Compositional implicit midpoint rule for higher-order accuracy. More...

#include <timestepper.hpp>

Inheritance diagram for CompositionalImplMidpoint:

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Collaboration diagram for CompositionalImplMidpoint:

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Public Member Functions
	CompositionalImplMidpoint (const Config &config, MasterEq mastereq_, Output output_, int ninit_local, int order_)
	Constructor for compositional implicit midpoint scheme.

	~CompositionalImplMidpoint ()

void	evolveFWD (const double tstart, const double tstop, Vec x)
	Evolves state forward using compositional implicit midpoint rule.

void	evolveBWD (const double tstart, const double tstop, const Vec x_stop, Vec x_adj, Vec grad, bool compute_gradient)
	Evolves adjoint backward using compositional implicit midpoint rule and accumulates gradient.

Public Member Functions inherited from ImplMidpoint
	ImplMidpoint (const Config &config, MasterEq mastereq_, Output output_, int ninit_local)
	Constructor for implicit midpoint scheme.

	~ImplMidpoint ()

int	NeumannSolve (Mat A, Vec b, Vec x, double alpha, bool transpose)
	Solves (I - alphaA) x = b using Neumann iterations.

Public Member Functions inherited from TimeStepper
	TimeStepper ()

	TimeStepper (const Config &config, MasterEq mastereq_, Output output_, int ninit_local)
	Constructor for time stepper.

virtual	~TimeStepper ()

double	getLeakageIntegral ()

double	getWeightedCostIntegral ()

double	getEnergyIntegral ()

double	getDPDMIntegral ()

Vec	getReducedGradient ()

void	setWriteTrajectoryDataFiles (bool write)

void	setOptimTarget (OptimTarget *optim_target_)

Vec	getFinalState (size_t iinit_local)
	Retrieves the final state for a specific local initial condition.

virtual double	getMinTimestepSize () const
	Get the smallest timestep size used during timestepping.

virtual Vec	solveODE (int initid, int iinit_local, Vec rho_t0)
	Solves the ODE forward in time.

virtual void	solveAdjointODE (int iinit_local, Vec rho_t0_bar, double Jbar_leakage, double Jbar_weightedcost, double Jbar_dpdm, double Jbar_energy)
	Solves the adjoint ODE backward in time.

double	evalLeakage (const Vec x)
	Evaluates leakage into guard levels.

void	evalLeakage_diff (const Vec x, Vec xbar, double Jbar)
	Computes derivative of leakage term.

double	evalWeightedCost (double time, const Vec x)
	Evaluates the weighted cost function term.

void	evalWeightedCost_diff (double time, const Vec x, Vec xbar, double Jbar)
	Computes derivative of weighted cost function term.

double	evalDpDm (Vec x, Vec xm1, Vec xm2)
	Evaluates second-order derivative variation for the state.

void	evalDpDm_diff (int n, Vec xbar, double Jbar)
	Computes derivative of second-order derivative variation term.

double	evalEnergy (double time)
	Evaluates energy integral term.

void	evalEnergy_diff (double time, double Jbar, Vec redgrad)
	Computes derivative of energy integral.

Protected Attributes
std::vector< double >	gamma
	Coefficients for compositional step sizes.

std::vector< Vec >	x_stage
	Storage for primal states at intermediate stages.

Vec	aux
	Auxiliary vector.

int	order
	Order of the compositional method.

Protected Attributes inherited from ImplMidpoint
Vec	stage

Vec	stage_adj
	Intermediate stage vectors for forward and adjoint.

Vec	rhs

Vec	rhs_adj
	Right-hand side vectors for forward and adjoint.

KSP	ksp
	PETSc's linear solver context for GMRES.

PC	preconditioner
	Preconditioner for linear solver.

LinearSolverType	linsolve_type
	Linear solver type (GMRES or NEUMANN)

int	linsolve_maxiter
	Maximum number of linear solver iterations.

double	linsolve_abstol
	Absolute tolerance for linear solver.

double	linsolve_reltol
	Relative tolerance for linear solver.

int	linsolve_iterstaken_avg
	Average number of linear solver iterations.

double	linsolve_error_avg
	Average error of linear solver.

int	linsolve_counter
	Counter for linear solve calls.

Vec	tmp

Vec	err
	Auxiliary vectors for Neumann iterations.

Protected Attributes inherited from TimeStepper
Vec	x
	Auxiliary vector for forward time stepping.

Vec	xadj
	Auxiliary vector needed for adjoint (backward) time stepping.

