xref: /petsc/src/ts/impls/implicit/theta/theta.c (revision 26f2ff8fd9bc4ea607dadf72d7897bc7a997deee)
1 /*
2   Code for timestepping with implicit Theta method
3 */
4 #include <private/tsimpl.h>                /*I   "petscts.h"   I*/
5 
6 typedef struct {
7   Vec       X,Xdot;                   /* Storage for one stage */
8   Vec       affine;                   /* Affine vector needed for residual at beginning of step */
9   PetscBool extrapolate;
10   PetscBool endpoint;
11   PetscReal Theta;
12   PetscReal shift;
13   PetscReal stage_time;
14 } TS_Theta;
15 
16 #undef __FUNCT__
17 #define __FUNCT__ "TSStep_Theta"
18 static PetscErrorCode TSStep_Theta(TS ts)
19 {
20   TS_Theta       *th = (TS_Theta*)ts->data;
21   PetscInt       its,lits;
22   PetscReal      next_time_step;
23   PetscErrorCode ierr;
24 
25   PetscFunctionBegin;
26   next_time_step = ts->time_step;
27   th->stage_time = ts->ptime + (th->endpoint ? 1. : th->Theta)*ts->time_step;
28   th->shift = 1./(th->Theta*ts->time_step);
29 
30   if (th->endpoint) {           /* This formulation assumes linear time-independent mass matrix */
31     ierr = VecZeroEntries(th->Xdot);CHKERRQ(ierr);
32     if (!th->affine) {ierr = VecDuplicate(ts->vec_sol,&th->affine);CHKERRQ(ierr);}
33     ierr = TSComputeIFunction(ts,ts->ptime,ts->vec_sol,th->Xdot,th->affine,PETSC_FALSE);CHKERRQ(ierr);
34     ierr = VecScale(th->affine,(th->Theta-1.)/th->Theta);CHKERRQ(ierr);
35   }
36   if (th->extrapolate) {
37     ierr = VecWAXPY(th->X,1./th->shift,th->Xdot,ts->vec_sol);CHKERRQ(ierr);
38   } else {
39     ierr = VecCopy(ts->vec_sol,th->X);CHKERRQ(ierr);
40   }
41   ierr = SNESSolve(ts->snes,th->affine,th->X);CHKERRQ(ierr);
42   ierr = SNESGetIterationNumber(ts->snes,&its);CHKERRQ(ierr);
43   ierr = SNESGetLinearSolveIterations(ts->snes,&lits);CHKERRQ(ierr);
44   ts->nonlinear_its += its; ts->linear_its += lits;
45 
46   if (th->endpoint) {
47     ierr = VecCopy(th->X,ts->vec_sol);CHKERRQ(ierr);
48   } else {
49     ierr = VecAXPBYPCZ(th->Xdot,-th->shift,th->shift,0,ts->vec_sol,th->X);CHKERRQ(ierr);
50     ierr = VecAXPY(ts->vec_sol,ts->time_step,th->Xdot);CHKERRQ(ierr);
51   }
52   ts->ptime += ts->time_step;
53   ts->time_step = next_time_step;
54   ts->steps++;
55   PetscFunctionReturn(0);
56 }
57 
58 #undef __FUNCT__
59 #define __FUNCT__ "TSInterpolate_Theta"
60 static PetscErrorCode TSInterpolate_Theta(TS ts,PetscReal t,Vec X)
61 {
62   TS_Theta       *th = (TS_Theta*)ts->data;
63   PetscReal      alpha = t - ts->ptime;
64   PetscErrorCode ierr;
65 
66   PetscFunctionBegin;
67   ierr = VecCopy(ts->vec_sol,th->X);CHKERRQ(ierr);
68   if (th->endpoint) alpha *= th->Theta;
69   ierr = VecWAXPY(X,alpha,th->Xdot,th->X);CHKERRQ(ierr);
70   PetscFunctionReturn(0);
71 }
72 
73 /*------------------------------------------------------------*/
74 #undef __FUNCT__
