Revert "Merge pull request #14437 from aeslaughter/stm-parallel-type-…

…14410" This reverts commit 6d8ca4f, reversing changes made to 1d11e95.
idaholab · Dec 9, 2019 · 815487e · 815487e
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diff --git a/framework/include/utils/MooseTypes.h b/framework/include/utils/MooseTypes.h
@@ -541,7 +541,6 @@ typedef VectorVariableTestSecond ADVectorVariableTestSecond;
 
 namespace Moose
 {
-extern const processor_id_type INVALID_PROCESSOR_ID;
 extern const SubdomainID ANY_BLOCK_ID;
 extern const SubdomainID INVALID_BLOCK_ID;
 extern const BoundaryID ANY_BOUNDARY_ID;

diff --git a/framework/src/base/Moose.C b/framework/src/base/Moose.C
@@ -290,10 +290,10 @@ addActionTypes(Syntax & syntax)
                            "(setup_variable_complete)"
                            "(setup_quadrature)"
                            "(add_function)"
-                           "(add_periodic_bc)"
-                           "(add_user_object)"
                            "(add_distribution)"
                            "(add_sampler)"
+                           "(add_periodic_bc)"
+                           "(add_user_object)"
                            "(setup_function_complete)"
                            "(setup_adaptivity)"
                            "(set_adaptivity_options)"

diff --git a/framework/src/utils/MooseTypes.C b/framework/src/utils/MooseTypes.C
@@ -13,7 +13,6 @@
 
 namespace Moose
 {
-const processor_id_type INVALID_PROCESSOR_ID = libMesh::DofObject::invalid_processor_id;
 const SubdomainID ANY_BLOCK_ID = libMesh::Elem::invalid_subdomain_id - 1;
 const SubdomainID INVALID_BLOCK_ID = libMesh::Elem::invalid_subdomain_id;
 const BoundaryID ANY_BOUNDARY_ID = static_cast<BoundaryID>(-1);

diff --git a/...s/stochastic_tools/doc/content/modules/stochastic_tools/examples/monte_carlo.md b/...s/stochastic_tools/doc/content/modules/stochastic_tools/examples/monte_carlo.md
@@ -52,7 +52,7 @@ creates and runs a sub-application for each sample provided by the sampler objec
 
 !listing modules/stochastic_tools/test/tests/transfers/monte_carlo/monte_carlo.i block=MultiApps
 
-Finally, the [SamplerParameterTransfer](/SamplerParameterTransfer.md) is utilized to communicate the
+Finally, the [SamplerTransfer](/SamplerTransfer.md) is utilized to communicate the
 sampler data to the sub-application. The 'parameters' input lists the parameters on the
 sub-applications to perturb and the 'to_control' specifies the
 [SamplerReceiver](/SamplerReceiver.md) object in the sub-application.

diff --git a/modules/stochastic_tools/doc/content/source/transfers/SamplerParameterTransfer.md b/modules/stochastic_tools/doc/content/source/transfers/SamplerParameterTransfer.md
diff --git a/modules/stochastic_tools/doc/content/source/transfers/SamplerTransfer.md b/modules/stochastic_tools/doc/content/source/transfers/SamplerTransfer.md
@@ -0,0 +1,13 @@
+# SamplerTransfer
+
+The SamplerTransfer works in union with the [Samplers] and [Controls] systems to transfer data to
+sub-applications to perform stochastic simulations.
+
+The use of this object is explained in detail in stochastic_tools module
+example: [Monte Carlo Example](stochastic_tools/examples/monte_carlo.md).
+
+!syntax parameters /Transfers/SamplerTransfer
+
+!syntax inputs /Transfers/SamplerTransfer
+
+!syntax children /Transfers/SamplerTransfer
diff --git a/modules/stochastic_tools/examples/batch/full_solve.i b/modules/stochastic_tools/examples/batch/full_solve.i
@@ -39,7 +39,7 @@
 
 [Transfers]
   [runner]
-    type = SamplerParameterTransfer
+    type = SamplerTransfer
     multi_app = runner
     parameters = 'BCs/left/value BCs/right/value'
     to_control = receiver

diff --git a/modules/stochastic_tools/examples/batch/transient.i b/modules/stochastic_tools/examples/batch/transient.i
@@ -41,7 +41,7 @@
 
