xref: /petsc/src/ts/impls/bdf/bdf.c (revision 5b6bfdb9644f185dbf5e5a09b808ec241507e1e7)
1 /*
2   Code for timestepping with BDF methods
3 */
4 #include <petsc/private/tsimpl.h>  /*I "petscts.h" I*/
5 
6 static PetscBool  cited = PETSC_FALSE;
7 static const char citation[] =
8   "@book{Brenan1995,\n"
9   "  title     = {Numerical Solution of Initial-Value Problems in Differential-Algebraic Equations},\n"
10   "  author    = {Brenan, K. and Campbell, S. and Petzold, L.},\n"
11   "  publisher = {Society for Industrial and Applied Mathematics},\n"
12   "  year      = {1995},\n"
13   "  doi       = {10.1137/1.9781611971224},\n}\n";
14 
15 typedef struct {
16   PetscInt  k,n;
17   PetscReal time[6+2];
18   Vec       work[6+2];
19   PetscReal shift;
20   Vec       vec_dot;
21   Vec       vec_lte;
22 
23   PetscInt     order;
24   TSStepStatus status;
25 } TS_BDF;
26 
27 
28 PETSC_STATIC_INLINE void LagrangeBasisVals(PetscInt n,PetscReal t,const PetscReal T[],PetscScalar L[])
29 {
30   PetscInt k,j;
31   for (k=0; k<n; k++)
32     for (L[k]=1, j=0; j<n; j++)
33       if (j != k)
34         L[k] *= (t - T[j])/(T[k] - T[j]);
35 }
36 
37 PETSC_STATIC_INLINE void LagrangeBasisDers(PetscInt n,PetscReal t,const PetscReal T[],PetscScalar dL[])
38 {
39   PetscInt  k,j,i;
40   for (k=0; k<n; k++)
41     for (dL[k]=0, j=0; j<n; j++)
42       if (j != k) {
43         PetscReal L = 1/(T[k] - T[j]);
44         for (i=0; i<n; i++)
45           if (i != j && i != k)
46             L *= (t - T[i])/(T[k] - T[i]);
47         dL[k] += L;
48       }
49 }
50 
51 static PetscErrorCode TSBDF_Advance(TS ts,PetscReal t,Vec X)
52 {
53   TS_BDF         *bdf = (TS_BDF*)ts->data;
54   PetscInt       i,n = (PetscInt)(sizeof(bdf->work)/sizeof(Vec));
55   Vec            tail = bdf->work[n-1];
56   PetscErrorCode ierr;
57 
58   PetscFunctionBegin;
59   for (i=n-1; i>=2; i--) {
60     bdf->time[i] = bdf->time[i-1];
61     bdf->work[i] = bdf->work[i-1];
62   }
63   bdf->n       = PetscMin(bdf->n+1,n-1);
64   bdf->time[1] = t;
65   bdf->work[1] = tail;
66   ierr = VecCopy(X,tail);CHKERRQ(ierr);
67   PetscFunctionReturn(0);
68 }
69 
70 static PetscErrorCode TSBDF_VecDot(TS ts,PetscInt order,PetscReal t,Vec X,Vec Xdot,PetscReal *shift)
71 {
72   TS_BDF         *bdf = (TS_BDF*)ts->data;
73   PetscInt       i,n = order+1;
74   PetscReal      time[7];
75   Vec            vecs[7];
76   PetscScalar    alpha[7];
77   PetscErrorCode ierr;
78 
79   PetscFunctionBegin;
80   n = PetscMax(n,2);
81   time[0] = t; for (i=1; i<n; i++) time[i] = bdf->time[i];
82   vecs[0] = X; for (i=1; i<n; i++) vecs[i] = bdf->work[i];
83   LagrangeBasisDers(n,t,time,alpha);
84   ierr = VecZeroEntries(Xdot);CHKERRQ(ierr);
85   ierr = VecMAXPY(Xdot,n,alpha,vecs);CHKERRQ(ierr);
86   if (shift) *shift = PetscRealPart(alpha[0]);
87   PetscFunctionReturn(0);
88 }
89 
90 static PetscErrorCode TSBDF_VecLTE(TS ts,PetscInt order,Vec lte)
91 {
92   TS_BDF         *bdf = (TS_BDF*)ts->data;
93   PetscInt       i,n = order+1;
94   PetscReal      *time = bdf->time;
95   Vec            *vecs = bdf->work;
96   PetscScalar    a[8],b[8],alpha[8];
97   PetscErrorCode ierr;
98 
99   PetscFunctionBegin;
100   LagrangeBasisDers(n+0,time[0],time,a); a[n] =0;
101   LagrangeBasisDers(n+1,time[0],time,b);
102   for (i=0; i<n+1; i++) alpha[i] = (a[i]-b[i])/a[0];
103   ierr = VecZeroEntries(lte);CHKERRQ(ierr);
104   ierr = VecMAXPY(lte,n+1,alpha,vecs);CHKERRQ(ierr);
105   PetscFunctionReturn(0);
106 }
107 
108 static PetscErrorCode TSBDF_Extrapolate(TS ts,PetscInt order,PetscReal t,Vec X)
109 {
110   TS_BDF         *bdf = (TS_BDF*)ts->data;
111   PetscInt       n = order+1;
112   PetscReal      *time = bdf->time+1;
113   Vec            *vecs = bdf->work+1;
114   PetscScalar    alpha[7];
115   PetscErrorCode ierr;
116 
117   PetscFunctionBegin;
118   n = PetscMin(n,bdf->n);
119   LagrangeBasisVals(n,t,time,alpha);
120   ierr = VecZeroEntries(X);CHKERRQ(ierr);
121   ierr = VecMAXPY(X,n,alpha,vecs);CHKERRQ(ierr);
122   PetscFunctionReturn(0);
123 }
124 
125 static PetscErrorCode TSBDF_Interpolate(TS ts,PetscInt order,PetscReal t,Vec X)
126 {
127   TS_BDF         *bdf = (TS_BDF*)ts->data;
128   PetscInt       n = order+1;
129   PetscReal      *time = bdf->time;
130   Vec            *vecs = bdf->work;
131   PetscScalar    alpha[7];
132   PetscErrorCode ierr;
133 
134   PetscFunctionBegin;
135   LagrangeBasisVals(n,t,time,alpha);
136   ierr = VecZeroEntries(X);CHKERRQ(ierr);
137   ierr = VecMAXPY(X,n,alpha,vecs);CHKERRQ(ierr);
138   PetscFunctionReturn(0);
139 }
140 
141 static PetscErrorCode TSBDF_SNESSolve(TS ts,Vec b,Vec x)
142 {
143   PetscInt       nits,lits;
144   PetscErrorCode ierr;
145 
146   PetscFunctionBegin;
147   ierr = SNESSolve(ts->snes,b,x);CHKERRQ(ierr);
148   ierr = SNESGetIterationNumber(ts->snes,&nits);CHKERRQ(ierr);
149   ierr = SNESGetLinearSolveIterations(ts->snes,&lits);CHKERRQ(ierr);
150   ts->snes_its += nits; ts->ksp_its += lits;
151   PetscFunctionReturn(0);
152 }
153 
154 static PetscErrorCode TSBDF_Restart(TS ts,PetscBool *accept)
155 {
156   TS_BDF         *bdf = (TS_BDF*)ts->data;
157   PetscErrorCode ierr;
158 
159   PetscFunctionBegin;
160   bdf->k = 1; bdf->n = 0;
161   ierr = TSBDF_Advance(ts,ts->ptime,ts->vec_sol);CHKERRQ(ierr);
162 
163   bdf->time[0] = ts->ptime + ts->time_step/2;
164   ierr = VecCopy(bdf->work[1],bdf->work[0]);CHKERRQ(ierr);
165   ierr = TSPreStage(ts,bdf->time[0]);CHKERRQ(ierr);
166   ierr = TSBDF_SNESSolve(ts,NULL,bdf->work[0]);CHKERRQ(ierr);
167   ierr = TSPostStage(ts,bdf->time[0],0,&bdf->work[0]);CHKERRQ(ierr);
168   ierr = TSAdaptCheckStage(ts->adapt,ts,bdf->time[0],bdf->work[0],accept);CHKERRQ(ierr);
169   if (!*accept) PetscFunctionReturn(0);
170 
171   bdf->k = PetscMin(2,bdf->order); bdf->n++;
172   ierr = VecCopy(bdf->work[0],bdf->work[2]);CHKERRQ(ierr);
173   bdf->time[2] = bdf->time[0];
174   PetscFunctionReturn(0);
175 }
176 
177 static const char *const BDF_SchemeName[] = {"", "1", "2", "3", "4", "5", "6"};
178 
179 static PetscErrorCode TSStep_BDF(TS ts)
180 {
181   TS_BDF         *bdf = (TS_BDF*)ts->data;
182   PetscInt       rejections = 0;
183   PetscBool      stageok,accept = PETSC_TRUE;
184   PetscReal      next_time_step = ts->time_step;
185   PetscErrorCode ierr;
186 
187   PetscFunctionBegin;
188   ierr = PetscCitationsRegister(citation,&cited);CHKERRQ(ierr);
189 
190   if (!ts->steprollback && !ts->steprestart) {
191     bdf->k = PetscMin(bdf->k+1,bdf->order);
192     ierr = TSBDF_Advance(ts,ts->ptime,ts->vec_sol);CHKERRQ(ierr);
193   }
194 
195   bdf->status = TS_STEP_INCOMPLETE;
196   while (!ts->reason && bdf->status != TS_STEP_COMPLETE) {
197 
198     if (ts->steprestart) {
199       ierr = TSBDF_Restart(ts,&stageok);CHKERRQ(ierr);
200       if (!stageok) goto reject_step;
201     }
202 
203     bdf->time[0] = ts->ptime + ts->time_step;
204     ierr = TSBDF_Extrapolate(ts,bdf->k-(accept?0:1),bdf->time[0],bdf->work[0]);CHKERRQ(ierr);
205     ierr = TSPreStage(ts,bdf->time[0]);CHKERRQ(ierr);
206     ierr = TSBDF_SNESSolve(ts,NULL,bdf->work[0]);CHKERRQ(ierr);
207     ierr = TSPostStage(ts,bdf->time[0],0,&bdf->work[0]);CHKERRQ(ierr);
208     ierr = TSAdaptCheckStage(ts->adapt,ts,bdf->time[0],bdf->work[0],&stageok);CHKERRQ(ierr);
209     if (!stageok) goto reject_step;
210 
211     bdf->status = TS_STEP_PENDING;
212     ierr = TSAdaptCandidatesClear(ts->adapt);CHKERRQ(ierr);
213     ierr = TSAdaptCandidateAdd(ts->adapt,BDF_SchemeName[bdf->k],bdf->k,1,1.0,1.0,PETSC_TRUE);CHKERRQ(ierr);
214     ierr = TSAdaptChoose(ts->adapt,ts,ts->time_step,NULL,&next_time_step,&accept);CHKERRQ(ierr);
215     bdf->status = accept ? TS_STEP_COMPLETE : TS_STEP_INCOMPLETE;
216     if (!accept) { ts->time_step = next_time_step; goto reject_step; }
217 
218     ierr = VecCopy(bdf->work[0],ts->vec_sol);CHKERRQ(ierr);
219     ts->ptime += ts->time_step;
220     ts->time_step = next_time_step;
221     break;
222 
223   reject_step:
224     ts->reject++; accept = PETSC_FALSE;
225     if (!ts->reason && ++rejections > ts->max_reject && ts->max_reject >= 0) {
226       ierr = PetscInfo2(ts,"Step=%D, step rejections %D greater than current TS allowed, stopping solve\n",ts->steps,rejections);CHKERRQ(ierr);
227       ts->reason = TS_DIVERGED_STEP_REJECTED;
228     }
229   }
230   PetscFunctionReturn(0);
231 }
232 
233 static PetscErrorCode TSInterpolate_BDF(TS ts,PetscReal t,Vec X)
234 {
235   TS_BDF         *bdf = (TS_BDF*)ts->data;
236   PetscErrorCode ierr;
237 
238   PetscFunctionBegin;
239   ierr = TSBDF_Interpolate(ts,bdf->k,t,X);CHKERRQ(ierr);
240   PetscFunctionReturn(0);
241 }
242 
243 static PetscErrorCode TSEvaluateWLTE_BDF(TS ts,NormType wnormtype,PetscInt *order,PetscReal *wlte)
244 {
245   TS_BDF         *bdf = (TS_BDF*)ts->data;
246   PetscInt       k = bdf->k;
247   PetscReal      wltea,wlter;
248   Vec            X = bdf->work[0], Y = bdf->vec_lte;
249   PetscErrorCode ierr;
250 
251   PetscFunctionBegin;
252   k = PetscMin(k,bdf->n-1);
253   ierr = TSBDF_VecLTE(ts,k,Y);CHKERRQ(ierr);
254   ierr = VecAXPY(Y,1,X);CHKERRQ(ierr);
255   ierr = TSErrorWeightedNorm(ts,X,Y,wnormtype,wlte,&wltea,&wlter);CHKERRQ(ierr);
256   if (order) *order = k + 1;
257   PetscFunctionReturn(0);
258 }
259 
260 static PetscErrorCode TSRollBack_BDF(TS ts)
261 {
262   TS_BDF         *bdf = (TS_BDF*)ts->data;
263   PetscErrorCode ierr;
264 
265   PetscFunctionBegin;
266   ierr = VecCopy(bdf->work[1],ts->vec_sol);CHKERRQ(ierr);
267   PetscFunctionReturn(0);
268 }
269 
270 static PetscErrorCode SNESTSFormFunction_BDF(PETSC_UNUSED SNES snes,Vec X,Vec F,TS ts)
271 {
272   TS_BDF         *bdf = (TS_BDF*)ts->data;
273   PetscInt       k = bdf->k;
274   PetscReal      t = bdf->time[0];
275   Vec            V = bdf->vec_dot;
276   PetscErrorCode ierr;
277 
278   PetscFunctionBegin;
279   ierr = TSBDF_VecDot(ts,k,t,X,V,&bdf->shift);CHKERRQ(ierr);
280   /* F = Function(t,X,V) */
281   ierr = TSComputeIFunction(ts,t,X,V,F,PETSC_FALSE);CHKERRQ(ierr);
282   PetscFunctionReturn(0);
283 }
284 
285 static PetscErrorCode SNESTSFormJacobian_BDF(PETSC_UNUSED SNES snes,
286                                              PETSC_UNUSED Vec X,
287                                              Mat J,Mat P,
288                                              TS ts)
289 {
290   TS_BDF         *bdf = (TS_BDF*)ts->data;
291   PetscReal      t = bdf->time[0];
292   Vec            V = bdf->vec_dot;
293   PetscReal      dVdX = bdf->shift;
294   PetscErrorCode ierr;
295 
296   PetscFunctionBegin;
297   /* J,P = Jacobian(t,X,V) */
298   ierr = TSComputeIJacobian(ts,t,X,V,dVdX,J,P,PETSC_FALSE);CHKERRQ(ierr);
299   PetscFunctionReturn(0);
300 }
301 
302 static PetscErrorCode TSReset_BDF(TS ts)
303 {
304   TS_BDF         *bdf = (TS_BDF*)ts->data;
305   size_t         i,n = sizeof(bdf->work)/sizeof(Vec);
306   PetscErrorCode ierr;
307 
308   PetscFunctionBegin;
309   for (i=0; i<n; i++) {ierr = VecDestroy(&bdf->work[i]);CHKERRQ(ierr);}
310   ierr = VecDestroy(&bdf->vec_dot);CHKERRQ(ierr);
311   ierr = VecDestroy(&bdf->vec_lte);CHKERRQ(ierr);
312   PetscFunctionReturn(0);
313 }
314 
315 static PetscErrorCode TSDestroy_BDF(TS ts)
316 {
317   PetscErrorCode ierr;
318 
319   PetscFunctionBegin;
320   ierr = TSReset_BDF(ts);CHKERRQ(ierr);
321   ierr = PetscFree(ts->data);CHKERRQ(ierr);
322   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSBDFSetOrder_C",NULL);CHKERRQ(ierr);
323   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSBDFGetOrder_C",NULL);CHKERRQ(ierr);
324   PetscFunctionReturn(0);
325 }
326 
327 static PetscErrorCode TSSetUp_BDF(TS ts)
328 {
329   TS_BDF         *bdf = (TS_BDF*)ts->data;
330   size_t         i,n = sizeof(bdf->work)/sizeof(Vec);
331   PetscReal      low,high,two = 2;
332   PetscErrorCode ierr;
333 
334   PetscFunctionBegin;
335   bdf->k = bdf->n = 0;
336   for (i=0; i<n; i++) {ierr = VecDuplicate(ts->vec_sol,&bdf->work[i]);CHKERRQ(ierr);}
337   ierr = VecDuplicate(ts->vec_sol,&bdf->vec_dot);CHKERRQ(ierr);
338   ierr = VecDuplicate(ts->vec_sol,&bdf->vec_lte);CHKERRQ(ierr);
339 
340   ierr = TSGetAdapt(ts,&ts->adapt);CHKERRQ(ierr);
341   ierr = TSAdaptCandidatesClear(ts->adapt);CHKERRQ(ierr);
342   ierr = TSAdaptGetClip(ts->adapt,&low,&high);CHKERRQ(ierr);
343   ierr = TSAdaptSetClip(ts->adapt,low,PetscMin(high,two));CHKERRQ(ierr);
344 
345   ierr = TSGetSNES(ts,&ts->snes);CHKERRQ(ierr);
346   PetscFunctionReturn(0);
347 }
348 
349 static PetscErrorCode TSSetFromOptions_BDF(PetscOptionItems *PetscOptionsObject,TS ts)
350 {
351   TS_BDF         *bdf = (TS_BDF*)ts->data;
352   PetscErrorCode ierr;
353 
354   PetscFunctionBegin;
355   ierr = PetscOptionsHead(PetscOptionsObject,"BDF ODE solver options");CHKERRQ(ierr);
356   {
357     PetscBool flg;
358     PetscInt  order = bdf->order;
359     ierr = PetscOptionsInt("-ts_bdf_order","Order of the BDF method","TSBDFSetOrder",order,&order,&flg);CHKERRQ(ierr);
360     if (flg) {ierr = TSBDFSetOrder(ts,order);CHKERRQ(ierr);}
361   }
362   ierr = PetscOptionsTail();CHKERRQ(ierr);
363   PetscFunctionReturn(0);
364 }
365 
366 static PetscErrorCode TSView_BDF(TS ts,PetscViewer viewer)
367 {
368   TS_BDF         *bdf = (TS_BDF*)ts->data;
369   PetscBool      iascii;
370   PetscErrorCode ierr;
371 
372   PetscFunctionBegin;
373   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
374   if (iascii) {
375     ierr = PetscViewerASCIIPrintf(viewer,"  Order=%D\n",bdf->order);CHKERRQ(ierr);
376   }
377   PetscFunctionReturn(0);
378 }
379 
380 /* ------------------------------------------------------------ */
381 
382 static PetscErrorCode TSBDFSetOrder_BDF(TS ts,PetscInt order)
383 {
384   TS_BDF *bdf = (TS_BDF*)ts->data;
385 
386   PetscFunctionBegin;
387   if (order == bdf->order) PetscFunctionReturn(0);
388   if (order < 1 || order > 6) SETERRQ1(PetscObjectComm((PetscObject)ts),PETSC_ERR_ARG_OUTOFRANGE,"BDF Order %D not implemented",order);
389   bdf->order = order;
390   PetscFunctionReturn(0);
391 }
392 
393 static PetscErrorCode TSBDFGetOrder_BDF(TS ts,PetscInt *order)
394 {
395   TS_BDF *bdf = (TS_BDF*)ts->data;
396 
397   PetscFunctionBegin;
