X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=src%2FFEM%2FR1.hs;h=57e2412c83af938f736200bee0ce2b83299cff5f;hb=7882858773939371a684749f7a6c1e5eaf6ef9b2;hp=c6a76c89114487b9aa2fe968730424d5d69486be;hpb=b9df47247151260ce8941562b53c040d779e8d2f;p=numerical-analysis.git diff --git a/src/FEM/R1.hs b/src/FEM/R1.hs index c6a76c8..57e2412 100644 --- a/src/FEM/R1.hs +++ b/src/FEM/R1.hs @@ -14,34 +14,63 @@ -- if c(x) = 0, then it is assumed that the boundary conditions are -- Dirichlet. -- +-- The code creates a linear system, +-- +-- (K + M)x = F +-- +-- to be solved for @x@, where @K@ (\"big_K\") is the stiffness +-- matrix, @M@ (\"big_M\") is the mass matrix, and @F@ (\"big_F\") +-- is the load vector. +-- +-- Warning: until PLU factorization is implemented, we can only +-- solve the resulting system if it's positive definite! +-- module FEM.R1 where import qualified Algebra.Algebraic as Algebraic ( C ) import qualified Algebra.Field as Field ( C ) import qualified Algebra.RealField as RealField ( C ) +import qualified Algebra.ToRational as ToRational ( C ) import Data.Vector.Fixed ( Arity, S ) import NumericPrelude import qualified Prelude as P +import Integration.Gaussian ( gaussian ) import Linear.Matrix ( Col, Mat(..), + Row, (!!!), construct, - nrows ) + element_sum2, + fromList, + ifoldl2, + map2, + nrows, + rows2, + set_idx, + toList, + transpose, + zip2, + zipwith2 ) +import Linear.System ( solve_positive_definite ) +import Piecewise ( Piecewise(..), from_intervals ) import Polynomials.Orthogonal ( legendre ) -- | Dirichlet boundary conditions. Since u(a)=u(b)=0 are fixed, -- there's no additional information conveyed by this type. -data Dirichlet = Dirichlet +data Dirichlet a = Dirichlet { domain_dirichlet :: Interval a } -- | Neumann boundary conditions. @alpha@ specifies A(a)u'(b) and -- @beta@ specifies A(b)u'(b). -data Neumann a = Neumann { alpha :: a, beta :: a } +data Neumann a = + Neumann { domain_neumann :: Interval a, + alpha :: a, + beta :: a } -- | Boundary conditions can be either Dirichlet or Neumann. -type BoundaryConditions a = Either Dirichlet (Neumann a) +type BoundaryConditions a = Either (Dirichlet a) (Neumann a) type Interval a = (a,a) @@ -54,8 +83,9 @@ data PDE a = c :: (a -> a), -- | f(x) f :: (a -> a), - -- | The domain in R^1 as an interval - domain :: Interval a, + + -- | The boundary conditions. The domain also specifies the + -- boundary in R^1. bdy :: BoundaryConditions a } @@ -63,8 +93,11 @@ data PDE a = -- | Non-PDE parameters for the finite element method. The additional -- type parameter @n@ should be a type-level representation of the -- largest element in @max_degrees@. It needs to be known statically --- for the dimensions of the pointer matrix. -data Params m n a = +-- for the dimensions of the pointer matrix. The parameter @l@ is +-- the number of global basis functions. It's equal to the number of +-- /internal/ mesh nodes (i.e. m-1), plus the sum of (p_i - 1) for +-- each p_i in max_degrees. +data Params m n l a = Params { -- | A partition of the domain. mesh :: Col m (Interval a), @@ -87,10 +120,11 @@ data Params m n a = -- -- >>> import Data.Vector.Fixed ( N5, N6 ) -- >>> import Linear.Matrix ( Col5, fromList ) +-- >>> import Naturals ( N19 ) -- -- >>> let p = fromList [[3],[3],[5],[4],[5]] :: Col5 Int -- >>> let mesh = undefined :: Col5 (Int,Int) --- >>> let params = Params mesh p :: Params N5 N5 Int +-- >>> let params = Params mesh p :: Params N5 N5 N19 Int -- >>> let row1 = [0,1,5,6,0,0] :: [Int] -- >>> let row2 = [1,2,7,8,0,0] :: [Int] -- >>> let row3 = [2,3,9,10,11,12] :: [Int] @@ -100,7 +134,7 @@ data Params m n a = -- >>> pointer params == expected -- True -- -pointer :: (Arity m, Arity n) => Params m n a -> Mat m (S n) Int +pointer :: (Arity m, Arity n, Arity l) => Params m n l a -> Mat m (S n) Int pointer params = construct lambda where @@ -135,35 +169,466 @@ pointer params = -- -- Examples: -- --- >>> let phi = affine (-6,9) +-- >>> let phi = affine (-6,7) -- >>> phi (-6) -- -1.0 --- >>> phi (9) +-- >>> phi 7 -- 1.0 -- affine :: Field.C a => (a,a) -> (a -> a) affine (x1,x2) x = (fromInteger 2)*(x - x1)/(x2 - x1) - (fromInteger 1) +-- | The inverse of 'affine'. It should send [-1,1] into [x1,x2]. +-- +-- Examples: +-- +-- >>> let phi = affine_inv (-6,7) +-- >>> phi (-1) +-- -6.0 +-- >>> phi 1 +-- 7.0 +-- +affine_inv :: Field.C a => (a,a) -> (a -> a) +affine_inv (x1,x2) x = + x*(x2 - x1)/two + (x1 + x2)/two + where + two = fromInteger 2 + + +-- * Load vector --- | Orthonormal basis functions over [-1,1]. The test case below --- comes from Sage where the orthogonality of the polynomials' --- derivatives can easily be tested. +-- | Normalized integrals of orthogonal basis functions over +-- [-1,1]. The test case below comes from Sage where the +-- orthogonality of the polynomials' derivatives can easily be +-- tested. -- -- Examples: -- -- >>> import qualified Algebra.Absolute as Absolute ( abs ) -- --- >>> let expected = 6.33910180790284 --- >>> let actual = big_N 3 1.5 :: Double +-- >>> let expected = 2.99624907925257 +-- >>> let actual = big_N 4 1.5 :: Double -- >>> Absolute.abs (actual - expected) < 1e-12 -- True -- big_N :: forall a. (Algebraic.C a, RealField.C a) => Integer -> a -> a big_N k x | k < 0 = error "requested a negative basis function" + | k == 0 = (one - x) / (fromInteger 2) + | k == 1 = (one + x) / (fromInteger 2) | otherwise = - coeff * ( legendre (k+2) x - legendre k x ) + coeff * ( legendre k x - legendre (k-2) x ) where + two = fromInteger 2 four = fromInteger 4 - six = fromInteger 6 - coeff = one / (sqrt (four*(fromInteger k) + six)) :: a + coeff = one / (sqrt (four*(fromInteger k) - two)) :: a + + +-- | A matrix containing 'big_N' functions indexed by their +-- element/number. Each row in the matrix represents a finite element +-- (i.e. an interval in the mesh). Within row @i@, column @j@ contains +-- the @j@th 'big_N' basis function. +-- +-- Any given 'big_N' will probably wind up in this matrix multiple +-- times; the basis functions don't change depending on the +-- interval. Only the /number/ of basis functions does. Computing +-- them this way allows us to easily construct a lookup \"table\" of +-- the proper dimensions. +-- +-- The second example below relies on the fact that @big_N 3@ and +-- @big_N 6@ expand to Legendre polynomials (2,4) and (5,7) +-- respectively and so should be orthogonal over [-1,1]. +-- +-- Examples: +-- +-- >>> import Data.Vector.Fixed ( N5, N6 ) +-- >>> import Integration.Gaussian ( gaussian ) +-- >>> import Linear.Matrix ( Col5, fromList ) +-- >>> import Naturals ( N19 ) +-- +-- >>> let p = fromList [[3],[3],[5],[4],[5]] :: Col5 Int +-- >>> let mesh = undefined :: Col5 (Double,Double) +-- >>> let params = Params mesh p :: Params N5 N5 N19 Double +-- >>> let big_ns = big_N_matrix :: Mat N5 N6 (Double -> Double) +-- >>> let n1 = big_ns !!! (1,0) +-- >>> let n4 = big_ns !!! (4,0) +-- >>> n1 1.5 == n4 1.5 +-- True +-- >>> let n1 = big_ns !!! (1,3) +-- >>> let n2 = big_ns !!! (2,4) +-- >>> gaussian (\x -> (n1 x) * (n2 x)) < 1e-12 +-- True +-- +big_N_matrix :: (Arity m, Arity n, Algebraic.C a, RealField.C a) + => Mat m n (a -> a) +big_N_matrix = + construct lambda + where + lambda _ j x = big_N (toInteger j) x + + +-- | The matrix of (N_i * N_j) functions used in the integrand of +-- the mass matrices. +big_Ns_matrix :: (Arity m, Arity n, Algebraic.C a, RealField.C a) + => Mat m n (a -> a) +big_Ns_matrix = + construct lambda + where + lambda i j x = (big_N (toInteger i) x) * (big_N (toInteger j) x) + + +-- | Compute the global load vector F. +-- +-- Examples: +-- +-- >>> import Linear.Matrix ( Col4, frobenius_norm, fromList ) +-- >>> import Naturals ( N3, N4, N7 ) +-- +-- >>> let big_A = const (1::Double) +-- >>> let c x = sin x +-- >>> let f x = x*(sin x) +-- >>> let bdy = Left (Dirichlet (0,1::Double)) +-- >>> let pde = PDE big_A c f bdy +-- +-- >>> let i1 = (0.0,1/3) +-- >>> let i2 = (1/3,2/3) +-- >>> let i3 = (2/3,4/5) +-- >>> let i4 = (4/5,1.0) +-- >>> let mesh = fromList [[i1], [i2], [i3], [i4]] :: Col4 (Double,Double) +-- >>> let pvec = fromList [[2],[3],[2],[1]] :: Col4 Int +-- >>> let params = Params mesh pvec :: Params N4 N3 N7 Double +-- +-- >>> let f1 = [0.0418] +-- >>> let f2 = [0.0805] +-- >>> let f3 = [0.1007] +-- >>> let f4 = [-0.0045] +-- >>> let f5 = [-0.0332] +-- >>> let f6 = [-0.0054] +-- >>> let f7 = [-0.0267] +-- >>> let expected = fromList [f1,f2,f3,f4,f5,f6,f7] :: Col N7 Double +-- >>> let actual = big_F pde params +-- >>> frobenius_norm (actual - expected) < 1e-4 +-- True +-- +big_F :: forall m n l a. + (Arity l, Arity m, Arity n, + Algebraic.C a, RealField.C a, ToRational.C a) + => PDE a + -> Params m n l a + -> Col l a +big_F pde params = + ifoldl2 accum zero (big_N_matrix :: Mat m (S n) (a -> a)) + where + accum :: Int -> Int -> Col l a -> (a -> a) -> Col l a + accum i j prev_F this_N = + prev_F + this_F + where + two = fromInteger 2 + (x1,x2) = (mesh params) !!! (i,0) + q = affine_inv (x1,x2) + integrand x = ((f pde) (q x)) * (this_N x) + + -- The pointer matrix numbers from 1 so subtract one here to + -- get the right index. + k = ((pointer params) !!! (i,j)) - 1 + integral = (gaussian integrand)*(x2 - x1) / two + this_F = set_idx zero (k,0) integral + + +-- * Stiffness matrix + +-- | Derivatives of the 'big_N's, that is, orthogonal basis functions +-- over [-1,1]. The test case below comes from Sage where the +-- orthogonality of the polynomials' derivatives can easily be +-- tested. The indices are shifted by one so that k=0 is the first +-- basis function. +-- +-- Examples: +-- +-- >>> import qualified Algebra.Absolute as Absolute ( abs ) +-- +-- >>> let expected = 11.5757525403319 +-- >>> let actual = big_N' 3 1.5 :: Double +-- >>> Absolute.abs (actual - expected) < 1e-10 +-- True +-- +big_N' :: forall a. (Algebraic.C a, RealField.C a) => Integer -> a -> a +big_N' k x + | k < 0 = error "requested a negative basis function" + | k == 0 = negate ( one / (fromInteger 2)) + | k == 1 = one / (fromInteger 2) + | otherwise = coeff * ( legendre k x ) + where + two = fromInteger 2 + coeff = sqrt ((two*(fromInteger k) + one) / two) :: a + + +-- | The matrix of (N_i' * N_j') functions used in the integrand of +-- the stiffness matrix. +big_N's_matrix :: (Arity m, Arity n, Algebraic.C a, RealField.C a) + => Mat m n (a -> a) +big_N's_matrix = + construct lambda + where + lambda i j x = (big_N' (toInteger i) x) * (big_N' (toInteger j) x) + + +big_K_elem :: forall m n l a b. + (Arity l, Arity m, Arity n, + Algebraic.C a, RealField.C a, ToRational.C a) + => PDE a + -> Params m n l a + -> Int + -> Int + -> Mat l l a + -> b + -> Mat l l a +big_K_elem pde params _ k cur_K _ = + ifoldl2 accum cur_K (big_N's_matrix :: Mat m (S n) (a -> a)) + where + accum :: Int -> Int -> Mat l l a -> (a -> a) -> Mat l l a + accum i j prev_K these_N's = + prev_K + this_K + where + two = fromInteger 2 + (x1,x2) = (mesh params) !!! (k,0) + q = affine_inv (x1,x2) + integrand x = ((big_A pde) (q x)) * (these_N's x) + -- The pointer matrix numbers from 1 so subtract one here to + -- get the right index. + row_idx = ((pointer params) !!! (k,i)) - 1 + col_idx = ((pointer params) !!! (k,j)) - 1 + integral = (two/(x2 - x1))* (gaussian integrand) + this_K = set_idx zero (row_idx, col_idx) integral + + + +-- | Compute the \"big K\" stiffness matrix. There are three +-- parameters needed for K, namely i,j,k so a fold over a matrix will +-- not do. This little gimmick simulates a three-index fold by doing a +-- two-index fold over a row of the proper dimensions. +-- +-- Examples: +-- +-- >>> import Linear.Matrix ( Col4, frobenius_norm, fromList ) +-- >>> import Naturals ( N3, N4, N7 ) +-- +-- >>> let big_A = const (1::Double) +-- >>> let c x = sin x +-- >>> let f x = x*(sin x) +-- >>> let bdy = Left (Dirichlet (0,1::Double)) +-- >>> let pde = PDE big_A c f bdy +-- +-- >>> let i1 = (0.0,1/3) +-- >>> let i2 = (1/3,2/3) +-- >>> let i3 = (2/3,4/5) +-- >>> let i4 = (4/5,1.0) +-- >>> let mesh = fromList [[i1], [i2], [i3], [i4]] :: Col4 (Double,Double) +-- >>> let pvec = fromList [[2],[3],[2],[1]] :: Col4 Int +-- >>> let params = Params mesh pvec :: Params N4 N3 N7 Double +-- +-- >>> let k1 = [6, -3, 0, 0, 0, 0, 0] :: [Double] +-- >>> let k2 = [-3, 10.5, -7.5, 0, 0, 0, 0] :: [Double] +-- >>> let k3 = [0, -7.5, 12.5, 0, 0, 0, 0] :: [Double] +-- >>> let k4 = [0, 0, 0, 6, 0, 0, 0] :: [Double] +-- >>> let k5 = [0, 0, 0, 0, 6, 0, 0] :: [Double] +-- >>> let k6 = [0, 0, 0, 0, 0, 6, 0] :: [Double] +-- >>> let k7 = [0, 0, 0, 0, 0, 0, 15] :: [Double] +-- >>> let expected = fromList [k1,k2,k3,k4,k5,k6,k7] :: Mat