 [Transfers]
   [runner]
-    type = SamplerParameterTransfer
+    type = SamplerTransfer
     multi_app = runner
     parameters = 'BCs/left/value BCs/right/value'
     to_control = receiver

diff --git a/modules/stochastic_tools/include/base/StochasticToolsApp.h b/modules/stochastic_tools/include/base/StochasticToolsApp.h
@@ -19,8 +19,6 @@ InputParameters validParams<StochasticToolsApp>();
 class StochasticToolsApp : public MooseApp
 {
 public:
-  static InputParameters validParams();
-
   StochasticToolsApp(InputParameters parameters);
   virtual ~StochasticToolsApp();
 

diff --git a/modules/stochastic_tools/include/controls/MultiAppCommandLineControl.h b/modules/stochastic_tools/include/controls/MultiAppCommandLineControl.h
@@ -29,8 +29,6 @@ InputParameters validParams<MultiAppCommandLineControl>();
 class MultiAppCommandLineControl : public Control, public SamplerInterface
 {
 public:
-  static InputParameters validParams();
-
   MultiAppCommandLineControl(const InputParameters & parameters);
 
   /**

diff --git a/modules/stochastic_tools/include/controls/SamplerReceiver.h b/modules/stochastic_tools/include/controls/SamplerReceiver.h
@@ -25,8 +25,6 @@ InputParameters validParams<SamplerReceiver>();
 class SamplerReceiver : public Control
 {
 public:
-  static InputParameters validParams();
-
   SamplerReceiver(const InputParameters & parameters);
   virtual void execute() override;
 
@@ -42,7 +40,8 @@ class SamplerReceiver : public Control
   /// Values to use when modifying parameters
   std::vector<Real> _values;
 
-  /// Allows the SamplerParameterTransfer to call the transfer method, which
+  /// Allows the SamplerTransfer to call the transfer method, which
   /// should only be called by that object so making it public is dangerous.
-  friend class SamplerParameterTransfer;
+  friend class SamplerTransfer;
 };
+
diff --git a/modules/stochastic_tools/include/distributions/BoostLognormalDistribution.h b/modules/stochastic_tools/include/distributions/BoostLognormalDistribution.h
@@ -23,8 +23,6 @@ class BoostLognormalDistribution
   : public BoostDistribution<boost::math::lognormal_distribution<Real>>
 {
 public:
-  static InputParameters validParams();
-
   BoostLognormalDistribution(const InputParameters & parameters);
 };
 
diff --git a/modules/stochastic_tools/include/distributions/BoostNormalDistribution.h b/modules/stochastic_tools/include/distributions/BoostNormalDistribution.h
@@ -22,8 +22,6 @@ InputParameters validParams<BoostNormalDistribution>();
 class BoostNormalDistribution : public BoostDistribution<boost::math::normal_distribution<Real>>
 {
 public:
-  static InputParameters validParams();
-
   BoostNormalDistribution(const InputParameters & parameters);
 };
 
diff --git a/modules/stochastic_tools/include/distributions/BoostWeibullDistribution.h b/modules/stochastic_tools/include/distributions/BoostWeibullDistribution.h
@@ -22,8 +22,6 @@ InputParameters validParams<BoostWeibullDistribution>();
 class BoostWeibullDistribution : public BoostDistribution<boost::math::weibull_distribution<Real>>
 {
 public:
-  static InputParameters validParams();
-
   BoostWeibullDistribution(const InputParameters & parameters);
 };
 
diff --git a/modules/stochastic_tools/include/distributions/JohnsonSBDistribution.h b/modules/stochastic_tools/include/distributions/JohnsonSBDistribution.h
@@ -22,20 +22,27 @@ InputParameters validParams<JohnsonSBDistribution>();
 class JohnsonSBDistribution : public NormalDistribution
 {
 public:
-  static InputParameters validParams();
-
   JohnsonSBDistribution(const InputParameters & parameters);
 
   virtual Real pdf(const Real & x) const override;
   virtual Real cdf(const Real & x) const override;
   virtual Real quantile(const Real & p) const override;
 
-  static Real
-  pdf(const Real & x, const Real & a, const Real & b, const Real & alpha_1, const Real & alpha_2);
-  static Real
-  cdf(const Real & x, const Real & a, const Real & b, const Real & alpha_1, const Real & alpha_2);
-  static Real quantile(
-      const Real & p, const Real & a, const Real & b, const Real & alpha_1, const Real & alpha_2);
+  Real pdf(const Real & x,
+           const Real & a,
+           const Real & b,
+           const Real & alpha_1,
+           const Real & alpha_2) const;
+  Real cdf(const Real & x,
+           const Real & a,
+           const Real & b,
+           const Real & alpha_1,
+           const Real & alpha_2) const;
+  Real quantile(const Real & p,
+                const Real & a,
+                const Real & b,
+                const Real & alpha_1,
+                const Real & alpha_2) const;
 
 protected:
   /// The lower location parameter, a
@@ -50,3 +57,4 @@ class JohnsonSBDistribution : public NormalDistribution
   /// The second shape parameter, alpha_2
   const Real & _alpha_2;
 };
+
diff --git a/modules/stochastic_tools/include/distributions/LogisticDistribution.h b/modules/stochastic_tools/include/distributions/LogisticDistribution.h
@@ -22,17 +22,15 @@ InputParameters validParams<LogisticDistribution>();
 class LogisticDistribution : public Distribution
 {
 public:
-  static InputParameters validParams();
-
   LogisticDistribution(const InputParameters & parameters);
 
   virtual Real pdf(const Real & x) const override;
   virtual Real cdf(const Real & x) const override;
   virtual Real quantile(const Real & p) const override;
 
