xref: /petsc/src/ts/impls/explicit/rk/rk.c (revision d9e4b6efa4b0f1c89ddad592f7eebdc8fb10abbf)
1 /*
2   Code for time stepping with the Runge-Kutta method
3 
4   Notes:
5   The general system is written as
6 
7   Udot = F(t,U)
8 
9 */
10 #include <petsc-private/tsimpl.h>                /*I   "petscts.h"   I*/
11 #include <petscdm.h>
12 
13 static TSRKType  TSRKDefault = TSRK3BS;
14 static PetscBool TSRKRegisterAllCalled;
15 static PetscBool TSRKPackageInitialized;
16 static PetscInt  explicit_stage_time_id;
17 
18 typedef struct _RKTableau *RKTableau;
19 struct _RKTableau {
20   char      *name;
21   PetscInt   order;               /* Classical approximation order of the method i              */
22   PetscInt   s;                   /* Number of stages                                           */
23   PetscBool  FSAL;                /* flag to indicate if tableau is FSAL                        */
24   PetscInt   pinterp;             /* Interpolation order                                        */
25   PetscReal *A,*b,*c;             /* Tableau                                                    */
26   PetscReal *bembed;              /* Embedded formula of order one less (order-1)               */
27   PetscReal *binterp;             /* Dense output formula                                       */
28   PetscReal  ccfl;                /* Placeholder for CFL coefficient relative to forward Euler  */
29 };
30 typedef struct _RKTableauLink *RKTableauLink;
31 struct _RKTableauLink {
32   struct _RKTableau tab;
33   RKTableauLink     next;
34 };
35 static RKTableauLink RKTableauList;
36 
37 typedef struct {
38   RKTableau   tableau;
39   Vec          *Y;               /* States computed during the step */
40   Vec          *YdotRHS;         /* Function evaluations for the non-stiff part */
41   Vec          *VecDeltaLam;     /* Increment of the adjoint sensitivity w.r.t IC at stage*/
42   Vec          *VecDeltaMu;      /* Increment of the adjoint sensitivity w.r.t P at stage*/
43   Vec          *VecSensiTemp;    /* Vector to be timed with Jacobian transpose*/
44   PetscScalar  *work;            /* Scalar work */
45   PetscReal    stage_time;
46   TSStepStatus status;
47 } TS_RK;
48 
49 /*MC
50      TSRK1 - First order forward Euler scheme.
51 
52      This method has one stage.
53 
54      Level: advanced
55 
56 .seealso: TSRK
57 M*/
58 /*MC
59      TSRK2A - Second order RK scheme.
60 
61      This method has two stages.
62 
63      Level: advanced
64 
65 .seealso: TSRK
66 M*/
67 /*MC
68      TSRK3 - Third order RK scheme.
69 
70      This method has three stages.
71 
72      Level: advanced
73 
74 .seealso: TSRK
75 M*/
76 /*MC
77      TSRK3BS - Third order RK scheme of Bogacki-Shampine with 2nd order embedded method.
78 
79      This method has four stages.
80 
81      Level: advanced
82 
83 .seealso: TSRK
84 M*/
85 /*MC
86      TSRK4 - Fourth order RK scheme.
87 
88      This is the classical Runge-Kutta method with four stages.
89 
90      Level: advanced
91 
92 .seealso: TSRK
93 M*/
94 /*MC
95      TSRK5F - Fifth order Fehlberg RK scheme with a 4th order embedded method.
96 
97      This method has six stages.
98 
99      Level: advanced
100 
101 .seealso: TSRK
102 M*/
103 /*MC
104      TSRK5DP - Fifth order Dormand-Prince RK scheme with the 4th order embedded method.
105 
106      This method has seven stages.
107 
108      Level: advanced
109 
110 .seealso: TSRK
111 M*/
112 
113 #undef __FUNCT__
114 #define __FUNCT__ "TSRKRegisterAll"
115 /*@C
116   TSRKRegisterAll - Registers all of the Runge-Kutta explicit methods in TSRK
117 
118   Not Collective, but should be called by all processes which will need the schemes to be registered
119 
120   Level: advanced
121 
122 .keywords: TS, TSRK, register, all
123 
124 .seealso:  TSRKRegisterDestroy()
125 @*/
126 PetscErrorCode TSRKRegisterAll(void)
127 {
128   PetscErrorCode ierr;
129 
130   PetscFunctionBegin;
131   if (TSRKRegisterAllCalled) PetscFunctionReturn(0);
132   TSRKRegisterAllCalled = PETSC_TRUE;
133 
134   {
135     const PetscReal
136       A[1][1] = {{0.0}},
137       b[1]    = {1.0};
138     ierr = TSRKRegister(TSRK1FE,1,1,&A[0][0],b,NULL,NULL,1,b);CHKERRQ(ierr);
139   }
140   {
141     const PetscReal
142       A[2][2]     = {{0.0,0.0},
143                     {1.0,0.0}},
144       b[2]        = {0.5,0.5},
145       bembed[2]   = {1.0,0};
146     ierr = TSRKRegister(TSRK2A,2,2,&A[0][0],b,NULL,bembed,2,b);CHKERRQ(ierr);
147   }
148   {
149     const PetscReal
150       A[3][3] = {{0,0,0},
151                  {2.0/3.0,0,0},
152                  {-1.0/3.0,1.0,0}},
153       b[3]    = {0.25,0.5,0.25};
154     ierr = TSRKRegister(TSRK3,3,3,&A[0][0],b,NULL,NULL,3,b);CHKERRQ(ierr);
155   }
156   {
157     const PetscReal
158       A[4][4] = {{0,0,0,0},
159                  {1.0/2.0,0,0,0},
160                  {0,3.0/4.0,0,0},
161                  {2.0/9.0,1.0/3.0,4.0/9.0,0}},
162       b[4]    = {2.0/9.0,1.0/3.0,4.0/9.0,0},
163       bembed[4] = {7.0/24.0,1.0/4.0,1.0/3.0,1.0/8.0};
164     ierr = TSRKRegister(TSRK3BS,3,4,&A[0][0],b,NULL,bembed,3,b);CHKERRQ(ierr);
165   }
166   {
167     const PetscReal
168       A[4][4] = {{0,0,0,0},
169                  {0.5,0,0,0},
170                  {0,0.5,0,0},
171                  {0,0,1.0,0}},
172       b[4]    = {1.0/6.0,1.0/3.0,1.0/3.0,1.0/6.0};
173     ierr = TSRKRegister(TSRK4,4,4,&A[0][0],b,NULL,NULL,4,b);CHKERRQ(ierr);
174   }
175   {
176     const PetscReal
177       A[6][6]   = {{0,0,0,0,0,0},
178                    {0.25,0,0,0,0,0},
179                    {3.0/32.0,9.0/32.0,0,0,0,0},
180                    {1932.0/2197.0,-7200.0/2197.0,7296.0/2197.0,0,0,0},
181                    {439.0/216.0,-8.0,3680.0/513.0,-845.0/4104.0,0,0},
182                    {-8.0/27.0,2.0,-3544.0/2565.0,1859.0/4104.0,-11.0/40.0,0}},
183       b[6]      = {16.0/135.0,0,6656.0/12825.0,28561.0/56430.0,-9.0/50.0,2.0/55.0},
184       bembed[6] = {25.0/216.0,0,1408.0/2565.0,2197.0/4104.0,-1.0/5.0,0};
185     ierr = TSRKRegister(TSRK5F,5,6,&A[0][0],b,NULL,bembed,5,b);CHKERRQ(ierr);
186   }
187   {
188     const PetscReal
189       A[7][7]   = {{0,0,0,0,0,0,0},
190                    {1.0/5.0,0,0,0,0,0,0},
191                    {3.0/40.0,9.0/40.0,0,0,0,0,0},
192                    {44.0/45.0,-56.0/15.0,32.0/9.0,0,0,0,0},
193                    {19372.0/6561.0,-25360.0/2187.0,64448.0/6561.0,-212.0/729.0,0,0,0},
194                    {9017.0/3168.0,-355.0/33.0,46732.0/5247.0,49.0/176.0,-5103.0/18656.0,0,0},
195                    {35.0/384.0,0,500.0/1113.0,125.0/192.0,-2187.0/6784.0,11.0/84.0,0}},
196       b[7]      = {35.0/384.0,0,500.0/1113.0,125.0/192.0,-2187.0/6784.0,11.0/84.0,0},
197       bembed[7] = {5179.0/57600.0,0,7571.0/16695.0,393.0/640.0,-92097.0/339200.0,187.0/2100.0,1.0/40.0};
198     ierr = TSRKRegister(TSRK5DP,5,7,&A[0][0],b,NULL,bembed,5,b);CHKERRQ(ierr);
199   }
200   PetscFunctionReturn(0);
201 }
202 
203 #undef __FUNCT__
204 #define __FUNCT__ "TSRKRegisterDestroy"
205 /*@C
206    TSRKRegisterDestroy - Frees the list of schemes that were registered by TSRKRegister().
207 
208    Not Collective
209 
210    Level: advanced
211 
212 .keywords: TSRK, register, destroy
213 .seealso: TSRKRegister(), TSRKRegisterAll()
214 @*/
215 PetscErrorCode TSRKRegisterDestroy(void)
216 {
217   PetscErrorCode ierr;
218   RKTableauLink link;
219 
220   PetscFunctionBegin;
221   while ((link = RKTableauList)) {
222     RKTableau t = &link->tab;
223     RKTableauList = link->next;
224     ierr = PetscFree3(t->A,t->b,t->c);  CHKERRQ(ierr);
225     ierr = PetscFree (t->bembed);       CHKERRQ(ierr);
226     ierr = PetscFree (t->binterp);      CHKERRQ(ierr);
227     ierr = PetscFree (t->name);         CHKERRQ(ierr);
228     ierr = PetscFree (link);            CHKERRQ(ierr);
229   }
230   TSRKRegisterAllCalled = PETSC_FALSE;
231   PetscFunctionReturn(0);
232 }
233 
234 #undef __FUNCT__
235 #define __FUNCT__ "TSRKInitializePackage"
236 /*@C
237   TSRKInitializePackage - This function initializes everything in the TSRK package. It is called
238   from PetscDLLibraryRegister() when using dynamic libraries, and on the first call to TSCreate_RK()
239   when using static libraries.
240 
241   Level: developer
242 
243 .keywords: TS, TSRK, initialize, package
244 .seealso: PetscInitialize()
245 @*/
246 PetscErrorCode TSRKInitializePackage(void)
247 {
248   PetscErrorCode ierr;
249 
250   PetscFunctionBegin;
251   if (TSRKPackageInitialized) PetscFunctionReturn(0);
252   TSRKPackageInitialized = PETSC_TRUE;
253   ierr = TSRKRegisterAll();CHKERRQ(ierr);
254   ierr = PetscObjectComposedDataRegister(&explicit_stage_time_id);CHKERRQ(ierr);
255   ierr = PetscRegisterFinalize(TSRKFinalizePackage);CHKERRQ(ierr);
256   PetscFunctionReturn(0);
257 }
258 
259 #undef __FUNCT__
260 #define __FUNCT__ "TSRKFinalizePackage"
261 /*@C
262   TSRKFinalizePackage - This function destroys everything in the TSRK package. It is
263   called from PetscFinalize().
