive time-stepping and computational stability},\n"
19   " journal = {Journal of Computational and Applied Mathematics},\n"
20   " volume = {185},\n"
21   " number = {2},\n"
22   " pages = {225--243},\n"
23   " year = {2006},\n"
24   " issn = {0377-0427},\n"
25   " doi = {http://dx.doi.org/10.1016/j.cam.2005.03.008},\n"
26   "}\n",
27 };
28 static PetscBool cited[] = {PETSC_FALSE,PETSC_FALSE};
29 
30 typedef struct {
31   PetscReal kBeta[3];  /* filter parameters */
32   PetscReal Alpha[2];  /* filter parameters */
33   PetscReal cerror[3]; /* control error (controller input) history */
34   PetscReal hratio[3]; /* stepsize ratio (controller output) history */
35   PetscBool rollback;
36 } TSAdapt_DSP;
37 
38 static PetscReal Limiter(PetscReal value,PetscReal kappa)
39 {
40   return 1 + kappa*PetscAtanReal((value - 1)/kappa);
41 }
42 
43 static PetscErrorCode TSAdaptRestart_DSP(TSAdapt adapt)
44 {
45   TSAdapt_DSP *dsp = (TSAdapt_DSP*)adapt->data;
46   PetscFunctionBegin;
47   dsp->cerror[0] = dsp->hratio[0] = 1.0;
48   dsp->cerror[1] = dsp->hratio[1] = 1.0;
49   dsp->cerror[2] = dsp->hratio[2] = 1.0;
50   PetscFunctionReturn(0);
51 }
52 
53 static PetscErrorCode TSAdaptRollBack_DSP(TSAdapt adapt)
54 {
55   TSAdapt_DSP *dsp = (TSAdapt_DSP*)adapt->data;
56   PetscFunctionBegin;
57   dsp->cerror[0] = dsp->cerror[1];
58   dsp->cerror[1] = dsp->cerror[2];
59   dsp->cerror[2] = 1.0;
60   dsp->hratio[0] = dsp->hratio[1];
61   dsp->hratio[1] = dsp->hratio[2];
62   dsp->hratio[2] = 1.0;
63   PetscFunctionReturn(0);
64 }
65 
66 static PetscErrorCode TSAdaptChoose_DSP(TSAdapt adapt,TS ts,PetscReal h,PetscInt *next_sc,PetscReal *next_h,PetscBool *accept,PetscReal *wlte,PetscReal *wltea,PetscReal *wlter)
67 {
68   TSAdapt_DSP    *dsp = (TSAdapt_DSP*)adapt->data;
69   PetscInt       order = PETSC_DECIDE;
70   PetscReal      enorm = -1;
71   PetscReal      enorma,enormr;
72   PetscReal      safety = adapt->safety * (PetscReal)0.9;
73   PetscReal      hnew,hfac = PETSC_INFINITY;
74   PetscReal      hmin = adapt->dt_min*(1 + PETSC_SQRT_MACHINE_EPSILON);
75   PetscErrorCode ierr;
76 
77   PetscFunctionBegin;
78   *next_sc = 0;   /* Reuse the same order scheme */
79   *wltea   = -1;  /* Weighted absolute local truncation error is not used */
80   *wlter   = -1;  /* Weighted relative local truncation error is not used */
81 
82   if (ts->ops->evaluatewlte) {
83     ierr = TSEvaluateWLTE(ts,adapt->wnormtype,&order,&enorm);CHKERRQ(ierr);
84     if (enorm >= 0 && order < 1) SETERRQ1(PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_OUTOFRANGE,"Computed error order %D must be positive",order);
85   } else if (ts->ops->evaluatestep) {
86     DM  dm;
87     Vec Y;
88 
89     if (adapt->candidates.n < 1) SETERRQ(PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_WRONGSTATE,"No candidate has been registered");
90     if (!adapt->candidates.inuse_set) SETERRQ1(PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_WRONGSTATE,"The current in-use scheme is not among the %D candidates",adapt->candidates.n);
91     order = adapt->candidates.order[0];
92     ierr = TSGetDM(ts,&dm);CHKERRQ(ierr);
93     ierr = DMGetGlobalVector(dm,&Y);CHKERRQ(ierr);
94     ierr = TSEvaluateStep(ts,order-1,Y,NULL);CHKERRQ(ierr);
95     ierr = TSErrorWeightedNorm(ts,ts->vec_sol,Y,adapt->wnormtype,&enorm,&enorma,&enormr);CHKERRQ(ierr);
96     ierr = DMRestoreGlobalVector(dm,&Y);CHKERRQ(ierr);
97   }
98   if (enorm < 0) {
99     ierr = TSAdaptRestart_DSP(adapt);CHKERRQ(ierr);
100     *accept = PETSC_TRUE;  /* Accept the step */
101     *next_h = h;           /* Reuse the old step size */
102     *wlte   = -1;          /* Weighted local truncation error was not evaluated */
103     PetscFunctionReturn(0);
104   }
105 
106   ierr = PetscCitationsRegister(citation[0],&cited[0]);CHKERRQ(ierr);
107   ierr = PetscCitationsRegister(citation[1],&cited[1]);CHKERRQ(ierr);
108 
109   /* Update history after rollback */
110   if (!ts->steprollback)
111     dsp->rollback = PETSC_FALSE;
112   else if (!dsp->rollback) {
113     dsp->rollback = PETSC_TRUE;
114     ierr = TSAdaptRollBack_DSP(adapt);CHKERRQ(ierr);
115   }
116   /* Reset history after restart */
117   if (ts->steprestart) {
118     ierr = TSAdaptRestart_DSP(adapt);CHKERRQ(ierr);
119   }
120 
121   {
122     PetscReal k = (PetscReal)order;
123     PetscReal b1 = dsp->kBeta[0];
124     PetscReal b2 = dsp->kBeta[1];
125     PetscReal b3 = dsp->kBeta[2];
126     PetscReal a2 = dsp->Alpha[0];
127     PetscReal a3 = dsp->Alpha[1];
128 
129     PetscReal ctr0;
130     PetscReal ctr1 = dsp->cerror[0];
131     PetscReal ctr2 = dsp->cerror[1];
132     PetscReal rho0;
133     PetscReal rho1 = dsp->hratio[0];
134     PetscReal rho2 = dsp->hratio[1];
135 
136     /* Compute the step size ratio */
137     enorm = PetscMax(enorm,PETSC_SMALL);
138     ctr0  = PetscPowReal(1/enorm,1/k);
139     rho0  = PetscPowReal(ctr0,b1);
140     rho0 *= PetscPowReal(ctr1,b2);
141     rho0 *= PetscPowReal(ctr2,b3);
142     rho0 *= PetscPowReal(rho1,-a2);
143     rho0 *= PetscPowReal(rho2,-a3);
144     rho0  = Limiter(rho0,1);
145 
146     /* Determine whether the step is accepted or rejected */
147     if (rho0 >= safety)
148       *accept = PETSC_TRUE;
149     else if (adapt->always_accept)
150       *accept = PETSC_TRUE;
151     else if (h < hmin)
152       *accept = PETSC_TRUE;
153     else
154       *accept = PETSC_FALSE;
155 
156     /* Update history after accept */
157     if (*accept) {
158       dsp->cerror[2] = dsp->cerror[1];
159       dsp->cerror[1] = dsp->cerror[0];
160       dsp->cerror[0] = ctr0;
161       dsp->hratio[2] = dsp->hratio[1];
162       dsp->hratio[1] = dsp->hratio[0];
163       dsp->hratio[0] = rho0;
164       dsp->rollback  = PETSC_FALSE;
165     }
166 
167     hfac = rho0;
168   }
169 
170   hnew    = h * PetscClipInterval(hfac,adapt->clip[0],adapt->clip[1]);
171   *next_h = PetscClipInterval(hnew,adapt->dt_min,adapt->dt_max);
172   *wlte   = enorm;
173   PetscFunctionReturn(0);
174 }
175 
176 static PetscErrorCode TSAdaptDestroy_DSP(TSAdapt adapt)
177 {
178   PetscErrorCode ierr;
179 
180   PetscFunctionBegin;