-  static Real pdf(const Real & x, const Real & location, const Real & shape);
-  static Real cdf(const Real & x, const Real & location, const Real & shape);
-  static Real quantile(const Real & p, const Real & location, const Real & shape);
+  Real pdf(const Real & x, const Real & location, const Real & shape) const;
+  Real cdf(const Real & x, const Real & location, const Real & shape) const;
+  Real quantile(const Real & p, const Real & location, const Real & shape) const;
 
 protected:
   /// The location or mean of the distribution (alpha or mu)
@@ -41,3 +39,4 @@ class LogisticDistribution : public Distribution
   /// The shape of the distribution (beta or s)
   const Real & _shape;
 };
+
diff --git a/modules/stochastic_tools/include/distributions/NormalDistribution.h b/modules/stochastic_tools/include/distributions/NormalDistribution.h
@@ -22,24 +22,24 @@ InputParameters validParams<NormalDistribution>();
 class NormalDistribution : public Distribution
 {
 public:
-  static InputParameters validParams();
-
   NormalDistribution(const InputParameters & parameters);
 
   virtual Real pdf(const Real & x) const override;
   virtual Real cdf(const Real & x) const override;
   virtual Real quantile(const Real & p) const override;
 
-  static Real pdf(const Real & x, const Real & mean, const Real & std_dev);
-  static Real cdf(const Real & x, const Real & mean, const Real & std_dev);
-  static Real quantile(const Real & p, const Real & mean, const Real & std_dev);
+  Real pdf(const Real & x, const Real & mean, const Real & std_dev) const;
+  Real cdf(const Real & x, const Real & mean, const Real & std_dev) const;
+  Real quantile(const Real & p, const Real & mean, const Real & std_dev) const;
 
 protected:
   ///@{
   /// Coefficients for the rational function used to approximate the quantile
-  static const std::array<Real, 6> _a;
+  const std::vector<Real> _a = {
+      -0.322232431088, -1.0, -0.342242088547, -0.0204231210245, -0.0000453642210148};
 
-  static const std::array<Real, 6> _b;
+  const std::vector<Real> _b = {
+      0.099348462606, 0.588581570495, 0.531103462366, 0.10353775285, 0.0038560700634};
   ///@}
 
   /// The mean (or expectation) of the distribution (mu)
@@ -48,3 +48,4 @@ class NormalDistribution : public Distribution
   /// The standard deviation of the distribution (sigma)
   const Real & _standard_deviation;
 };
+
diff --git a/modules/stochastic_tools/include/distributions/TruncatedNormalDistribution.h b/modules/stochastic_tools/include/distributions/TruncatedNormalDistribution.h
@@ -22,29 +22,27 @@ InputParameters validParams<TruncatedNormalDistribution>();
 class TruncatedNormalDistribution : public NormalDistribution
 {
 public:
-  static InputParameters validParams();
-
   TruncatedNormalDistribution(const InputParameters & parameters);
 
   virtual Real pdf(const Real & x) const override;
   virtual Real cdf(const Real & x) const override;
   virtual Real quantile(const Real & p) const override;
 
-  static Real pdf(const Real & x,
-                  const Real & mean,
-                  const Real & std_dev,
-                  const Real & lower_bound,
-                  const Real & upper_bound);
-  static Real cdf(const Real & x,
-                  const Real & mean,
-                  const Real & std_dev,
-                  const Real & lower_bound,
-                  const Real & upper_bound);
-  static Real quantile(const Real & p,
-                       const Real & mean,
-                       const Real & std_dev,
-                       const Real & lower_bound,
-                       const Real & upper_bound);
+  Real pdf(const Real & x,
+           const Real & mean,
+           const Real & std_dev,
+           const Real & lower_bound,
+           const Real & upper_bound) const;
+  Real cdf(const Real & x,
+           const Real & mean,
+           const Real & std_dev,
+           const Real & lower_bound,
+           const Real & upper_bound) const;
+  Real quantile(const Real & p,
+                const Real & mean,
+                const Real & std_dev,
+                const Real & lower_bound,
+                const Real & upper_bound) const;
 
 protected:
   /// The lower bound for the distribution
@@ -53,3 +51,4 @@ class TruncatedNormalDistribution : public NormalDistribution
   /// The upper bound for the distribution
   const Real & _upper_bound;
 };
+
diff --git a/modules/stochastic_tools/include/distributions/UniformDistribution.h b/modules/stochastic_tools/include/distributions/UniformDistribution.h
@@ -21,13 +21,11 @@ InputParameters validParams<UniformDistribution>();
 class UniformDistribution : public Distribution
 {
 public:
-  static InputParameters validParams();
-
   UniformDistribution(const InputParameters & parameters);
 
