ExplEuler Class Reference

Explicit Euler time integration scheme. More...

#include <timestepper.hpp>

Inheritance diagram for ExplEuler:

Collaboration diagram for ExplEuler:

Public Member Functions
	ExplEuler (MasterEq *mastereq_, int ntime_, double total_time_, Output *output_, bool storeFWD_)
	Constructor for explicit Euler scheme.
	~ExplEuler ()
void	evolveFWD (const double tstart, const double tstop, Vec x)
	Evolves state forward using explicit Euler method.
void	evolveBWD (const double tstart, const double tstop, const Vec x_stop, Vec x_adj, Vec grad, bool compute_gradient)
	Evolves adjoint backward using explicit Euler method.
Public Member Functions inherited from TimeStepper
	TimeStepper ()
	TimeStepper (MasterEq *mastereq_, int ntime_, double total_time_, Output *output_, bool storeFWD_)
	Constructor for time stepper.
virtual	~TimeStepper ()
Vec	getState (size_t tindex)
	Retrieves stored state at a specific time index.
void	setEvalLeakage (bool flag)
void	setEvalWeightedCost (bool flag, double width)
void	setEvalDPDM (bool flag)
void	setEvalEnergy (bool flag)
double	getLeakageIntegral ()
double	getWeightedCostIntegral ()
double	getEnergyIntegral ()
double	getDPDMIntegral ()
Vec	solveODE (int initid, Vec rho_t0)
	Solves the ODE forward in time.
void	solveAdjointODE (Vec rho_t0_bar, Vec finalstate, 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
Vec	stage
	Intermediate vector.
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< Vec >	store_states
	Storage for primal states during forward evolution.
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.

Additional Inherited Members
Public Attributes inherited from TimeStepper
MasterEq *	mastereq
	Pointer to master equation solver.
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.
bool	storeFWD
	Flag to store primal states during forward evaluation.

Detailed Description

Explicit Euler time integration scheme.

First-order explicit time stepping method. Simple, requires small time steps for stability. Mainly used for testing and comparison purposes.

Constructor & Destructor Documentation

ExplEuler()

ExplEuler::ExplEuler	(	MasterEq *	mastereq_,
		int	ntime_,
		double	total_time_,
		Output *	output_,
		bool	storeFWD_
	)

Constructor for explicit Euler scheme.

Parameters

mastereq_	Pointer to master equation solver
ntime_	Number of time steps
total_time_	Final evolution time
output_	Pointer to output handler
storeFWD_	Flag to store forward states

~ExplEuler()

ExplEuler::~ExplEuler

(

)

Member Function Documentation

evolveBWD()

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

virtual

Evolves adjoint backward using explicit Euler method.

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 TimeStepper.

evolveFWD()

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

virtual

Evolves state forward using explicit Euler method.

Parameters

tstart	Start time
tstop	Stop time
x	State vector to evolve

Implements TimeStepper.

Member Data Documentation

stage

Vec ExplEuler::stage

protected

Intermediate vector.

---

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