xref: /petsc/src/ts/impls/implicit/theta/theta.c (revision 372a11c8fea9cae41ede589c3e18dbb84eb3c93d)
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,"TSThetaSetEndpoint_C","",PETSC_NULL);CHKERRQ(ierr);
100   PetscFunctionReturn(0);
101 }
102 
103 /*
104   This defines the nonlinear equation that is to be solved with SNES
105   G(U) = F[t0+Theta*dt, U, (U-U0)*shift] = 0
106 */
107 #undef __FUNCT__
108 #define __FUNCT__ "SNESTSFormFunction_Theta"
109 static PetscErrorCode SNESTSFormFunction_Theta(SNES snes,Vec x,Vec y,TS ts)
110 {
111   TS_Theta       *th = (TS_Theta*)ts->data;
112   PetscErrorCode ierr;
113 
114   PetscFunctionBegin;
115   /* When using the endpoint variant, this is actually 1/Theta * Xdot */
116   ierr = VecAXPBYPCZ(th->Xdot,-th->shift,th->shift,0,ts->vec_sol,x);CHKERRQ(ierr);
117   ierr = TSComputeIFunction(ts,th->stage_time,x,th->Xdot,y,PETSC_FALSE);CHKERRQ(ierr);
118   PetscFunctionReturn(0);
119 }
120 
121 #undef __FUNCT__
122 #define __FUNCT__ "SNESTSFormJacobian_Theta"
123 static PetscErrorCode SNESTSFormJacobian_Theta(SNES snes,Vec x,Mat *A,Mat *B,MatStructure *str,TS ts)
124 {
125   TS_Theta       *th = (TS_Theta*)ts->data;
126   PetscErrorCode ierr;
127 
128   PetscFunctionBegin;
129   /* th->Xdot has already been computed in SNESTSFormFunction_Theta (SNES guarantees this) */
130   ierr = TSComputeIJacobian(ts,th->stage_time,x,th->Xdot,th->shift,A,B,str,PETSC_FALSE);CHKERRQ(ierr);
131   PetscFunctionReturn(0);
132 }
133 
134 
135 #undef __FUNCT__
136 #define __FUNCT__ "TSSetUp_Theta"
137 static PetscErrorCode TSSetUp_Theta(TS ts)
138 {
139   TS_Theta       *th = (TS_Theta*)ts->data;
140   PetscErrorCode ierr;
141 
142   PetscFunctionBegin;
143   ierr = VecDuplicate(ts->vec_sol,&th->X);CHKERRQ(ierr);
144   ierr = VecDuplicate(ts->vec_sol,&th->Xdot);CHKERRQ(ierr);
145   PetscFunctionReturn(0);
146 }
147 /*------------------------------------------------------------*/
148 
149 #undef __FUNCT__
150 #define __FUNCT__ "TSSetFromOptions_Theta"
151 static PetscErrorCode TSSetFromOptions_Theta(TS ts)
152 {
153   TS_Theta       *th = (TS_Theta*)ts->data;
154   PetscErrorCode ierr;
155 
156   PetscFunctionBegin;
157   ierr = PetscOptionsHead("Theta ODE solver options");CHKERRQ(ierr);
158   {
159     ierr = PetscOptionsReal("-ts_theta_theta","Location of stage (0<Theta<=1)","TSThetaSetTheta",th->Theta,&th->Theta,PETSC_NULL);CHKERRQ(ierr);
160     ierr = PetscOptionsBool("-ts_theta_extrapolate","Extrapolate stage solution from previous solution (sometimes unstable)","TSThetaSetExtrapolate",th->extrapolate,&th->extrapolate,PETSC_NULL);CHKERRQ(ierr);
161     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);
162     ierr = SNESSetFromOptions(ts->snes);CHKERRQ(ierr);
163   }
164   ierr = PetscOptionsTail();CHKERRQ(ierr);
165   PetscFunctionReturn(0);
166 }
167 
168 #undef __FUNCT__
169 #define __FUNCT__ "TSView_Theta"
170 static PetscErrorCode TSView_Theta(TS ts,PetscViewer viewer)
171 {
172   TS_Theta       *th = (TS_Theta*)ts->data;
173   PetscBool       iascii;
174   PetscErrorCode  ierr;
175 
176   PetscFunctionBegin;
177   ierr = PetscTypeCompare((PetscObject)viewer,PETSCVIEWERASCII,&iascii);CHKERRQ(ierr);
178   if (iascii) {
179     ierr = PetscViewerASCIIPrintf(viewer,"  Theta=%G\n",th->Theta);CHKERRQ(ierr);
180     ierr = PetscViewerASCIIPrintf(viewer,"  Extrapolation=%s\n",th->extrapolate?"yes":"no");CHKERRQ(ierr);
181   }
182   ierr = SNESView(ts->snes,viewer);CHKERRQ(ierr);
183   PetscFunctionReturn(0);
184 }
185 
186 EXTERN_C_BEGIN
187 #undef __FUNCT__
188 #define __FUNCT__ "TSThetaGetTheta_Theta"
189 PetscErrorCode  TSThetaGetTheta_Theta(TS ts,PetscReal *theta)
190 {
191   TS_Theta *th = (TS_Theta*)ts->data;
192 
193   PetscFunctionBegin;
194   *theta = th->Theta;
195   PetscFunctionReturn(0);
196 }
197 
198 #undef __FUNCT__
199 #define __FUNCT__ "TSThetaSetTheta_Theta"
200 PetscErrorCode  TSThetaSetTheta_Theta(TS ts,PetscReal theta)
201 {
202   TS_Theta *th = (TS_Theta*)ts->data;
203 
204   PetscFunctionBegin;
205   if (theta <= 0 || 1 < theta) SETERRQ1(((PetscObject)ts)->comm,PETSC_ERR_ARG_OUTOFRANGE,"Theta %G not in range (0,1]",theta);
206   th->Theta = theta;
207   PetscFunctionReturn(0);
208 }
209 
210 #undef __FUNCT__
211 #define __FUNCT__ "TSThetaSetEndpoint_Theta"
212 PetscErrorCode  TSThetaSetEndpoint_Theta(TS ts,PetscBool flg)
213 {
214   TS_Theta *th = (TS_Theta*)ts->data;
215 
216   PetscFunctionBegin;
217   th->endpoint = flg;
