# include # include # include # include # include "fem1d_bvp_linear.h" /******************************************************************************/ double *fem1d_bvp_linear ( int n, double a ( double x ), double c ( double x ), double f ( double x ), double x[] ) /******************************************************************************/ /* Purpose: FEM1D_BVP_LINEAR solves a two point boundary value problem. Discussion: The program uses the finite element method, with piecewise linear basis functions to solve a boundary value problem in one dimension. The problem is defined on the region 0 <= x <= 1. The following differential equation is imposed between 0 and 1: - d/dx a(x) du/dx + c(x) * u(x) = f(x) where a(x), c(x), and f(x) are given functions. At the boundaries, the following conditions are applied: u(0.0) = 0.0 u(1.0) = 0.0 A set of N equally spaced nodes is defined on this interval, with 0 = X(1) < X(2) < ... < X(N) = 1.0. At each node I, we associate a piecewise linear basis function V(I,X), which is 0 at all nodes except node I. This implies that V(I,X) is everywhere 0 except that for X(I-1) <= X <= X(I): V(I,X) = ( X - X(I-1) ) / ( X(I) - X(I-1) ) for X(I) <= X <= X(I+1): V(I,X) = ( X(I+1) - X ) / ( X(I+1) - X(I) ) We now assume that the solution U(X) can be written as a linear sum of these basis functions: U(X) = sum ( 1 <= J <= N ) U(J) * V(J,X) where U(X) on the left is the function of X, but on the right, is meant to indicate the coefficients of the basis functions. To determine the coefficient U(J), we multiply the original differential equation by the basis function V(J,X), and use integration by parts, to arrive at the I-th finite element equation: Integral A(X) * U'(X) * V'(I,X) + C(X) * U(X) * V(I,X) dx = Integral F(X) * V(I,X) dx We note that the functions U(X) and U'(X) can be replaced by the finite element form involving the linear sum of basis functions, but we also note that the resulting integrand will only be nonzero for terms where J = I - 1, I, or I + 1. By writing this equation for basis functions I = 2 through N - 1, and using the boundary conditions, we have N linear equations for the N unknown coefficients U(1) through U(N), which can be easily solved. Licensing: This code is distributed under the MIT license. Modified: 18 June 2014 Author: John Burkardt Parameters: Input, int N, the number of nodes. Input, double A ( double X ), evaluates a(x); Input, double C ( double X ), evaluates c(x); Input, double F ( double X ), evaluates f(x); Input, double X[N], the mesh points. Output, double FEM1D_BVP_LINEAR[N], the finite element coefficients, which are also the value of the computed solution at the mesh points. */ { # define QUAD_NUM 2 double abscissa[QUAD_NUM] = { -0.577350269189625764509148780502, +0.577350269189625764509148780502 }; double *amat; double axq; double *b; double cxq; int e; int e_num; double fxq; int i; int ierror; int j; int l; int q; int quad_num = QUAD_NUM; int r; double *u; double weight[QUAD_NUM] = { 1.0, 1.0 }; double wq; double vl; double vlp; double vr; double vrp; double xl; double xq; double xr; /* Zero out the matrix and right hand side. */ amat = r8mat_zero_new ( n, n ); b = r8vec_zero_new ( n ); e_num = n - 1; for ( e = 0; e < e_num; e++ ) { l = e; r = e + 1; xl = x[l]; xr = x[r]; for ( q = 0; q < quad_num; q++ ) { xq = ( ( 1.0 - abscissa[q] ) * xl + ( 1.0 + abscissa[q] ) * xr ) / 2.0; wq = weight[q] * ( xr - xl ) / 2.0; vl = ( xr - xq ) / ( xr - xl ); vlp = - 1.0 / ( xr - xl ); vr = ( xq - xl ) / ( xr - xl ); vrp = + 1.0 / ( xr - xl ); axq = a ( xq ); cxq = c ( xq ); fxq = f ( xq ); amat[l+l*n] = amat[l+l*n] + wq * ( vlp * axq * vlp + vl * cxq * vl ); amat[l+r*n] = amat[l+r*n] + wq * ( vlp * axq * vrp + vl * cxq * vr ); b[l] = b[l] + wq * ( vl * fxq ); amat[r+l*n] = amat[r+l*n] + wq * ( vrp * axq * vlp + vr * cxq * vl ); amat[r+r*n] = amat[r+r*n] + wq * ( vrp * axq * vrp + vr * cxq * vr ); b[r] = b[r] + wq * ( vr * fxq ); } } /* Equation 1 is the left boundary condition, U(0.0) = 0.0; */ for ( j = 0; j < n; j++ ) { amat[0+j*n] = 0.0; } b[0] = 0.0; for ( i = 1; i < n; i++ ) { b[i] = b[i] - amat[i+0*n] * b[0]; } for ( i = 0; i < n; i++ ) { amat[i+0*n] = 0.0; } amat[0+0*n] = 1.0; /* Equation N is the right boundary condition, U(1.0) = 0.0; */ for ( j = 0; j < n; j++ ) { amat[n-1+j*n] = 0.0; } b[n-1] = 0.0; for ( i = 0; i < n - 1; i++ ) { b[i] = b[i] - amat[i+(n-1)*n] * b[n-1]; } for ( i = 0; i < n; i++ ) { amat[i+(n-1)*n] = 0.0; } amat[n-1+(n-1)*n] = 1.0; /* Solve the linear system. */ u = r8mat_solve2 ( n, amat, b, &ierror ); free ( amat ); free ( b ); return u; # undef QUAD_NUM } /******************************************************************************/ double h1s_error_linear ( int n, double x[], double u[], double exact_ux ( double x ) ) /******************************************************************************/ /* Purpose: H1S_ERROR_LINEAR estimates the seminorm error of a finite element solution. Discussion: We assume the finite element method has been used, over an interval [A,B] involving N nodes, with piecewise linear elements used for the basis. The coefficients U(1:N) have been computed, and a formula for the exact derivative is known. This function estimates the seminorm of the error: SEMINORM = Integral ( A <= X <= B ) ( dU(X)/dx - EXACT_UX(X) )^2 dX Licensing: This code is distributed under the MIT license. Modified: 18 June 2014 Author: John Burkardt Parameters: Input, int N, the number of nodes. Input, double X(N), the mesh points. Input, double U(N), the finite element coefficients. Input, function EQ = EXACT_UX ( X ), returns the value of the exact derivative at the point X. Output, double H1S_ERROR_LINEAR, the estimated seminorm of the error. */ { # define QUAD_NUM 2 double abscissa[QUAD_NUM] = { -0.577350269189625764509148780502, +0.577350269189625764509148780502 }; double exq; double h1s; int i; int q; int quad_num = QUAD_NUM; double ul; double ur; double uxq; double weight[QUAD_NUM] = { 1.0, 1.0 }; double wq; double xl; double xq; double xr; h1s = 0.0; /* Integrate over each interval. */ for ( i = 0; i < n - 1; i++ ) { xl = x[i]; xr = x[i+1]; ul = u[i]; ur = u[i+1]; for ( q = 0; q < quad_num; q++ ) { xq = ( ( 1.0 - abscissa[q] ) * xl + ( 1.0 + abscissa[q] ) * xr ) / 2.0; wq = weight[q] * ( xr - xl ) / 2.0; /* The piecewise linear derivative is a constant in the interval. */ uxq = ( ur - ul ) / ( xr - xl ); exq = exact_ux ( xq ); h1s = h1s + wq * pow ( uxq - exq, 2); } } h1s = sqrt ( h1s ); return h1s; # undef QUAD_NUM } /******************************************************************************/ int i4_power ( int i, int j ) /******************************************************************************/ /* Purpose: I4_POWER returns the value of I^J. Licensing: This code is distributed under the MIT license. Modified: 23 October 2007 Author: John Burkardt Parameters: Input, int I, J, the base and the power. J should be nonnegative. Output, int I4_POWER, the value of I^J. */ { int k; int value; if ( j < 0 ) { if ( i == 1 ) { value = 1; } else if ( i == 0 ) { fprintf ( stderr, "\n" ); fprintf ( stderr, "I4_POWER - Fatal error!\n" ); fprintf ( stderr, " I^J requested, with I = 0 and J negative.\n" ); exit ( 1 ); } else { value = 0; } } else if ( j == 0 ) { if ( i == 0 ) { fprintf ( stderr, "\n" ); fprintf ( stderr, "I4_POWER - Fatal error!\n" ); fprintf ( stderr, " I^J requested, with I = 0 and J = 0.\n" ); exit ( 1 ); } else { value = 1; } } else if ( j == 1 ) { value = i; } else { value = 1; for ( k = 1; k <= j; k++ ) { value = value * i; } } return value; } /******************************************************************************/ int *i4vec_zero_new ( int n ) /******************************************************************************/ /* Purpose: I4VEC_ZERO_NEW creates and zeroes an I4VEC. Discussion: An I4VEC is a vector of I4's. Licensing: This code is distributed under the MIT license. Modified: 05 September 2008 Author: John Burkardt Parameters: Input, int N, the number of entries in the vector. Output, int I4VEC_ZERO_NEW[N], a vector of zeroes. */ { int *a; int i; a = ( int * ) malloc ( n * sizeof ( int ) ); for ( i = 0; i < n; i++ ) { a[i] = 0; } return a; } /******************************************************************************/ double l1_error ( int n, double x[], double u[], double exact ( double x ) ) /******************************************************************************/ /* Purpose: L1_ERROR estimates the l1 error norm of a finite element solution. Discussion: We assume the finite element method has been used, over an interval [A,B] involving N nodes. The coefficients U(1:N) have been computed, and a formula for the exact solution is known. This function estimates the little l1 norm of the error: L1_NORM = sum ( 1 <= I <= N ) abs ( U(i) - EXACT(X(i)) ) Licensing: This code is distributed under the MIT license. Modified: 14 June 2014 Author: John Burkardt Parameters: Input, int N, the number of nodes. Input, double X[N], the mesh points. Input, double U[N], the finite element coefficients. Input, function EQ = EXACT ( X ), returns the value of the exact solution at the point X. Output, double L1_ERROR, the little l1 norm of the error. */ { int i; double e1; e1 = 0.0; for ( i = 0; i < n; i++ ) { e1 = e1 + fabs ( u[i] - exact ( x[i] ) ); } e1 = e1 / ( double ) n; return e1; } /******************************************************************************/ double l2_error_linear ( int n, double x[], double u[], double exact ( double x ) ) /******************************************************************************/ /* Purpose: L2_ERROR_LINEAR estimates the L2 error norm of a finite element solution. Discussion: We assume the finite element method has been used, over an interval [A,B] involving N nodes, with piecewise linear elements used for the basis. The coefficients U(1:N) have been computed, and a formula for the exact solution is known. This function estimates the L2 norm of the error: L2_NORM = Integral ( A <= X <= B ) ( U(X) - EXACT(X) )^2 dX Licensing: This code is distributed under the MIT license. Modified: 18 June 2014 Author: John Burkardt Parameters: Input, int N, the number of nodes. Input, double X[N], the mesh points. Input, double U[N], the finite element coefficients. Input, function EQ = EXACT ( X ), returns the value of the exact solution at the point X. Output, double L2_ERROR_LINEAR, the estimated L2 norm of the error. */ { # define QUAD_NUM 2 double abscissa[QUAD_NUM] = { -0.577350269189625764509148780502, +0.577350269189625764509148780502 }; double e2; double eq; int i; int q; int quad_num = QUAD_NUM; double ul; double ur; double uq; double weight[QUAD_NUM] = { 1.0, 1.0 }; double wq; double xl; double xq; double xr; e2 = 0.0; /* Integrate over each interval. */ for ( i = 0; i < n - 1; i++ ) { xl = x[i]; xr = x[i+1]; ul = u[i]; ur = u[i+1]; for ( q = 0; q < quad_num; q++ ) { xq = ( ( 1.0 - abscissa[q] ) * xl + ( 1.0 + abscissa[q] ) * xr ) / 2.0; wq = weight[q] * ( xr - xl ) / 2.0; /* Use the fact that U is a linear combination of piecewise linears. */ uq = ( ( xr - xq ) * ul + ( xq - xl ) * ur ) / ( xr - xl ); eq = exact ( xq ); e2 = e2 + wq * pow ( uq - eq, 2 ); } } e2 = sqrt ( e2 ); return e2; # undef QUAD_NUM } /******************************************************************************/ double max_error_linear ( int n, double x[], double u[], double exact ( double x ) ) /******************************************************************************/ /* Purpose: MAX_ERROR_LINEAR estimates the max error norm of a finite element solution. Discussion: We assume the finite element method has been used, over an interval [A,B] involving N nodes, with piecewise linear elements used for the basis. The coefficients U(1:N) have been computed, and a formula for the exact solution is known. This function estimates the max norm of the error: MAX_NORM = Integral ( A <= X <= B ) max ( abs ( U(X) - EXACT(X) ) ) dX Licensing: This code is distributed under the MIT license. Modified: 08 July 2015 Author: John Burkardt Parameters: Input, int N, the number of nodes. Input, double X[N], the mesh points. Input, double U[N], the finite element coefficients. Input, function EQ = EXACT ( X ), returns the value of the exact solution at the point X. Output, double MAX_ERROR_LINEAR, the estimated max norm of the error. */ { int e; int e_num; double eq; int l; int q; int quad_num = 8; int r; double ul; double ur; double uq; double value; double xl; double xq; double xr; value = 0.0; /* Integrate over each interval. */ e_num = n - 1; for ( e = 0; e < e_num; e++ ) { l = e; xl = x[l]; ul = u[l]; r = e + 1; xr = x[r]; ur = u[r]; for ( q = 0; q < quad_num; q++ ) { xq = ( ( double ) ( quad_num - q ) * xl + ( double ) ( q ) * xr ) / ( double ) ( quad_num ); /* Use the fact that U is a linear combination of piecewise linears. */ uq = ( ( xr - xq ) * ul + ( xq - xl ) * ur ) / ( xr - xl ); eq = exact ( xq ); value = fmax ( value, fabs ( uq - eq ) ); } } /* For completeness, check last node. */ xq = x[n-1]; uq = u[n-1]; eq = exact ( xq ); value = fmax ( value, fabs ( uq - eq ) ); /* Integral approximation requires multiplication by interval length. */ value = value * ( x[n-1] - x[0] ); return value; } /******************************************************************************/ double *r8mat_solve2 ( int n, double a[], double b[], int *ierror ) /******************************************************************************/ /* Purpose: R8MAT_SOLVE2 computes the solution of an N by N linear system. Discussion: An R8MAT is a doubly dimensioned array of R8 values, stored as a vector in column-major order. The linear system may be represented as A*X = B If the linear system is singular, but consistent, then the routine will still produce a solution. Licensing: This code is distributed under the MIT license. Modified: 20 August 2010 Author: John Burkardt Parameters: Input, int N, the number of equations. Input/output, double A[N*N]. On input, A is the coefficient matrix to be inverted. On output, A has been overwritten. Input/output, double B[N]. On input, B is the right hand side of the system. On output, B has been overwritten. Output, double R8MAT_SOLVE2[N], the solution of the linear system. Output, int *IERROR. 0, no error detected. 1, consistent singularity. 2, inconsistent singularity. */ { double amax; int i; int imax; int j; int k; int *piv; double *x; *ierror = 0; piv = i4vec_zero_new ( n ); x = r8vec_zero_new ( n ); /* Process the matrix. */ for ( k = 1; k <= n; k++ ) { /* In column K: Seek the row IMAX with the properties that: IMAX has not already been used as a pivot; A(IMAX,K) is larger in magnitude than any other candidate. */ amax = 0.0; imax = 0; for ( i = 1; i <= n; i++ ) { if ( piv[i-1] == 0 ) { if ( amax < fabs ( a[i-1+(k-1)*n] ) ) { imax = i; amax = fabs ( a[i-1+(k-1)*n] ); } } } /* If you found a pivot row IMAX, then, eliminate the K-th entry in all rows that have not been used for pivoting. */ if ( imax != 0 ) { piv[imax-1] = k; for ( j = k+1; j <= n; j++ ) { a[imax-1+(j-1)*n] = a[imax-1+(j-1)*n] / a[imax-1+(k-1)*n]; } b[imax-1] = b[imax-1] / a[imax-1+(k-1)*n]; a[imax-1+(k-1)*n] = 1.0; for ( i = 1; i <= n; i++ ) { if ( piv[i-1] == 0 ) { for ( j = k+1; j <= n; j++ ) { a[i-1+(j-1)*n] = a[i-1+(j-1)*n] - a[i-1+(k-1)*n] * a[imax-1+(j-1)*n]; } b[i-1] = b[i-1] - a[i-1+(k-1)*n] * b[imax-1]; a[i-1+(k-1)*n] = 0.0; } } } } /* Now, every row with nonzero PIV begins with a 1, and all other rows are all zero. Begin solution. */ for ( j = n; 1 <= j; j-- ) { imax = 0; for ( k = 1; k <= n; k++ ) { if ( piv[k-1] == j ) { imax = k; } } if ( imax == 0 ) { x[j-1] = 0.0; if ( b[j-1] == 0.0 ) { *ierror = 1; printf ( "\n" ); printf ( "R8MAT_SOLVE2 - Warning:\n" ); printf ( " Consistent singularity, equation = %d\n", j ); } else { *ierror = 2; printf ( "\n" ); printf ( "R8MAT_SOLVE2 - Warning:\n" ); printf ( " Inconsistent singularity, equation = %d\n", j ); } } else { x[j-1] = b[imax-1]; for ( i = 1; i <= n; i++ ) { if ( i != imax ) { b[i-1] = b[i-1] - a[i-1+(j-1)*n] * x[j-1]; } } } } free ( piv ); return x; } /******************************************************************************/ double *r8mat_zero_new ( int m, int n ) /******************************************************************************/ /* Purpose: R8MAT_ZERO_NEW returns a new zeroed R8MAT. Licensing: This code is distributed under the MIT license. Modified: 26 September 2008 Author: John Burkardt Parameters: Input, int M, N, the number of rows and columns. Output, double R8MAT_ZERO[M*N], the new zeroed matrix. */ { double *a; int i; int j; a = ( double * ) malloc ( m * n * sizeof ( double ) ); for ( j = 0; j < n; j++ ) { for ( i = 0; i < m; i++ ) { a[i+j*m] = 0.0; } } return a; } /******************************************************************************/ double *r8vec_linspace_new ( int n, double a, double b ) /******************************************************************************/ /* Purpose: R8VEC_LINSPACE_NEW creates a vector of linearly spaced values. Discussion: An R8VEC is a vector of R8's. 4 points evenly spaced between 0 and 12 will yield 0, 4, 8, 12. In other words, the interval is divided into N-1 even subintervals, and the endpoints of intervals are used as the points. Licensing: This code is distributed under the MIT license. Modified: 29 March 2011 Author: John Burkardt Parameters: Input, int N, the number of entries in the vector. Input, double A, B, the first and last entries. Output, double R8VEC_LINSPACE_NEW[N], a vector of linearly spaced data. */ { int i; double *x; x = ( double * ) malloc ( n * sizeof ( double ) ); if ( n == 1 ) { x[0] = ( a + b ) / 2.0; } else { for ( i = 0; i < n; i++ ) { x[i] = ( ( double ) ( n - 1 - i ) * a + ( double ) ( i ) * b ) / ( double ) ( n - 1 ); } } return x; } /******************************************************************************/ double *r8vec_zero_new ( int n ) /******************************************************************************/ /* Purpose: R8VEC_ZERO_NEW creates and zeroes an R8VEC. Discussion: An R8VEC is a vector of R8's. Licensing: This code is distributed under the MIT license. Modified: 25 March 2009 Author: John Burkardt Parameters: Input, int N, the number of entries in the vector. Output, double R8VEC_ZERO_NEW[N], a vector of zeroes. */ { double *a; int i; a = ( double * ) malloc ( n * sizeof ( double ) ); for ( i = 0; i < n; i++ ) { a[i] = 0.0; } return a; } /******************************************************************************/ void timestamp ( void ) /******************************************************************************/ /* Purpose: TIMESTAMP prints the current YMDHMS date as a time stamp. Example: 31 May 2001 09:45:54 AM Licensing: This code is distributed under the MIT license. Modified: 24 September 2003 Author: John Burkardt Parameters: None */ { # define TIME_SIZE 40 static char time_buffer[TIME_SIZE]; const struct tm *tm; time_t now; now = time ( NULL ); tm = localtime ( &now ); strftime ( time_buffer, TIME_SIZE, "%d %B %Y %I:%M:%S %p", tm ); fprintf ( stdout, "%s\n", time_buffer ); return; # undef TIME_SIZE }