75 #define __FUNCT__ "TSReset_Theta"
76 static PetscErrorCode TSReset_Theta(TS ts)
77 {
78   TS_Theta       *th = (TS_Theta*)ts->data;
79   PetscErrorCode  ierr;
80 
81   PetscFunctionBegin;
82   ierr = VecDestroy(&th->X);CHKERRQ(ierr);
83   ierr = VecDestroy(&th->Xdot);CHKERRQ(ierr);
84   ierr = VecDestroy(&th->affine);CHKERRQ(ierr);
85   PetscFunctionReturn(0);
86 }
87 
88 #undef __FUNCT__
89 #define __FUNCT__ "TSDestroy_Theta"
90 static PetscErrorCode TSDestroy_Theta(TS ts)
91 {
92   PetscErrorCode  ierr;
93 
94   PetscFunctionBegin;
95   ierr = TSReset_Theta(ts);CHKERRQ(ierr);
96   ierr = PetscFree(ts->data);CHKERRQ(ierr);
97   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaGetTheta_C","",PETSC_NULL);CHKERRQ(ierr);
98   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaSetTheta_C","",PETSC_NULL);CHKERRQ(ierr);
99   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaGetEndpoint_C","",PETSC_NULL);CHKERRQ(ierr);
100   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaSetEndpoint_C","",PETSC_NULL);CHKERRQ(ierr);
101   PetscFunctionReturn(0);
102 }
103 
104 /*
105   This defines the nonlinear equation that is to be solved with SNES
106   G(U) = F[t0+Theta*dt, U, (U-U0)*shift] = 0
107 */
108 #undef __FUNCT__
109 #define __FUNCT__ "SNESTSFormFunction_Theta"
110 static PetscErrorCode SNESTSFormFunction_Theta(SNES snes,Vec x,Vec y,TS ts)
111 {
112   TS_Theta       *th = (TS_Theta*)ts->data;
113   PetscErrorCode ierr;
114 
115   PetscFunctionBegin;
116   /* When using the endpoint variant, this is actually 1/Theta * Xdot */
117   ierr = VecAXPBYPCZ(th->Xdot,-th->shift,th->shift,0,ts->vec_sol,x);CHKERRQ(ierr);
118   ierr = TSComputeIFunction(ts,th->stage_time,x,th->Xdot,y,PETSC_FALSE);CHKERRQ(ierr);
119   PetscFunctionReturn(0);
120 }
121 
122 #undef __FUNCT__
123 #define __FUNCT__ "SNESTSFormJacobian_Theta"
124 static PetscErrorCode SNESTSFormJacobian_Theta(SNES snes,Vec x,Mat *A,Mat *B,MatStructure *str,TS ts)
125 {
126   TS_Theta       *th = (TS_Theta*)ts->data;
127   PetscErrorCode ierr;
128 
129   PetscFunctionBegin;
130   /* th->Xdot has already been computed in SNESTSFormFunction_Theta (SNES guarantees this) */
131   ierr = TSComputeIJacobian(ts,th->stage_time,x,th->Xdot,th->shift,A,B,str,PETSC_FALSE);CHKERRQ(ierr);
132   PetscFunctionReturn(0);
133 }
134 
135 
136 #undef __FUNCT__
137 #define __FUNCT__ "TSSetUp_Theta"
138 static PetscErrorCode TSSetUp_Theta(TS ts)
139 {
140   TS_Theta       *th = (TS_Theta*)ts->data;
141   PetscErrorCode ierr;
142 
143   PetscFunctionBegin;
144   ierr = VecDuplicate(ts->vec_sol,&th->X);CHKERRQ(ierr);
145   ierr = VecDuplicate(ts->vec_sol,&th->Xdot);CHKERRQ(ierr);
146   PetscFunctionReturn(0);
147 }
148 /*------------------------------------------------------------*/
149 
150 #undef __FUNCT__
151 #define __FUNCT__ "TSSetFromOptions_Theta"
