Vectorial Finite Elements

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\newcommand{\UI}{\mathrm{I}} \newcommand{\UJ}{\mathrm{J}} \newcommand{\UK}{\mathrm{K}} \newcommand{\UL}{\mathrm{L}} \newcommand{\UM}{\mathrm{M}} \newcommand{\UN}{\mathrm{N}} \newcommand{\UO}{\mathrm{O}} \newcommand{\UP}{\mathrm{P}} \newcommand{\UQ}{\mathrm{Q}} \newcommand{\UR}{\mathrm{R}} \newcommand{\US}{\mathrm{S}} \newcommand{\UT}{\mathrm{T}} \newcommand{\UU}{\mathrm{U}} \newcommand{\UV}{\mathrm{V}} \newcommand{\UW}{\mathrm{W}} \newcommand{\UX}{\mathrm{X}} \newcommand{\UY}{\mathrm{Y}} \newcommand{\UZ}{\mathrm{Z}} % \newcommand{\Uzero }{\mathrm{0}} \newcommand{\Uone }{\mathrm{1}} \newcommand{\Utwo }{\mathrm{2}} \newcommand{\Uthree}{\mathrm{3}} \newcommand{\Ufour }{\mathrm{4}} \newcommand{\Ufive }{\mathrm{5}} \newcommand{\Usix }{\mathrm{6}} \newcommand{\Useven}{\mathrm{7}} \newcommand{\Ueight}{\mathrm{8}} \newcommand{\Unine }{\mathrm{9}} % \newcommand{\Ja}{\mathit{a}} \newcommand{\Jb}{\mathit{b}} \newcommand{\Jc}{\mathit{c}} \newcommand{\Jd}{\mathit{d}} \newcommand{\Je}{\mathit{e}} 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\newcommand{\JN}{\mathit{N}} \newcommand{\JO}{\mathit{O}} \newcommand{\JP}{\mathit{P}} \newcommand{\JQ}{\mathit{Q}} \newcommand{\JR}{\mathit{R}} \newcommand{\JS}{\mathit{S}} \newcommand{\JT}{\mathit{T}} \newcommand{\JU}{\mathit{U}} \newcommand{\JV}{\mathit{V}} \newcommand{\JW}{\mathit{W}} \newcommand{\JX}{\mathit{X}} \newcommand{\JY}{\mathit{Y}} \newcommand{\JZ}{\mathit{Z}} % \newcommand{\Jzero }{\mathit{0}} \newcommand{\Jone }{\mathit{1}} \newcommand{\Jtwo }{\mathit{2}} \newcommand{\Jthree}{\mathit{3}} \newcommand{\Jfour }{\mathit{4}} \newcommand{\Jfive }{\mathit{5}} \newcommand{\Jsix }{\mathit{6}} \newcommand{\Jseven}{\mathit{7}} \newcommand{\Jeight}{\mathit{8}} \newcommand{\Jnine }{\mathit{9}} % \newcommand{\BA}{\boldsymbol{A}} \newcommand{\BB}{\boldsymbol{B}} \newcommand{\BC}{\boldsymbol{C}} \newcommand{\BD}{\boldsymbol{D}} \newcommand{\BE}{\boldsymbol{E}} \newcommand{\BF}{\boldsymbol{F}} \newcommand{\BG}{\boldsymbol{G}} \newcommand{\BH}{\boldsymbol{H}} 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\newcommand{\Bm}{\boldsymbol{m}} \newcommand{\Bn}{\boldsymbol{n}} \newcommand{\Bo}{\boldsymbol{o}} \newcommand{\Bp}{\boldsymbol{p}} \newcommand{\Bq}{\boldsymbol{q}} \newcommand{\Br}{\boldsymbol{r}} \newcommand{\Bs}{\boldsymbol{s}} \newcommand{\Bt}{\boldsymbol{t}} \newcommand{\Bu}{\boldsymbol{u}} \newcommand{\Bv}{\boldsymbol{v}} \newcommand{\Bw}{\boldsymbol{w}} \newcommand{\Bx}{\boldsymbol{x}} \newcommand{\By}{\boldsymbol{y}} \newcommand{\Bz}{\boldsymbol{z}} % \newcommand{\Bzero }{\boldsymbol{0}} \newcommand{\Bone }{\boldsymbol{1}} \newcommand{\Btwo }{\boldsymbol{2}} \newcommand{\Bthree}{\boldsymbol{3}} \newcommand{\Bfour }{\boldsymbol{4}} \newcommand{\Bfive }{\boldsymbol{5}} \newcommand{\Bsix }{\boldsymbol{6}} \newcommand{\Bseven}{\boldsymbol{7}} \newcommand{\Beight}{\boldsymbol{8}} \newcommand{\Bnine }{\boldsymbol{9}} % \newcommand{\Balpha }{\boldsymbol{\alpha} } \newcommand{\Bbeta }{\boldsymbol{\beta} } \newcommand{\Bgamma }{\boldsymbol{\gamma} } \newcommand{\Bdelta }{\boldsymbol{\delta} } \newcommand{\Bepsilon}{\boldsymbol{\epsilon} } \newcommand{\Bvareps }{\boldsymbol{\varepsilon} } \newcommand{\Bvarepsilon}{\boldsymbol{\varepsilon}} \newcommand{\Bzeta }{\boldsymbol{\zeta} } \newcommand{\Beta }{\boldsymbol{\eta} } \newcommand{\Btheta }{\boldsymbol{\theta} } \newcommand{\Bvarthe }{\boldsymbol{\vartheta} } \newcommand{\Biota }{\boldsymbol{\iota} } \newcommand{\Bkappa }{\boldsymbol{\kappa} } \newcommand{\Blambda }{\boldsymbol{\lambda} } \newcommand{\Bmu }{\boldsymbol{\mu} } \newcommand{\Bnu }{\boldsymbol{\nu} } \newcommand{\Bxi }{\boldsymbol{\xi} } \newcommand{\Bpi }{\boldsymbol{\pi} } \newcommand{\Brho }{\boldsymbol{\rho} } \newcommand{\Bvrho }{\boldsymbol{\varrho} } \newcommand{\Bsigma }{\boldsymbol{\sigma} } \newcommand{\Bvsigma }{\boldsymbol{\varsigma} } \newcommand{\Btau }{\boldsymbol{\tau} } \newcommand{\Bupsilon}{\boldsymbol{\upsilon} } \newcommand{\Bphi }{\boldsymbol{\phi} } \newcommand{\Bvarphi }{\boldsymbol{\varphi} } \newcommand{\Bchi }{\boldsymbol{\chi} } \newcommand{\Bpsi }{\boldsymbol{\psi} } \newcommand{\Bomega }{\boldsymbol{\omega} } \newcommand{\BGamma }{\boldsymbol{\Gamma} } \newcommand{\BDelta }{\boldsymbol{\Delta} } \newcommand{\BTheta }{\boldsymbol{\Theta} } \newcommand{\BLambda }{\boldsymbol{\Lambda} } \newcommand{\BXi }{\boldsymbol{\Xi} } \newcommand{\BPi }{\boldsymbol{\Pi} } \newcommand{\BSigma }{\boldsymbol{\Sigma} } \newcommand{\BUpsilon}{\boldsymbol{\Upsilon} } \newcommand{\BPhi }{\boldsymbol{\Phi} } \newcommand{\BPsi }{\boldsymbol{\Psi} } \newcommand{\BOmega }{\boldsymbol{\Omega} } % \newcommand{\IA}{\mathbb{A}} \newcommand{\IB}{\mathbb{B}} \newcommand{\IC}{\mathbb{C}} \newcommand{\ID}{\mathbb{D}} \newcommand{\IE}{\mathbb{E}} \newcommand{\IF}{\mathbb{F}} \newcommand{\IG}{\mathbb{G}} \newcommand{\IH}{\mathbb{H}} \newcommand{\II}{\mathbb{I}} \renewcommand{\IJ}{\mathbb{J}} \newcommand{\IK}{\mathbb{K}} \newcommand{\IL}{\mathbb{L}} \newcommand{\IM}{\mathbb{M}} \newcommand{\IN}{\mathbb{N}} 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\newcommand{\Fthree}{\mathsf{3}} \newcommand{\Ffour }{\mathsf{4}} \newcommand{\Ffive }{\mathsf{5}} \newcommand{\Fsix }{\mathsf{6}} \newcommand{\Fseven}{\mathsf{7}} \newcommand{\Feight}{\mathsf{8}} \newcommand{\Fnine }{\mathsf{9}} % \newcommand{\CA}{\mathcal{A}} \newcommand{\CB}{\mathcal{B}} \newcommand{\CC}{\mathcal{C}} \newcommand{\CD}{\mathcal{D}} \newcommand{\CE}{\mathcal{E}} \newcommand{\CF}{\mathcal{F}} \newcommand{\CG}{\mathcal{G}} \newcommand{\CH}{\mathcal{H}} \newcommand{\CI}{\mathcal{I}} \newcommand{\CJ}{\mathcal{J}} \newcommand{\CK}{\mathcal{K}} \newcommand{\CL}{\mathcal{L}} \newcommand{\CM}{\mathcal{M}} \newcommand{\CN}{\mathcal{N}} \newcommand{\CO}{\mathcal{O}} \newcommand{\CP}{\mathcal{P}} \newcommand{\CQ}{\mathcal{Q}} \newcommand{\CR}{\mathcal{R}} \newcommand{\CS}{\mathcal{S}} \newcommand{\CT}{\mathcal{T}} \newcommand{\CU}{\mathcal{U}} \newcommand{\CV}{\mathcal{V}} \newcommand{\CW}{\mathcal{W}} \newcommand{\CX}{\mathcal{X}} \newcommand{\CY}{\mathcal{Y}} \newcommand{\CZ}{\mathcal{Z}} % \newcommand{\KA}{\mathfrak{A}} \newcommand{\KB}{\mathfrak{B}} \newcommand{\KC}{\mathfrak{C}} \newcommand{\KD}{\mathfrak{D}} \newcommand{\KE}{\mathfrak{E}} \newcommand{\KF}{\mathfrak{F}} \newcommand{\KG}{\mathfrak{G}} \newcommand{\KH}{\mathfrak{H}} \newcommand{\KI}{\mathfrak{I}} \newcommand{\KJ}{\mathfrak{J}} \newcommand{\KK}{\mathfrak{K}} \newcommand{\KL}{\mathfrak{L}} \newcommand{\KM}{\mathfrak{M}} \newcommand{\KN}{\mathfrak{N}} \newcommand{\KO}{\mathfrak{O}} \newcommand{\KP}{\mathfrak{P}} \newcommand{\KQ}{\mathfrak{Q}} \newcommand{\KR}{\mathfrak{R}} \newcommand{\KS}{\mathfrak{S}} \newcommand{\KT}{\mathfrak{T}} \newcommand{\KU}{\mathfrak{U}} \newcommand{\KV}{\mathfrak{V}} \newcommand{\KW}{\mathfrak{W}} \newcommand{\KX}{\mathfrak{X}} \newcommand{\KY}{\mathfrak{Y}} \newcommand{\KZ}{\mathfrak{Z}} \newcommand{\Ka}{\mathfrak{a}} \newcommand{\Kb}{\mathfrak{b}} \newcommand{\Kc}{\mathfrak{c}} \newcommand{\Kd}{\mathfrak{d}} \newcommand{\Ke}{\mathfrak{e}} 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%$

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$\newcommand{\BAhat}{\hat{\boldsymbol{A}}} \newcommand{\Buhat}{\hat{\boldsymbol{u}}} \newcommand{\Bbhat}{\hat{\boldsymbol{b}}}$

Many initial boundary value problems require solving for unknown vector fields, such as solving for displacements in a mechanical problem. Discretization of weak forms of such problems leads to higher-order linear systems which need to be reshaped to be solved by regular linear solvers. There are also more indices involved than a scalar problem, which can be confusing. In this post, I’ll try to elucidate the procedure by deriving for a basic higher-order system and giving an example.

The weak formulation of a linear vectorial problem reads

Find $\Bu\in V$ such that

$$\begin{equation} a(\Bu, \Bv) = b(\Bv) \end{equation}$$

for all $\Bv\in V$.

Discretizations of vectorial problems requires the expansion of vectorial quantities as linear combinations of the basis vectors $\Be_i$:

$$\begin{equation} \Bu = \suml{i=1}{\ndim} u_i \,\Be_i \label{eq:discrete6} \end{equation}$$

where $\cbr{u_i}_{i=1}^{\ndim}$ are the components corresponding to the basis vectors and $\ndim=\dim V$. Here, we chose Cartesian basis vectors for simplicity.

We can therefore express its discretization as

$$\begin{equation} \Bu_h = \suml{I=1}{\nnode} \Bu^I N^I = \suml{I=1}{\nnode}\suml{i=1}{\ndim} u^I_i \Be_i N^I. \label{eq:discrete7} \end{equation}$$

Substituting discretized functions in the weak formulation, we obtain

$$\begin{equation} \begin{aligned} a(\Bu_h, \Bv_h) &= \suml{i=1}{\ndim}\suml{j=1}{\ndim} \, a(u_{h,j}\,\Be_j, v_{h,i}\,\Be_i)\\ &= \suml{I=1}{\nnode}\suml{J=1}{\nnode} \suml{i=1}{\ndim}\suml{j=1}{\ndim} u^J_j v^I_i \,a(\Be_j N^J, \Be_i N^I) \end{aligned} \end{equation}$$

and

$$\begin{equation} b(\Bv_h) = \suml{i=1}{\ndim} b(v_{h,i}\,\Be_i) = \suml{I=1}{\nnode} \suml{i=1}{\ndim} v^I_i b(\Be_i N^I). \end{equation}$$

We define the following arrays

$$\begin{equation} \boxed{ \begin{aligned} A^{I\!J}_{ij} &= a(\Be_j N^J, \Be_i N^I) \\ b^{I}_{i} &= b(\Be_i N^I). \end{aligned} } \end{equation}$$

Hence we can express the linear system

$$\begin{equation} a(\Bu_h,\Bv_h) = b(\Bv_h) \end{equation}$$

as

$$\begin{equation} \suml{I=1}{\nnode}\suml{J=1}{\nnode} \suml{i=1}{\ndim}\suml{j=1}{\ndim} u^J_j v^I_i \,A^{I\!J}_{ij} = \suml{I=1}{\nnode} \suml{i=1}{\ndim} v^I_i b^{I}_{i}. \end{equation}$$

For arbitrary $\Bv_h$, this yields the following system of equations

$$\begin{equation} \boxed{ \suml{J=1}{\nnode} \suml{j=1}{\ndim} A^{I\!J}_{ij} \,u^J_j = b^{I}_{i} } \label{eq:discrete8} \end{equation}$$

for $i=1,\dots,\ndim$ and $I=1,\dots,\nnode$.

We reshape this higher-order system as shown in the previous post Reshaping Higher Order Linear Systems:

$$\begin{equation} \BAhat \Buhat = \Bbhat \end{equation}$$

by defining a map $i_d$ that maps original indices to the reshaped indices

$$\begin{equation} i_d := \left\{ \begin{array}{rl} [1,\nnode]\times[1,\ndim] & \to [1,\nnode\ndim]\\[1ex] (I,i) & \mapsto \ndim(I-1)+i\\ \end{array} \right. \end{equation}$$

where we used 1-based indexing of the arrays. We set

$$\begin{equation} \boxed{ \begin{alignedat}{3} \alpha &:= i_d(I,i) &&= \ndim(I-1) + i \\ \beta &:= i_d(J,j) &&= \ndim(J-1) + j \\ \end{alignedat} } \end{equation}$$

and write

$$\begin{equation} \hat{A}_{\alpha\beta} = A^{I\!J}_{ij} \quad,\quad \hat{u}_{\beta} = u^{J}_{j} \eqand \hat{b}_{\alpha} = b^{I}_{i} \end{equation}$$

The inverse index mapping can be obtained as shown in the previous post.

Example: Linear Elasticity

Our initial-boundary value problem is

$$\begin{equation} \begin{alignedat}{4} -\div\Bsigma &= \rho\Bgamma \qquad&& \text{in} \qquad&& \Omega\\ \Bu &= \bar{\Bu} && \text{on} && \del\Omega_u \\ \Bt &= \bar{\Bt} && \text{on} && \del\Omega_t \\ \end{alignedat} \end{equation}$$

The weak formulation reads

Find $\Bu\in V$ such that

$$\begin{equation} -\int_\Omega \div\Bsigma \dtp \Bv \dv = \int_\Omega \rho \Bgamma\dtp\Bv \dv \end{equation}$$

for all $\Bv\in V$ where $V=H^1(\Omega)$.

We apply integration by parts on the left-hand side

$$\begin{equation} \int_\Omega \div\Bsigma\dtp\Bv \dv = \int_\Omega \div(\Bsigma\Bv) \dv - \int_\Omega \Bsigma : \nabla\Bv \dv \end{equation}$$

and apply the divergence theorem to the first resulting term:

$$\begin{equation} \int_\Omega \div(\Bsigma\Bv) \dv = \int_{\del\Omega_t} \bar{\Bt}\dtp\Bv \da \end{equation}$$

Substituting the linear stress $\Bsigma=\IC:\Bvareps=\IC:\nabla\Bu$, we obtain the following variational forms:

$$\begin{align} \label{eq:linelastdiscretebilinear} a(\Bu,\Bv) &= \int_\Omega \nabla\Bv:\IC:\nabla\Bu \dv \\ \label{eq:linelastdiscretelinear} b(\Bv) &= \int_\Omega \rho \Bgamma\dtp\Bv \dv + \int_{\del\Omega_t} \bar{\Bt}\dtp\Bv \da \end{align}$$

We have the following discretizations of the unknown function and test function

$$\begin{equation} \Bu_h = \suml{J=1}{\nnode} \Bu^J N^J \eqand \Bv_h = \suml{I=1}{\nnode} \Bv^I N^I. \end{equation}$$

With the given discretizations, the matrix corresponding to $\eqref{eq:linelastdiscretebilinear}$ can be calculated as

$$\begin{equation} \begin{aligned} A^{I\!J}_{ij} = a(\Be_j N^J, \Be_i N^I) &= \int_\Omega \nabla(\Be_iN^I) : \IC : \nabla(\Be_jN^J) \dv \\ &= \int_\Omega (\Be_i\dyd \nabla N^I) : \IC : (\Be_j \dyd \nabla N^J) \dv \\ &= \int_\Omega \partd{N^I}{x_k} \, C_{ikjl} \, \partd{N^J}{x_l} \dv, \end{aligned} \end{equation}$$

and finally obtain

$$\begin{equation} \boxed{ A^{I\!J}_{ij} = \int_\Omega B^I_k \, C_{ikjl} \, B^J_l \dv \,. } \end{equation}$$

The vector corresponding to $\eqref{eq:linelastdiscretelinear}$ is calculated as

$$\begin{equation} b^{I}_{i} = b(\Be_i N^I) = \int_{\del\Omega_t} \bar{\Bt}\dtp(\Be_iN^I) \da + \int_\Omega\rho\Bgamma\dtp(\Be_iN^I) \dv \end{equation}$$

which yields

$$\begin{equation} \boxed{ b^{I}_{i} = \int_{\del\Omega_t} \bar{t}_i N^I \da + \int_\Omega \rho \gamma_i N^I \dv } \end{equation}$$