Reference documentation for deal.II version 8.5.0
The step-3 tutorial program

1. Introduction
2. The commented program
1. Results
2. The plain program

Introduction

Note
The material presented here is also discussed in video lecture 10. (All video lectures are also available here.)

The basic functioning of finite elements

This is the first example where we actually use finite elements to compute something. We will solve a simple version of Poisson's equation with zero boundary values, but a nonzero right hand side:

We will solve this equation on the unit square, $$\Omega=[0,1]^2$$, for which you've already learned how to generate a mesh in step-1 and step-2. In this program, we will also only consider the particular case $$f(\mathbf x)=1$$ and come back to how to implement the more general case in the next tutorial program, step-4.

If you've learned about the basics of the finite element method, you will remember the steps we need to take to approximate the solution $$u$$ by a finite dimensional approximation. Specifically, we first need to derive the weak form of the equation above, which we obtain by multiplying the equation by a test function $$\varphi$$ from the left (we will come back to the reason for multiplying from the left and not from the right below) and integrating over the domain $$\Omega$$:

\begin{align*} -\int_\Omega \varphi \Delta u = \int_\Omega \varphi f. \end{align*}

This can be integrated by parts:

\begin{align*} \int_\Omega \nabla\varphi \cdot \nabla u - \int_{\partial\Omega} \varphi \mathbf{n}\cdot \nabla u = \int_\Omega \varphi f. \end{align*}

The test function $$\varphi$$ has to satisfy the same kind of boundary conditions (in mathematical terms: it needs to come from the tangent space of the set in which we seek the solution), so on the boundary $$\varphi=0$$ and consequently the weak form we are looking for reads

\begin{align*} (\nabla\varphi, \nabla u) = (\varphi, f), \end{align*}

where we have used the common notation $$(a,b)=\int_\Omega a\; b$$. The problem then asks for a function $$u$$ for which this statement is true for all test functions $$\varphi$$ from the appropriate space (which here is the space $$H^1$$).

Of course we can't find such a function on a computer in the general case, and instead we seek an approximation $$u_h(\mathbf x)=\sum_j U_j \varphi_j(\mathbf x)$$, where the $$U_j$$ are unknown expansion coefficients we need to determine (the "degrees of freedom" of this problem), and $$\varphi_i(\mathbf x)$$ are the finite element shape functions we will use. To define these shape functions, we need the following:

• A mesh on which to define shape functions. You have already seen how to generate and manipulate the objects that describe meshes in step-1 and step-2.
• A finite element that describes the shape functions we want to use on the reference cell (which in deal.II is always the unit interval $$[0,1]$$, the unit square $$[0,1]^2$$ or the unit cube $$[0,1]^3$$, depending on which space dimension you work in. In step-2, we had already used an object of type FE_Q<2>, which denotes the usual Lagrange elements that define shape functions by interpolation on support points. The simplest one is FE_Q<2>(1), which uses polynomial degree 1. In 2d, these are often referred to as bilinear, since they are linear in each of the two coordinates of the reference cell. (In 1d, they would be linear and in 3d tri-linear; however, in the deal.II documentation, we will frequently not make this distinction and simply always call these functions "linear".)
• A DoFHandler object that enumerates all the degrees of freedom on the mesh, taking the reference cell description the finite element object provides as the basis. You've also already seen how to do this in step-2.
• A mapping that tells how the shape functions on the real cell are obtained from the shape functions defined by the finite element class on the reference cell. By default, unless you explicitly say otherwise, deal.II will use a (bi-, tri-)linear mapping for this, so in most cases you don't have to worry about this step.

Through these steps, we now have a set of functions $$\varphi_i$$, and we can define the weak form of the discrete problem: Find a function $$u_h$$, i.e. find the expansion coefficients $$U_i$$ mentioned above, so that

Note that we here follow the convention that everything is counted starting at zero, as common in C and C++. This equation can be rewritten as a linear system by inserting the representation $$u_h(\mathbf x)=\sum_j U_j \varphi_j(\mathbf x)$$: Find a vector $$U$$ so that

\begin{align*} A U = F, \end{align*}

where the matrix $$A$$ and the right hand side $$F$$ are defined as

\begin{align*} A_{ij} &= (\nabla\varphi_i, \nabla \varphi_j), \\ F_i &= (\varphi_i, f). \end{align*}

Before we move on with describing how these quantities can be computed, note that if we had multiplied the original equation from the right by a test function rather than from the left, then we would have obtained a linear system of the form

\begin{align*} U^T A = F \end{align*}

with a row vector $$F$$. By transposing this system, this is of course equivalent to solving

\begin{align*} A^T U = F \end{align*}

which here is the same as above since $$A=A^T$$ but in general is not. To avoid any sort of confusion, experience has shown that simply getting into the habit of multiplying the equation from the left rather than from the right (as is often done in the mathematical literature) avoids a common class of errors as the matrix is automatically correct and does not need to be transposed when comparing theory and implementation. See step-9 for the first example in this tutorial where we have a non-symmetric bilinear form for which it makes a difference whether we multiply from the right or from the left.

Now we know what we need (namely objects that hold the matrix and vectors, as well as ways to compute $$A_{ij},F_i$$), and we can look at what it takes to make that happen:

• The objects for $$A,U,F$$ are of type SparseMatrix and Vector, and we will see in the program below what classes are used to solve linear systems.
• We need a way to form the integrals. In the finite element method, this is most commonly done using quadrature, i.e. the integrals are replaced by a weighted sum over a set of points on each cell. That is, we first split the integral over $$\Omega$$ into integrals over all cells,

\begin{align*} A_{ij} &= (\nabla\varphi_i, \nabla \varphi_j) = \sum_{K \in {\mathbb T}} \int_K \nabla\varphi_i \cdot \nabla \varphi_j, \\ F_i &= (\varphi_i, f) = \sum_{K \in {\mathbb T}} \int_K \varphi_i f, \end{align*}

and then approximate each cell's contribution by quadrature:

\begin{align*} A^K_{ij} &= \int_K \nabla\varphi_i \cdot \nabla \varphi_j \approx \sum_q \nabla\varphi_i(\mathbf x^K_q) \cdot \nabla \varphi_j(\mathbf x^K_q) w_q^K, \\ F^K_i &= \int_K \varphi_i f \approx \sum_q \varphi_i(\mathbf x^K_q) f(\mathbf x^K_q) w^K_q, \end{align*}