152 static PetscErrorCode TSSetFromOptions_Theta(TS ts)
153 {
154   TS_Theta       *th = (TS_Theta*)ts->data;
155   PetscErrorCode ierr;
156 
157   PetscFunctionBegin;
158   ierr = PetscOptionsHead("Theta ODE solver options");CHKERRQ(ierr);
159   {
160     ierr = PetscOptionsReal("-ts_theta_theta","Location of stage (0<Theta<=1)","TSThetaSetTheta",th->Theta,&th->Theta,PETSC_NULL);CHKERRQ(ierr);
161     ierr = PetscOptionsBool("-ts_theta_extrapolate","Extrapolate stage solution from previous solution (sometimes unstable)","TSThetaSetExtrapolate",th->extrapolate,&th->extrapolate,PETSC_NULL);CHKERRQ(ierr);
162     ierr = PetscOptionsBool("-ts_theta_endpoint","Use the endpoint instead of midpoint form of the Theta method","TSThetaSetEndpoint",th->endpoint,&th->endpoint,PETSC_NULL);CHKERRQ(ierr);
163     ierr = SNESSetFromOptions(ts->snes);CHKERRQ(ierr);
164   }
165   ierr = PetscOptionsTail();CHKERRQ(ierr);
166   PetscFunctionReturn(0);
167 }
168 
169 #undef __FUNCT__
170 #define __FUNCT__ "TSView_Theta"
171 static PetscErrorCode TSView_Theta(TS ts,PetscViewer viewer)
172 {
173   TS_Theta       *th = (TS_Theta*)ts->data;
174   PetscBool       iascii;
175   PetscErrorCode  ierr;
176 
177   PetscFunctionBegin;
178   ierr = PetscTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
179   if (iascii) {
180     ierr = PetscViewerASCIIPrintf(viewer,"  Theta=%G\n",th->Theta);CHKERRQ(ierr);
181     ierr = PetscViewerASCIIPrintf(viewer,"  Extrapolation=%s\n",th->extrapolate?"yes":"no");CHKERRQ(ierr);
182   }
183   ierr = SNESView(ts->snes,viewer);CHKERRQ(ierr);
184   PetscFunctionReturn(0);
185 }
186 
187 EXTERN_C_BEGIN
188 #undef __FUNCT__
189 #define __FUNCT__ "TSThetaGetTheta_Theta"
190 PetscErrorCode  TSThetaGetTheta_Theta(TS ts,PetscReal *theta)
191 {
192   TS_Theta *th = (TS_Theta*)ts->data;
193 
194   PetscFunctionBegin;
195   *theta = th->Theta;
196   PetscFunctionReturn(0);
197 }
198 
199 #undef __FUNCT__
200 #define __FUNCT__ "TSThetaSetTheta_Theta"
201 PetscErrorCode  TSThetaSetTheta_Theta(TS ts,PetscReal theta)
202 {
203   TS_Theta *th = (TS_Theta*)ts->data;
204 
205   PetscFunctionBegin;
206   if (theta <= 0 || 1 < theta) SETERRQ1(((PetscObject)ts)->comm,PETSC_ERR_ARG_OUTOFRANGE,"Theta %G not in range (0,1]",theta);
207   th->Theta = theta;
208   PetscFunctionReturn(0);
209 }
210 
211 #undef __FUNCT__
212 #define __FUNCT__ "TSThetaSetEndpoint_Theta"
213 PetscErrorCode  TSThetaGetEndpoint_Theta(TS ts,PetscBool *endpoint)
214 {
215   TS_Theta *th = (TS_Theta*)ts->data;
216 
217   PetscFunctionBegin;
218   *endpoint = th->endpoint;
219   PetscFunctionReturn(0);
220 }
221 
222 #undef __FUNCT__
223 #define __FUNCT__ "TSThetaSetEndpoint_Theta"
224 PetscErrorCode  TSThetaSetEndpoint_Theta(TS ts,PetscBool flg)
225 {
226   TS_Theta *th = (TS_Theta*)ts->data;
227 
228   PetscFunctionBegin;
229   th->endpoint = flg;
230   PetscFunctionReturn(0);
231 }
232 EXTERN_C_END
233 
234 /* ------------------------------------------------------------ */
235 /*MC
236       TSTHETA - DAE solver using the implicit Theta method
237 
238    Level: beginner
239 
240    Notes:
241    This method can be applied to DAE.
242 
243    This method is cast as a 1-stage implicit Runge-Kutta method.
244 
245 .vb
246   Theta | Theta
247   -------------
248         |  1
249 .ve
250 
251    For the default Theta=0.5, this is also known as the implicit midpoint rule.
252 
253    When the endpoint variant is chosen, the method becomes a 2-stage method with first stage explicit:
254 
255 .vb
256   0 | 0         0
257   1 | 1-Theta   Theta
258   -------------------
259     | 1-Theta   Theta
260 .ve
261 
262    For the default Theta=0.5, this is the trapezoid rule (also known as Crank-Nicolson, see TSCN).
263 
264    To apply a diagonally implicit RK method to DAE, the stage formula
265 
266 $  Y_i = X + h sum_j a_ij Y'_j
267 
268    is interpreted as a formula for Y'_i in terms of Y_i and known stuff (Y'_j, j<i)
269 
270 .seealso:  TSCreate(), TS, TSSetType(), TSCN, TSBEULER, TSThetaSetTheta(), TSThetaSetEndpoint()
271 
272 M*/
273 EXTERN_C_BEGIN
274 #undef __FUNCT__
275 #define __FUNCT__ "TSCreate_Theta"
276 PetscErrorCode  TSCreate_Theta(TS ts)
277 {
278   TS_Theta       *th;
279   PetscErrorCode ierr;
280 
281   PetscFunctionBegin;
282   ts->ops->reset          = TSReset_Theta;
283   ts->ops->destroy        = TSDestroy_Theta;
284   ts->ops->view           = TSView_Theta;
285   ts->ops->setup          = TSSetUp_Theta;
286   ts->ops->step           = TSStep_Theta;
287   ts->ops->interpolate    = TSInterpolate_Theta;
288   ts->ops->setfromoptions = TSSetFromOptions_Theta;
289   ts->ops->snesfunction   = SNESTSFormFunction_Theta;
290   ts->ops->snesjacobian   = SNESTSFormJacobian_Theta;
291 
292   ierr = PetscNewLog(ts,TS_Theta,&th);CHKERRQ(ierr);
293   ts->data = (void*)th;
294 
295   th->extrapolate = PETSC_FALSE;
296   th->Theta       = 0.5;
297 
298   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaGetTheta_C","TSThetaGetTheta_Theta",TSThetaGetTheta_Theta);CHKERRQ(ierr);
299   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaSetTheta_C","TSThetaSetTheta_Theta",TSThetaSetTheta_Theta);CHKERRQ(ierr);
300   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaGetEndpoint_C","TSThetaGetEndpoint_Theta",TSThetaGetEndpoint_Theta);CHKERRQ(ierr);
301   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaSetEndpoint_C","TSThetaSetEndpoint_Theta",TSThetaSetEndpoint_Theta);CHKERRQ(ierr);
302   PetscFunctionReturn(0);
303 }
304 EXTERN_C_END
305 
306 #undef __FUNCT__
307 #define __FUNCT__ "TSThetaGetTheta"
308 /*@
309   TSThetaGetTheta - Get the abscissa of the stage in (0,1].
310 
311   Not Collective
312 
313   Input Parameter:
314 .  ts - timestepping context
315 
316   Output Parameter:
317 .  theta - stage abscissa
318 
319   Note:
320   Use of this function is normally only required to hack TSTHETA to use a modified integration scheme.
321 
322   Level: Advanced
323 
324 .seealso: TSThetaSetTheta()
325 @*/
326 PetscErrorCode  TSThetaGetTheta(TS ts,PetscReal *theta)
327 {
328   PetscErrorCode ierr;
329 
330   PetscFunctionBegin;
331   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
332   PetscValidPointer(theta,2);
333   ierr = PetscUseMethod(ts,"TSThetaGetTheta_C",(TS,PetscReal*),(ts,theta));CHKERRQ(ierr);
334   PetscFunctionReturn(0);
335 }
336 
337 #undef __FUNCT__
338 #define __FUNCT__ "TSThetaSetTheta"
339 /*@
340   TSThetaSetTheta - Set the abscissa of the stage in (0,1].
341 
342   Not Collective
343 
344   Input Parameter:
345 +  ts - timestepping context
346 -  theta - stage abscissa
347 
348   Options Database:
349 .  -ts_theta_theta <theta>
350 
351   Level: Intermediate
352 
353 .seealso: TSThetaGetTheta()
354 @*/
355 PetscErrorCode  TSThetaSetTheta(TS ts,PetscReal theta)
356 {
357   PetscErrorCode ierr;
358 
359   PetscFunctionBegin;
360   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
361   ierr = PetscTryMethod(ts,"TSThetaSetTheta_C",(TS,PetscReal),(ts,theta));CHKERRQ(ierr);
362   PetscFunctionReturn(0);
363 }
364 
365 #undef __FUNCT__
366 #define __FUNCT__ "TSThetaGetEndpoint"
367 /*@
368   TSThetaGetEndpoint - Gets whether to use the endpoint variant of the method (e.g. trapezoid/Crank-Nicolson instead of midpoint rule).
369 
370   Not Collective
371 
372   Input Parameter:
373 .  ts - timestepping context
374 
375   Output Parameter:
376 .  endpoint - PETSC_TRUE when using the endpoint variant
377 
378   Level: Advanced
379 
380 .seealso: TSThetaSetEndpoint(), TSTHETA, TSCN
381 @*/
382 PetscErrorCode TSThetaGetEndpoint(TS ts,PetscBool *endpoint)
383 {
384   PetscErrorCode ierr;
385 
386   PetscFunctionBegin;
387   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
388   PetscValidPointer(endpoint,2);
389   ierr = PetscTryMethod(ts,"TSThetaGetEndpoint_C",(TS,PetscBool*),(ts,endpoint));CHKERRQ(ierr);
390   PetscFunctionReturn(0);
391 }
392 
393 #undef __FUNCT__
394 #define __FUNCT__ "TSThetaSetEndpoint"
395 /*@
396   TSThetaSetEndpoint - Sets whether to use the endpoint variant of the method (e.g. trapezoid/Crank-Nicolson instead of midpoint rule).
397 
398   Not Collective
399 
400   Input Parameter:
401 +  ts - timestepping context
402 -  flg - PETSC_TRUE to use the endpoint variant
403 
404   Options Database:
405 .  -ts_theta_endpoint <flg>
406 
407   Level: Intermediate
408 
409 .seealso: TSTHETA, TSCN
410 @*/
411 PetscErrorCode TSThetaSetEndpoint(TS ts,PetscBool flg)
412 {
413   PetscErrorCode ierr;
414 
415   PetscFunctionBegin;
416   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
417   ierr = PetscTryMethod(ts,"TSThetaSetEndpoint_C",(TS,PetscBool),(ts,flg));CHKERRQ(ierr);
418   PetscFunctionReturn(0);
419 }
420 
421 /*
422  * TSBEULER and TSCN are straightforward specializations of TSTHETA.
423  * The creation functions for these specializations are below.
424  */
425 
426 #undef __FUNCT__
427 #define __FUNCT__ "TSView_BEuler"
428 static PetscErrorCode TSView_BEuler(TS ts,PetscViewer viewer)
429 {
430   PetscErrorCode ierr;
431 
432   PetscFunctionBegin;
433   ierr = SNESView(ts->snes,viewer);CHKERRQ(ierr);
434   PetscFunctionReturn(0);
435 }
436 
437 /*MC
438       TSBEULER - ODE solver using the implicit backward Euler method
439 
440   Level: beginner
441 
442 .seealso:  TSCreate(), TS, TSSetType(), TSEULER, TSCN, TSTHETA
443 
444 M*/
445 EXTERN_C_BEGIN
446 #undef __FUNCT__
447 #define __FUNCT__ "TSCreate_BEuler"
448 PetscErrorCode  TSCreate_BEuler(TS ts)
449 {
450   PetscErrorCode ierr;
451 
452   PetscFunctionBegin;
453   ierr = TSCreate_Theta(ts);CHKERRQ(ierr);
454   ierr = TSThetaSetTheta(ts,1.0);CHKERRQ(ierr);
455   ts->ops->view = TSView_BEuler;
456   PetscFunctionReturn(0);
457 }
458 EXTERN_C_END
459 
460 #undef __FUNCT__
461 #define __FUNCT__ "TSView_CN"
462 static PetscErrorCode TSView_CN(TS ts,PetscViewer viewer)
463 {
464   PetscErrorCode ierr;
465 
466   PetscFunctionBegin;
467   ierr = SNESView(ts->snes,viewer);CHKERRQ(ierr);
468   PetscFunctionReturn(0);
469 }
470 
471 /*MC
472       TSCN - ODE solver using the implicit Crank-Nicolson method.
473 
474   Level: beginner
475 
476   Notes:
477   TSCN is equivalent to TSTHETA with Theta=0.5 and the "endpoint" option set. I.e.
478 
479 $  -ts_type theta -ts_theta_theta 0.5 -ts_theta_endpoint
480 
481 .seealso:  TSCreate(), TS, TSSetType(), TSBEULER, TSTHETA
482 
483 M*/
484 EXTERN_C_BEGIN
485 #undef __FUNCT__
486 #define __FUNCT__ "TSCreate_CN"
487 PetscErrorCode  TSCreate_CN(TS ts)
488 {
489   PetscErrorCode ierr;
490 
491   PetscFunctionBegin;
492   ierr = TSCreate_Theta(ts);CHKERRQ(ierr);
493   ierr = TSThetaSetTheta(ts,0.5);CHKERRQ(ierr);
494   ierr = TSThetaSetEndpoint(ts,PETSC_TRUE);CHKERRQ(ierr);
495   ts->ops->view = TSView_CN;
496   PetscFunctionReturn(0);
497 }
498 EXTERN_C_END
499