Vec	xprimal
	Auxiliary vector for backward time stepping.

std::vector< std::vector< Vec > >	trajectory_states
	Storage for primal states during forward evolution, one trajectory for each local initial condition..

std::vector< Vec >	final_states
	Storage for final states for each local initial condition. Always filled after solveODE.

std::vector< Vec >	dpdm_states
	Storage for states needed for second-order derivative penalty.

int	mpirank_world
	MPI rank in global communicator.

int	mpisize_petsc
	MPI size in Petsc communicator.

int	mpirank_petsc
	MPI rank in Petsc communicator.

PetscInt	localsize_u
	Size of local sub vector u or v in state x=[u,v].

PetscInt	ilow
	First index of the local sub vector u,v.

PetscInt	iupp
	Last index (+1) of the local sub vector u,v.

bool	eval_leakage
	Flag to compute leakage integral term.

bool	eval_energy
	Flag to compute energy integral term.

bool	eval_dpdm
	Flag to compute second-order derivative integral term.

bool	eval_weightedcost
	Flag to compute weighted cost integral term.

double	leakage_integral
	Sums the integral over leakage.

double	energy_integral
	Sums the energy term.

double	dpdm_integral
	Sums second-order derivative variation value.

double	weightedcost_integral
	Sums the integral over weighted cost function.

double	weightedcost_width
	Width parameter for weighted cost function.

int	ntime
	Number of time steps.

double	total_time
	Final evolution time.

double	dt
	Time step size.

bool	writeTrajectoryDataFiles
	Flag to determine whether or not trajectory data will be written to files during forward simulation *‍/.

Vec	redgrad
	Reduced gradient vector for optimization.

OptimTarget *	optim_target
	Pointer to optimization target specification.

Output *	output
	Pointer to output handler.

MasterEq *	mastereq
	Pointer to master equation solver.

Detailed Description

Compositional implicit midpoint rule for higher-order accuracy.

Extends the implicit midpoint rule to higher order by using multiple substeps with specific coefficients. Maintains symplectic properties while achieving better accuracy for larger time steps.

Constructor & Destructor Documentation

◆ CompositionalImplMidpoint()

CompositionalImplMidpoint::CompositionalImplMidpoint	(	const Config &	config,
		MasterEq *	mastereq_,
		Output *	output_,
		int	ninit_local,
		int	order_
	)

Constructor for compositional implicit midpoint scheme.

Parameters

config	Configuration parameters from input file
mastereq_	Pointer to master equation solver
output_	Pointer to output handler
ninit_local	Number of initial conditions local to this processor
order_	Order of the compositional method

◆ ~CompositionalImplMidpoint()

CompositionalImplMidpoint::~CompositionalImplMidpoint ( )

Member Function Documentation

◆ evolveBWD()

void CompositionalImplMidpoint::evolveBWD	(	const double	tstart,
		const double	tstop,
		const Vec	x_stop,
		Vec	x_adj,
		Vec	grad,
		bool	compute_gradient
	)

virtual

Evolves adjoint backward using compositional implicit midpoint rule and accumulates gradient.

Parameters

tstart	Start time (backward evolution)
tstop	Stop time (backward evolution)
x_stop	State at stop time
x_adj	Adjoint state vector
grad	Gradient vector to update
compute_gradient	Flag to compute gradient

Reimplemented from ImplMidpoint.

◆ evolveFWD()

void CompositionalImplMidpoint::evolveFWD	(	const double	tstart,
		const double	tstop,
		Vec	x
	)

virtual

Evolves state forward using compositional implicit midpoint rule.

Parameters

tstart	Start time
tstop	Stop time
x	State vector to evolve

Reimplemented from ImplMidpoint.

Member Data Documentation

◆ aux

Vec CompositionalImplMidpoint::aux

protected

Auxiliary vector.

◆ gamma

std::vector<double> CompositionalImplMidpoint::gamma

protected

Coefficients for compositional step sizes.

◆ order

int CompositionalImplMidpoint::order

protected

Order of the compositional method.

◆ x_stage

std::vector<Vec> CompositionalImplMidpoint::x_stage

protected

Storage for primal states at intermediate stages.

The documentation for this class was generated from the following files:

/home/runner/work/quandary/quandary/include/timestepper.hpp
/home/runner/work/quandary/quandary/src/timestepper.cpp

Public Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

◆ CompositionalImplMidpoint()

◆ ~CompositionalImplMidpoint()

Member Function Documentation

◆ evolveBWD()

◆ evolveFWD()

Member Data Documentation

◆ aux

◆ gamma

◆ order

◆ x_stage