264 
265   Level: developer
266 
267 .keywords: Petsc, destroy, package
268 .seealso: PetscFinalize()
269 @*/
270 PetscErrorCode TSRKFinalizePackage(void)
271 {
272   PetscErrorCode ierr;
273 
274   PetscFunctionBegin;
275   TSRKPackageInitialized = PETSC_FALSE;
276   ierr = TSRKRegisterDestroy();CHKERRQ(ierr);
277   PetscFunctionReturn(0);
278 }
279 
280 #undef __FUNCT__
281 #define __FUNCT__ "TSRKRegister"
282 /*@C
283    TSRKRegister - register an RK scheme by providing the entries in the Butcher tableau and optionally embedded approximations and interpolation
284 
285    Not Collective, but the same schemes should be registered on all processes on which they will be used
286 
287    Input Parameters:
288 +  name - identifier for method
289 .  order - approximation order of method
290 .  s - number of stages, this is the dimension of the matrices below
291 .  A - stage coefficients (dimension s*s, row-major)
292 .  b - step completion table (dimension s; NULL to use last row of A)
293 .  c - abscissa (dimension s; NULL to use row sums of A)
294 .  bembed - completion table for embedded method (dimension s; NULL if not available)
295 .  pinterp - Order of the interpolation scheme, equal to the number of columns of binterp
296 -  binterp - Coefficients of the interpolation formula (dimension s*pinterp; NULL to reuse binterpt)
297 
298    Notes:
299    Several RK methods are provided, this function is only needed to create new methods.
300 
301    Level: advanced
302 
303 .keywords: TS, register
304 
305 .seealso: TSRK
306 @*/
307 PetscErrorCode TSRKRegister(TSRKType name,PetscInt order,PetscInt s,
308                                  const PetscReal A[],const PetscReal b[],const PetscReal c[],
309                                  const PetscReal bembed[],
310                                  PetscInt pinterp,const PetscReal binterp[])
311 {
312   PetscErrorCode  ierr;
313   RKTableauLink   link;
314   RKTableau       t;
315   PetscInt        i,j;
316 
317   PetscFunctionBegin;
318   ierr     = PetscMalloc(sizeof(*link),&link);CHKERRQ(ierr);
319   ierr     = PetscMemzero(link,sizeof(*link));CHKERRQ(ierr);
320   t        = &link->tab;
321   ierr     = PetscStrallocpy(name,&t->name);CHKERRQ(ierr);
322   t->order = order;
323   t->s     = s;
324   ierr     = PetscMalloc3(s*s,&t->A,s,&t->b,s,&t->c);CHKERRQ(ierr);
325   ierr     = PetscMemcpy(t->A,A,s*s*sizeof(A[0]));CHKERRQ(ierr);
326   if (b)  { ierr = PetscMemcpy(t->b,b,s*sizeof(b[0]));CHKERRQ(ierr); }
327   else for (i=0; i<s; i++) t->b[i] = A[(s-1)*s+i];
328   if (c)  { ierr = PetscMemcpy(t->c,c,s*sizeof(c[0]));CHKERRQ(ierr); }
329   else for (i=0; i<s; i++) for (j=0,t->c[i]=0; j<s; j++) t->c[i] += A[i*s+j];
330   t->FSAL = PETSC_TRUE;
331   for (i=0; i<s; i++) if (t->A[(s-1)*s+i] != t->b[i]) t->FSAL = PETSC_FALSE;
332   if (bembed) {
333     ierr = PetscMalloc1(s,&t->bembed);CHKERRQ(ierr);
334     ierr = PetscMemcpy(t->bembed,bembed,s*sizeof(bembed[0]));CHKERRQ(ierr);
335   }
336 
337   t->pinterp     = pinterp;
338   ierr           = PetscMalloc1(s*pinterp,&t->binterp);CHKERRQ(ierr);
339   ierr           = PetscMemcpy(t->binterp,binterp,s*pinterp*sizeof(binterp[0]));CHKERRQ(ierr);
340   link->next     = RKTableauList;
341   RKTableauList = link;
342   PetscFunctionReturn(0);
343 }
344 
345 #undef __FUNCT__
346 #define __FUNCT__ "TSEvaluateStep_RK"
347 /*
348  The step completion formula is
349 
350  x1 = x0 + h b^T YdotRHS
351 
352  This function can be called before or after ts->vec_sol has been updated.
353  Suppose we have a completion formula (b) and an embedded formula (be) of different order.
354  We can write
355 
356  x1e = x0 + h be^T YdotRHS
357      = x1 - h b^T YdotRHS + h be^T YdotRHS
358      = x1 + h (be - b)^T YdotRHS
359 
360  so we can evaluate the method with different order even after the step has been optimistically completed.
361 */
362 static PetscErrorCode TSEvaluateStep_RK(TS ts,PetscInt order,Vec X,PetscBool *done)
363 {
364   TS_RK         *rk   = (TS_RK*)ts->data;
365   RKTableau      tab  = rk->tableau;
366   PetscScalar   *w    = rk->work;
367   PetscReal      h;
368   PetscInt       s    = tab->s,j;
369   PetscErrorCode ierr;
370 
371   PetscFunctionBegin;
372   switch (rk->status) {
373   case TS_STEP_INCOMPLETE:
374   case TS_STEP_PENDING:
375     h = ts->time_step; break;
376   case TS_STEP_COMPLETE:
377     h = ts->time_step_prev; break;
378   default: SETERRQ(PetscObjectComm((PetscObject)ts),PETSC_ERR_PLIB,"Invalid TSStepStatus");
379   }
380   if (order == tab->order) {
381     if (rk->status == TS_STEP_INCOMPLETE) {
382       ierr = VecCopy(ts->vec_sol,X);CHKERRQ(ierr);
383       for (j=0; j<s; j++) w[j] = h*tab->b[j];
384       ierr = VecMAXPY(X,s,w,rk->YdotRHS);CHKERRQ(ierr);
385     } else {ierr = VecCopy(ts->vec_sol,X);CHKERRQ(ierr);}
386     PetscFunctionReturn(0);
387   } else if (order == tab->order-1) {
388     if (!tab->bembed) goto unavailable;
389     if (rk->status == TS_STEP_INCOMPLETE) { /* Complete with the embedded method (be) */
390       ierr = VecCopy(ts->vec_sol,X);CHKERRQ(ierr);
391       for (j=0; j<s; j++) w[j] = h*tab->bembed[j];
392       ierr = VecMAXPY(X,s,w,rk->YdotRHS);CHKERRQ(ierr);
393     } else {                    /* Rollback and re-complete using (be-b) */
394       ierr = VecCopy(ts->vec_sol,X);CHKERRQ(ierr);
395       for (j=0; j<s; j++) w[j] = h*(tab->bembed[j] - tab->b[j]);
396       ierr = VecMAXPY(X,s,w,rk->YdotRHS);CHKERRQ(ierr);
397     }
398     if (done) *done = PETSC_TRUE;
399     PetscFunctionReturn(0);
400   }
401 unavailable:
402   if (done) *done = PETSC_FALSE;
403   else SETERRQ3(PetscObjectComm((PetscObject)ts),PETSC_ERR_SUP,"RK '%s' of order %D cannot evaluate step at order %D",tab->name,tab->order,order);
404   PetscFunctionReturn(0);
405 }
406 
407 #undef __FUNCT__
408 #define __FUNCT__ "TSStep_RK"
409 static PetscErrorCode TSStep_RK(TS ts)
410 {
411   TS_RK           *rk   = (TS_RK*)ts->data;
412   RKTableau        tab  = rk->tableau;
413   const PetscInt   s    = tab->s;
414   const PetscReal *A = tab->A,*b = tab->b,*c = tab->c;
415   PetscScalar     *w    = rk->work;
416   Vec             *Y    = rk->Y,*YdotRHS = rk->YdotRHS;
417   TSAdapt          adapt;
418   PetscInt         i,j,reject,next_scheme;
419   PetscReal        next_time_step;
420   PetscReal        t;
421   PetscBool        accept;
422   PetscErrorCode   ierr;
423 
424   PetscFunctionBegin;
425 
426   next_time_step = ts->time_step;
427   t              = ts->ptime;
428   accept         = PETSC_TRUE;
429   rk->status     = TS_STEP_INCOMPLETE;
430 
431 
432   for (reject=0; reject<ts->max_reject && !ts->reason; reject++,ts->reject++) {
433     PetscReal h = ts->time_step;
434     ierr = TSPreStep(ts);CHKERRQ(ierr);
435     for (i=0; i<s; i++) {
436       rk->stage_time = t + h*c[i];
437       ierr = TSPreStage(ts,rk->stage_time); CHKERRQ(ierr);
438       ierr = VecCopy(ts->vec_sol,Y[i]);CHKERRQ(ierr);
439       for (j=0; j<i; j++) w[j] = h*A[i*s+j];
440       ierr = VecMAXPY(Y[i],i,w,YdotRHS);CHKERRQ(ierr);
441       ierr = TSPostStage(ts,rk->stage_time,i,Y); CHKERRQ(ierr);
442       ierr = TSGetAdapt(ts,&adapt);CHKERRQ(ierr);
443       ierr = TSAdaptCheckStage(adapt,ts,&accept);CHKERRQ(ierr);
444       if (!accept) goto reject_step;
445       ierr = TSComputeRHSFunction(ts,t+h*c[i],Y[i],YdotRHS[i]);CHKERRQ(ierr);
446     }
447     ierr = TSEvaluateStep(ts,tab->order,ts->vec_sol,NULL);CHKERRQ(ierr);
448     rk->status = TS_STEP_PENDING;
449 
450     /* Register only the current method as a candidate because we're not supporting multiple candidates yet. */
451     ierr = TSGetAdapt(ts,&adapt);CHKERRQ(ierr);
452     ierr = TSAdaptCandidatesClear(adapt);CHKERRQ(ierr);
453     ierr = TSAdaptCandidateAdd(adapt,tab->name,tab->order,1,tab->ccfl,1.*tab->s,PETSC_TRUE);CHKERRQ(ierr);
454     ierr = TSAdaptChoose(adapt,ts,ts->time_step,&next_scheme,&next_time_step,&accept);CHKERRQ(ierr);
455     if (accept) {
456       /* ignore next_scheme for now */
457       ts->ptime    += ts->time_step;
458       ts->time_step = next_time_step;
459       ts->steps++;
460       rk->status = TS_STEP_COMPLETE;
461       ierr = PetscObjectComposedDataSetReal((PetscObject)ts->vec_sol,explicit_stage_time_id,ts->ptime);CHKERRQ(ierr);
462       break;
463     } else {                    /* Roll back the current step */
464       for (j=0; j<s; j++) w[j] = -h*b[j];
465       ierr = VecMAXPY(ts->vec_sol,s,w,rk->YdotRHS);CHKERRQ(ierr);
466       ts->time_step = next_time_step;
467       rk->status   = TS_STEP_INCOMPLETE;
468     }
469 reject_step: continue;
470   }
471   if (rk->status != TS_STEP_COMPLETE && !ts->reason) ts->reason = TS_DIVERGED_STEP_REJECTED;
472   PetscFunctionReturn(0);
473 }
474 
475 #undef __FUNCT__
476 #define __FUNCT__ "TSAdjointSetUp_RK"
477 static PetscErrorCode TSAdjointSetUp_RK(TS ts)
478 {
479   TS_RK         *rk = (TS_RK*)ts->data;
480   RKTableau      tab;
481   PetscInt       s;
482   PetscErrorCode ierr;
483 
484   PetscFunctionBegin;
485   if (ts->adjointsetupcalled++) PetscFunctionReturn(0);
486   tab  = rk->tableau;
487   s    = tab->s;
488   ierr = VecDuplicateVecs(ts->vecs_sensi[0],s*ts->numcost,&rk->VecDeltaLam);CHKERRQ(ierr);
489   if(ts->vecs_sensip) {
490     ierr = VecDuplicateVecs(ts->vecs_sensip[0],s*ts->numcost,&rk->VecDeltaMu);CHKERRQ(ierr);
491   }
492   ierr = VecDuplicateVecs(ts->vecs_sensi[0],ts->numcost,&rk->VecSensiTemp);CHKERRQ(ierr);
493   PetscFunctionReturn(0);
494 }
495 
496 #undef __FUNCT__
497 #define __FUNCT__ "TSAdjointStep_RK"
498 static PetscErrorCode TSAdjointStep_RK(TS ts)
499 {
500   TS_RK           *rk   = (TS_RK*)ts->data;
501   RKTableau        tab  = rk->tableau;
502   const PetscInt   s    = tab->s;
503   const PetscReal *A = tab->A,*b = tab->b,*c = tab->c;
504   PetscScalar     *w    = rk->work;
505   Vec             *Y    = rk->Y,*VecDeltaLam = rk->VecDeltaLam,*VecDeltaMu = rk->VecDeltaMu,*VecSensiTemp = rk->VecSensiTemp;
506   PetscInt         i,j,nadj;
507   PetscReal        t;
508   PetscErrorCode   ierr;
509   PetscReal        h = ts->time_step;
510   Mat              J,Jp;
511 
512   PetscFunctionBegin;
513   t          = ts->ptime;
514   rk->status = TS_STEP_INCOMPLETE;
515   h = ts->time_step;
516   ierr = TSPreStep(ts);CHKERRQ(ierr);
517   for (i=s-1; i>=0; i--) {
518     rk->stage_time = t + h*(1.0-c[i]);
519     for (nadj=0; nadj<ts->numcost; nadj++) {
520       ierr = VecCopy(ts->vecs_sensi[nadj],VecSensiTemp[nadj]);CHKERRQ(ierr);
521       ierr = VecScale(VecSensiTemp[nadj],-h*b[i]);
522       for (j=i+1; j<s; j++) {
523         ierr = VecAXPY(VecSensiTemp[nadj],-h*A[j*s+i],VecDeltaLam[nadj*s+j]);
524       }
525     }
526     /* Stage values of lambda */
527     ierr = TSGetRHSJacobian(ts,&J,&Jp,NULL,NULL);CHKERRQ(ierr);
528     ierr = TSComputeRHSJacobian(ts,rk->stage_time,Y[i],J,Jp);CHKERRQ(ierr);
529     for (nadj=0; nadj<ts->numcost; nadj++) {
530       ierr = MatMultTranspose(J,VecSensiTemp[nadj],VecDeltaLam[nadj*s+i]);CHKERRQ(ierr);
531     }
532 
533     /* Stage values of mu */
534     if(ts->vecs_sensip) {
535       ierr = TSAdjointComputeRHSJacobian(ts,rk->stage_time,Y[i],ts->Jacp);CHKERRQ(ierr);
536       for (nadj=0; nadj<ts->numcost; nadj++) {
537         ierr = MatMultTranspose(ts->Jacp,VecSensiTemp[nadj],VecDeltaMu[nadj*s+i]);CHKERRQ(ierr);
538       }
539     }
540   }
541 
542   for (j=0; j<s; j++) w[j] = 1.0;
543   for (nadj=0; nadj<ts->numcost; nadj++) {
544     ierr = VecMAXPY(ts->vecs_sensi[nadj],s,w,&VecDeltaLam[nadj*s]);CHKERRQ(ierr);
545     if(ts->vecs_sensip) {
546       ierr = VecMAXPY(ts->vecs_sensip[nadj],s,w,&VecDeltaMu[nadj*s]);CHKERRQ(ierr);
547     }
548   }
549   ts->ptime += ts->time_step;
550   ts->steps++;
551   rk->status = TS_STEP_COMPLETE;
552   PetscFunctionReturn(0);
553 }
554 
555 #undef __FUNCT__
556 #define __FUNCT__ "TSInterpolate_RK"
557 static PetscErrorCode TSInterpolate_RK(TS ts,PetscReal itime,Vec X)
558 {
559   TS_RK           *rk = (TS_RK*)ts->data;
560   PetscInt         s  = rk->tableau->s,pinterp = rk->tableau->pinterp,i,j;
561   PetscReal        h;
562   PetscReal        tt,t;
563   PetscScalar     *b;
564   const PetscReal *B = rk->tableau->binterp;
565   PetscErrorCode   ierr;
566 
567   PetscFunctionBegin;
568   if (!B) SETERRQ1(PetscObjectComm((PetscObject)ts),PETSC_ERR_SUP,"TSRK %s does not have an interpolation formula",rk->tableau->name);
569   switch (rk->status) {
570   case TS_STEP_INCOMPLETE:
571   case TS_STEP_PENDING:
572     h = ts->time_step;
573     t = (itime - ts->ptime)/h;
574     break;
575   case TS_STEP_COMPLETE:
576     h = ts->time_step_prev;
577     t = (itime - ts->ptime)/h + 1; /* In the interval [0,1] */
578     break;
579   default: SETERRQ(PetscObjectComm((PetscObject)ts),PETSC_ERR_PLIB,"Invalid TSStepStatus");
580   }
581   ierr = PetscMalloc1(s,&b);CHKERRQ(ierr);
582   for (i=0; i<s; i++) b[i] = 0;
583   for (j=0,tt=t; j<pinterp; j++,tt*=t) {
584     for (i=0; i<s; i++) {
585       b[i]  += h * B[i*pinterp+j] * tt;
586     }
587   }
588   ierr = VecCopy(rk->Y[0],X);CHKERRQ(ierr);
589   ierr = VecMAXPY(X,s,b,rk->YdotRHS);CHKERRQ(ierr);
590   ierr = PetscFree(b);CHKERRQ(ierr);
591   PetscFunctionReturn(0);
592 }
593 
594 /*------------------------------------------------------------*/
595 #undef __FUNCT__
596 #define __FUNCT__ "TSReset_RK"
597 static PetscErrorCode TSReset_RK(TS ts)
598 {
599   TS_RK         *rk = (TS_RK*)ts->data;
600   PetscInt       s;
601   PetscErrorCode ierr;
602 
603   PetscFunctionBegin;
604   if (!rk->tableau) PetscFunctionReturn(0);
605   s    = rk->tableau->s;
606   ierr = VecDestroyVecs(s,&rk->Y);CHKERRQ(ierr);
607   ierr = VecDestroyVecs(s,&rk->YdotRHS);CHKERRQ(ierr);
608   ierr = VecDestroyVecs(s*ts->numcost,&rk->VecDeltaLam);CHKERRQ(ierr);
609   ierr = VecDestroyVecs(s*ts->numcost,&rk->VecDeltaMu);CHKERRQ(ierr);
610   ierr = VecDestroyVecs(ts->numcost,&rk->VecSensiTemp);CHKERRQ(ierr);
611   ierr = PetscFree(rk->work);CHKERRQ(ierr);
612   PetscFunctionReturn(0);
613 }
614 
615 #undef __FUNCT__
616 #define __FUNCT__ "TSDestroy_RK"
617 static PetscErrorCode TSDestroy_RK(TS ts)
618 {
619   PetscErrorCode ierr;
620 
621   PetscFunctionBegin;
622   ierr = TSReset_RK(ts);CHKERRQ(ierr);
623   ierr = PetscFree(ts->data);CHKERRQ(ierr);
624   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSRKGetType_C",NULL);CHKERRQ(ierr);
625   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSRKSetType_C",NULL);CHKERRQ(ierr);
626   PetscFunctionReturn(0);
627 }
628 
629 
630 #undef __FUNCT__
631 #define __FUNCT__ "DMCoarsenHook_TSRK"
632 static PetscErrorCode DMCoarsenHook_TSRK(DM fine,DM coarse,void *ctx)
633 {
634   PetscFunctionBegin;
635   PetscFunctionReturn(0);
636 }
637 
638 #undef __FUNCT__
639 #define __FUNCT__ "DMRestrictHook_TSRK"
640 static PetscErrorCode DMRestrictHook_TSRK(DM fine,Mat restrct,Vec rscale,Mat inject,DM coarse,void *ctx)
641 {
642   PetscFunctionBegin;
643   PetscFunctionReturn(0);
644 }
645 
646 
647 #undef __FUNCT__
648 #define __FUNCT__ "DMSubDomainHook_TSRK"
649 static PetscErrorCode DMSubDomainHook_TSRK(DM dm,DM subdm,void *ctx)
650 {
651   PetscFunctionBegin;
652   PetscFunctionReturn(0);
653 }
654 
655 #undef __FUNCT__
656 #define __FUNCT__ "DMSubDomainRestrictHook_TSRK"
657 static PetscErrorCode DMSubDomainRestrictHook_TSRK(DM dm,VecScatter gscat,VecScatter lscat,DM subdm,void *ctx)
658 {
659 
660   PetscFunctionBegin;
661   PetscFunctionReturn(0);
662 }
663 /*
664 #undef __FUNCT__
665 #define __FUNCT__ "RKSetAdjCoe"
666 static PetscErrorCode RKSetAdjCoe(RKTableau tab)
667 {
668   PetscReal *A,*b;
669   PetscInt        s,i,j;
670   PetscErrorCode  ierr;
671 
672   PetscFunctionBegin;
673   s    = tab->s;
674   ierr = PetscMalloc2(s*s,&A,s,&b);CHKERRQ(ierr);
675 
676   for (i=0; i<s; i++)
677     for (j=0; j<s; j++) {
678       A[i*s+j] = (tab->b[s-1-i]==0) ? 0: -tab->A[s-1-i+(s-1-j)*s] * tab->b[s-1-j] / tab->b[s-1-i];
679       ierr = PetscPrintf(PETSC_COMM_WORLD,"Coefficients: A[%D][%D]=%.6f\n",i,j,A[i*s+j]);CHKERRQ(ierr);
680     }
681 
682   for (i=0; i<s; i++) b[i] = (tab->b[s-1-i]==0)? 0: -tab->b[s-1-i];
683 
684   ierr  = PetscMemcpy(tab->A,A,s*s*sizeof(A[0]));CHKERRQ(ierr);
685   ierr  = PetscMemcpy(tab->b,b,s*sizeof(b[0]));CHKERRQ(ierr);
686   ierr  = PetscFree2(A,b);CHKERRQ(ierr);
687   PetscFunctionReturn(0);
688 }
689 */
690 #undef __FUNCT__
691 #define __FUNCT__ "TSSetUp_RK"
692 static PetscErrorCode TSSetUp_RK(TS ts)
693 {
694   TS_RK         *rk = (TS_RK*)ts->data;
695   RKTableau      tab;
696   PetscInt       s;
697   PetscErrorCode ierr;
698   DM             dm;
699 
700   PetscFunctionBegin;
701   if (!rk->tableau) {
702     ierr = TSRKSetType(ts,TSRKDefault);CHKERRQ(ierr);
703   }
704   tab  = rk->tableau;
705   s    = tab->s;
706   ierr = VecDuplicateVecs(ts->vec_sol,s,&rk->Y);CHKERRQ(ierr);
707   ierr = VecDuplicateVecs(ts->vec_sol,s,&rk->YdotRHS);CHKERRQ(ierr);
708   ierr = PetscMalloc1(s,&rk->work);CHKERRQ(ierr);
709   ierr = TSGetDM(ts,&dm);CHKERRQ(ierr);
710   if (dm) {
711     ierr = DMCoarsenHookAdd(dm,DMCoarsenHook_TSRK,DMRestrictHook_TSRK,ts);CHKERRQ(ierr);
712     ierr = DMSubDomainHookAdd(dm,DMSubDomainHook_TSRK,DMSubDomainRestrictHook_TSRK,ts);CHKERRQ(ierr);
713   }
714   PetscFunctionReturn(0);
715 }
716 
717 
718 /*------------------------------------------------------------*/
719 
720 #undef __FUNCT__
721 #define __FUNCT__ "TSSetFromOptions_RK"
722 static PetscErrorCode TSSetFromOptions_RK(PetscOptions *PetscOptionsObject,TS ts)
723 {
724   PetscErrorCode ierr;
725   char           rktype[256];
726 
727   PetscFunctionBegin;
728   ierr = PetscOptionsHead(PetscOptionsObject,"RK ODE solver options");CHKERRQ(ierr);
729   {
730     RKTableauLink  link;
731     PetscInt       count,choice;
732     PetscBool      flg;
733     const char   **namelist;
734     ierr = PetscStrncpy(rktype,TSRKDefault,sizeof(rktype));CHKERRQ(ierr);
735     for (link=RKTableauList,count=0; link; link=link->next,count++) ;
736     ierr = PetscMalloc1(count,&namelist);CHKERRQ(ierr);
737     for (link=RKTableauList,count=0; link; link=link->next,count++) namelist[count] = link->tab.name;
738     ierr      = PetscOptionsEList("-ts_rk_type","Family of RK method","TSRKSetType",(const char*const*)namelist,count,rktype,&choice,&flg);CHKERRQ(ierr);
739     ierr      = TSRKSetType(ts,flg ? namelist[choice] : rktype);CHKERRQ(ierr);
740     ierr      = PetscFree(namelist);CHKERRQ(ierr);
741   }
742   ierr = PetscOptionsTail();CHKERRQ(ierr);
743   PetscFunctionReturn(0);
744 }
745 
746 #undef __FUNCT__
747 #define __FUNCT__ "PetscFormatRealArray"
748 static PetscErrorCode PetscFormatRealArray(char buf[],size_t len,const char *fmt,PetscInt n,const PetscReal x[])
749 {
750   PetscErrorCode ierr;
751   PetscInt       i;
752   size_t         left,count;
753   char           *p;
754 
755   PetscFunctionBegin;
756   for (i=0,p=buf,left=len; i<n; i++) {
757     ierr = PetscSNPrintfCount(p,left,fmt,&count,x[i]);CHKERRQ(ierr);
758     if (count >= left) SETERRQ(PETSC_COMM_SELF,PETSC_ERR_ARG_OUTOFRANGE,"Insufficient space in buffer");
759     left -= count;
760     p    += count;
761     *p++  = ' ';
762   }
763   p[i ? 0 : -1] = 0;
764   PetscFunctionReturn(0);
765 }
766 
767 #undef __FUNCT__
768 #define __FUNCT__ "TSView_RK"
769 static PetscErrorCode TSView_RK(TS ts,PetscViewer viewer)
770 {
771   TS_RK         *rk   = (TS_RK*)ts->data;
772   RKTableau      tab  = rk->tableau;
773   PetscBool      iascii;
774   PetscErrorCode ierr;
775   TSAdapt        adapt;
776 
777   PetscFunctionBegin;
778   ierr = PetscObjectTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
779   if (iascii) {
780     TSRKType rktype;
781     char     buf[512];
782     ierr = TSRKGetType(ts,&rktype);CHKERRQ(ierr);
783     ierr = PetscViewerASCIIPrintf(viewer,"  RK %s\n",rktype);CHKERRQ(ierr);
784     ierr = PetscFormatRealArray(buf,sizeof(buf),"% 8.6f",tab->s,tab->c);CHKERRQ(ierr);
785     ierr = PetscViewerASCIIPrintf(viewer,"  Abscissa     c = %s\n",buf);CHKERRQ(ierr);
786     ierr = PetscViewerASCIIPrintf(viewer,"FSAL: %s\n",tab->FSAL ? "yes" : "no");CHKERRQ(ierr);
787   }
788   ierr = TSGetAdapt(ts,&adapt);CHKERRQ(ierr);
789   ierr = TSAdaptView(adapt,viewer);CHKERRQ(ierr);
790   PetscFunctionReturn(0);
791 }
792 
793 #undef __FUNCT__
794 #define __FUNCT__ "TSLoad_RK"
795 static PetscErrorCode TSLoad_RK(TS ts,PetscViewer viewer)
796 {
797   PetscErrorCode ierr;
798   TSAdapt        tsadapt;
799 
800   PetscFunctionBegin;
801   ierr = TSGetAdapt(ts,&tsadapt);CHKERRQ(ierr);
802   ierr = TSAdaptLoad(tsadapt,viewer);CHKERRQ(ierr);
803   PetscFunctionReturn(0);
804 }
805 
806 #undef __FUNCT__
807 #define __FUNCT__ "TSRKSetType"
808 /*@C
809   TSRKSetType - Set the type of RK scheme
810 
811   Logically collective
812 
813   Input Parameter:
814 +  ts - timestepping context
815 -  rktype - type of RK-scheme
816 
817   Level: intermediate
818 
819 .seealso: TSRKGetType(), TSRK, TSRK2, TSRK3, TSRKPRSSP2, TSRK4, TSRK5
820 @*/