-  static Real pdf(const Real & x, const Real & lower_bound, const Real & upper_bound);
-  static Real cdf(const Real & x, const Real & lower_bound, const Real & upper_bound);
-  static Real quantile(const Real & y, const Real & lower_bound, const Real & upper_bound);
+  Real pdf(const Real & x, const Real & lower_bound, const Real & upper_bound) const;
+  Real cdf(const Real & x, const Real & lower_bound, const Real & upper_bound) const;
+  Real quantile(const Real & y, const Real & lower_bound, const Real & upper_bound) const;
 
   virtual Real pdf(const Real & x) const override;
   virtual Real cdf(const Real & x) const override;
@@ -40,3 +38,4 @@ class UniformDistribution : public Distribution
   /// The upper bound for the uniform distribution
   const Real & _upper_bound;
 };
+
diff --git a/modules/stochastic_tools/include/distributions/WeibullDistribution.h b/modules/stochastic_tools/include/distributions/WeibullDistribution.h
@@ -22,18 +22,16 @@ InputParameters validParams<WeibullDistribution>();
 class WeibullDistribution : public Distribution
 {
 public:
-  static InputParameters validParams();
-
   WeibullDistribution(const InputParameters & parameters);
 
   virtual Real pdf(const Real & x) const override;
   virtual Real cdf(const Real & x) const override;
   virtual Real quantile(const Real & p) const override;
 
-  static Real pdf(const Real & x, const Real & location, const Real & scale, const Real & shape);
-  static Real cdf(const Real & x, const Real & location, const Real & scale, const Real & shape);
-  static Real
-  quantile(const Real & p, const Real & location, const Real & scale, const Real & shape);
+  Real pdf(const Real & x, const Real & location, const Real & scale, const Real & shape) const;
+  Real cdf(const Real & x, const Real & location, const Real & scale, const Real & shape) const;
+  Real
+  quantile(const Real & p, const Real & location, const Real & scale, const Real & shape) const;
 
 protected:
   /// The location parameter (a or low)
@@ -45,3 +43,4 @@ class WeibullDistribution : public Distribution
   /// The shape parameter (c or k)
   const Real & _c;
 };
+
diff --git a/modules/stochastic_tools/include/multiapps/SamplerFullSolveMultiApp.h b/modules/stochastic_tools/include/multiapps/SamplerFullSolveMultiApp.h
@@ -25,10 +25,13 @@ InputParameters validParams<SamplerFullSolveMultiApp>();
 class SamplerFullSolveMultiApp : public FullSolveMultiApp, public SamplerInterface
 {
 public:
-  static InputParameters validParams();
-
   SamplerFullSolveMultiApp(const InputParameters & parameters);
 
+  /**
+   * Return the Sampler object for this MultiApp.
+   */
+  Sampler & getSampler() const { return _sampler; }
+
   virtual bool solveStep(Real dt, Real target_time, bool auto_advance = true) override;
 
 protected:

diff --git a/modules/stochastic_tools/include/multiapps/SamplerTransientMultiApp.h b/modules/stochastic_tools/include/multiapps/SamplerTransientMultiApp.h
@@ -25,10 +25,13 @@ InputParameters validParams<SamplerTransientMultiApp>();
 class SamplerTransientMultiApp : public TransientMultiApp, public SamplerInterface
 {
 public:
-  static InputParameters validParams();
-
   SamplerTransientMultiApp(const InputParameters & parameters);
 
+  /**
+   * Return the Sampler object for this MultiApp.
+   */
+  Sampler & getSampler() const { return _sampler; }
+
   /**
    * Override solveStep to allow for batch execution.
    */

diff --git a/modules/stochastic_tools/include/samplers/MonteCarloSampler.h b/modules/stochastic_tools/include/samplers/MonteCarloSampler.h
@@ -21,8 +21,6 @@ InputParameters validParams<MonteCarloSampler>();
 class MonteCarloSampler : public Sampler
 {
 public:
-  static InputParameters validParams();
-
   MonteCarloSampler(const InputParameters & parameters);
 
 protected: