Biharmonic equation

This demo is implemented in a single Python file, demo_biharmonic.py, which contains both the variational forms and the solver. It illustrates how to:

  • Solve a linear partial differential equation

  • Use a discontinuous Galerkin method

  • Solve a fourth-order differential equation

Equation and problem definition

Strong formulation

The biharmonic equation is a fourth-order elliptic equation. On the domain \(\Omega \subset \mathbb{R}^{d}\), \(1 \le d \le 3\), it reads

\[ \nabla^{4} u = f \quad {\rm in} \ \Omega, \]

where \(\nabla^{4} \equiv \nabla^{2} \nabla^{2}\) is the biharmonic operator and \(f\) is a prescribed source term. To formulate a complete boundary value problem, the biharmonic equation must be complemented by suitable boundary conditions.

Weak formulation

Multiplying the biharmonic equation by a test function and integrating by parts twice leads to a problem of second-order derivatives, which would require \(H^{2}\) conforming (roughly \(C^{1}\) continuous) basis functions. To solve the biharmonic equation using Lagrange finite element basis functions, the biharmonic equation can be split into two second- order equations (see the Mixed Poisson demo for a mixed method for the Poisson equation), or a variational formulation can be constructed that imposes weak continuity of normal derivatives between finite element cells. This demo uses a discontinuous Galerkin approach to impose continuity of the normal derivative weakly.

Consider a triangulation \(\mathcal{T}\) of the domain \(\Omega\), where the set of interior facets is denoted by \(\mathcal{E}_h^{\rm int}\). Functions evaluated on opposite sides of a facet are indicated by the subscripts \(+\) and \(-\). Using the standard continuous Lagrange finite element space

\[ V = \left\{v \in H^{1}_{0}(\Omega)\,:\, v \in P_{k}(K) \ \forall \ K \in \mathcal{T} \right\} \]

and considering the boundary conditions

\[\begin{split} \begin{align} u &= 0 \quad {\rm on} \ \partial\Omega, \\ \nabla^{2} u &= 0 \quad {\rm on} \ \partial\Omega, \end{align} \end{split}\]

a weak formulation of the biharmonic problem reads: find \(u \in V\) such that

\[ a(u,v)=L(v) \quad \forall \ v \in V, \]

where the bilinear form is

\[ a(u, v) = \sum_{K \in \mathcal{T}} \int_{K} \nabla^{2} u \nabla^{2} v \, {\rm d}x \ +\sum_{E \in \mathcal{E}_h^{\rm int}}\left(\int_{E} \frac{\alpha}{h_E} [\!\![ \nabla u ]\!\!] [\!\![ \nabla v ]\!\!] \, {\rm d}s - \int_{E} \left<\nabla^{2} u \right>[\!\![ \nabla v ]\!\!] \, {\rm d}s - \int_{E} [\!\![ \nabla u ]\!\!] \left<\nabla^{2} v \right> \, {\rm d}s\right) \]

and the linear form is

\[ L(v) = \int_{\Omega} fv \, {\rm d}x. \]

Furthermore, \(\left< u \right> = \frac{1}{2} (u_{+} + u_{-})\), \([\!\![ w ]\!\!] = w_{+} \cdot n_{+} + w_{-} \cdot n_{-}\), \(\alpha \ge 0\) is a penalty parameter and \(h_E\) is a measure of the cell size.

The input parameters for this demo are defined as follows:

  • \(\Omega = [0,1] \times [0,1]\) (a unit square)

  • \(\alpha = 8.0\) (penalty parameter)

  • \(f = 4.0 \pi^4\sin(\pi x)\sin(\pi y)\) (source term)

Implementation

We first import the modules and functions that the program uses:

from mpi4py import MPI
from petsc4py.PETSc import ScalarType  # type: ignore

import ufl
from dolfinx import fem, io, mesh, plot
from dolfinx.fem.petsc import LinearProblem
from dolfinx.mesh import CellType, GhostMode

We begin by using create_rectangle to create a rectangular Mesh of the domain, and creating a finite element FunctionSpace \(V\) on the mesh.

msh = mesh.create_rectangle(
    comm=MPI.COMM_WORLD,
    points=((0.0, 0.0), (1.0, 1.0)),
    n=(32, 32),
    cell_type=CellType.triangle,
    ghost_mode=GhostMode.shared_facet,
)
V = fem.functionspace(msh, ("Lagrange", 2))

The second argument to functionspace is a tuple consisting of (family, degree), where family is the finite element family, and degree specifies the polynomial degree. in this case V consists of second-order, continuous Lagrange finite element functions.

Next, we locate the mesh facets that lie on the boundary \(\Gamma_D = \partial\Omega\). We do this using using exterior_facet_indices which returns all mesh boundary facets (Note: if we are only interested in a subset of those, consider locate_entities_boundary).

tdim = msh.topology.dim
msh.topology.create_connectivity(tdim - 1, tdim)
facets = mesh.exterior_facet_indices(msh.topology)

We now find the degrees-of-freedom that are associated with the boundary facets using locate_dofs_topological

dofs = fem.locate_dofs_topological(V=V, entity_dim=1, entities=facets)

and use dirichletbc to create a DirichletBC class that represents the boundary condition. In this case, we impose Dirichlet boundary conditions with value \(0\) on the entire boundary \(\partial\Omega\).

bc = fem.dirichletbc(value=ScalarType(0), dofs=dofs, V=V)

Next, we express the variational problem using UFL.

First, the penalty parameter \(\alpha\) is defined. In addition, we define a variable h for the cell diameter \(h_E\), a variable nfor the outward-facing normal vector \(n\) and a variable h_avg for the average size of cells sharing a facet \(\left< h \right> = \frac{1}{2} (h_{+} + h_{-})\). Here, the UFL syntax ('+') and ('-') restricts a function to the ('+') and ('-') sides of a facet.

alpha = ScalarType(8.0)
h = ufl.CellDiameter(msh)
n = ufl.FacetNormal(msh)
h_avg = (h("+") + h("-")) / 2.0

After that, we can define the variational problem consisting of the bilinear form \(a\) and the linear form \(L\). The source term is prescribed as \(f = 4.0 \pi^4\sin(\pi x)\sin(\pi y)\). Note that with dS, integration is carried out over all the interior facets \(\mathcal{E}_h^{\rm int}\), whereas with ds it would be only the facets on the boundary of the domain, i.e. \(\partial\Omega\). The jump operator \([\!\![ w ]\!\!] = w_{+} \cdot n_{+} + w_{-} \cdot n_{-}\) w.r.t. the outward-facing normal vector \(n\) is in UFL available as jump(w, n).

# Define variational problem
u = ufl.TrialFunction(V)
v = ufl.TestFunction(V)
x = ufl.SpatialCoordinate(msh)
f = 4.0 * ufl.pi**4 * ufl.sin(ufl.pi * x[0]) * ufl.sin(ufl.pi * x[1])

a = (
    ufl.inner(ufl.div(ufl.grad(u)), ufl.div(ufl.grad(v))) * ufl.dx
    - ufl.inner(ufl.avg(ufl.div(ufl.grad(u))), ufl.jump(ufl.grad(v), n)) * ufl.dS
    - ufl.inner(ufl.jump(ufl.grad(u), n), ufl.avg(ufl.div(ufl.grad(v)))) * ufl.dS
    + alpha / h_avg * ufl.inner(ufl.jump(ufl.grad(u), n), ufl.jump(ufl.grad(v), n)) * ufl.dS
)
L = ufl.inner(f, v) * ufl.dx

We create a LinearProblem object that brings together the variational problem, the Dirichlet boundary condition, and which specifies the linear solver. In this case we use a direct (LU) solver. The solve will compute a solution.

problem = LinearProblem(
    a,
    L,
    bcs=[bc],
    petsc_options_prefix="demo_biharmonic_",
    petsc_options={"ksp_type": "preonly", "pc_type": "lu"},
)
uh = problem.solve()
assert isinstance(uh, fem.Function)
assert problem.solver.getConvergedReason() > 0

The solution can be written to a XDMFFile file visualization with ParaView or VisIt

with io.XDMFFile(msh.comm, "out_biharmonic/biharmonic.xdmf", "w") as file:
    V1 = fem.functionspace(msh, ("Lagrange", 1))
    u1 = fem.Function(V1)
    u1.interpolate(uh)
    file.write_mesh(msh)
    file.write_function(u1)

and displayed using pyvista.

try:
    import pyvista

    cells, types, x = plot.vtk_mesh(V)
    grid = pyvista.UnstructuredGrid(cells, types, x)
    grid.point_data["u"] = uh.x.array.real
    grid.set_active_scalars("u")
    plotter = pyvista.Plotter()
    plotter.add_mesh(grid, show_edges=True)
    warped = grid.warp_by_scalar()
    plotter.add_mesh(warped)
    if pyvista.OFF_SCREEN:
        pyvista.start_xvfb(wait=0.1)
        plotter.screenshot("uh_biharmonic.png")
    else:
        plotter.show()
except ModuleNotFoundError:
    print("'pyvista' is required to visualise the solution")
    print("Install 'pyvista' with pip: 'python3 -m pip install pyvista'")