Allows StochasticResults to be replicated or distributed

framework/include/utils/MooseTypes.h

@@ -541,6 +541,7 @@ 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;

framework/src/base/Moose.C

@@ -290,10 +290,10 @@ addActionTypes(Syntax & syntax)
                            "(setup_variable_complete)"
                            "(setup_quadrature)"
                            "(add_function)"
-                           "(add_distribution)"
-                           "(add_sampler)"
                            "(add_periodic_bc)"
                            "(add_user_object)"
+                           "(add_distribution)"
+                           "(add_sampler)"
                            "(setup_function_complete)"
                            "(setup_adaptivity)"
                            "(set_adaptivity_options)"

framework/src/utils/MooseTypes.C

@@ -13,6 +13,7 @@
 
 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);

modules/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 [SamplerTransfer](/SamplerTransfer.md) is utilized to communicate the
+Finally, the [SamplerParameterTransfer](/SamplerParameterTransfer.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.

modules/stochastic_tools/doc/content/source/transfers/SamplerParameterTransfer.md

@@ -0,0 +1,13 @@
+# SamplerParameterTransfer
+
+The SamplerParameterTransfer 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/SamplerParameterTransfer
+
+!syntax inputs /Transfers/SamplerParameterTransfer
+
+!syntax children /Transfers/SamplerParameterTransfer

modules/stochastic_tools/examples/batch/full_solve.i

@@ -39,7 +39,7 @@
 
 [Transfers]
   [runner]
-    type = SamplerTransfer
+    type = SamplerParameterTransfer
     multi_app = runner
     parameters = 'BCs/left/value BCs/right/value'
     to_control = receiver

modules/stochastic_tools/examples/batch/transient.i

@@ -41,7 +41,7 @@
 
 [Transfers]
   [runner]
-    type = SamplerTransfer
+    type = SamplerParameterTransfer
     multi_app = runner
     parameters = 'BCs/left/value BCs/right/value'
     to_control = receiver

modules/stochastic_tools/include/base/StochasticToolsApp.h

@@ -19,6 +19,8 @@ InputParameters validParams<StochasticToolsApp>();
 class StochasticToolsApp : public MooseApp
 {
 public:
+  static InputParameters validParams();
+
   StochasticToolsApp(InputParameters parameters);
   virtual ~StochasticToolsApp();
 

modules/stochastic_tools/include/controls/MultiAppCommandLineControl.h

@@ -29,6 +29,8 @@ InputParameters validParams<MultiAppCommandLineControl>();
 class MultiAppCommandLineControl : public Control, public SamplerInterface
 {
 public:
+  static InputParameters validParams();
+
   MultiAppCommandLineControl(const InputParameters & parameters);
 
   /**

modules/stochastic_tools/include/controls/SamplerReceiver.h

@@ -25,6 +25,8 @@ InputParameters validParams<SamplerReceiver>();
 class SamplerReceiver : public Control
 {
 public:
+  static InputParameters validParams();
+
   SamplerReceiver(const InputParameters & parameters);
   virtual void execute() override;
 
@@ -40,8 +42,7 @@ class SamplerReceiver : public Control
   /// Values to use when modifying parameters
   std::vector<Real> _values;
 
-  /// Allows the SamplerTransfer to call the transfer method, which
+  /// Allows the SamplerParameterTransfer to call the transfer method, which
   /// should only be called by that object so making it public is dangerous.
-  friend class SamplerTransfer;
+  friend class SamplerParameterTransfer;
 };
-

modules/stochastic_tools/include/distributions/BoostLognormalDistribution.h

@@ -23,6 +23,8 @@ class BoostLognormalDistribution
   : public BoostDistribution<boost::math::lognormal_distribution<Real>>
 {
 public:
+  static InputParameters validParams();
+
   BoostLognormalDistribution(const InputParameters & parameters);
 };
 

modules/stochastic_tools/include/distributions/BoostNormalDistribution.h

@@ -22,6 +22,8 @@ InputParameters validParams<BoostNormalDistribution>();
 class BoostNormalDistribution : public BoostDistribution<boost::math::normal_distribution<Real>>
 {
 public:
+  static InputParameters validParams();
+
   BoostNormalDistribution(const InputParameters & parameters);
 };
 

modules/stochastic_tools/include/distributions/BoostWeibullDistribution.h

@@ -22,6 +22,8 @@ InputParameters validParams<BoostWeibullDistribution>();
 class BoostWeibullDistribution : public BoostDistribution<boost::math::weibull_distribution<Real>>
 {
 public:
+  static InputParameters validParams();
+
   BoostWeibullDistribution(const InputParameters & parameters);
 };
 

modules/stochastic_tools/include/distributions/JohnsonSBDistribution.h

@@ -22,27 +22,20 @@ 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;
 