218   PetscFunctionReturn(0);
219 }
220 EXTERN_C_END
221 
222 /* ------------------------------------------------------------ */
223 /*MC
224       TSTHETA - DAE solver using the implicit Theta method
225 
226    Level: beginner
227 
228    Notes:
229    This method can be applied to DAE.
230 
231    This method is cast as a 1-stage implicit Runge-Kutta method.
232 
233 .vb
234   Theta | Theta
235   -------------
236         |  1
237 .ve
238 
239    For the default Theta=0.5, this is also known as the implicit midpoint rule.
240 
241    When the endpoint variant is chosen, the method becomes a 2-stage method with first stage explicit:
242 
243 .vb
244   0 | 0         0
245   1 | 1-Theta   Theta
246   -------------------
247     | 1-Theta   Theta
248 .ve
249 
250    For the default Theta=0.5, this is the trapezoid rule (also known as Crank-Nicolson, see TSCN).
251 
252    To apply a diagonally implicit RK method to DAE, the stage formula
253 
254 $  Y_i = X + h sum_j a_ij Y'_j
255 
256    is interpreted as a formula for Y'_i in terms of Y_i and known stuff (Y'_j, j<i)
257 
258 .seealso:  TSCreate(), TS, TSSetType(), TSCN, TSBEULER, TSThetaSetTheta(), TSThetaSetEndpoint()
259 
260 M*/
261 EXTERN_C_BEGIN
262 #undef __FUNCT__
263 #define __FUNCT__ "TSCreate_Theta"
264 PetscErrorCode  TSCreate_Theta(TS ts)
265 {
266   TS_Theta       *th;
267   PetscErrorCode ierr;
268 
269   PetscFunctionBegin;
270   ts->ops->reset          = TSReset_Theta;
271   ts->ops->destroy        = TSDestroy_Theta;
272   ts->ops->view           = TSView_Theta;
273   ts->ops->setup          = TSSetUp_Theta;
274   ts->ops->step           = TSStep_Theta;
275   ts->ops->interpolate    = TSInterpolate_Theta;
276   ts->ops->setfromoptions = TSSetFromOptions_Theta;
277   ts->ops->snesfunction   = SNESTSFormFunction_Theta;
278   ts->ops->snesjacobian   = SNESTSFormJacobian_Theta;
279 
280   ierr = PetscNewLog(ts,TS_Theta,&th);CHKERRQ(ierr);
281   ts->data = (void*)th;
282 
283   th->extrapolate = PETSC_FALSE;
284   th->Theta       = 0.5;
285 
286   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaGetTheta_C","TSThetaGetTheta_Theta",TSThetaGetTheta_Theta);CHKERRQ(ierr);
287   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaSetTheta_C","TSThetaSetTheta_Theta",TSThetaSetTheta_Theta);CHKERRQ(ierr);
288   ierr = PetscObjectComposeFunctionDynamic((PetscObject)ts,"TSThetaSetEndpoint_C","TSThetaSetEndpoint_Theta",TSThetaSetEndpoint_Theta);CHKERRQ(ierr);
289   PetscFunctionReturn(0);
290 }
291 EXTERN_C_END
292 
293 #undef __FUNCT__
294 #define __FUNCT__ "TSThetaGetTheta"
295 /*@
296   TSThetaGetTheta - Get the abscissa of the stage in (0,1].
297 
298   Not Collective
299 
300   Input Parameter:
301 .  ts - timestepping context
302 
303   Output Parameter:
304 .  theta - stage abscissa
305 
306   Note:
307   Use of this function is normally only required to hack TSTHETA to use a modified integration scheme.
308 
309   Level: Advanced
310 
311 .seealso: TSThetaSetTheta()
312 @*/
313 PetscErrorCode  TSThetaGetTheta(TS ts,PetscReal *theta)
314 {
315   PetscErrorCode ierr;
316 
317   PetscFunctionBegin;
318   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
319   PetscValidPointer(theta,2);
320   ierr = PetscUseMethod(ts,"TSThetaGetTheta_C",(TS,PetscReal*),(ts,theta));CHKERRQ(ierr);
321   PetscFunctionReturn(0);
322 }
323 
324 #undef __FUNCT__
325 #define __FUNCT__ "TSThetaSetTheta"
326 /*@
327   TSThetaSetTheta - Set the abscissa of the stage in (0,1].
328 
329   Not Collective
330 
331   Input Parameter:
332 +  ts - timestepping context
333 -  theta - stage abscissa
334 
335   Options Database:
336 .  -ts_theta_theta <theta>
337 
338   Level: Intermediate
339 
340 .seealso: TSThetaGetTheta()
341 @*/
342 PetscErrorCode  TSThetaSetTheta(TS ts,PetscReal theta)
343 {
344   PetscErrorCode ierr;
345 
346   PetscFunctionBegin;
347   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
348   ierr = PetscTryMethod(ts,"TSThetaSetTheta_C",(TS,PetscReal),(ts,theta));CHKERRQ(ierr);
349   PetscFunctionReturn(0);
350 }
351 
352 #undef __FUNCT__
353 #define __FUNCT__ "TSThetaSetEndpoint"
354 /*@
355   TSThetaSetEndpoint - Sets whether to use the endpoint variant of the method (e.g. trapezoid/Crank-Nicolson instead of midpoint rule).
356 
357   Not Collective
358 
359   Input Parameter:
360 +  ts - timestepping context
361 -  flg - PETSC_TRUE to use the endpoint variant
362 
363   Options Database:
364 .  -ts_theta_endpoint <flg>
365 
366   Level: Intermediate
367 
368 .seealso: TSTHETA, TSCN
369 @*/
370 PetscErrorCode TSThetaSetEndpoint(TS ts,PetscBool flg)
371 {
372   PetscErrorCode ierr;
373 
374   PetscFunctionBegin;
375   PetscValidHeaderSpecific(ts,TS_CLASSID,1);
376   ierr = PetscTryMethod(ts,"TSThetaSetEndpoint_C",(TS,PetscBool),(ts,flg));CHKERRQ(ierr);
377   PetscFunctionReturn(0);
378 }
379 
380 /*
381  * TSBEULER and TSCN are straightforward specializations of TSTHETA.
382  * The creation functions for these specializations are below.
383  */
384 
385 #undef __FUNCT__
386 #define __FUNCT__ "TSView_BEuler"
387 static PetscErrorCode TSView_BEuler(TS ts,PetscViewer viewer)
388 {
389   PetscErrorCode ierr;
390 
391   PetscFunctionBegin;
392   ierr = SNESView(ts->snes,viewer);CHKERRQ(ierr);
393   PetscFunctionReturn(0);
394 }
395 
396 /*MC
397       TSBEULER - ODE solver using the implicit backward Euler method
398 
399   Level: beginner
400 
401 .seealso:  TSCreate(), TS, TSSetType(), TSEULER, TSCN, TSTHETA
402 
403 M*/
404 EXTERN_C_BEGIN
405 #undef __FUNCT__
406 #define __FUNCT__ "TSCreate_BEuler"
407 PetscErrorCode  TSCreate_BEuler(TS ts)
408 {
409   PetscErrorCode ierr;
410 
411   PetscFunctionBegin;
412   ierr = TSCreate_Theta(ts);CHKERRQ(ierr);
413   ierr = TSThetaSetTheta(ts,1.0);CHKERRQ(ierr);
414   ts->ops->view = TSView_BEuler;
415   PetscFunctionReturn(0);
416 }
417 EXTERN_C_END
418 
419 #undef __FUNCT__
420 #define __FUNCT__ "TSView_CN"
421 static PetscErrorCode TSView_CN(TS ts,PetscViewer viewer)
422 {
423   PetscErrorCode ierr;
424 
425   PetscFunctionBegin;
426   ierr = SNESView(ts->snes,viewer);CHKERRQ(ierr);
427   PetscFunctionReturn(0);
428 }
429 
430 /*MC
431       TSCN - ODE solver using the implicit Crank-Nicolson method.
432 
433   Level: beginner
434 
435   Notes:
436   TSCN is equivalent to TSTHETA with Theta=0.5 and the "endpoint" option set. I.e.
437 
438 $  -ts_type theta -ts_theta_theta 0.5 -ts_theta_endpoint
439 
440 .seealso:  TSCreate(), TS, TSSetType(), TSBEULER, TSTHETA
441 
442 M*/
443 EXTERN_C_BEGIN
444 #undef __FUNCT__
445 #define __FUNCT__ "TSCreate_CN"
446 PetscErrorCode  TSCreate_CN(TS ts)
447 {
448   PetscErrorCode ierr;
449 
450   PetscFunctionBegin;
451   ierr = TSCreate_Theta(ts);CHKERRQ(ierr);
452   ierr = TSThetaSetTheta(ts,0.5);CHKERRQ(ierr);
453   ierr = TSThetaSetEndpoint(ts,PETSC_TRUE);CHKERRQ(ierr);
454   ts->ops->view = TSView_CN;
455   PetscFunctionReturn(0);
456 }
457 EXTERN_C_END
458