398   *order = bdf->order;
399   PetscFunctionReturn(0);
400 }
401 
402 /* ------------------------------------------------------------ */
403 
404 /*MC
405       TSBDF - DAE solver using BDF methods
406 
407   Level: beginner
408 
409 .seealso:  TS, TSCreate(), TSSetType()
410 M*/
411 PETSC_EXTERN PetscErrorCode TSCreate_BDF(TS ts)
412 {
413   TS_BDF         *bdf;
414   PetscErrorCode ierr;
415 
416   PetscFunctionBegin;
417   ts->ops->reset          = TSReset_BDF;
418   ts->ops->destroy        = TSDestroy_BDF;
419   ts->ops->view           = TSView_BDF;
420   ts->ops->setup          = TSSetUp_BDF;
421   ts->ops->setfromoptions = TSSetFromOptions_BDF;
422   ts->ops->step           = TSStep_BDF;
423   ts->ops->evaluatewlte   = TSEvaluateWLTE_BDF;
424   ts->ops->rollback       = TSRollBack_BDF;
425   ts->ops->interpolate    = TSInterpolate_BDF;
426   ts->ops->snesfunction   = SNESTSFormFunction_BDF;
427   ts->ops->snesjacobian   = SNESTSFormJacobian_BDF;
428   ts->default_adapt_type  = TSADAPTBASIC;
429 
430   ts->usessnes = PETSC_TRUE;
431 
432   ierr = PetscNewLog(ts,&bdf);CHKERRQ(ierr);
433   ts->data = (void*)bdf;
434 
435   bdf->order  = 2;
436   bdf->status = TS_STEP_COMPLETE;
437 
438   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSBDFSetOrder_C",TSBDFSetOrder_BDF);CHKERRQ(ierr);
439   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSBDFGetOrder_C",TSBDFGetOrder_BDF);CHKERRQ(ierr);
440   PetscFunctionReturn(0);
441 }
442 
443 /* ------------------------------------------------------------ */
444 
445 /*@
446   TSBDFSetOrder - Set the order of the BDF method
447 
448   Logically Collective on TS
449 
450   Input Parameter:
451 +  ts - timestepping context
452 -  order - order of the method
453 
454   Options Database:
455 .  -ts_bdf_order <order>
456 
457   Level: intermediate
458 
459 @*/
460 PetscErrorCode TSBDFSetOrder(TS ts,PetscInt order)
461 {
462   PetscErrorCode ierr;
463 
464   PetscFunctionBegin;
465   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
466   PetscValidLogicalCollectiveInt(ts,order,2);
467   ierr = PetscTryMethod(ts,"TSBDFSetOrder_C",(TS,PetscInt),(ts,order));CHKERRQ(ierr);
468   PetscFunctionReturn(0);
469 }
470 
471 /*@
472   TSBDFGetOrder - Get the order of the BDF method
473 
474   Not Collective
475 
476   Input Parameter:
477 .  ts - timestepping context
478 
479   Output Parameter:
480 .  order - order of the method
481 
482   Level: intermediate
483 
484 @*/
485 PetscErrorCode TSBDFGetOrder(TS ts,PetscInt *order)
486 {
487   PetscErrorCode ierr;
488 
489   PetscFunctionBegin;
490   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
491   PetscValidIntPointer(order,2);
492   ierr = PetscUseMethod(ts,"TSBDFGetOrder_C",(TS,PetscInt*),(ts,order));CHKERRQ(ierr);
493   PetscFunctionReturn(0);
494 }
495