On Dec 18, 2020, at 6:35 PM, Salazar De Troya, Miguel 
<salazardet...@llnl.gov<mailto:salazardet...@llnl.gov>> wrote:

Ok, I was not able to get such case to work in my firedrake-ts implementation. 
Maybe I am missing something in my code. I looked at the TSAdjoint paper 
https://arxiv.org/pdf/1912.07696.pdf Equation 2.1 and at the adjoint method for 
the theta method (Equation 2.15) where the mass matrix is not differentiated 
w.r.t. the design parameter “p” and decided to ask the question.

For notational brevity, the formula used in the paper does not assume that the 
mass matrix depends on the parameters p. But it can be easily extended for this 
case.

Is the actual implementation different from what is in the paper?

The actual implementation is more general than the formula presented in the 
paper. Note that PETSc TS takes the ODE problem as F(U_t,U,P,t) = G(U,P,t) and 
does not ask for a mass matrix explicitly from users. When users provide 
IFunction, which is F(Udot,U,P,t), IJacobian (dF/dU) and IJacobianP (dF/dP) are 
needed by TSAdjoint to compute the sensitivities. Differentiating the mass 
matrix (more precisely, the term M*U_t ) is needed when you prepare the call 
back function IJacobianP. So if we have M(P)*U_t - f(t,U,P) in IFunction, 
IJacobianP should be M_P*U_t - f_P where U_t is provided by PETSc as an input 
argument.

Thanks,
Hong


Thanks
Miguel

From: "Zhang, Hong" <hongzh...@anl.gov<mailto:hongzh...@anl.gov>>
Date: Friday, December 18, 2020 at 3:11 PM
To: "Salazar De Troya, Miguel" 
<salazardet...@llnl.gov<mailto:salazardet...@llnl.gov>>
Cc: Satish Balay via petsc-users 
<petsc-users@mcs.anl.gov<mailto:petsc-users@mcs.anl.gov>>
Subject: Re: [petsc-users] Support for full jacobianP in TSSetIJacobianP

The current interface is general and should be applicable to this case as soon 
as users can provide IJacobianP, which is dF(Udot,U,P,t)/dP. Were you able to 
generate it in firedrake? If so, could you provide an example that I can test?

Thanks,
Hong


On Dec 18, 2020, at 10:58 AM, Salazar De Troya, Miguel 
<salazardet...@llnl.gov<mailto:salazardet...@llnl.gov>> wrote:

Yes, that is the case I am considering. The special case I am concerned about 
is as following: the heat equation in variational form and in firedrake/UFL 
notation is as follows: p*u_t*v*dx + inner(grad(u), grad(v))*dx = 0, where u is 
the temperature, u_t is its time derivative, v is just the test function, dx is 
the integration domain and p is the design parameter. If “p” were 
discontinuous, one can’t just factor “p” into the second term due to the 
divergence theorem. Meaning that p*u_t*v*dx + inner(grad(u), grad(v))*dx = 0 is 
different than u_t*v*dx + inner(1.0 / p * grad(u), grad(v))*dx = 0, which is 
what ideally one would obtain in order to adapt to the current interface in 
TSAdjoint.

Thanks
Miguel

From: "Zhang, Hong" <hongzh...@anl.gov<mailto:hongzh...@anl.gov>>
Date: Thursday, December 17, 2020 at 7:25 PM
To: "Salazar De Troya, Miguel" 
<salazardet...@llnl.gov<mailto:salazardet...@llnl.gov>>
Cc: Satish Balay via petsc-users 
<petsc-users@mcs.anl.gov<mailto:petsc-users@mcs.anl.gov>>
Subject: Re: [petsc-users] Support for full jacobianP in TSSetIJacobianP

Hi Miguel,

Thank you for the nice work. I do not understand what you propose to do here. 
What is the obstacle to using current TSSetIJacobianP() for the corner case you 
mentioned? Are you considering a case in which the mass matrix is 
parameterized, e.g. M(p) udot - f(t,u) = g(t,u) ?

Thanks,
Hong



On Dec 17, 2020, at 3:38 PM, Salazar De Troya, Miguel via petsc-users 
<petsc-users@mcs.anl.gov<mailto:petsc-users@mcs.anl.gov>> wrote:

Hello,

I am working on hooking up TSAdjoint with pyadjoint through the firedrake-ts 
interface (https://github.com/IvanYashchuk/firedrake-ts). I have done most of 
the implementation and now I am just testing for corner cases. One of them is 
when the design variable is multiplying the first derivative term. It would be 
the case ofF(Udot,U,P,t) = G(U,P,t) in 
https://www.mcs.anl.gov/petsc/petsc-master/docs/manualpages/Sensitivity/TSSetIJacobianP.html
 . I imagine that one could think of refactoring the “P” in the left hand side 
to the right hand side, but this is not trivial when “P” is a discontinuous 
field over the domain. I think it would be better to include the case of 
F(Udot,U,P,t) = G(U,P,t) in TSSetIJacobianP and I am volunteering to do it. 
Given the current implementation of TSAdjoint, is this something feasible?

Thanks
Miguel

Miguel A. Salazar de Troya
Postdoctoral Researcher, Lawrence Livermore National Laboratory
B141
Rm: 1085-5
Ph: 1(925) 422-6411

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