821 PetscErrorCode TSRKSetType(TS ts,TSRKType rktype)
822 {
823   PetscErrorCode ierr;
824 
825   PetscFunctionBegin;
826   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
827   ierr = PetscTryMethod(ts,"TSRKSetType_C",(TS,TSRKType),(ts,rktype));CHKERRQ(ierr);
828   PetscFunctionReturn(0);
829 }
830 
831 #undef __FUNCT__
832 #define __FUNCT__ "TSRKGetType"
833 /*@C
834   TSRKGetType - Get the type of RK scheme
835 
836   Logically collective
837 
838   Input Parameter:
839 .  ts - timestepping context
840 
841   Output Parameter:
842 .  rktype - type of RK-scheme
843 
844   Level: intermediate
845 
846 .seealso: TSRKGetType()
847 @*/
848 PetscErrorCode TSRKGetType(TS ts,TSRKType *rktype)
849 {
850   PetscErrorCode ierr;
851 
852   PetscFunctionBegin;
853   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
854   ierr = PetscUseMethod(ts,"TSRKGetType_C",(TS,TSRKType*),(ts,rktype));CHKERRQ(ierr);
855   PetscFunctionReturn(0);
856 }
857 
858 #undef __FUNCT__
859 #define __FUNCT__ "TSRKGetType_RK"
860 PetscErrorCode  TSRKGetType_RK(TS ts,TSRKType *rktype)
861 {
862   TS_RK     *rk = (TS_RK*)ts->data;
863   PetscErrorCode ierr;
864 
865   PetscFunctionBegin;
866   if (!rk->tableau) {
867     ierr = TSRKSetType(ts,TSRKDefault);CHKERRQ(ierr);
868   }
869   *rktype = rk->tableau->name;
870   PetscFunctionReturn(0);
871 }
872 #undef __FUNCT__
873 #define __FUNCT__ "TSRKSetType_RK"
874 PetscErrorCode  TSRKSetType_RK(TS ts,TSRKType rktype)
875 {
876   TS_RK     *rk = (TS_RK*)ts->data;
877   PetscErrorCode ierr;
878   PetscBool      match;
879   RKTableauLink link;
880 
881   PetscFunctionBegin;
882   if (rk->tableau) {
883     ierr = PetscStrcmp(rk->tableau->name,rktype,&match);CHKERRQ(ierr);
884     if (match) PetscFunctionReturn(0);
885   }
886   for (link = RKTableauList; link; link=link->next) {
887     ierr = PetscStrcmp(link->tab.name,rktype,&match);CHKERRQ(ierr);
888     if (match) {
889       ierr = TSReset_RK(ts);CHKERRQ(ierr);
890       rk->tableau = &link->tab;
891       PetscFunctionReturn(0);
892     }
893   }
894   SETERRQ1(PetscObjectComm((PetscObject)ts),PETSC_ERR_ARG_UNKNOWN_TYPE,"Could not find '%s'",rktype);
895   PetscFunctionReturn(0);
896 }
897 
898 #undef __FUNCT__
899 #define __FUNCT__ "TSGetStages_RK"
900 static PetscErrorCode  TSGetStages_RK(TS ts,PetscInt *ns,Vec **Y)
901 {
902   TS_RK          *rk = (TS_RK*)ts->data;
903 
904   PetscFunctionBegin;
905   *ns = rk->tableau->s;
906   if(Y) *Y  = rk->Y;
907   PetscFunctionReturn(0);
908 }
909 
910 
911 /* ------------------------------------------------------------ */
912 /*MC
913       TSRK - ODE and DAE solver using Runge-Kutta schemes
914 
915   The user should provide the right hand side of the equation
916   using TSSetRHSFunction().
917 
918   Notes:
919   The default is TSRK3, it can be changed with TSRKSetType() or -ts_rk_type
920 
921   Level: beginner
922 
923 .seealso:  TSCreate(), TS, TSSetType(), TSRKSetType(), TSRKGetType(), TSRKSetFullyImplicit(), TSRK2D, TTSRK2E, TSRK3,
924            TSRK4, TSRK5, TSRKPRSSP2, TSRKBPR3, TSRKType, TSRKRegister()
925 
926 M*/
927 #undef __FUNCT__
928 #define __FUNCT__ "TSCreate_RK"
929 PETSC_EXTERN PetscErrorCode TSCreate_RK(TS ts)
930 {
931   TS_RK     *th;
932   PetscErrorCode ierr;
933 
934   PetscFunctionBegin;
935 #if !defined(PETSC_USE_DYNAMIC_LIBRARIES)
936   ierr = TSRKInitializePackage();CHKERRQ(ierr);
937 #endif
938 
939   ts->ops->reset          = TSReset_RK;
940   ts->ops->destroy        = TSDestroy_RK;
941   ts->ops->view           = TSView_RK;
942   ts->ops->load           = TSLoad_RK;
943   ts->ops->setup          = TSSetUp_RK;
944   ts->ops->adjointsetup   = TSAdjointSetUp_RK;
945   ts->ops->step           = TSStep_RK;
946   ts->ops->interpolate    = TSInterpolate_RK;
947   ts->ops->evaluatestep   = TSEvaluateStep_RK;
948   ts->ops->setfromoptions = TSSetFromOptions_RK;
949   ts->ops->getstages      = TSGetStages_RK;
950   ts->ops->adjointstep    = TSAdjointStep_RK;
951 
952   ierr = PetscNewLog(ts,&th);CHKERRQ(ierr);
953   ts->data = (void*)th;
954 
955   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSRKGetType_C",TSRKGetType_RK);CHKERRQ(ierr);
956   ierr = PetscObjectComposeFunction((PetscObject)ts,"TSRKSetType_C",TSRKSetType_RK);CHKERRQ(ierr);
957   PetscFunctionReturn(0);
958 }
959