xref: /petsc/src/ts/tutorials/ex16.c (revision b122ec5aa1bd4469eb4e0673542fb7de3f411254)
1c4762a1bSJed Brown 
2c4762a1bSJed Brown static char help[] = "Solves the van der Pol equation and demonstrate IMEX.\n\
3c4762a1bSJed Brown Input parameters include:\n\
4c4762a1bSJed Brown       -mu : stiffness parameter\n\n";
5c4762a1bSJed Brown 
6c4762a1bSJed Brown /*
7c4762a1bSJed Brown    Concepts: TS^time-dependent nonlinear problems
8c4762a1bSJed Brown    Concepts: TS^van der Pol equation
9c4762a1bSJed Brown    Processors: 1
10c4762a1bSJed Brown */
11c4762a1bSJed Brown /* ------------------------------------------------------------------------
12c4762a1bSJed Brown 
13c4762a1bSJed Brown    This program solves the van der Pol equation
14c4762a1bSJed Brown        y'' - \mu ((1-y^2)*y' - y) = 0        (1)
15c4762a1bSJed Brown    on the domain 0 <= x <= 1, with the boundary conditions
16c4762a1bSJed Brown        y(0) = 2, y'(0) = - 2/3 +10/(81*\mu) - 292/(2187*\mu^2),
17c4762a1bSJed Brown    This is a nonlinear equation. The well prepared initial condition gives errors that are not dominated by the first few steps of the method when \mu is large.
18c4762a1bSJed Brown 
19c4762a1bSJed Brown    Notes:
20c4762a1bSJed Brown    This code demonstrates the TS solver interface to two variants of
21c4762a1bSJed Brown    linear problems, u_t = f(u,t), namely turning (1) into a system of
22c4762a1bSJed Brown    first order differential equations,
23c4762a1bSJed Brown 
24c4762a1bSJed Brown    [ y' ] = [          z            ]
25c4762a1bSJed Brown    [ z' ]   [ \mu ((1 - y^2) z - y) ]
26c4762a1bSJed Brown 
27c4762a1bSJed Brown    which then we can write as a vector equation
28c4762a1bSJed Brown 
29c4762a1bSJed Brown    [ u_1' ] = [             u_2           ]  (2)
30c4762a1bSJed Brown    [ u_2' ]   [ \mu (1 - u_1^2) u_2 - u_1 ]
31c4762a1bSJed Brown 
32c4762a1bSJed Brown    which is now in the desired form of u_t = f(u,t). One way that we
33c4762a1bSJed Brown    can split f(u,t) in (2) is to split by component,
34c4762a1bSJed Brown 
35c4762a1bSJed Brown    [ u_1' ] = [ u_2 ] + [            0                ]
36c4762a1bSJed Brown    [ u_2' ]   [  0  ]   [ \mu ((1 - u_1^2) u_2 - u_1) ]
37c4762a1bSJed Brown 
38c4762a1bSJed Brown    where
39c4762a1bSJed Brown 
405ab1ac2bSHong Zhang    [ G(u,t) ] = [ u_2 ]
41c4762a1bSJed Brown                 [  0  ]
42c4762a1bSJed Brown 
43c4762a1bSJed Brown    and
44c4762a1bSJed Brown 
455ab1ac2bSHong Zhang    [ F(u',u,t) ] = [ u_1' ] - [            0                ]
46c4762a1bSJed Brown                    [ u_2' ]   [ \mu ((1 - u_1^2) u_2 - u_1) ]
47c4762a1bSJed Brown 
485ab1ac2bSHong Zhang    Using the definition of the Jacobian of F (from the PETSc user manual),
495ab1ac2bSHong Zhang    in the equation F(u',u,t) = G(u,t),
50c4762a1bSJed Brown 
515ab1ac2bSHong Zhang               dF   dF
525ab1ac2bSHong Zhang    J(F) = a * -- - --
53c4762a1bSJed Brown               du'  du
54c4762a1bSJed Brown 
55c4762a1bSJed Brown    where d is the partial derivative. In this example,
56c4762a1bSJed Brown 
575ab1ac2bSHong Zhang    dF   [ 1 ; 0 ]
58c4762a1bSJed Brown    -- = [       ]
59c4762a1bSJed Brown    du'  [ 0 ; 1 ]
60c4762a1bSJed Brown 
615ab1ac2bSHong Zhang    dF   [       0             ;         0        ]
62c4762a1bSJed Brown    -- = [                                        ]
63c4762a1bSJed Brown    du   [ -\mu (2*u_1*u_2 + 1);  \mu (1 - u_1^2) ]
64c4762a1bSJed Brown 
65c4762a1bSJed Brown    Hence,
66c4762a1bSJed Brown 
67c4762a1bSJed Brown           [      a             ;          0          ]
685ab1ac2bSHong Zhang    J(F) = [                                          ]
69c4762a1bSJed Brown           [ \mu (2*u_1*u_2 + 1); a - \mu (1 - u_1^2) ]
70c4762a1bSJed Brown 
71c4762a1bSJed Brown   ------------------------------------------------------------------------- */
72c4762a1bSJed Brown 
73c4762a1bSJed Brown #include <petscts.h>
74c4762a1bSJed Brown 
75c4762a1bSJed Brown typedef struct _n_User *User;
76c4762a1bSJed Brown struct _n_User {
77c4762a1bSJed Brown   PetscReal mu;
78c4762a1bSJed Brown   PetscBool imex;
79c4762a1bSJed Brown   PetscReal next_output;
80c4762a1bSJed Brown };
81c4762a1bSJed Brown 
82c4762a1bSJed Brown /*
830e3d61c9SBarry Smith    User-defined routines
84c4762a1bSJed Brown */
85c4762a1bSJed Brown static PetscErrorCode RHSFunction(TS ts,PetscReal t,Vec X,Vec F,void *ctx)
86c4762a1bSJed Brown {
87c4762a1bSJed Brown   User              user = (User)ctx;
88c4762a1bSJed Brown   PetscScalar       *f;
89c4762a1bSJed Brown   const PetscScalar *x;
90c4762a1bSJed Brown 
91c4762a1bSJed Brown   PetscFunctionBeginUser;
925f80ce2aSJacob Faibussowitsch   CHKERRQ(VecGetArrayRead(X,&x));
935f80ce2aSJacob Faibussowitsch   CHKERRQ(VecGetArray(F,&f));
94c4762a1bSJed Brown   f[0] = (user->imex ? x[1] : 0);
95c4762a1bSJed Brown   f[1] = 0.0;
965f80ce2aSJacob Faibussowitsch   CHKERRQ(VecRestoreArrayRead(X,&x));
975f80ce2aSJacob Faibussowitsch   CHKERRQ(VecRestoreArray(F,&f));
98c4762a1bSJed Brown   PetscFunctionReturn(0);
99c4762a1bSJed Brown }
100c4762a1bSJed Brown 
101c4762a1bSJed Brown static PetscErrorCode IFunction(TS ts,PetscReal t,Vec X,Vec Xdot,Vec F,void *ctx)
102c4762a1bSJed Brown {
103c4762a1bSJed Brown   User              user = (User)ctx;
104c4762a1bSJed Brown   const PetscScalar *x,*xdot;
105c4762a1bSJed Brown   PetscScalar       *f;
106c4762a1bSJed Brown 
107c4762a1bSJed Brown   PetscFunctionBeginUser;
1085f80ce2aSJacob Faibussowitsch   CHKERRQ(VecGetArrayRead(X,&x));
1095f80ce2aSJacob Faibussowitsch   CHKERRQ(VecGetArrayRead(Xdot,&xdot));
1105f80ce2aSJacob Faibussowitsch   CHKERRQ(VecGetArray(F,&f));
111c4762a1bSJed Brown   f[0] = xdot[0] + (user->imex ? 0 : x[1]);
112c4762a1bSJed Brown   f[1] = xdot[1] - user->mu*((1. - x[0]*x[0])*x[1] - x[0]);
1135f80ce2aSJacob Faibussowitsch   CHKERRQ(VecRestoreArrayRead(X,&x));
1145f80ce2aSJacob Faibussowitsch   CHKERRQ(VecRestoreArrayRead(Xdot,&xdot));
1155f80ce2aSJacob Faibussowitsch   CHKERRQ(VecRestoreArray(F,&f));
116c4762a1bSJed Brown   PetscFunctionReturn(0);
117c4762a1bSJed Brown }
118c4762a1bSJed Brown 
119c4762a1bSJed Brown static PetscErrorCode IJacobian(TS ts,PetscReal t,Vec X,Vec Xdot,PetscReal a,Mat A,Mat B,void *ctx)
120c4762a1bSJed Brown {
121c4762a1bSJed Brown   User              user     = (User)ctx;
122c4762a1bSJed Brown   PetscReal         mu       = user->mu;
123c4762a1bSJed Brown   PetscInt          rowcol[] = {0,1};
124c4762a1bSJed Brown   const PetscScalar *x;
125c4762a1bSJed Brown   PetscScalar       J[2][2];
126c4762a1bSJed Brown 
127c4762a1bSJed Brown   PetscFunctionBeginUser;
1285f80ce2aSJacob Faibussowitsch   CHKERRQ(VecGetArrayRead(X,&x));
129c4762a1bSJed Brown   J[0][0] = a;                    J[0][1] = (user->imex ? 0 : 1.);
130c4762a1bSJed Brown   J[1][0] = mu*(2.*x[0]*x[1]+1.);   J[1][1] = a - mu*(1. - x[0]*x[0]);
1315f80ce2aSJacob Faibussowitsch   CHKERRQ(MatSetValues(B,2,rowcol,2,rowcol,&J[0][0],INSERT_VALUES));
1325f80ce2aSJacob Faibussowitsch   CHKERRQ(VecRestoreArrayRead(X,&x));
133c4762a1bSJed Brown 
1345f80ce2aSJacob Faibussowitsch   CHKERRQ(MatAssemblyBegin(A,MAT_FINAL_ASSEMBLY));
1355f80ce2aSJacob Faibussowitsch   CHKERRQ(MatAssemblyEnd(A,MAT_FINAL_ASSEMBLY));
136c4762a1bSJed Brown   if (A != B) {
1375f80ce2aSJacob Faibussowitsch     CHKERRQ(MatAssemblyBegin(B,MAT_FINAL_ASSEMBLY));
1385f80ce2aSJacob Faibussowitsch     CHKERRQ(MatAssemblyEnd(B,MAT_FINAL_ASSEMBLY));
139c4762a1bSJed Brown   }
140c4762a1bSJed Brown   PetscFunctionReturn(0);
141c4762a1bSJed Brown }
142c4762a1bSJed Brown 
143c4762a1bSJed Brown static PetscErrorCode RegisterMyARK2(void)
144c4762a1bSJed Brown {
145c4762a1bSJed Brown   PetscFunctionBeginUser;
146c4762a1bSJed Brown   {
147c4762a1bSJed Brown     const PetscReal
148c4762a1bSJed Brown       A[3][3] = {{0,0,0},
149c4762a1bSJed Brown                  {0.41421356237309504880,0,0},
150c4762a1bSJed Brown                  {0.75,0.25,0}},
151c4762a1bSJed Brown       At[3][3] = {{0,0,0},
152c4762a1bSJed Brown                   {0.12132034355964257320,0.29289321881345247560,0},
153c4762a1bSJed Brown                   {0.20710678118654752440,0.50000000000000000000,0.29289321881345247560}},
154c4762a1bSJed Brown       *bembedt = NULL,*bembed = NULL;
1555f80ce2aSJacob Faibussowitsch     CHKERRQ(TSARKIMEXRegister("myark2",2,3,&At[0][0],NULL,NULL,&A[0][0],NULL,NULL,bembedt,bembed,0,NULL,NULL));
156c4762a1bSJed Brown   }
157c4762a1bSJed Brown   PetscFunctionReturn(0);
158c4762a1bSJed Brown }
159c4762a1bSJed Brown 
160c4762a1bSJed Brown /* Monitor timesteps and use interpolation to output at integer multiples of 0.1 */
161c4762a1bSJed Brown static PetscErrorCode Monitor(TS ts,PetscInt step,PetscReal t,Vec X,void *ctx)
162c4762a1bSJed Brown {
163c4762a1bSJed Brown   const PetscScalar *x;
164c4762a1bSJed Brown   PetscReal         tfinal, dt;
165c4762a1bSJed Brown   User              user = (User)ctx;
166c4762a1bSJed Brown   Vec               interpolatedX;
167c4762a1bSJed Brown 
168c4762a1bSJed Brown   PetscFunctionBeginUser;
1695f80ce2aSJacob Faibussowitsch   CHKERRQ(TSGetTimeStep(ts,&dt));
1705f80ce2aSJacob Faibussowitsch   CHKERRQ(TSGetMaxTime(ts,&tfinal));
171c4762a1bSJed Brown 
172c4762a1bSJed Brown   while (user->next_output <= t && user->next_output <= tfinal) {
1735f80ce2aSJacob Faibussowitsch     CHKERRQ(VecDuplicate(X,&interpolatedX));
1745f80ce2aSJacob Faibussowitsch     CHKERRQ(TSInterpolate(ts,user->next_output,interpolatedX));
1755f80ce2aSJacob Faibussowitsch     CHKERRQ(VecGetArrayRead(interpolatedX,&x));
1765f80ce2aSJacob Faibussowitsch     CHKERRQ(PetscPrintf(PETSC_COMM_WORLD,"[%.1f] %D TS %.6f (dt = %.6f) X % 12.6e % 12.6e\n",user->next_output,step,t,dt,(double)PetscRealPart(x[0]),(double)PetscRealPart(x[1])));
1775f80ce2aSJacob Faibussowitsch     CHKERRQ(VecRestoreArrayRead(interpolatedX,&x));
1785f80ce2aSJacob Faibussowitsch     CHKERRQ(VecDestroy(&interpolatedX));
179c4762a1bSJed Brown 
180c4762a1bSJed Brown     user->next_output += 0.1;
181c4762a1bSJed Brown   }
182c4762a1bSJed Brown   PetscFunctionReturn(0);
183c4762a1bSJed Brown }
184c4762a1bSJed Brown 
185c4762a1bSJed Brown int main(int argc,char **argv)
186c4762a1bSJed Brown {
187c4762a1bSJed Brown   TS             ts;            /* nonlinear solver */
188c4762a1bSJed Brown   Vec            x;             /* solution, residual vectors */
189c4762a1bSJed Brown   Mat            A;             /* Jacobian matrix */
190c4762a1bSJed Brown   PetscInt       steps;
191c4762a1bSJed Brown   PetscReal      ftime = 0.5;
192c4762a1bSJed Brown   PetscBool      monitor = PETSC_FALSE;
193c4762a1bSJed Brown   PetscScalar    *x_ptr;
194c4762a1bSJed Brown   PetscMPIInt    size;
195c4762a1bSJed Brown   struct _n_User user;
196c4762a1bSJed Brown 
197c4762a1bSJed Brown   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
198c4762a1bSJed Brown      Initialize program
199c4762a1bSJed Brown      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
200*b122ec5aSJacob Faibussowitsch   CHKERRQ(PetscInitialize(&argc,&argv,NULL,help));
2015f80ce2aSJacob Faibussowitsch   CHKERRMPI(MPI_Comm_size(PETSC_COMM_WORLD,&size));
2023c633725SBarry Smith   PetscCheck(size == 1,PETSC_COMM_WORLD,PETSC_ERR_WRONG_MPI_SIZE,"This is a uniprocessor example only!");
203c4762a1bSJed Brown 
2045f80ce2aSJacob Faibussowitsch   CHKERRQ(RegisterMyARK2());
205c4762a1bSJed Brown 
206c4762a1bSJed Brown   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
207c4762a1bSJed Brown     Set runtime options
208c4762a1bSJed Brown     - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
209c4762a1bSJed Brown   user.mu          = 1000.0;
210c4762a1bSJed Brown   user.imex        = PETSC_TRUE;
211c4762a1bSJed Brown   user.next_output = 0.0;
212c4762a1bSJed Brown 
2135f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscOptionsGetReal(NULL,NULL,"-mu",&user.mu,NULL));
2145f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscOptionsGetBool(NULL,NULL,"-imex",&user.imex,NULL));
2155f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscOptionsGetBool(NULL,NULL,"-monitor",&monitor,NULL));
216c4762a1bSJed Brown 
217c4762a1bSJed Brown   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
218c4762a1bSJed Brown     Create necessary matrix and vectors, solve same ODE on every process
219c4762a1bSJed Brown     - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
2205f80ce2aSJacob Faibussowitsch   CHKERRQ(MatCreate(PETSC_COMM_WORLD,&A));
2215f80ce2aSJacob Faibussowitsch   CHKERRQ(MatSetSizes(A,PETSC_DECIDE,PETSC_DECIDE,2,2));
2225f80ce2aSJacob Faibussowitsch   CHKERRQ(MatSetFromOptions(A));
2235f80ce2aSJacob Faibussowitsch   CHKERRQ(MatSetUp(A));
2245f80ce2aSJacob Faibussowitsch   CHKERRQ(MatCreateVecs(A,&x,NULL));
225c4762a1bSJed Brown 
226c4762a1bSJed Brown   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
227c4762a1bSJed Brown      Create timestepping solver context
228c4762a1bSJed Brown      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
2295f80ce2aSJacob Faibussowitsch   CHKERRQ(TSCreate(PETSC_COMM_WORLD,&ts));
2305f80ce2aSJacob Faibussowitsch   CHKERRQ(TSSetType(ts,TSBEULER));
2315f80ce2aSJacob Faibussowitsch   CHKERRQ(TSSetRHSFunction(ts,NULL,RHSFunction,&user));
2325f80ce2aSJacob Faibussowitsch   CHKERRQ(TSSetIFunction(ts,NULL,IFunction,&user));
2335f80ce2aSJacob Faibussowitsch   CHKERRQ(TSSetIJacobian(ts,A,A,IJacobian,&user));
2345f80ce2aSJacob Faibussowitsch   CHKERRQ(TSSetMaxTime(ts,ftime));
2355f80ce2aSJacob Faibussowitsch   CHKERRQ(TSSetExactFinalTime(ts,TS_EXACTFINALTIME_STEPOVER));
236c4762a1bSJed Brown   if (monitor) {
2375f80ce2aSJacob Faibussowitsch     CHKERRQ(TSMonitorSet(ts,Monitor,&user,NULL));
238c4762a1bSJed Brown   }
239c4762a1bSJed Brown 
240c4762a1bSJed Brown   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
241c4762a1bSJed Brown      Set initial conditions
242c4762a1bSJed Brown    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
2435f80ce2aSJacob Faibussowitsch   CHKERRQ(VecGetArray(x,&x_ptr));
244c4762a1bSJed Brown   x_ptr[0] = 2.0;
245c4762a1bSJed Brown   x_ptr[1] = -2.0/3.0 + 10.0/(81.0*user.mu) - 292.0/(2187.0*user.mu*user.mu);
2465f80ce2aSJacob Faibussowitsch   CHKERRQ(VecRestoreArray(x,&x_ptr));
2475f80ce2aSJacob Faibussowitsch   CHKERRQ(TSSetTimeStep(ts,0.01));
248c4762a1bSJed Brown 
249c4762a1bSJed Brown   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
250c4762a1bSJed Brown      Set runtime options
251c4762a1bSJed Brown    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
2525f80ce2aSJacob Faibussowitsch   CHKERRQ(TSSetFromOptions(ts));
253c4762a1bSJed Brown 
254c4762a1bSJed Brown   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
255c4762a1bSJed Brown      Solve nonlinear system
256c4762a1bSJed Brown      - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
2575f80ce2aSJacob Faibussowitsch   CHKERRQ(TSSolve(ts,x));
2585f80ce2aSJacob Faibussowitsch   CHKERRQ(TSGetSolveTime(ts,&ftime));
2595f80ce2aSJacob Faibussowitsch   CHKERRQ(TSGetStepNumber(ts,&steps));
2605f80ce2aSJacob Faibussowitsch   CHKERRQ(PetscPrintf(PETSC_COMM_WORLD,"mu %g, steps %D, ftime %g\n",(double)user.mu,steps,(double)ftime));
2615f80ce2aSJacob Faibussowitsch   CHKERRQ(VecView(x,PETSC_VIEWER_STDOUT_WORLD));
262c4762a1bSJed Brown 
263c4762a1bSJed Brown   /* - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -
264c4762a1bSJed Brown      Free work space.  All PETSc objects should be destroyed when they
265c4762a1bSJed Brown      are no longer needed.
266c4762a1bSJed Brown    - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - */
2675f80ce2aSJacob Faibussowitsch   CHKERRQ(MatDestroy(&A));
2685f80ce2aSJacob Faibussowitsch   CHKERRQ(VecDestroy(&x));
2695f80ce2aSJacob Faibussowitsch   CHKERRQ(TSDestroy(&ts));
270c4762a1bSJed Brown 
271*b122ec5aSJacob Faibussowitsch   CHKERRQ(PetscFinalize());
272*b122ec5aSJacob Faibussowitsch   return 0;
273c4762a1bSJed Brown }
274c4762a1bSJed Brown 
275c4762a1bSJed Brown /*TEST
276c4762a1bSJed Brown 
277c4762a1bSJed Brown     test:
278c4762a1bSJed Brown       args: -ts_type arkimex -ts_arkimex_type myark2 -ts_adapt_type none
279c4762a1bSJed Brown       requires: !single
280c4762a1bSJed Brown 
281c4762a1bSJed Brown TEST*/
282