where $$\mathbf x^K_q$$ is the $$q$$th quadrature point on cell $$K$$, and $$w^K_q$$ the $$q$$th quadrature weight. There are different parts to what is needed in doing this, and we will discuss them in turn next.
• First, we need a way to describe the location $$\mathbf x_q^K$$ of quadrature points and their weights $$w^K_q$$. They are usually mapped from the reference cell in the same way as shape functions, i.e., implicitly using the MappingQ1 class or, if you explicitly say so, through one of the other classes derived from Mapping. The locations and weights on the reference cell are described by objects derived from the Quadrature base class. Typically, one chooses a quadrature formula (i.e. a set of points and weights) so that the quadrature exactly equals the integral in the matrix; this can be achieved because all factors in the integral are polynomial, and is done by Gaussian quadrature formulas, implemented in the QGauss class.
• We then need something that can help us evaluate $$\varphi_i(\mathbf x^K_q)$$ on cell $$K$$. This is what the FEValues class does: it takes a finite element objects to describe $$\varphi$$ on the reference cell, a quadrature object to describe the quadrature points and weights, and a mapping object (or implicitly takes the MappingQ1 class) and provides values and derivatives of the shape functions on the real cell $$K$$ as well as all sorts of other information needed for integration, at the quadrature points located on $$K$$.

FEValues really is the central class in the assembly process. One way you can view it is as follows: The FiniteElement and derived classes describe shape functions, i.e., infinite dimensional objects: functions have values at every point. We need this for theoretical reasons because we want to perform our analysis with integrals over functions. However, for a computer, this is a very difficult concept, since they can in general only deal with a finite amount of information, and so we replace integrals by sums over quadrature points that we obtain by mapping (the Mapping object) using points defined on a reference cell (the Quadrature object) onto points on the real cell. In essence, we reduce the problem to one where we only need a finite amount of information, namely shape function values and derivatives, quadrature weights, normal vectors, etc, exclusively at a finite set of points. The FEValues class is the one that brings the three components together and provides this finite set of information on a particular cell $$K$$. You will see it in action when we assemble the linear system below.

It is noteworthy that all of this could also be achieved if you simply created these three objects yourself in an application program, and juggled the information yourself. However, this would neither be simpler (the FEValues class provides exactly the kind of information you actually need) nor faster: the FEValues class is highly optimized to only compute on each cell the particular information you need; if anything can be re-used from the previous cell, then it will do so, and there is a lot of code in that class to make sure things are cached wherever this is advantageous.

The final piece of this introduction is to mention that after a linear system is obtained, it is solved using an iterative solver and then postprocessed: we create an output file using the DataOut class that can then be visualized using one of the common visualization programs.

Note
The preceding overview of all the important steps of any finite element implementation has its counterpart in deal.II: The library can naturally be grouped into a number of "modules" that cover the basic concepts just outlined. You can access these modules through the tab at the top of this page. An overview of the most fundamental groups of concepts is also available on the front page of the deal.II manual.

Although this is the simplest possible equation you can solve using the finite element method, this program shows the basic structure of most finite element programs and also serves as the template that almost all of the following programs will essentially follow. Specifically, the main class of this program looks like this:

class Step3
{
public:
Step3 ();
void run ();
private:
void make_grid ();
void setup_system ();
void assemble_system ();
void solve ();
void output_results () const;
Triangulation<2> triangulation;
FE_Q<2> fe;
DoFHandler<2> dof_handler;
SparsityPattern sparsity_pattern;
SparseMatrix<double> system_matrix;
Vector<double> solution;
Vector<double> system_rhs;
};

This follows the object oriented programming mantra of data encapsulation, i.e. we do our best to hide almost all internal details of this class in private members that are not accessible to the outside.

Let's start with the member variables: These follow the building blocks we have outlined above in the bullet points, namely we need a Triangulation and a DoFHandler object, and a finite element object that describes the kinds of shape functions we want to use. The second group of objects relate to the linear algebra: the system matrix and right hand side as well as the solution vector, and an object that describes the sparsity pattern of the matrix. This is all this class needs (and the essentials that any solver for a stationary PDE requires) and that needs to survive throughout the entire program. In contrast to this, the FEValues object we need for assembly is only required throughout assembly, and so we create it as a local object in the function that does that and destroy it again at its end.

Secondly, let's look at the member functions. These, as well, already form the common structure that almost all following tutorial programs will use:

• make_grid(): This is what one could call a preprocessing function. As its name suggests, it sets up the object that stores the triangulation. In later examples, it could also deal with boundary conditions, geometries, etc.
• setup_system(): This then is the function in which all the other data structures are set up that are needed to solve the problem. In particular, it will initialize the DoFHandler object and correctly size the various objects that have to do with the linear algebra. This function is often separated from the preprocessing function above because, in a time dependent program, it may be called at least every few time steps whenever the mesh is adaptively refined (something we will see how to do in step-6). On the other hand, setting up the mesh itself in the preprocessing function above is done only once at the beginning of the program and is, therefore, separated into its own function.
• assemble_system(): This, then is where the contents of the matrix and right hand side are computed, as discussed at length in the introduction above. Since doing something with this linear system is conceptually very different from computing its entries, we separate it from the following function.
• solve(): This then is the function in which we compute the solution $$U$$ of the linear system $$AU=F$$. In the current program, this is a simple task since the matrix is so simple, but it will become a significant part of a program's size whenever the problem is not so trivial any more (see, for example, step-20, step-22, or step-31 once you've learned a bit more about the library).
• output_results(): Finally, when you have computed a solution, you probably want to do something with it. For example, you may want to output it in a format that can be visualized, or you may want to compute quantities you are interested in: say, heat fluxes in a heat exchanger, air friction coefficients of a wing, maximum bridge loads, or simple the value of the numerical solution at a point. This function is therefore the place for postprocessing your solution.

All of this is held together by the single public function (other than the constructor), namely the run() function. It is the one that is called from the place where an object of this type is created, and it is the one that calls all the other functions in their proper order. Encapsulating this operation into the run() function, rather than calling all the other functions from main() makes sure that you can change how the separation of concerns within this class is implemented. For example, if one of the functions becomes too big, you can split it up into two, and the only places you have to be concerned about changing as a consequence are within this very same class, and not anywhere else.

