Two-Dimensional Finite Element Simulations

Two-Dimensional Finite Element Simulations

This notebook, like the one-dimensional finite element example is based on an example from Chapter 2 of An Introduction to Computational Stochastic PDEs.

The matrices assembled have few non-zero entries, so rather than store all entries in the matrix, only the non-zero values and there locations are stored. For this compressed sparse column matrices are used, but this is an implementational detail.

First import the necessary libraries

import numpy as np
import scipy
from scipy import sparse
from scipy.sparse import linalg
import matplotlib
from matplotlib import cm
import matplotlib.pyplot as plt
plt.style.use('seaborn-poster')

Consider the partial differential equation

$$ \begin{equation*} -\nabla \cdot \left( a(x) \nabla u \left(x\right) \right) = f\left(x\right) \quad x \in \Omega \end{equation*} $$

where $a(x) > 0$ for all $x \in \Omega$, and with boundary conditions

$$ \begin{equation*} u = g(x) \quad x \in \partial\Omega. \end{equation*} $$$$ \begin{equation*} w(x) = \sum_{i=1}^{J} w_i \phi_i(x) + \sum_{i=J+1}^{J+J_b} w_i \phi_i(x) \end{equation*} $$$$ \begin{equation*} w(x) = w_0(x) + w_g (x) \end{equation*} $$

as $w_0$ is zero on the boundary, the values on the boundary are determined by $w_g$.

$$ \begin{equation*} w_B(x) = \left( w_{J+1}, \ldots, w_{J+J_b} \right)^T \end{equation*} $$$$ \begin{equation*} w_i \left(x \right) = g \left( x_i \right) \quad \textsf{for} \quad i=J+1,\ldots,J+J_b. \end{equation*} $$$$ \begin{equation*} u_h(x) = \sum_{i=1}^{J}u_i \phi_i(x) + \sum_{i=J+1}^{J+J_b} w_i \phi_i(x) \end{equation*} $$$$ \begin{equation*} \sum_{i=1}^{J} u_i a\left( \phi_i, \phi_j \right) = \left(f,\phi_j \right) - \sum_{i=J+1}^{J+J_b} w_i a\left( \phi_i(x), \phi_j(x) \right) \quad \textsf{for} \quad j=1,\ldots,J. \end{equation*} $$$$ \begin{equation*} A = \left( \begin{array}{cc} A_{II} & A_{IB} \\ A_{BI} & A_{BB} \end{array} \right) \quad \textsf{and} \quad b = \left( \begin{array}{c} b_I, & b_B \end{array} \right)^T. \end{equation*} $$$$ \begin{equation*} A_{II} u_I = b_I - A_{IB} w_B. \end{equation*} $$$$ \begin{equation*} \psi_1(x) = 1-s-t, \quad \psi_2(x) = s \quad \textsf{and} \quad \psi_3(x) = t. \end{equation*} $$$$ \begin{equation*} \phi_p^k\left( x\left(s,t\right), y\left(s,t\right) \right) = \psi_p\left(s,t\right) \quad p=1,2,3. \end{equation*} $$

Then the solution takes the form

$$ \begin{align*} x(s,t) & = x_1^k \psi_1 + x_2^k \psi_2 + x_3^k \psi_3, \\ y(s,t) & = y_1^k \psi_1 + y_2^k \psi_2 + y_3^k \psi_3. \end{align*} $$$$ \begin{equation*} J = \left( \begin{array}{cc} \dfrac{\partial x}{\partial s} & \dfrac{\partial y}{\partial s} \\ \dfrac{\partial x}{\partial t} & \dfrac{\partial y}{\partial t} \end{array} \right). \end{equation*} $$$$ \begin{equation*} J = \left( \begin{array}{cc} x_2 - x_1 & y_2 - y_1 \\ x_3 - x_1 & y_3 - y_1 \end{array} \right) \end{equation*} $$$$ \begin{equation*} J^{-1} = \dfrac{1}{|J|} \left( \begin{array}{cc} y_3 - y_1 & y_1 - y_2 \\ x_1 - x_3 & x_2 - x_1 \end{array} \right) \end{equation*} $$$$ \begin{equation*} |J| = \left( x_2 - x_1 \right)\left( y_3 - y_1 \right) - \left( y_2 - y_1 \right) \left( x_3 - x_1 \right). \end{equation*} $$

Next create a uniform mesh on a square domain between $(x_0,x_1)$ with $N$ elements on the line. Thus $N+1$ vertices on the line, so that there are $(N+1)^2$ vertices in the domain.

  • uniform_mesh_info : this creates the uniform mesh. It returns
    • the $x$ and $y$ locations of the vertices as xv and yv and
    • the array elt2vert this takes the label of element and returns the labels of the vertices of that element,
    • as well as the number of vertices nvtx, number of elements ne and the step size h.
  • get_jac_info : computes the Jacobian matrix and it’s inverse.
  • get_elt_arrays2D : computes the matrix $A$ and the vector $b$ for the governing equation.
  • two_dimensional_linear_FEM : assembles and computes the solution
def uniform_mesh_info(x0, x1, N):
    """
    Create a uniform square mesh of right angle triangles
    """
    h = 1 / N
    x = np.linspace(x0, x1, N+1);    
    y = np.copy(x)

    # co-ordinates of vertices
    xv, yv = np.meshgrid(x, y)
    xv = xv.ravel()    
    yv = yv.ravel()

    # N squared
    n2 = N * N

    # number of vertices
    nvtx = (N+1) * (N+1)

    # number of elements as each square is divided into two
    ne = 2 * n2

    # global vertex labels of individual elements
    elt2vert = np.zeros((ne,3), dtype='int')

    vv = np.reshape(np.arange(0,nvtx), (N+1,N+1), order='F')

    v1 = vv[0:N,0:N]  
    v2 = vv[1:,0:N]
    v3 = vv[0:N,1:]

    elt2vert[0:n2,:] = np.vstack((v1.ravel(),
                                v2.ravel(),
                                v3.ravel())).T

    v1 = vv[1:,1:]
    elt2vert[n2:,:] = np.vstack((v1.ravel(),
                               v3.ravel(),
                               v2.ravel())).T

    # plot mesh
    plt.axis('equal')
    plt.triplot(xv.ravel(), yv.ravel(), elt2vert, 'k-')
    plt.xlabel(r'$x_1$')
    plt.ylabel(r'$x_2$')

    return xv, yv, elt2vert, nvtx, ne, h   


def get_jac_info(xv, yv, ne, elt2vert):
    """
    Computes the global jacobian and it's inverse
    """        

    # allocate memory
    Jks    = np.zeros((ne,2,2))
    invJks = np.zeros((ne,2,2))

    # all vertices of all elements
    x1 = xv[elt2vert[:,0]]
    x2 = xv[elt2vert[:,1]]
    x3 = xv[elt2vert[:,2]]
    y1 = yv[elt2vert[:,0]]
    y2 = yv[elt2vert[:,1]]
    y3 = yv[elt2vert[:,2]]

    # Jacobian
    Jks[:, 0, 0] = x2 - x1
    Jks[:, 0, 1] = y2 - y1
    Jks[:, 1, 0] = x3 - x1
    Jks[:, 1, 1] = y3 - y1

    # determinant
    detJks = Jks[:,0,0] * Jks[:,1,1] - Jks[:,0,1] * Jks[:,1,0]

    # inverse
    invJks[:,0,0] = (y3 - y1) / detJks
    invJks[:,0,1] = (y1 - y2) / detJks
    invJks[:,1,0] = (x1 - x3) / detJks
    invJks[:,1,1] = (x2 - x1) / detJks

    return Jks, invJks, detJks

def get_elt_arrays2D(xv, yv, invJks, detJks, ne, elt2vert, a, f):
    """
    computes element arrays for piecewise linear elements
    """
    bks = np.zeros((ne, 3))
    Aks = np.zeros((ne, 3, 3))
    dpsi_ds = np.array([-1, 1, 0])
    dpsi_dt = np.array([-1, 0, 1])
    for i in range(3):
        for j in range(3):
            grad = np.array([[dpsi_ds[i], dpsi_ds[j]],
                             [dpsi_dt[i], dpsi_dt[j]]])            
            v1 = np.dot(np.squeeze([invJks[:,0,0:2]]), grad)
            v2 = np.dot(np.squeeze([invJks[:,1,0:2]]), grad)
            tmp1 = detJks * (np.prod(v1,1) + np.prod(v2,1))
            Aks[:,i,j] = Aks[:,i,j] + a * tmp1 / 2.0
        bks[:,i] = bks[:,i] + f * detJks / 6.0
    return Aks, bks


def two_dimensional_linear_FEM(ns, xv, yv, elt2vert, x0, x1, nvtx, ne, h, a, f):
    """
    computes solution
    """

    # get jacobian, inverse and determinant from mesh
    Jks, invJks, detJks = get_jac_info(xv, yv, ne, elt2vert)

    # get local matrix and vector
    Aks, bks = get_elt_arrays2D(xv, yv, invJks, detJks, ne, elt2vert, a, f)

    # assemble A
    A = sparse.csc_matrix((nvtx, nvtx))
    A = sum(sparse.csc_matrix((Aks[:,row_no,col_no], (elt2vert[:,row_no],elt2vert[:,col_no])),
                               (nvtx,nvtx))
              for row_no in range(3)  for col_no in range(3))

    # assemble b
    b = np.zeros(nvtx)
    for row_no in range(3):
        nrow    = elt2vert[:, row_no]
        b[nrow] = b[nrow] + bks[:, row_no]

    # get discrete Dirichlet boundary data by finding vertices on boundary and then the interior nodes
    # boundary nodes
    b_nodes = np.squeeze(np.hstack((np.where(xv == x0), np.where(xv == x1), np.where(yv == x0), np.where(yv == x1))))

    # interior nodes
    int_nodes = np.ones(nvtx, dtype='bool')
    int_nodes[b_nodes] = False
    int_nodes = np.squeeze(int_nodes)

    # interior values of right hand side vector
    b_int = np.squeeze(b[int_nodes])
    # apply boundary condition on right hand side
    A_ib = A[int_nodes, :]
    A_ib = A_ib[:, b_nodes]
    # interpolate for boundary values
    w_B = g_eval(xv[b_nodes], yv[b_nodes])
    rhs = b_int - A_ib.dot(w_B)

    # interior matrix
    A_int = A[int_nodes,:]
    A_int = A_int[:, int_nodes]

    # solve linear system for unknown values u
    u_int = sparse.linalg.spsolve(A_int, rhs)

    # combine with boundary data for full solution
    uh = np.zeros(nvtx)
    uh[int_nodes] = u_int
    uh[b_nodes]   = w_B

    # plotting
    plt.style.use('seaborn-poster')    
    fig1 = plt.figure()
    m = ns + 1
    ax1 = fig1.add_subplot(1, 1, 1, projection='3d')
    surf = ax1.plot_surface(xv.reshape((m,m)), yv.reshape((m,m)), uh.reshape((m,m)), rstride=1,
                            cstride=1, cmap=cm.coolwarm,
                            linewidth=0, antialiased=False)
    ax1.set_zlabel(r'$u_h$')
    ax1.set_xlabel(r'$x_1$')
    ax1.set_ylabel(r'$x_2$')
    ax1.xaxis.labelpad=20
    ax1.yaxis.labelpad=20
    ax1.zaxis.labelpad=20

    return u_int, A_int, rhs

Allocate memory for a function $g$ which interpolates the boundary values, which is $g=0$ given in this example as

def g_eval(x, y):
    g = np.zeros(x.shape)
    return g

Set up mesh

ns = 16
x0 = 0.0
x1 = 1.0
xv, yv, elt2vert, nvtx, ne, h = uniform_mesh_info(x0, x1, ns)   

finite element grid

Compute the solution

u_int, A_int, rhs = two_dimensional_linear_FEM(ns, xv, yv, elt2vert, x0, x1, nvtx, ne, h, np.ones(ne), np.ones(ne))

solution on 2d grid