181   ierr = PetscObjectComposeFunction((PetscObject)adapt,"TSAdaptDSPSetFilter_C",NULL);CHKERRQ(ierr);
182   ierr = PetscObjectComposeFunction((PetscObject)adapt,"TSAdaptDSPSetPID_C",NULL);CHKERRQ(ierr);
183   ierr = PetscFree(adapt->data);CHKERRQ(ierr);
184   PetscFunctionReturn(0);
185 }
186 
187 static PetscErrorCode TSAdaptView_DSP(TSAdapt adapt,PetscViewer viewer)
188 {
189   TSAdapt_DSP    *dsp = (TSAdapt_DSP*)adapt->data;
190   PetscBool      iascii;
191   PetscErrorCode ierr;
192 
193   PetscFunctionBegin;
194   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
195   if (iascii) {
196     double a2 = (double)dsp->Alpha[0], a3 = (double)dsp->Alpha[1];
197     double b1 = (double)dsp->kBeta[0], b2 = (double)dsp->kBeta[1], b3 = (double)dsp->kBeta[2];
198     ierr = PetscViewerASCIIPrintf(viewer,"filter parameters kBeta=[%g,%g,%g] Alpha=[%g,%g]\n",b1,b2,b3,a2,a3);CHKERRQ(ierr);
199   }
200   PetscFunctionReturn(0);
201 }
202 
203 struct FilterTab {
204   const char *name;
205   PetscReal scale;
206   PetscReal kBeta[3];
207   PetscReal Alpha[2];
208 };
209 
210 static struct FilterTab filterlist[] = {
211   {"basic",    1, {  1,  0,  0 }, {   0,  0 }},
212 
213   {"PI30",     3, {  1,  0,  0 }, {   0,  0 }},
214   {"PI42",     5, {  3, -1,  0 }, {   0,  0 }},
215   {"PI33",     3, {  2, -1,  0 }, {   0,  0 }},
216   {"PI34",    10, {  7, -4,  0 }, {   0,  0 }},
217 
218   {"PC11",     1, {  2, -1,  0 }, {  -1,  0 }},
219   {"PC47",    10, { 11, -7,  0 }, { -10,  0 }},
220   {"PC36",    10, {  9, -6,  0 }, { -10,  0 }},
221 
222   {"H0211",    2, {  1,  1,  0 }, {   1,  0 }},
223   {"H211b",    4, {  1,  1,  0 }, {   1,  0 }},
224   {"H211PI",   6, {  1,  1,  0 }, {   0,  0 }},
225 
226   {"H0312",    4, {  1,  2,  1 }, {   3,  1 }},
227   {"H312b",    8, {  1,  2,  1 }, {   3,  1 }},
228   {"H312PID", 18, {  1,  2,  1 }, {   0,  0 }},
229 
230   {"H0321",    4, {  5,  2, -3 }, {  -1, -3 }},
231   {"H321",    18, {  6,  1, -5 }, { -15, -3 }},
232 };
233 
234 static PetscErrorCode TSAdaptDSPSetFilter_DSP(TSAdapt adapt,const char *name)
235 {
236   TSAdapt_DSP       *dsp = (TSAdapt_DSP*)adapt->data;
237   PetscInt          i,count = (PetscInt)(sizeof(filterlist)/sizeof(filterlist[0]));
238   struct FilterTab* tab = NULL;
239   PetscBool         match;
240   PetscErrorCode    ierr;
241 
242   PetscFunctionBegin;
243   for (i=0; i<count; i++) {
244     ierr = PetscStrcasecmp(name,filterlist[i].name,&match);CHKERRQ(ierr);
245     if (match) { tab = &filterlist[i]; break; }
246   }
247   if (!tab) SETERRQ1(PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_UNKNOWN_TYPE,"Filter name %s not found",name);
248   dsp->kBeta[0] = tab->kBeta[0]/tab->scale;
249   dsp->kBeta[1] = tab->kBeta[1]/tab->scale;
250   dsp->kBeta[2] = tab->kBeta[2]/tab->scale;
251   dsp->Alpha[0] = tab->Alpha[0]/tab->scale;
252   dsp->Alpha[1] = tab->Alpha[1]/tab->scale;
253   PetscFunctionReturn(0);
254 }
255 
256 static PetscErrorCode TSAdaptDSPSetPID_DSP(TSAdapt adapt,PetscReal kkI,PetscReal kkP,PetscReal kkD)
257 {
258   TSAdapt_DSP    *dsp = (TSAdapt_DSP*)adapt->data;
259 
260   PetscFunctionBegin;
261   dsp->kBeta[0] = kkI + kkP + kkD;
262   dsp->kBeta[1] = -(kkP + 2*kkD);
263   dsp->kBeta[2] = kkD;
264   dsp->Alpha[0] = 0;
265   dsp->Alpha[1] = 0;
266   PetscFunctionReturn(0);
267 }
268 
269 static PetscErrorCode TSAdaptSetFromOptions_DSP(PetscOptionItems *PetscOptionsObject,TSAdapt adapt)
270 {
271   TSAdapt_DSP    *dsp = (TSAdapt_DSP*)adapt->data;
272   const char     *names[sizeof(filterlist)/sizeof(filterlist[0])];
273   PetscInt       count = (PetscInt)(sizeof(filterlist)/sizeof(filterlist[0]));
274   PetscInt       index = 2; /* PI42 */
275   PetscReal      pid[3] = {1,0,0};
276   PetscInt       i,n;
277   PetscBool      set;
278   PetscErrorCode ierr;
279 
280   PetscFunctionBegin;
281   for (i=0; i<count; i++) names[i] = filterlist[i].name;
282   ierr = PetscOptionsHead(PetscOptionsObject,"DSP adaptive controller options");CHKERRQ(ierr);
283 
284   ierr = PetscOptionsEList("-ts_adapt_dsp_filter","Filter name","TSAdaptDSPSetFilter",names,count,names[index],&index,&set);CHKERRQ(ierr);
285   if (set) { ierr = TSAdaptDSPSetFilter(adapt,names[index]);CHKERRQ(ierr);}
286 
287   ierr = PetscOptionsRealArray("-ts_adapt_dsp_pid","PID parameters <kkI,kkP,kkD>","TSAdaptDSPSetPID",pid,(n=3,&n),&set);CHKERRQ(ierr);
288   if (set && !n) SETERRQ(PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_WRONG,"Must provide at least one value for PID parameters");
289   if (set) {ierr = TSAdaptDSPSetPID(adapt,pid[0],pid[1],pid[2]);CHKERRQ(ierr);}
290 
291   ierr = PetscOptionsRealArray("-ts_adapt_dsp_kbeta","Filter parameters","",dsp->kBeta,(n=3,&n),&set);CHKERRQ(ierr);
292   if (set && !n) SETERRQ(PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_WRONG,"Must provide at least one value for parameter kbeta");
293   if (set) for (i=n; i<3; i++) dsp->kBeta[i] = 0;
294 
295   ierr = PetscOptionsRealArray("-ts_adapt_dsp_alpha","Filter parameters","",dsp->Alpha,(n=2,&n),&set);CHKERRQ(ierr);
296   if (set && !n) SETERRQ(PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_WRONG,"Must provide at least one value for parameter alpha");
297   if (set) for (i=n; i<2; i++) dsp->Alpha[i] = 0;
298 
299   ierr = PetscOptionsTail();CHKERRQ(ierr);
300   PetscFunctionReturn(0);
301 }
302 
303 /*@C
304    TSAdaptDSPSetFilter - Sets internal parameters corresponding to the named filter
305 
306    Collective on TSAdapt
307 
308    Input Parameters:
309 +  adapt - adaptive controller context
310 -  name - filter name
311 
312    Level: intermediate
313 
314    References: http://dx.doi.org/10.1145/641876.641877
315 
316    Notes:
317     Valid filter names are
318 +  "basic" - similar to TSADAPTBASIC but with different criteria for step rejections.
319 .  "PI30", "PI42", "PI33", "PI34" - PI controllers.
320 .  "PC11", "PC47", "PC36" - predictive controllers.
321 .  "H0211", "H211b", "H211PI" - digital filters with orders dynamics=2, adaptivity=1, filter=1.
322 .  "H0312", "H312b", "H312PID" - digital filters with orders dynamics=3, adaptivity=1, filter=2.
323 -  "H0321", "H321" - digital filters with orders dynamics=3, adaptivity=2, filter=1.
