Line data    Source code

       1             : //* This file is part of the MOOSE framework
       2             : //* https://mooseframework.inl.gov
       3             : //*
       4             : //* All rights reserved, see COPYRIGHT for full restrictions
       5             : //* https://github.com/idaholab/moose/blob/master/COPYRIGHT
       6             : //*
       7             : //* Licensed under LGPL 2.1, please see LICENSE for details
       8             : //* https://www.gnu.org/licenses/lgpl-2.1.html
       9             : 
      10             : #pragma once
      11             : 
      12             : #include "GeneralReporter.h"
      13             : #include "AdaptiveImportanceSampler.h"
      14             : 
      15             : /**
      16             :  * AdaptiveImportanceStats will help make sample accept/reject decisions in adaptive Monte Carlo
      17             :  * schemes.
      18             :  */
      19             : class AdaptiveImportanceStats : public GeneralReporter
      20             : {
      21             : public:
      22             :   static InputParameters validParams();
      23             :   AdaptiveImportanceStats(const InputParameters & parameters);
      24        1296 :   virtual void initialize() override {}
      25        1296 :   virtual void finalize() override {}
      26             :   virtual void execute() override;
      27             : 
      28             : protected:
      29             :   /// Model output value from SubApp
      30             :   const std::vector<Real> & _output_value;
      31             : 
      32             :   /// Means of the importance distributions
      33             :   std::vector<Real> & _mu_imp;
      34             : 
      35             :   /// Standard deviations of the importance distributions
      36             :   std::vector<Real> & _std_imp;
      37             : 
      38             :   /// Failure probability estimate
      39             :   std::vector<Real> & _pf;
      40             : 
      41             :   /// Coefficient of variation of failure probability
      42             :   std::vector<Real> & _cov_pf;
      43             : 
      44             : private:
      45             :   /// Track the current step of the main App
      46             :   const int & _step;
      47             : 
      48             :   /// Adaptive Importance Sampler
      49             :   AdaptiveImportanceSampler & _ais;
      50             : 
      51             :   /// Flag for GP utilization
      52             :   const std::vector<bool> * _gp_flag;
      53             : 
      54             :   /// Ensure that the MCMC algorithm proceeds in a sequential fashion
      55             :   int _check_step;
      56             : 
      57             :   /// Storage for the sequential sum of pf
      58             :   Real _pf_sum;
      59             : 
      60             :   /// Storage for the sequential sum of variance of pf
      61             :   Real _var_sum;
      62             : 
      63             :   /// Storage for the distribution names
      64             :   std::vector<const Distribution *> _distributions_store;
      65             : 
      66             :   /// Storage for the standard deviation factor over the importance distribution
      67             :   Real _factor;
      68             : };