N7 N7 Double +-- >>> let actual = big_K pde params +-- >>> frobenius_norm (actual - expected) < 1e-10 +-- True +-- +big_K :: forall m n l a. + (Arity l, Arity m, Arity n, + Algebraic.C a, RealField.C a, ToRational.C a) + => PDE a + -> Params m n l a + -> Mat l l a +big_K pde params = + ifoldl2 (big_K_elem pde params) zero col_idxs + where + col_idxs = fromList [map fromInteger [0..]] :: Row m a + + +-- * Mass matrix + +big_M_elem :: forall m n l a b. + (Arity l, Arity m, Arity n, + Algebraic.C a, RealField.C a, ToRational.C a) + => PDE a + -> Params m n l a + -> Int + -> Int + -> Mat l l a + -> b + -> Mat l l a +big_M_elem pde params _ k cur_M _ = + ifoldl2 accum cur_M (big_Ns_matrix :: Mat m (S n) (a -> a)) + where + accum :: Int -> Int -> Mat l l a -> (a -> a) -> Mat l l a + accum i j prev_M these_Ns = + prev_M + this_M + where + two = fromInteger 2 + (x1,x2) = (mesh params) !!! (k,0) + q = affine_inv (x1,x2) + integrand x = ((c pde) (q x)) * (these_Ns x) + -- The pointer matrix numbers from 1 so subtract one here to + -- get the right index. + row_idx = ((pointer params) !!! (k,i)) - 1 + col_idx = ((pointer params) !!! (k,j)) - 1 + integral = (x2 - x1)*(gaussian integrand) / two + this_M = set_idx zero (row_idx, col_idx) integral + + +-- | Compute the \"big M\" mass matrix. There are three +-- parameters needed for M, namely i,j,k so a fold over a matrix will +-- not do. This little gimmick simulates a three-index fold by doing a +-- two-index fold over a row of the proper dimensions. +-- +-- Examples: +-- +-- >>> import Linear.Matrix ( Col4, frobenius_norm, fromList ) +-- >>> import Naturals ( N3, N4, N7 ) +-- +-- >>> let big_A = const (1::Double) +-- >>> let c x = sin x +-- >>> let f x = x*(sin x) +-- >>> let bdy = Left (Dirichlet (0,1::Double)) +-- >>> let pde = PDE big_A c f bdy +-- +-- >>> let i1 = (0.0,1/3) +-- >>> let i2 = (1/3,2/3) +-- >>> let i3 = (2/3,4/5) +-- >>> let i4 = (4/5,1.0) +-- >>> let mesh = fromList [[i1], [i2], [i3], [i4]] :: Col4 (Double,Double) +-- >>> let pvec = fromList [[2],[3],[2],[1]] :: Col4 Int +-- >>> let params = Params mesh pvec :: Params N4 N3 N7 Double +-- +-- >>> let m1 = [0.0723,0.0266,0,-0.0135,-0.0305,0.0058,0] :: [Double] +-- >>> let m2 = [0.0266,0.0897,0.0149,0,-0.0345,-0.0109,-0.0179] :: [Double] +-- >>> let m3 = [0,0.0149,0.0809,0,0,0,-0.0185] :: [Double] +-- >>> let m4 = [-0.0135,0,0,0.0110,0,0,0] :: [Double] +-- >>> let m5 = [-0.0305,-0.0345,0,0,0.0319,0.0018,0] :: [Double] +-- >>> let m6 = [0.0058,-0.0109,0,0,0.0018,0.0076,0] :: [Double] +-- >>> let m7 = [0,-0.0179,-0.0185,0,0,0,0.0178] :: [Double] +-- +-- >>> let expected = fromList [m1,m2,m3,m4,m5,m6,m7] :: Mat N7 N7 Double +-- >>> let actual = big_M pde params +-- >>> frobenius_norm (actual - expected) < 1e-3 +-- True +-- +big_M :: forall m n l a. + (Arity l, Arity m, Arity n, + Algebraic.C a, RealField.C a, ToRational.C a) + => PDE a + -> Params m n l a + -> Mat l l a +big_M pde params = + ifoldl2 (big_M_elem pde params) zero col_idxs + where + col_idxs = fromList [map fromInteger [0..]] :: Row m a + + + +-- | Determine the coefficient vector @x@ from the system @(K + M)x = F@. +-- +-- Examples: +-- +-- >>> import Linear.Matrix ( Col4, Col7, frobenius_norm, fromList ) +-- >>> import Naturals ( N3, N4, N7 ) +-- +-- >>> let big_A = const (1::Double) +-- >>> let c x = sin x +-- >>> let f x = x*(sin x) +-- >>> let bdy = Left (Dirichlet (0,1::Double)) +-- >>> let pde = PDE big_A c f bdy +-- +-- >>> let i1 = (0.0,1/3) +-- >>> let i2 = (1/3,2/3) +-- >>> let i3 = (2/3,4/5) +-- >>> let i4 = (4/5,1.0) +-- >>> let mesh = fromList [[i1], [i2], [i3], [i4]] :: Col4 (Double,Double) +-- >>> let pvec = fromList [[2],[3],[2],[1]] :: Col4 Int +-- >>> let params = Params mesh pvec :: Params N4 N3 N7 Double +-- +-- >>> let c1 = [0.02366220347687] :: [Double] +-- >>> let c2 = [0.03431630082636] :: [Double] +-- >>> let c3 = [0.02841800893264] :: [Double] +-- >>> let c4 = [-0.00069489654996] :: [Double] +-- >>> let c5 = [-0.00518637005151] :: [Double] +-- >>> let c6 = [-0.00085028505337] :: [Double] +-- >>> let c7 = [-0.00170478210110] :: [Double] +-- >>> let expected = fromList [c1,c2,c3,c4,c5,c6,c7] :: Col7 Double +-- >>> let actual = coefficients pde params +-- >>> frobenius_norm (actual - expected) < 1e-8 +-- True +-- +coefficients :: forall m n l a. + (Arity m, Arity n, Arity l, + Algebraic.C a, Eq a, RealField.C a, ToRational.C a) + => PDE a + -> Params m n (S l) a + -> Col (S l) a +coefficients pde params = + solve_positive_definite matrix b + where + matrix = (big_K pde params) + (big_M pde params) + b = big_F pde params + + +solution :: forall m n l a. + (Arity m, Arity n, Arity l, + Algebraic.C a, Eq a, RealField.C a, ToRational.C a, Show a) + => PDE a + -> Params m n (S l) a + -> Piecewise a +solution pde params = + from_intervals $ map head $ toList $ solved_column + where + global_coeffs :: Col (S l) a + global_coeffs = coefficients pde params + + ptr :: Mat m (S n) Int + ptr = pointer params + + -- Each mesh element has an associated row in the pointer + -- matrix. Stick them together. + mesh_with_ptr_rows :: Col m (Interval a, Row (S n) Int) + mesh_with_ptr_rows = zip2 (mesh params) (rows2 ptr) + + make_local_coeffs :: (Interval a, Row (S n) Int) -> Row (S n) a + make_local_coeffs (interval, ptr_row) = + construct lambda + where + lambda _ j = if (ptr_row !!! (0,j)) == zero + then zero + else global_coeffs !!! ((ptr_row !!! (0,j)) - 1, 0) + + -- Create a column vector for each mesh element containing the global + -- coefficients corresponding to that element. + local_coeffs :: Col m (Row (S n) a) + local_coeffs = map2 make_local_coeffs mesh_with_ptr_rows + + global_basis_functions :: Col (S n) (a -> a) + global_basis_functions = + construct lambda + where lambda i _ = big_N (toInteger i) + + mesh_with_coeffs :: Col m (Interval a, Row (S n) a) + mesh_with_coeffs = zip2 (mesh params) local_coeffs + + solved_column :: Col m (Interval a, (a -> a)) + solved_column = map2 solve_piece $ mesh_with_coeffs + + solve_piece :: (Interval a, Row (S n) a) -> (Interval a, (a -> a)) + solve_piece (interval, coeffs_row) = (interval, f) + where + coeffs_col = transpose coeffs_row + + f x = element_sum2 $ zipwith2 combine coeffs_col global_basis_functions + where + xi = (affine interval) x + combine ci ni = ci*(ni xi) +