xref: /petsc/src/ts/adapt/impls/dsp/adaptdsp.c (revision 8fb5bd83c3955fefcf33a54e3bb66920a9fa884b)
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 
76   PetscFunctionBegin;
77   *next_sc = 0;   /* Reuse the same order scheme */
78   *wltea   = -1;  /* Weighted absolute local truncation error is not used */
79   *wlter   = -1;  /* Weighted relative local truncation error is not used */
80 
81   if (ts->ops->evaluatewlte) {
82     PetscCall(TSEvaluateWLTE(ts,adapt->wnormtype,&order,&enorm));
83     PetscCheck(enorm < 0 || order >= 1,PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_OUTOFRANGE,"Computed error order %" PetscInt_FMT " must be positive",order);
84   } else if (ts->ops->evaluatestep) {
85     DM  dm;
86     Vec Y;
87 
88     PetscCheck(adapt->candidates.n >= 1,PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_WRONGSTATE,"No candidate has been registered");
89     PetscCheck(adapt->candidates.inuse_set,PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_WRONGSTATE,"The current in-use scheme is not among the %" PetscInt_FMT " candidates",adapt->candidates.n);
90     order = adapt->candidates.order[0];
91     PetscCall(TSGetDM(ts,&dm));
92     PetscCall(DMGetGlobalVector(dm,&Y));
93     PetscCall(TSEvaluateStep(ts,order-1,Y,NULL));
94     PetscCall(TSErrorWeightedNorm(ts,ts->vec_sol,Y,adapt->wnormtype,&enorm,&enorma,&enormr));
95     PetscCall(DMRestoreGlobalVector(dm,&Y));
96   }
97   if (enorm < 0) {
98     PetscCall(TSAdaptRestart_DSP(adapt));
99     *accept = PETSC_TRUE;  /* Accept the step */
100     *next_h = h;           /* Reuse the old step size */
101     *wlte   = -1;          /* Weighted local truncation error was not evaluated */
102     PetscFunctionReturn(0);
103   }
104 
105   PetscCall(PetscCitationsRegister(citation[0],&cited[0]));
106   PetscCall(PetscCitationsRegister(citation[1],&cited[1]));
107 
108   /* Update history after rollback */
109   if (!ts->steprollback)
110     dsp->rollback = PETSC_FALSE;
111   else if (!dsp->rollback) {
112     dsp->rollback = PETSC_TRUE;
113     PetscCall(TSAdaptRollBack_DSP(adapt));
114   }
115   /* Reset history after restart */
116   if (ts->steprestart) PetscCall(TSAdaptRestart_DSP(adapt));
117 
118   {
119     PetscReal k = (PetscReal)order;
120     PetscReal b1 = dsp->kBeta[0];
121     PetscReal b2 = dsp->kBeta[1];
122     PetscReal b3 = dsp->kBeta[2];
123     PetscReal a2 = dsp->Alpha[0];
124     PetscReal a3 = dsp->Alpha[1];
125 
126     PetscReal ctr0;
127     PetscReal ctr1 = dsp->cerror[0];
128     PetscReal ctr2 = dsp->cerror[1];
129     PetscReal rho0;
130     PetscReal rho1 = dsp->hratio[0];
131     PetscReal rho2 = dsp->hratio[1];
132 
133     /* Compute the step size ratio */
134     enorm = PetscMax(enorm,PETSC_SMALL);
135     ctr0  = PetscPowReal(1/enorm,1/k);
136     rho0  = PetscPowReal(ctr0,b1);
137     rho0 *= PetscPowReal(ctr1,b2);
138     rho0 *= PetscPowReal(ctr2,b3);
139     rho0 *= PetscPowReal(rho1,-a2);
140     rho0 *= PetscPowReal(rho2,-a3);
141     rho0  = Limiter(rho0,1);
142 
143     /* Determine whether the step is accepted or rejected */
144     if (rho0 >= safety)
145       *accept = PETSC_TRUE;
146     else if (adapt->always_accept)
147       *accept = PETSC_TRUE;
148     else if (h < hmin)
149       *accept = PETSC_TRUE;
150     else
151       *accept = PETSC_FALSE;
152 
153     /* Update history after accept */
154     if (*accept) {
155       dsp->cerror[2] = dsp->cerror[1];
156       dsp->cerror[1] = dsp->cerror[0];
157       dsp->cerror[0] = ctr0;
158       dsp->hratio[2] = dsp->hratio[1];
159       dsp->hratio[1] = dsp->hratio[0];
160       dsp->hratio[0] = rho0;
161       dsp->rollback  = PETSC_FALSE;
162     }
163 
164     hfac = rho0;
165   }
166 
167   hnew    = h * PetscClipInterval(hfac,adapt->clip[0],adapt->clip[1]);
168   *next_h = PetscClipInterval(hnew,adapt->dt_min,adapt->dt_max);
169   *wlte   = enorm;
170   PetscFunctionReturn(0);
171 }
172 
173 static PetscErrorCode TSAdaptDestroy_DSP(TSAdapt adapt)
174 {
175   PetscFunctionBegin;
176   PetscCall(PetscObjectComposeFunction((PetscObject)adapt,"TSAdaptDSPSetFilter_C",NULL));
177   PetscCall(PetscObjectComposeFunction((PetscObject)adapt,"TSAdaptDSPSetPID_C",NULL));
178   PetscCall(PetscFree(adapt->data));
179   PetscFunctionReturn(0);
180 }
181 
182 static PetscErrorCode TSAdaptView_DSP(TSAdapt adapt,PetscViewer viewer)
183 {
184   TSAdapt_DSP    *dsp = (TSAdapt_DSP*)adapt->data;
185   PetscBool      iascii;
186 
187   PetscFunctionBegin;
188   PetscCall(PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii));
189   if (iascii) {
190     double a2 = (double)dsp->Alpha[0], a3 = (double)dsp->Alpha[1];
191     double b1 = (double)dsp->kBeta[0], b2 = (double)dsp->kBeta[1], b3 = (double)dsp->kBeta[2];
192     PetscCall(PetscViewerASCIIPrintf(viewer,"filter parameters kBeta=[%g,%g,%g] Alpha=[%g,%g]\n",b1,b2,b3,a2,a3));
193   }
194   PetscFunctionReturn(0);
195 }
196 
197 struct FilterTab {
198   const char *name;
199   PetscReal scale;
200   PetscReal kBeta[3];
201   PetscReal Alpha[2];
202 };
203 
204 static struct FilterTab filterlist[] = {
205   {"basic",    1, {  1,  0,  0 }, {   0,  0 }},
206 
207   {"PI30",     3, {  1,  0,  0 }, {   0,  0 }},
208   {"PI42",     5, {  3, -1,  0 }, {   0,  0 }},
209   {"PI33",     3, {  2, -1,  0 }, {   0,  0 }},
210   {"PI34",    10, {  7, -4,  0 }, {   0,  0 }},
211 
212   {"PC11",     1, {  2, -1,  0 }, {  -1,  0 }},
213   {"PC47",    10, { 11, -7,  0 }, { -10,  0 }},
214   {"PC36",    10, {  9, -6,  0 }, { -10,  0 }},
215 
216   {"H0211",    2, {  1,  1,  0 }, {   1,  0 }},
217   {"H211b",    4, {  1,  1,  0 }, {   1,  0 }},
218   {"H211PI",   6, {  1,  1,  0 }, {   0,  0 }},
219 
220   {"H0312",    4, {  1,  2,  1 }, {   3,  1 }},
221   {"H312b",    8, {  1,  2,  1 }, {   3,  1 }},
222   {"H312PID", 18, {  1,  2,  1 }, {   0,  0 }},
223 
224   {"H0321",    4, {  5,  2, -3 }, {  -1, -3 }},
225   {"H321",    18, {  6,  1, -5 }, { -15, -3 }},
226 };
227 
228 static PetscErrorCode TSAdaptDSPSetFilter_DSP(TSAdapt adapt,const char *name)
229 {
230   TSAdapt_DSP       *dsp = (TSAdapt_DSP*)adapt->data;
231   PetscInt          i,count = (PetscInt)(sizeof(filterlist)/sizeof(filterlist[0]));
232   struct FilterTab* tab = NULL;
233   PetscBool         match;
234 
235   PetscFunctionBegin;
236   for (i=0; i<count; i++) {
237     PetscCall(PetscStrcasecmp(name,filterlist[i].name,&match));
238     if (match) { tab = &filterlist[i]; break; }
239   }
240   PetscCheck(tab,PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_UNKNOWN_TYPE,"Filter name %s not found",name);
241   dsp->kBeta[0] = tab->kBeta[0]/tab->scale;
242   dsp->kBeta[1] = tab->kBeta[1]/tab->scale;
243   dsp->kBeta[2] = tab->kBeta[2]/tab->scale;
244   dsp->Alpha[0] = tab->Alpha[0]/tab->scale;
245   dsp->Alpha[1] = tab->Alpha[1]/tab->scale;
246   PetscFunctionReturn(0);
247 }
248 
249 static PetscErrorCode TSAdaptDSPSetPID_DSP(TSAdapt adapt,PetscReal kkI,PetscReal kkP,PetscReal kkD)
250 {
251   TSAdapt_DSP    *dsp = (TSAdapt_DSP*)adapt->data;
252 
253   PetscFunctionBegin;
254   dsp->kBeta[0] = kkI + kkP + kkD;
255   dsp->kBeta[1] = -(kkP + 2*kkD);
256   dsp->kBeta[2] = kkD;
257   dsp->Alpha[0] = 0;
258   dsp->Alpha[1] = 0;
259   PetscFunctionReturn(0);
260 }
261 
262 static PetscErrorCode TSAdaptSetFromOptions_DSP(PetscOptionItems *PetscOptionsObject,TSAdapt adapt)
263 {
264   TSAdapt_DSP    *dsp = (TSAdapt_DSP*)adapt->data;
265   const char     *names[sizeof(filterlist)/sizeof(filterlist[0])];
266   PetscInt       count = (PetscInt)(sizeof(filterlist)/sizeof(filterlist[0]));
267   PetscInt       index = 2; /* PI42 */
268   PetscReal      pid[3] = {1,0,0};
269   PetscInt       i,n;
270   PetscBool      set;
271 
272   PetscFunctionBegin;
273   for (i=0; i<count; i++) names[i] = filterlist[i].name;
274   PetscOptionsHeadBegin(PetscOptionsObject,"DSP adaptive controller options");
275 
276   PetscCall(PetscOptionsEList("-ts_adapt_dsp_filter","Filter name","TSAdaptDSPSetFilter",names,count,names[index],&index,&set));
277   if (set) PetscCall(TSAdaptDSPSetFilter(adapt,names[index]));
278 
279   PetscCall(PetscOptionsRealArray("-ts_adapt_dsp_pid","PID parameters <kkI,kkP,kkD>","TSAdaptDSPSetPID",pid,(n=3,&n),&set));
280   PetscCheck(!set || n,PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_WRONG,"Must provide at least one value for PID parameters");
281   if (set) PetscCall(TSAdaptDSPSetPID(adapt,pid[0],pid[1],pid[2]));
282 
283   PetscCall(PetscOptionsRealArray("-ts_adapt_dsp_kbeta","Filter parameters","",dsp->kBeta,(n=3,&n),&set));
284   PetscCheck(!set || n,PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_WRONG,"Must provide at least one value for parameter kbeta");
285   if (set) for (i=n; i<3; i++) dsp->kBeta[i] = 0;
286 
287   PetscCall(PetscOptionsRealArray("-ts_adapt_dsp_alpha","Filter parameters","",dsp->Alpha,(n=2,&n),&set));
288   PetscCheck(!set || n,PetscObjectComm((PetscObject)adapt),PETSC_ERR_ARG_WRONG,"Must provide at least one value for parameter alpha");
289   if (set) for (i=n; i<2; i++) dsp->Alpha[i] = 0;
290 
291   PetscOptionsHeadEnd();
292   PetscFunctionReturn(0);
293 }
294 
295 /*@C
296    TSAdaptDSPSetFilter - Sets internal parameters corresponding to the named filter
297 
298    Collective on TSAdapt
299 
300    Input Parameters:
301 +  adapt - adaptive controller context
302 -  name - filter name
303 
304    Level: intermediate
305 
306    References:
307 .  * - http://dx.doi.org/10.1145/641876.641877
308 
309    Notes:
310     Valid filter names are
311 +  "basic" - similar to TSADAPTBASIC but with different criteria for step rejections.
312 .  "PI30", "PI42", "PI33", "PI34" - PI controllers.
313 .  "PC11", "PC47", "PC36" - predictive controllers.
314 .  "H0211", "H211b", "H211PI" - digital filters with orders dynamics=2, adaptivity=1, filter=1.
315 .  "H0312", "H312b", "H312PID" - digital filters with orders dynamics=3, adaptivity=1, filter=2.
316 -  "H0321", "H321" - digital filters with orders dynamics=3, adaptivity=2, filter=1.
317 
318    Options Database:
319 .   -ts_adapt_dsp_filter <name> - Sets predefined controller by name; use -help for a list of available controllers
320 
321 .seealso: `TS`, `TSAdapt`, `TSGetAdapt()`, `TSAdaptDSPSetPID()`
322 @*/
323 PetscErrorCode TSAdaptDSPSetFilter(TSAdapt adapt,const char *name)
324 {
325   PetscFunctionBegin;
326   PetscValidHeaderSpecific(adapt,TSADAPT_CLASSID,1);
327   PetscValidCharPointer(name,2);
328   PetscTryMethod(adapt,"TSAdaptDSPSetFilter_C",(TSAdapt,const char*),(adapt,name));
329   PetscFunctionReturn(0);
330 }
331 
332 /*@
333    TSAdaptDSPSetPID - Set the PID controller parameters
334 
335    Input Parameters:
336 +  adapt - adaptive controller context
337 .  kkI - Integral parameter
338 .  kkP - Proportional parameter
339 -  kkD - Derivative parameter
340 
341    Level: intermediate
342 
343    References:
344 .  * - http://dx.doi.org/10.1016/j.cam.2005.03.008
345 
346    Options Database:
347 .   -ts_adapt_dsp_pid <kkI,kkP,kkD> - Sets PID controller parameters
348 
349 .seealso: `TS`, `TSAdapt`, `TSGetAdapt()`, `TSAdaptDSPSetFilter()`
350 @*/
351 PetscErrorCode TSAdaptDSPSetPID(TSAdapt adapt,PetscReal kkI,PetscReal kkP,PetscReal kkD)
352 {
353   PetscFunctionBegin;
354   PetscValidHeaderSpecific(adapt,TSADAPT_CLASSID,1);
355   PetscValidLogicalCollectiveReal(adapt,kkI,2);
356   PetscValidLogicalCollectiveReal(adapt,kkP,3);
357   PetscValidLogicalCollectiveReal(adapt,kkD,4);
358   PetscTryMethod(adapt,"TSAdaptDSPSetPID_C",(TSAdapt,PetscReal,PetscReal,PetscReal),(adapt,kkI,kkP,kkD));
359   PetscFunctionReturn(0);
360 }
361 
362 /*MC
363    TSADAPTDSP - Adaptive controller for time-stepping based on digital signal processing (DSP)
364 
365    Level: intermediate
366 
367    References:
368 +  * - http://dx.doi.org/10.1145/641876.641877
369 -  * - http://dx.doi.org/10.1016/j.cam.2005.03.008
370 
371    Options Database:
372 +   -ts_adapt_dsp_filter <name> - Sets predefined controller by name; use -help for a list of available controllers
373 .   -ts_adapt_dsp_pid <kkI,kkP,kkD> - Sets PID controller parameters
374 .   -ts_adapt_dsp_kbeta <b1,b2,b2> - Sets general filter parameters
375 -   -ts_adapt_dsp_alpha <a2,a3> - Sets general filter parameters
376 
377 .seealso: `TS`, `TSAdapt`, `TSGetAdapt()`, `TSAdaptDSPSetPID()`, `TSAdaptDSPSetFilter()`
378 M*/
379 PETSC_EXTERN PetscErrorCode TSAdaptCreate_DSP(TSAdapt adapt)
380 {
381   TSAdapt_DSP    *dsp;
382 
383   PetscFunctionBegin;
384   PetscCall(PetscNewLog(adapt,&dsp));
385   adapt->reject_safety = 1.0; /* unused */
386 
387   adapt->data                = (void*)dsp;
388   adapt->ops->choose         = TSAdaptChoose_DSP;
389   adapt->ops->setfromoptions = TSAdaptSetFromOptions_DSP;
390   adapt->ops->destroy        = TSAdaptDestroy_DSP;
391   adapt->ops->view           = TSAdaptView_DSP;
392 
393   PetscCall(PetscObjectComposeFunction((PetscObject)adapt,"TSAdaptDSPSetFilter_C",TSAdaptDSPSetFilter_DSP));
394   PetscCall(PetscObjectComposeFunction((PetscObject)adapt,"TSAdaptDSPSetPID_C",TSAdaptDSPSetPID_DSP));
395 
396   PetscCall(TSAdaptDSPSetFilter_DSP(adapt,"PI42"));
397   PetscCall(TSAdaptRestart_DSP(adapt));
398   PetscFunctionReturn(0);
399 }
400