-  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;
+  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);
 
 protected:
   /// The lower location parameter, a
@@ -57,4 +50,3 @@ class JohnsonSBDistribution : public NormalDistribution
   /// The second shape parameter, alpha_2
   const Real & _alpha_2;
 };
-

modules/stochastic_tools/include/distributions/LogisticDistribution.h

@@ -22,15 +22,17 @@ 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;
 
-  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;
+  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);
 
 protected:
   /// The location or mean of the distribution (alpha or mu)
@@ -39,4 +41,3 @@ class LogisticDistribution : public Distribution
   /// The shape of the distribution (beta or s)
   const Real & _shape;
 };
-

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;
 
-  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;
+  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);
 
 protected:
   ///@{
   /// Coefficients for the rational function used to approximate the quantile
-  const std::vector<Real> _a = {
-      -0.322232431088, -1.0, -0.342242088547, -0.0204231210245, -0.0000453642210148};
+  static const std::array<Real, 6> _a;
 
-  const std::vector<Real> _b = {
-      0.099348462606, 0.588581570495, 0.531103462366, 0.10353775285, 0.0038560700634};
+  static const std::array<Real, 6> _b;
   ///@}
 
   /// The mean (or expectation) of the distribution (mu)
@@ -48,4 +48,3 @@ class NormalDistribution : public Distribution
   /// The standard deviation of the distribution (sigma)
   const Real & _standard_deviation;
 };
-

modules/stochastic_tools/include/distributions/TruncatedNormalDistribution.h

@@ -22,27 +22,29 @@ 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;
 
-  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;
+  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);
 
 protected:
   /// The lower bound for the distribution
@@ -51,4 +53,3 @@ class TruncatedNormalDistribution : public NormalDistribution
   /// The upper bound for the distribution
   const Real & _upper_bound;
 };
-

modules/stochastic_tools/include/distributions/UniformDistribution.h

@@ -21,11 +21,13 @@ InputParameters validParams<UniformDistribution>();
 class UniformDistribution : public Distribution
 {
 public:
+  static InputParameters validParams();
+
   UniformDistribution(const InputParameters & parameters);
 
-  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;
+  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);
 
   virtual Real pdf(const Real & x) const override;
   virtual Real cdf(const Real & x) const override;
@@ -38,4 +40,3 @@ class UniformDistribution : public Distribution
   /// The upper bound for the uniform distribution
   const Real & _upper_bound;
 };
-

modules/stochastic_tools/include/distributions/WeibullDistribution.h

@@ -22,16 +22,18 @@ 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;
 
-  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;
+  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);
 
 protected:
   /// The location parameter (a or low)
@@ -43,4 +45,3 @@ class WeibullDistribution : public Distribution
   /// The shape parameter (c or k)
   const Real & _c;
 };
-

modules/stochastic_tools/include/multiapps/SamplerFullSolveMultiApp.h

@@ -25,12 +25,9 @@ InputParameters validParams<SamplerFullSolveMultiApp>();
 class SamplerFullSolveMultiApp : public FullSolveMultiApp, public SamplerInterface
 {
 public:
-  SamplerFullSolveMultiApp(const InputParameters & parameters);
+  static InputParameters validParams();
 
-  /**
-   * Return the Sampler object for this MultiApp.
-   */
-  Sampler & getSampler() const { return _sampler; }
+  SamplerFullSolveMultiApp(const InputParameters & parameters);
 
   virtual bool solveStep(Real dt, Real target_time, bool auto_advance = true) override;
 

modules/stochastic_tools/include/multiapps/SamplerTransientMultiApp.h

@@ -25,12 +25,9 @@ InputParameters validParams<SamplerTransientMultiApp>();
 class SamplerTransientMultiApp : public TransientMultiApp, public SamplerInterface
 {
 public:
-  SamplerTransientMultiApp(const InputParameters & parameters);
+  static InputParameters validParams();
 
-  /**
-   * Return the Sampler object for this MultiApp.
-   */
-  Sampler & getSampler() const { return _sampler; }
+  SamplerTransientMultiApp(const InputParameters & parameters);
 
   /**
    * Override solveStep to allow for batch execution.

modules/stochastic_tools/include/samplers/MonteCarloSampler.h

@@ -21,6 +21,8 @@ InputParameters validParams<MonteCarloSampler>();
 class MonteCarloSampler : public Sampler
 {
 public:
+  static InputParameters validParams();
+
   MonteCarloSampler(const InputParameters & parameters);
 
 protected: