Tempus Version of the Day
Time Integration
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ModelEvaluator for forming adjoint sensitivity equations. More...
#include <Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp>
Public Types | |
typedef Thyra::VectorBase< Scalar > | Vector |
typedef Thyra::MultiVectorBase< Scalar > | MultiVector |
Public Member Functions | |
AdjointAuxSensitivityModelEvaluator (const Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > &model, const Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > &adjoint_model, const Scalar &t_init, const Scalar &t_final, const Teuchos::RCP< const Teuchos::ParameterList > &pList=Teuchos::null) | |
Constructor. | |
Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > | getModel () const |
Get the underlying model 'f'. | |
Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > | getAdjointModel () const |
Get the underlying adjoint model. | |
void | setFinalTime (const Scalar t_final) |
Set the final time from the forward evaluation. | |
void | setForwardSolutionHistory (const Teuchos::RCP< const Tempus::SolutionHistory< Scalar > > &sh) |
Set solution history from forward evaluation. | |
Public functions overridden from ModelEvaulator. | |
typedef Thyra::DefaultProductVectorSpace< Scalar > | DPVS |
typedef Thyra::DefaultProductVector< Scalar > | DPV |
typedef Thyra::DefaultMultiVectorProductVectorSpace< Scalar > | DMVPVS |
typedef Thyra::DefaultMultiVectorProductVector< Scalar > | DMVPV |
Thyra::ModelEvaluatorBase::InArgs< Scalar > | prototypeInArgs_ |
Thyra::ModelEvaluatorBase::OutArgs< Scalar > | prototypeOutArgs_ |
Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > | model_ |
Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > | adjoint_model_ |
Teuchos::RCP< const DMVPVS > | adjoint_space_ |
Teuchos::RCP< const DMVPVS > | residual_space_ |
Teuchos::RCP< const DMVPVS > | response_space_ |
Teuchos::RCP< const DPVS > | x_prod_space_ |
Teuchos::RCP< const DPVS > | f_prod_space_ |
Teuchos::RCP< const Tempus::SolutionHistory< Scalar > > | sh_ |
Scalar | t_init_ |
Scalar | t_final_ |
bool | mass_matrix_is_constant_ |
bool | mass_matrix_is_identity_ |
int | p_index_ |
int | g_index_ |
int | num_adjoint_ |
bool | mass_matrix_is_computed_ |
Teuchos::RCP< Thyra::LinearOpBase< Scalar > > | my_dfdx_ |
Teuchos::RCP< Thyra::LinearOpBase< Scalar > > | my_dfdxdot_ |
Teuchos::RCP< Thyra::LinearOpBase< Scalar > > | my_dfdp_op_ |
Teuchos::RCP< Thyra::MultiVectorBase< Scalar > > | my_dfdp_mv_ |
Teuchos::RCP< Tempus::SolutionState< Scalar > > | forward_state_ |
Scalar | t_interp_ |
Teuchos::RCP< const Thyra::VectorSpaceBase< Scalar > > | get_p_space (int p) const |
Teuchos::RCP< const Teuchos::Array< std::string > > | get_p_names (int p) const |
Teuchos::RCP< const Thyra::VectorSpaceBase< Scalar > > | get_x_space () const |
Teuchos::RCP< const Thyra::VectorSpaceBase< Scalar > > | get_f_space () const |
Teuchos::RCP< Thyra::LinearOpBase< Scalar > > | create_W_op () const |
Teuchos::RCP< const Thyra::LinearOpWithSolveFactoryBase< Scalar > > | get_W_factory () const |
Thyra::ModelEvaluatorBase::InArgs< Scalar > | createInArgs () const |
Thyra::ModelEvaluatorBase::InArgs< Scalar > | getNominalValues () const |
static Teuchos::RCP< const Teuchos::ParameterList > | getValidParameters () |
Thyra::ModelEvaluatorBase::OutArgs< Scalar > | createOutArgsImpl () const |
void | evalModelImpl (const Thyra::ModelEvaluatorBase::InArgs< Scalar > &inArgs, const Thyra::ModelEvaluatorBase::OutArgs< Scalar > &outArgs) const |
ModelEvaluator for forming adjoint sensitivity equations.
This class wraps a given ModelEvalutor encapsulating f(x_dot,x,p) and creates a new "residual" for the adjoint sensitivity equations: F(y,z) = [ d/dt( df/dx_dot^T*y ) - df/dx^T*y ] = 0 [ dz/dt - df/dp^T*y ] where y is the adjoint variable and z is an auxiliary variable. Nominally y is a multi-vector belonging to the vector space of the residual f and a given number of columns and z is a multi-vector beling to the vector space p and the same number of columns. To satisfy the model evaluator interface, y and z are converted to a product vector formed by their columns. This is the form of the adjoint equations suitable for computing sensitivities of a response function g(x(T),p).
To compute adjoint sensitivities, the equations f(x_dot,x,p) = 0 are integrated forward in time to some final time T, with the adjoint equations above integrated backward in time starting at T. Since the tempus integrator can only integrate forward in time, we define tau = T - t and transform the adjoint equations to: F(y) = d/dtau( df/dx_dot^T*y ) + df/dx^T*y = 0. The initial conditions at t = T for y are y(T) = df/dx_dot(x_dot(T),x(T),p)^{-T} * dg/dx(x(T),p)^T. along with z(T) = 0. The sensitivity of g(T) is then dg/dp(T) - int_{0}^T(df/dp^T*y)dt + dx/dp(0)^T*df/dx_dot(0)^T*y(0) = dg/dp(T) - z(0) + dx/dp(0)^T*df/dx_dot(0)^T*y(0)
This model evaluator supports both implicit and explict forms of the governing equations. However it assumes df/dx_dot is constant with respect to x_dot, x, and t so that the adjoint equations become F(y) = df/dxdot^T*y_dot + df/dx^T*y = 0. Moving beyond this assumption will require modifications to the steppers in how they generate time-derivative terms.
Definition at line 57 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.
typedef Thyra::VectorBase<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::Vector |
Definition at line 60 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.
typedef Thyra::MultiVectorBase<Scalar> Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::MultiVector |
Definition at line 61 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.
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Definition at line 130 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.
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Definition at line 132 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.
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Definition at line 133 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.
Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::AdjointAuxSensitivityModelEvaluator | ( | const Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > & | model, |
const Teuchos::RCP< const Thyra::ModelEvaluator< Scalar > > & | adjoint_model, | ||
const Scalar & | t_init, | ||
const Scalar & | t_final, | ||
const Teuchos::RCP< const Teuchos::ParameterList > & | pList = Teuchos::null |
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Constructor.
t_final is the final integration time used to implement the time transformation described above. num_adjoint is the number of adjoint variables defining the number of columns in y, which is determined by the number of elements in the vector space for the response g. The optionally supplied parameter list supports the following options:
Definition at line 24 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.
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Get the underlying model 'f'.
Definition at line 90 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.
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Get the underlying adjoint model.
Definition at line 94 of file Tempus_AdjointAuxSensitivityModelEvaluator_decl.hpp.
void Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::setFinalTime | ( | const Scalar | t_final | ) |
Set the final time from the forward evaluation.
Definition at line 115 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.
void Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::setForwardSolutionHistory | ( | const Teuchos::RCP< const Tempus::SolutionHistory< Scalar > > & | sh | ) |
Set solution history from forward evaluation.
Definition at line 123 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.
Teuchos::RCP< const Thyra::VectorSpaceBase< Scalar > > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::get_p_space | ( | int | p | ) | const |
Definition at line 134 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.
Teuchos::RCP< const Teuchos::Array< std::string > > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::get_p_names | ( | int | p | ) | const |
Definition at line 143 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.
Teuchos::RCP< const Thyra::VectorSpaceBase< Scalar > > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::get_x_space |
Definition at line 152 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.
Teuchos::RCP< const Thyra::VectorSpaceBase< Scalar > > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::get_f_space |
Definition at line 160 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.
Teuchos::RCP< Thyra::LinearOpBase< Scalar > > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::create_W_op |
Definition at line 168 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.
Teuchos::RCP< const Thyra::LinearOpWithSolveFactoryBase< Scalar > > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::get_W_factory |
Definition at line 186 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.
Thyra::ModelEvaluatorBase::InArgs< Scalar > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::createInArgs |
Definition at line 213 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.
Thyra::ModelEvaluatorBase::InArgs< Scalar > Tempus::AdjointAuxSensitivityModelEvaluator< Scalar >::getNominalValues |
Definition at line 221 of file Tempus_AdjointAuxSensitivityModelEvaluator_impl.hpp.
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