324 
325    Options Database:
326 .   -ts_adapt_dsp_filter <name> - Sets predefined controller by name; use -help for a list of available controllers
327 
328 .seealso: TS, TSAdapt, TSGetAdapt(), TSAdaptDSPSetPID()
329 @*/
330 PetscErrorCode TSAdaptDSPSetFilter(TSAdapt adapt,const char *name)
331 {
332   PetscErrorCode ierr;
333   PetscFunctionBegin;
334   PetscValidHeaderSpecific(adapt,TSADAPT_CLASSID,1);
335   PetscValidCharPointer(name,2);
336   ierr = PetscTryMethod(adapt,"TSAdaptDSPSetFilter_C",(TSAdapt,const char*),(adapt,name));CHKERRQ(ierr);
337   PetscFunctionReturn(0);
338 }
339 
340 /*@
341    TSAdaptDSPSetPID - Set the PID controller parameters
342 
343    Input Parameters:
344 +  adapt - adaptive controller context
345 .  kkI - Integral parameter
346 .  kkP - Proportional parameter
347 -  kkD - Derivative parameter
348 
349    Level: intermediate
350 
351    References: http://dx.doi.org/10.1016/j.cam.2005.03.008
352 
353    Options Database:
354 .   -ts_adapt_dsp_pid <kkI,kkP,kkD> - Sets PID controller parameters
355 
356 .seealso: TS, TSAdapt, TSGetAdapt(), TSAdaptDSPSetFilter()
357 @*/
358 PetscErrorCode TSAdaptDSPSetPID(TSAdapt adapt,PetscReal kkI,PetscReal kkP,PetscReal kkD)
359 {
360   PetscErrorCode ierr;
361   PetscFunctionBegin;
362   PetscValidHeaderSpecific(adapt,TSADAPT_CLASSID,1);
363   PetscValidLogicalCollectiveReal(adapt,kkI,2);
364   PetscValidLogicalCollectiveReal(adapt,kkP,3);
365   PetscValidLogicalCollectiveReal(adapt,kkD,4);
366   ierr = PetscTryMethod(adapt,"TSAdaptDSPSetPID_C",(TSAdapt,PetscReal,PetscReal,PetscReal),(adapt,kkI,kkP,kkD));CHKERRQ(ierr);
367   PetscFunctionReturn(0);
368 }
369 
370 /*MC
371    TSADAPTDSP - Adaptive controller for time-stepping based on digital signal processing (DSP)
372 
373    Level: intermediate
374 
375    References: http://dx.doi.org/10.1145/641876.641877 and http://dx.doi.org/10.1016/j.cam.2005.03.008
376 
377    Options Database:
378 +   -ts_adapt_dsp_filter <name> - Sets predefined controller by name; use -help for a list of available controllers
379 .   -ts_adapt_dsp_pid <kkI,kkP,kkD> - Sets PID controller parameters
380 .   -ts_adapt_dsp_kbeta <b1,b2,b2> - Sets general filter parameters
381 -   -ts_adapt_dsp_alpha <a2,a3> - Sets general filter parameters
382 
383 .seealso: TS, TSAdapt, TSGetAdapt(), TSAdaptDSPSetPID(), TSAdaptDSPSetFilter()
384 M*/
385 PETSC_EXTERN PetscErrorCode TSAdaptCreate_DSP(TSAdapt adapt)
386 {
387   TSAdapt_DSP    *dsp;
388   PetscErrorCode ierr;
389 
390   PetscFunctionBegin;
391   ierr = PetscNewLog(adapt,&dsp);CHKERRQ(ierr);
392   adapt->reject_safety = 1.0; /* unused */
393 
394   adapt->data                = (void*)dsp;
395   adapt->ops->choose         = TSAdaptChoose_DSP;
396   adapt->ops->setfromoptions = TSAdaptSetFromOptions_DSP;
397   adapt->ops->destroy        = TSAdaptDestroy_DSP;
398   adapt->ops->view           = TSAdaptView_DSP;
399 
400   ierr = PetscObjectComposeFunction((PetscObject)adapt,"TSAdaptDSPSetFilter_C",TSAdaptDSPSetFilter_DSP);CHKERRQ(ierr);
401   ierr = PetscObjectComposeFunction((PetscObject)adapt,"TSAdaptDSPSetPID_C",TSAdaptDSPSetPID_DSP);CHKERRQ(ierr);
402 
403   ierr = TSAdaptDSPSetFilter_DSP(adapt,"PI42");CHKERRQ(ierr);
404   ierr = TSAdaptRestart_DSP(adapt);CHKERRQ(ierr);
405   PetscFunctionReturn(0);
406 }
407