As mentioned above, you will see this general structure — sometimes with variants in spelling of the functions' names, but in essentially this order of separation of functionality — again in many of the following tutorial programs.

A note on types

deal.II defines a number of integral types via typedefs in namespace types. In particular, in this program you will see types::global_dof_index in a couple of places: an integer type that is used to denote the global index of a degree of freedom, i.e., the index of a particular degree of freedom within the DoFHandler object that is defined on top of a triangulation (as opposed to the index of a particular degree of freedom within a particular cell). For the current program (as well as almost all of the tutorial programs), you will have a few thousand to maybe a few million unknowns globally (and, for $$Q_1$$ elements, you will have 4 locally on each cell in 2d and 8 in 3d). Consequently, a data type that allows to store sufficiently large numbers for global DoF indices is unsigned int given that it allows to store numbers between 0 and slightly more than 4 billion (on most systems, where integers are 32-bit). In fact, this is what types::global_dof_index is.

So, why not just use unsigned int right away? deal.II used to do this until version 7.3. However, deal.II supports very large computations (via the framework discussed in step-40) that may have more than 4 billion unknowns when spread across a few thousand processors. Consequently, there are situations where unsigned int is not sufficiently large and we need a 64-bit unsigned integral type. To make this possible, we introduced types::global_dof_index which by default is defined as simply unsigned int whereas it is possible to define it as unsigned long long int if necessary, by passing a particular flag during configuration (see the ReadMe file).

This covers the technical aspect. But there is also a documentation purpose: everywhere in the library and codes that are built on it, if you see a place using the data type types::global_dof_index, you immediately know that the quantity that is being referenced is, in fact, a global dof index. No such meaning would be apparent if we had just used unsigned int (which may also be a local index, a boundary indicator, a material id, etc.). Immediately knowing what a variable refers to also helps avoid errors: it's quite clear that there must be a bug if you see an object of type types::global_dof_index being assigned to variable of type types::subdomain_id, even though they are both represented by unsigned integers and the compiler will, consequently, not complain.

In more practical terms what the presence of this type means is that during assembly, we create a $$4\times 4$$ matrix (in 2d, using a $$Q_1$$ element) of the contributions of the cell we are currently sitting on, and then we need to add the elements of this matrix to the appropriate elements of the global (system) matrix. For this, we need to get at the global indices of the degrees of freedom that are local to the current cell, for which we will always use the following piece of the code:

cell->get_dof_indices (local_dof_indices);

where local_dof_indices is declared as

std::vector<types::global_dof_index> local_dof_indices (fe.dofs_per_cell);

The name of this variable might be a bit of a misnomer – it stands for "the global indices of those degrees of freedom locally defined on the current cell" – but variables that hold this information are universally named this way throughout the library.

Note
types::global_dof_index is not the only type defined in this namespace. Rather, there is a whole family, including types::subdomain_id, types::boundary_id, and types::material_id. All of these are typedefs for integer data types but, as explained above, they are used throughout the library so that (i) the intent of a variable becomes more easily discerned, and (ii) so that it becomes possible to change the actual type to a larger one if necessary without having to go through the entire library and figure out whether a particular use of unsigned int corresponds to, say, a material indicator.

The commented program

Many new include files

These include files are already known to you. They declare the classes which handle triangulations and enumeration of degrees of freedom:

#include <deal.II/grid/tria.h>
#include <deal.II/dofs/dof_handler.h>

And this is the file in which the functions are declared that create grids:

#include <deal.II/grid/grid_generator.h>

The next three files contain classes which are needed for loops over all cells and to get the information from the cell objects. The first two have been used before to get geometric information from cells; the last one is new and provides information about the degrees of freedom local to a cell:

#include <deal.II/grid/tria_accessor.h>
#include <deal.II/grid/tria_iterator.h>
#include <deal.II/dofs/dof_accessor.h>

In this file contains the description of the Lagrange interpolation finite element:

#include <deal.II/fe/fe_q.h>

And this file is needed for the creation of sparsity patterns of sparse matrices, as shown in previous examples:

#include <deal.II/dofs/dof_tools.h>

The next two file are needed for assembling the matrix using quadrature on each cell. The classes declared in them will be explained below:

#include <deal.II/fe/fe_values.h>

The following three include files we need for the treatment of boundary values:

#include <deal.II/base/function.h>
#include <deal.II/numerics/vector_tools.h>
#include <deal.II/numerics/matrix_tools.h>

We're now almost to the end. The second to last group of include files is for the linear algebra which we employ to solve the system of equations arising from the finite element discretization of the Laplace equation. We will use vectors and full matrices for assembling the system of equations locally on each cell, and transfer the results into a sparse matrix. We will then use a Conjugate Gradient solver to solve the problem, for which we need a preconditioner (in this program, we use the identity preconditioner which does nothing, but we need to include the file anyway):

#include <deal.II/lac/vector.h>
#include <deal.II/lac/full_matrix.h>
#include <deal.II/lac/sparse_matrix.h>
#include <deal.II/lac/dynamic_sparsity_pattern.h>
#include <deal.II/lac/solver_cg.h>
#include <deal.II/lac/precondition.h>

Finally, this is for output to a file and to the console:

#include <deal.II/numerics/data_out.h>
#include <fstream>
#include <iostream>

...and this is to import the deal.II namespace into the global scope:

using namespace dealii;

The Step3 class

Instead of the procedural programming of previous examples, we encapsulate everything into a class for this program. The class consists of functions which each perform certain aspects of a finite element program, a main' function which controls what is done first and what is done next, and a list of member variables.

The public part of the class is rather short: it has a constructor and a function run' that is called from the outside and acts as something like the main' function: it coordinates which operations of this class shall be run in which order. Everything else in the class, i.e. all the functions that actually do anything, are in the private section of the class:

class Step3
{
public:
Step3 ();
void run ();

Then there are the member functions that mostly do what their names suggest and whose have been discussed in the introduction already. Since they do not need to be called from outside, they are made private to this class.

private:
void make_grid ();
void setup_system ();
void assemble_system ();
void solve ();
void output_results () const;

And finally we have some member variables. There are variables describing the triangulation and the global numbering of the degrees of freedom (we will specify the exact polynomial degree of the finite element in the constructor of this class)...

Triangulation<2> triangulation;
DoFHandler<2> dof_handler;

...variables for the sparsity pattern and values of the system matrix resulting from the discretization of the Laplace equation...

SparsityPattern sparsity_pattern;
SparseMatrix<double> system_matrix;

...and variables which will hold the right hand side and solution vectors.

Vector<double> solution;
Vector<double> system_rhs;
};

Step3::Step3

Here comes the constructor. It does not much more than first to specify that we want bi-linear elements (denoted by the parameter to the finite element object, which indicates the polynomial degree), and to associate the dof_handler variable to the triangulation we use. (Note that the triangulation isn't set up with a mesh at all at the present time, but the DoFHandler doesn't care: it only wants to know which triangulation it will be associated with, and it only starts to care about an actual mesh once you try to distribute degree of freedom on the mesh using the distribute_dofs() function.) All the other member variables of the Step3 class have a default constructor which does all we want.

Step3::Step3 ()
:
fe (1),
dof_handler (triangulation)
{}

Step3::make_grid

Now, the first thing we've got to do is to generate the triangulation on which we would like to do our computation and number each vertex with a degree of freedom. We have seen these two steps in step-1 and step-2 before, respectively.

This function does the first part, creating the mesh. We create the grid and refine all cells five times. Since the initial grid (which is the square $$[-1,1] \times [-1,1]$$) consists of only one cell, the final grid has 32 times 32 cells, for a total of 1024.

Unsure that 1024 is the correct number? We can check that by outputting the number of cells using the n_active_cells() function on the triangulation.

void Step3::make_grid ()
{
GridGenerator::hyper_cube (triangulation, -1, 1);
triangulation.refine_global (5);
std::cout << "Number of active cells: "
<< triangulation.n_active_cells()
<< std::endl;
}
Note
We call the Triangulation::n_active_cells() function, rather than Triangulation::n_cells(). Here, active means the cells that aren't refined any further. We stress the adjective "active" since there are more cells, namely the parent cells of the finest cells, their parents, etc, up to the one cell which made up the initial grid. Of course, on the next coarser level, the number of cells is one quarter that of the cells on the finest level, i.e. 256, then 64, 16, 4, and 1. If you called triangulation.n_cells() instead in the code above, you would consequently get a value of 1365 instead. On the other hand, the number of cells (as opposed to the number of active cells) is not typically of much interest, so there is no good reason to print it.

Step3::setup_system

Next we enumerate all the degrees of freedom and set up matrix and vector objects to hold the system data. Enumerating is done by using DoFHandler::distribute_dofs(), as we have seen in the step-2 example. Since we use the FE_Q class and have set the polynomial degree to 1 in the constructor, i.e. bilinear elements, this associates one degree of freedom with each vertex. While we're at generating output, let us also take a look at how many degrees of freedom are generated:

void Step3::setup_system ()
{
dof_handler.distribute_dofs (fe);
std::cout << "Number of degrees of freedom: "
<< dof_handler.n_dofs()
<< std::endl;

There should be one DoF for each vertex. Since we have a 32 times 32 grid, the number of DoFs should be 33 times 33, or 1089.

As we have seen in the previous example, we set up a sparsity pattern by first creating a temporary structure, tagging those entries that might be nonzero, and then copying the data over to the SparsityPattern object that can then be used by the system matrix.

DynamicSparsityPattern dsp(dof_handler.n_dofs());
sparsity_pattern.copy_from(dsp);

Note that the SparsityPattern object does not hold the values of the matrix, it only stores the places where entries are. The entries themselves are stored in objects of type SparseMatrix, of which our variable system_matrix is one.

The distinction between sparsity pattern and matrix was made to allow several matrices to use the same sparsity pattern. This may not seem relevant here, but when you consider the size which matrices can have, and that it may take some time to build the sparsity pattern, this becomes important in large-scale problems if you have to store several matrices in your program.

system_matrix.reinit (sparsity_pattern);

The last thing to do in this function is to set the sizes of the right hand side vector and the solution vector to the right values:

solution.reinit (dof_handler.n_dofs());
system_rhs.reinit (dof_handler.n_dofs());
}

Step3::assemble_system

The next step is to compute the entries of the matrix and right hand side that form the linear system from which we compute the solution. This is the central function of each finite element program and we have discussed the primary steps in the introduction already.

The general approach to assemble matrices and vectors is to loop over all cells, and on each cell compute the contribution of that cell to the global matrix and right hand side by quadrature. The point to realize now is that we need the values of the shape functions at the locations of quadrature points on the real cell. However, both the finite element shape functions as well as the quadrature points are only defined on the reference cell. They are therefore of little help to us, and we will in fact hardly ever query information about finite element shape functions or quadrature points from these objects directly.

Rather, what is required is a way to map this data from the reference cell to the real cell. Classes that can do that are derived from the Mapping class, though one again often does not have to deal with them directly: many functions in the library can take a mapping object as argument, but when it is omitted they simply resort to the standard bilinear Q1 mapping. We will go this route, and not bother with it for the moment (we come back to this in step-10, step-11, and step-12).

So what we now have is a collection of three classes to deal with: finite element, quadrature, and mapping objects. That's too much, so there is one type of class that orchestrates information exchange between these three: the FEValues class. If given one instance of each three of these objects (or two, and an implicit linear mapping), it will be able to provide you with information about values and gradients of shape functions at quadrature points on a real cell.

Using all this, we will assemble the linear system for this problem in the following function:

void Step3::assemble_system ()
{

Ok, let's start: we need a quadrature formula for the evaluation of the integrals on each cell. Let's take a Gauss formula with two quadrature points in each direction, i.e. a total of four points since we are in 2D. This quadrature formula integrates polynomials of degrees up to three exactly (in 1D). It is easy to check that this is sufficient for the present problem:

And we initialize the object which we have briefly talked about above. It needs to be told which finite element we want to use, and the quadrature points and their weights (jointly described by a Quadrature object). As mentioned, we use the implied Q1 mapping, rather than specifying one ourselves explicitly. Finally, we have to tell it what we want it to compute on each cell: we need the values of the shape functions at the quadrature points (for the right hand side $$(\varphi_i,f)$$), their gradients (for the matrix entries $$(\nabla \varphi_i, \nabla \varphi_j)$$), and also the weights of the quadrature points and the determinants of the Jacobian transformations from the reference cell to the real cells.

This list of what kind of information we actually need is given as a collection of flags as the third argument to the constructor of FEValues. Since these values have to be recomputed, or updated, every time we go to a new cell, all of these flags start with the prefix update_ and then indicate what it actually is that we want updated. The flag to give if we want the values of the shape functions computed is update_values; for the gradients it is update_gradients. The determinants of the Jacobians and the quadrature weights are always used together, so only the products (Jacobians times weights, or short JxW) are computed; since we need them, we have to list update_JxW_values as well:

The advantage of this approach is that we can specify what kind of information we actually need on each cell. It is easily understandable that this approach can significantly speed up finite element computations, compared to approaches where everything, including second derivatives, normal vectors to cells, etc are computed on each cell, regardless of whether they are needed or not.

Note
The syntax update_values | update_gradients | update_JxW_values is not immediately obvious to anyone not used to programming bit operations in C for years already. First, operator| is the bitwise or operator, i.e., it takes two integer arguments that are interpreted as bit patterns and returns an integer in which every bit is set for which the corresponding bit is set in at least one of the two arguments. For example, consider the operation 9|10. In binary, 9=0b1001 (where the prefix 0b indicates that the number is to be interpreted as a binary number) and 10=0b1010. Going through each bit and seeing whether it is set in one of the argument, we arrive at 0b1001|0b1010=0b1011 or, in decimal notation, 9|10=11. The second piece of information you need to know is that the various update_* flags are all integers that have exactly one bit set. For example, assume that update_values=0b00001=1, update_gradients=0b00010=2, update_JxW_values=0b10000=16. Then update_values | update_gradients | update_JxW_values = 0b10011 = 19. In other words, we obtain a number that encodes a binary mask representing all of the operations you want to happen, where each operation corresponds to exactly one bit in the integer that, if equal to one, means that a particular piece should be updated on each cell and, if it is zero, means that we need not compute it. In other words, even though operator| is the bitwise OR operation, what it really represents is I want this AND that AND the other. Such binary masks are quite common in C programming, but maybe not so in higher level languages like C++, but serve the current purpose quite well.

For use further down below, we define two shortcuts for values that will be used very frequently. First, an abbreviation for the number of degrees of freedom on each cell (since we are in 2D and degrees of freedom are associated with vertices only, this number is four, but we rather want to write the definition of this variable in a way that does not preclude us from later choosing a different finite element that has a different number of degrees of freedom per cell, or work in a different space dimension).

Secondly, we also define an abbreviation for the number of quadrature points (here that should be four). In general, it is a good idea to use their symbolic names instead of hard-coding these numbers even if you know them, since you may want to change the quadrature formula and/or finite element at some time; the program will just work with these changes, without the need to change anything in this function.

The shortcuts, finally, are only defined to make the following loops a bit more readable. You will see them in many places in larger programs, and dofs_per_cell' and n_q_points' are more or less by convention the standard names for these purposes:

const unsigned int dofs_per_cell = fe.dofs_per_cell;
const unsigned int n_q_points = quadrature_formula.size();

Now, we said that we wanted to assemble the global matrix and vector cell-by-cell. We could write the results directly into the global matrix, but this is not very efficient since access to the elements of a sparse matrix is slow. Rather, we first compute the contribution of each cell in a small matrix with the degrees of freedom on the present cell, and only transfer them to the global matrix when the computations are finished for this cell. We do the same for the right hand side vector. So let's first allocate these objects (these being local objects, all degrees of freedom are coupling with all others, and we should use a full matrix object rather than a sparse one for the local operations; everything will be transferred to a global sparse matrix later on):

FullMatrix<double> cell_matrix (dofs_per_cell, dofs_per_cell);
Vector<double> cell_rhs (dofs_per_cell);

When assembling the contributions of each cell, we do this with the local numbering of the degrees of freedom (i.e. the number running from zero through dofs_per_cell-1). However, when we transfer the result into the global matrix, we have to know the global numbers of the degrees of freedom. When we query them, we need a scratch (temporary) array for these numbers (see the discussion at the end of the introduction for the type, types::global_dof_index, used here):

std::vector<types::global_dof_index> local_dof_indices (dofs_per_cell);

Now for the loop over all cells. We have seen before how this works, so the following code should be familiar including the conventional names for these variables:

DoFHandler<2>::active_cell_iterator endc = dof_handler.end();
for (; cell!=endc; ++cell)
{
Note
As already mentioned in step-1, there is a more convenient way of writing such loops if your compiler supports the C++11 standard. See the deal.II C++11 page to see how this works.

We are now sitting on one cell, and we would like the values and gradients of the shape functions be computed, as well as the determinants of the Jacobian matrices of the mapping between reference cell and true cell, at the quadrature points. Since all these values depend on the geometry of the cell, we have to have the FEValues object re-compute them on each cell:

fe_values.reinit (cell);

Next, reset the local cell's contributions to global matrix and global right hand side to zero, before we fill them:

cell_rhs = 0;

Now it is time to start integration over the cell, which we do by looping over all quadrature points, which we will number by q_index.

for (unsigned int q_index=0; q_index<n_q_points; ++q_index)
{

First assemble the matrix: For the Laplace problem, the matrix on each cell is the integral over the gradients of shape function i and j. Since we do not integrate, but rather use quadrature, this is the sum over all quadrature points of the integrands times the determinant of the Jacobian matrix at the quadrature point times the weight of this quadrature point. You can get the gradient of shape function $$i$$ at quadrature point with number q_index by using fe_values.shape_grad(i,q_index); this gradient is a 2-dimensional vector (in fact it is of type Tensor<1,dim>, with here dim=2) and the product of two such vectors is the scalar product, i.e. the product of the two shape_grad function calls is the dot product. This is in turn multiplied by the Jacobian determinant and the quadrature point weight (that one gets together by the call to FEValues::JxW() ). Finally, this is repeated for all shape functions $$i$$ and $$j$$:

for (unsigned int i=0; i<dofs_per_cell; ++i)
for (unsigned int j=0; j<dofs_per_cell; ++j)
cell_matrix(i,j) += (fe_values.shape_grad (i, q_index) *
fe_values.JxW (q_index));

We then do the same thing for the right hand side. Here, the integral is over the shape function i times the right hand side function, which we choose to be the function with constant value one (more interesting examples will be considered in the following programs).

for (unsigned int i=0; i<dofs_per_cell; ++i)
cell_rhs(i) += (fe_values.shape_value (i, q_index) *
1 *
fe_values.JxW (q_index));
}

Now that we have the contribution of this cell, we have to transfer it to the global matrix and right hand side. To this end, we first have to find out which global numbers the degrees of freedom on this cell have. Let's simply ask the cell for that information:

cell->get_dof_indices (local_dof_indices);

Then again loop over all shape functions i and j and transfer the local elements to the global matrix. The global numbers can be obtained using local_dof_indices[i]:

for (unsigned int i=0; i<dofs_per_cell; ++i)
for (unsigned int j=0; j<dofs_per_cell; ++j)
local_dof_indices[j],
cell_matrix(i,j));

And again, we do the same thing for the right hand side vector.

for (unsigned int i=0; i<dofs_per_cell; ++i)
system_rhs(local_dof_indices[i]) += cell_rhs(i);
}

Now almost everything is set up for the solution of the discrete system. However, we have not yet taken care of boundary values (in fact, Laplace's equation without Dirichlet boundary values is not even uniquely solvable, since you can add an arbitrary constant to the discrete solution). We therefore have to do something about the situation.

For this, we first obtain a list of the degrees of freedom on the boundary and the value the shape function shall have there. For simplicity, we only interpolate the boundary value function, rather than projecting it onto the boundary. There is a function in the library which does exactly this: VectorTools::interpolate_boundary_values(). Its parameters are (omitting parameters for which default values exist and that we don't care about): the DoFHandler object to get the global numbers of the degrees of freedom on the boundary; the component of the boundary where the boundary values shall be interpolated; the boundary value function itself; and the output object.

The component of the boundary is meant as follows: in many cases, you may want to impose certain boundary values only on parts of the boundary. For example, you may have inflow and outflow boundaries in fluid dynamics, or clamped and free parts of bodies in deformation computations of bodies. Then you will want to denote these different parts of the boundary by different numbers and tell the interpolate_boundary_values function to only compute the boundary values on a certain part of the boundary (e.g. the clamped part, or the inflow boundary). By default, all boundaries have the number 0', and since we have not changed that, this is still so; therefore, if we give 0' as the desired portion of the boundary, this means we get the whole boundary. If you have boundaries with kinds of boundaries, you have to number them differently. The function call below will then only determine boundary values for parts of the boundary.

The function describing the boundary values is an object of type Function or of a derived class. One of the derived classes is ZeroFunction, which describes (not unexpectedly) a function which is zero everywhere. We create such an object in-place and pass it to the VectorTools::interpolate_boundary_values() function.

Finally, the output object is a list of pairs of global degree of freedom numbers (i.e. the number of the degrees of freedom on the boundary) and their boundary values (which are zero here for all entries). This mapping of DoF numbers to boundary values is done by the std::map class.

std::map<types::global_dof_index,double> boundary_values;
0,
boundary_values);

Now that we got the list of boundary DoFs and their respective boundary values, let's use them to modify the system of equations accordingly. This is done by the following function call:

system_matrix,
solution,
system_rhs);
}

Step3::solve

The following function simply solves the discretized equation. As the system is quite a large one for direct solvers such as Gauss elimination or LU decomposition, we use a Conjugate Gradient algorithm. You should remember that the number of variables here (only 1089) is a very small number for finite element computations, where 100.000 is a more usual number. For this number of variables, direct methods are no longer usable and you are forced to use methods like CG.

void Step3::solve ()
{

First, we need to have an object that knows how to tell the CG algorithm when to stop. This is done by using a SolverControl object, and as stopping criterion we say: stop after a maximum of 1000 iterations (which is far more than is needed for 1089 variables; see the results section to find out how many were really used), and stop if the norm of the residual is below $$10^{-12}$$. In practice, the latter criterion will be the one which stops the iteration:

SolverControl solver_control (1000, 1e-12);

Then we need the solver itself. The template parameter to the SolverCG class is the type of the vectors, but the empty angle brackets indicate that we simply take the default argument (which is Vector<double>):

SolverCG<> solver (solver_control);

Now solve the system of equations. The CG solver takes a preconditioner as its fourth argument. We don't feel ready to delve into this yet, so we tell it to use the identity operation as preconditioner:

solver.solve (system_matrix, solution, system_rhs,

Now that the solver has done its job, the solution variable contains the nodal values of the solution function.

}

Step3::output_results

The last part of a typical finite element program is to output the results and maybe do some postprocessing (for example compute the maximal stress values at the boundary, or the average flux across the outflow, etc). We have no such postprocessing here, but we would like to write the solution to a file.

void Step3::output_results () const
{

To write the output to a file, we need an object which knows about output formats and the like. This is the DataOut class, and we need an object of that type:

DataOut<2> data_out;

Now we have to tell it where to take the values from which it shall write. We tell it which DoFHandler object to use, and the solution vector (and the name by which the solution variable shall appear in the output file). If we had more than one vector which we would like to look at in the output (for example right hand sides, errors per cell, etc) we would add them as well:

data_out.attach_dof_handler (dof_handler);

After the DataOut object knows which data it is to work on, we have to tell it to process them into something the back ends can handle. The reason is that we have separated the frontend (which knows about how to treat DoFHandler objects and data vectors) from the back end (which knows many different output formats) and use an intermediate data format to transfer data from the front- to the backend. The data is transformed into this intermediate format by the following function:

data_out.build_patches ();

Now we have everything in place for the actual output. Just open a file and write the data into it, using GNUPLOT format (there are other functions which write their data in postscript, AVS, GMV, or some other format):

std::ofstream output ("solution.gpl");
data_out.write_gnuplot (output);
}

Step3::run

Finally, the last function of this class is the main function which calls all the other functions of the Step3 class. The order in which this is done resembles the order in which most finite element programs work. Since the names are mostly self-explanatory, there is not much to comment about:

void Step3::run ()
{
make_grid ();
setup_system ();
assemble_system ();
solve ();
output_results ();
}

The main function

This is the main function of the program. Since the concept of a main function is mostly a remnant from the pre-object era in C/C++ programming, it often does not much more than creating an object of the top-level class and calling its principle function.

Finally, the first line of the function is used to enable output of the deal.II logstream to the screen. The deallog (which stands for deal-log, not de-allog) variable represents a stream to which some parts of the library write output. For example, iterative solvers will generate diagnostics (starting residual, number of solver steps, final residual) as can be seen when running this tutorial program.

The output of deallog can be redirected to the console, to a file, or both. But both are disabled by default. The output is nested in a way so that each function can use a prefix string (separated by colons) for each line of output; if it calls another function, that may also use its prefix which is then printed after the one of the calling function. By running this example (or looking at the "Results" section), you will see the solver statistics prefixed with "DEAL:CG", which is two prefixes. Since output from functions which are nested deep below is usually not as important as top-level output, you can give the deallog variable a maximal depth of nested output for output to console and file. A depth of 0 (the default) will disable output to the screen, while a value of 2 or higher will cause the solver info in this example to be printed. Imagine that different solvers can be nested, which we will see in step-22 for example, and you might not want to see all this information.

int main ()
{
deallog.depth_console (2);
Step3 laplace_problem;
laplace_problem.run ();
return 0;
}

Results

The output of the program looks as follows:

Number of active cells: 1024
Number of degrees of freedom: 1089
DEAL:cg::Starting value 0.121094
DEAL:cg::Convergence step 48 value 5.33692e-13

The first three lines is what we wrote to cout. The last two lines were generated without our intervention by the CG solver. The first two lines state the residual at the start of the iteration, while the last line tells us that the solver needed 47 iterations to bring the norm of the residual to 5.3e-13, i.e. below the threshold 1e-12 which we have set in the solve' function. We will show in the next program how to suppress this output, which is sometimes useful for debugging purposes, but often clutters up the screen display.

Apart from the output shown above, the program generated the file solution.gpl, which is in GNUPLOT format. It can be viewed as follows: invoke GNUPLOT and enter the following sequence of commands at its prompt:

examples/step-3> gnuplot
G N U P L O T
Version 3.7 patchlevel 3
System: Linux 2.6.11.4-21.10-default
Copyright(C) 1986 - 1993, 1998 - 2002
Thomas Williams, Colin Kelley and many others
Type help to access the on-line reference manual
The gnuplot FAQ is available from
http://www.gnuplot.info/gnuplot-faq.html
Send comments and requests for help to <info-gnuplot@dartmouth.edu>
Send bugs, suggestions and mods to <bug-gnuplot@dartmouth.edu>
Terminal type set to 'x11'
gnuplot> set style data lines
gnuplot> splot "solution.gpl"

This produces the picture of the solution below left. Alternatively, you can order GNUPLOT to do some hidden line removal by the command

gnuplot> set hidden3d

to get the result at the right:

Possibilities for extensions

If you want to play around a little bit with this program, here are a few suggestions:

• Change the geometry and mesh: In the program, we have generated a square domain and mesh by using the GridGenerator::hyper_cube function. However, the GridGenerator has a good number of other functions as well. Try an L-shaped domain, a ring, or other domains you find there.

• Change the boundary condition: The code uses the ZeroFunction function to generate zero boundary conditions. However, you may want to try non-zero constant boundary values using ConstantFunction<2> (1) instead of ZeroFunction<2> () to have unit Dirichlet boundary values. More exotic functions are described in the documentation of the Functions namespace, and you may pick one to describe your particular boundary values.

• Modify the type of boundary condition: Presently, what happens is that we use Dirichlet boundary values all around, since the default is that all boundary parts have boundary indicator zero, and then we tell the VectorTools::interpolate_boundary_values function to interpolate boundary values to zero on all boundary components with indicator zero.

We can change this behavior if we assign parts of the boundary different indicators. For example, try this immediately after calling GridGenerator::hyper_cube:

triangulation.begin_active()->face(0)->set_boundary_id(1);

What this does is it first asks the triangulation to return an iterator that points to the first active cell. Of course, this being the coarse mesh for the triangulation of a square, the triangulation has only a single cell at this moment, and it is active. Next, we ask the cell to return an iterator to its first face, and then we ask the face to reset the boundary indicator of that face to 1. What then follows is this: When the mesh is refined, faces of child cells inherit the boundary indicator of their parents, i.e. even on the finest mesh, the faces on one side of the square have boundary indicator 1. Later, when we get to interpolating boundary conditions, the interpolate_boundary_values will only produce boundary values for those faces that have zero boundary indicator, and leave those faces alone that have a different boundary indicator. What this then does is to impose Dirichlet boundary conditions on the former, and homogeneous Neumann conditions on the latter (i.e. zero normal derivative of the solution, unless one adds additional terms to the right hand side of the variational equality that deal with potentially non-zero Neumann conditions). You will see this if you run the program.

• A slight variation of the last point would be to set different boundary values as above, but then use a different boundary value function for boundary indicator one. In practice, what you have to do is to add a second call to interpolate_boundary_values for boundary indicator one:

1,
boundary_values);

If you have this call immediately after the first one to this function, then it will interpolate boundary values on faces with boundary indicator 1 to the unit value, and merge these interpolated values with those previously computed for boundary indicator 0. The result will be that we will get discontinuous boundary values, zero on three sides of the square, and one on the fourth.

• Observe convergence: We will only discuss computing errors in norms in step-7, but it is easy to check that computations converge already here. For example, we could evaluate the value of the solution in a single point and compare the value for different numbers of global refinement (the number of global refinement steps is set in LaplaceProblem::make_grid_and_dofs above). To evaluate the solution at a point, say at $$(\frac 13, \frac 13)$$, we could add the following code to the LaplaceProblem::output_results function:

std::cout << "Solution at (1/3,1/3): "
<< VectorTools::point_value (dof_handler, solution,
Point<2>(1./3, 1./3))
<< std::endl;

For 1 through 9 global refinement steps, we then get the following sequence of point values:

 # of refinements $$u_h(\frac 13,\frac13)$$ 1 0.166667 2 0.227381 3 0.237375 4 0.240435 5 0.241140 6 0.241324 7 0.241369 8 0.241380 9 0.241383

By noticing that the difference between each two consecutive values reduces by about a factor of 4, we can conjecture that the "correct" value may be $$u(\frac 13, \frac 13)\approx 0.241384$$. In fact, if we assumed this to be the correct value, we could show that the sequence above indeed shows $${\cal O}(h^2)$$ convergence — theoretically, the convergence order should be $${\cal O}(h^2 |\log h|)$$ but the symmetry of the domain and the mesh may lead to the better convergence order observed.

A slight variant of this would be to repeat the test with quadratic elements. All you need to do is to set the polynomial degree of the finite element to two in the constructor LaplaceProblem::LaplaceProblem.

• Convergence of the mean: A different way to see that the solution actually converges (to something — we can't tell whether it's really the correct value!) is to compute the mean of the solution. To this end, add the following code to LaplaceProblem::output_results:
std::cout << "Mean value: "
solution,
0)
<< std::endl;
The documentation of the function explains what the second and fourth parameters mean, while the first and third should be obvious. Doing the same study again where we change the number of global refinement steps, we get the following result:  # of refinements $$\int_\Omega u_h(x)\; dx$$ 1 0.093750 2 0.127902 3 0.139761 4 0.139761 5 0.140373 6 0.140526 7 0.140564 8 0.140574 9 0.140576
Again, the difference between two adjacent values goes down by about a factor of four, indicating convergence as $${\cal O}(h^2)$$.

The plain program

/* ---------------------------------------------------------------------
*
* Copyright (C) 1999 - 2016 by the deal.II authors
*
* This file is part of the deal.II library.
*
* The deal.II library is free software; you can use it, redistribute
* it, and/or modify it under the terms of the GNU Lesser General
* version 2.1 of the License, or (at your option) any later version.
* The full text of the license can be found in the file LICENSE at
* the top level of the deal.II distribution.
*
* ---------------------------------------------------------------------
*
* Authors: Wolfgang Bangerth, 1999,
* Guido Kanschat, 2011
*/
#include <deal.II/grid/tria.h>
#include <deal.II/dofs/dof_handler.h>
#include <deal.II/grid/grid_generator.h>
#include <deal.II/grid/tria_accessor.h>
#include <deal.II/grid/tria_iterator.h>
#include <deal.II/dofs/dof_accessor.h>
#include <deal.II/fe/fe_q.h>
#include <deal.II/dofs/dof_tools.h>
#include <deal.II/fe/fe_values.h>
#include <deal.II/base/function.h>
#include <deal.II/numerics/vector_tools.h>
#include <deal.II/numerics/matrix_tools.h>
#include <deal.II/lac/vector.h>
#include <deal.II/lac/full_matrix.h>
#include <deal.II/lac/sparse_matrix.h>
#include <deal.II/lac/dynamic_sparsity_pattern.h>
#include <deal.II/lac/solver_cg.h>
#include <deal.II/lac/precondition.h>
#include <deal.II/numerics/data_out.h>
#include <fstream>
#include <iostream>
using namespace dealii;
class Step3
{
public:
Step3 ();
void run ();
private:
void make_grid ();
void setup_system ();
void assemble_system ();
void solve ();
void output_results () const;
Triangulation<2> triangulation;
FE_Q<2> fe;
DoFHandler<2> dof_handler;
SparsityPattern sparsity_pattern;
SparseMatrix<double> system_matrix;
Vector<double> solution;
Vector<double> system_rhs;
};
Step3::Step3 ()
:
fe (1),
dof_handler (triangulation)
{}
void Step3::make_grid ()
{
GridGenerator::hyper_cube (triangulation, -1, 1);
triangulation.refine_global (5);
std::cout << "Number of active cells: "
<< triangulation.n_active_cells()
<< std::endl;
}
void Step3::setup_system ()
{
dof_handler.distribute_dofs (fe);
std::cout << "Number of degrees of freedom: "
<< dof_handler.n_dofs()
<< std::endl;
DynamicSparsityPattern dsp(dof_handler.n_dofs());
DoFTools::make_sparsity_pattern (dof_handler, dsp);
sparsity_pattern.copy_from(dsp);
system_matrix.reinit (sparsity_pattern);
solution.reinit (dof_handler.n_dofs());
system_rhs.reinit (dof_handler.n_dofs());
}
void Step3::assemble_system ()
{
const unsigned int dofs_per_cell = fe.dofs_per_cell;
const unsigned int n_q_points = quadrature_formula.size();
FullMatrix<double> cell_matrix (dofs_per_cell, dofs_per_cell);
Vector<double> cell_rhs (dofs_per_cell);
std::vector<types::global_dof_index> local_dof_indices (dofs_per_cell);
for (; cell!=endc; ++cell)
{
fe_values.reinit (cell);
cell_rhs = 0;
for (unsigned int q_index=0; q_index<n_q_points; ++q_index)
{
for (unsigned int i=0; i<dofs_per_cell; ++i)
for (unsigned int j=0; j<dofs_per_cell; ++j)
cell_matrix(i,j) += (fe_values.shape_grad (i, q_index) *
fe_values.JxW (q_index));
for (unsigned int i=0; i<dofs_per_cell; ++i)
cell_rhs(i) += (fe_values.shape_value (i, q_index) *
1 *
fe_values.JxW (q_index));
}
cell->get_dof_indices (local_dof_indices);
for (unsigned int i=0; i<dofs_per_cell; ++i)
for (unsigned int j=0; j<dofs_per_cell; ++j)
local_dof_indices[j],
cell_matrix(i,j));
for (unsigned int i=0; i<dofs_per_cell; ++i)
system_rhs(local_dof_indices[i]) += cell_rhs(i);
}
std::map<types::global_dof_index,double> boundary_values;
0,
boundary_values);
system_matrix,
solution,
system_rhs);
}
void Step3::solve ()
{
SolverControl solver_control (1000, 1e-12);
SolverCG<> solver (solver_control);
solver.solve (system_matrix, solution, system_rhs,
}
void Step3::output_results () const
{
DataOut<2> data_out;
data_out.attach_dof_handler (dof_handler);
data_out.build_patches ();
std::ofstream output ("solution.gpl");
data_out.write_gnuplot (output);
}
void Step3::run ()
{
make_grid ();
setup_system ();
assemble_system ();
solve ();
output_results ();
}
int main ()
{
deallog.depth_console (2);
Step3 laplace_problem;
laplace_problem.run ();
return 0;
}