Heat Equation#

The heat equation example.

Kind: techniques
Builds on: simple-solver, three-pt-stencil-solver
Upstream source: examples/heat-equation/heat-equation.cpp in the Ginkgo repository.

Introduction#

This example solves a 2D heat conduction equation

\[\begin{split} \begin{gathered} u : [0, d]^2 \rightarrow R\\ \partial_t u = \delta u + f \end{gathered} \end{split}\]

with Dirichlet boundary conditions and given initial condition and constant-in-time source function f.

The partial differential equation (PDE) is solved with a finite difference spatial discretization on an equidistant grid: For n grid points, and grid distance \(h = 1/n\) we write

\[ u_{i,j}' = \alpha\frac{u_{i-1,j}+u_{i+1,j}+u_{i,j-1}+u_{i,j+1}-4u_{i,j}}{h^2}+f_{i,j} \]

We then build an implicit Euler integrator by discretizing with time step \(\tau\)

\[ \frac{u_{i,j}^{k+1} - u_{i,j}^k}{\tau} = \alpha\frac{u_{i-1,j}^{k+1}+u_{i+1,j}^{k+1} -u_{i,j-1}^{k+1}-u_{i,j+1}^{k+1}+4u_{i,j}^{k+1}}{h^2} +f_{i,j} \]

and solve the resulting linear system for \( u_{\cdot}^{k+1}\) using Ginkgo’s CG solver preconditioned with an incomplete Cholesky factorization for each time step, occasionally writing the resulting grid values into a video file using OpenCV and a custom color mapping.

The intention of this example is to provide a mini-app showing matrix assembly, vector initialization, solver setup and the use of Ginkgo in a more complex setting.

The commented program#

#include <chrono>
#include <fstream>
#include <iostream>

#include <opencv2/core.hpp>
#include <opencv2/videoio.hpp>

#include <ginkgo/ginkgo.hpp>

This function implements a simple Ginkgo-themed clamped color mapping for values in the range [0,5].

void set_val(unsigned char* data, double value)
{

RGB values for the 6 colors used for values 0, 1, …, 5 We will interpolate linearly between these values.

    double col_r[] = {255, 221, 129, 201, 249, 255};
    double col_g[] = {255, 220, 130, 161, 158, 204};
    double col_b[] = {255, 220, 133, 93, 24, 8};
    value = std::max(0.0, value);
    auto i = std::max(0, std::min(4, int(value)));
    auto d = std::max(0.0, std::min(1.0, value - i));

OpenCV uses BGR instead of RGB by default, revert indices

    data[2] = static_cast<unsigned char>(col_r[i + 1] * d + col_r[i] * (1 - d));
    data[1] = static_cast<unsigned char>(col_g[i + 1] * d + col_g[i] * (1 - d));
    data[0] = static_cast<unsigned char>(col_b[i + 1] * d + col_b[i] * (1 - d));
}

Initialize video output with given dimension and FPS (frames per seconds)

std::pair<cv::VideoWriter, cv::Mat> build_output(int n, double fps)
{
    cv::Size videosize{n, n};
    auto output =
        std::make_pair(cv::VideoWriter{}, cv::Mat{videosize, CV_8UC3});
    auto fourcc = cv::VideoWriter::fourcc('a', 'v', 'c', '1');
    output.first.open("heat.mp4", fourcc, fps, videosize);
    return output;
}

Write the current frame to video output using the above color mapping

void output_timestep(std::pair<cv::VideoWriter, cv::Mat>& output, int n,
                     const double* data)
{
    for (int i = 0; i < n; i++) {
        auto row = output.second.ptr(i);
        for (int j = 0; j < n; j++) {
            set_val(&row[3 * j], data[i * n + j]);
        }
    }
    output.first.write(output.second);
}


int main(int argc, char* argv[])
{
    using mtx = gko::matrix::Csr<>;
    using vec = gko::matrix::Dense<>;

Problem parameters: simulation length

    auto t0 = 5.0;

diffusion factor

    auto diffusion = 0.0005;

scaling factor for heat source

    auto source_scale = 2.5;

Simulation parameters: inner grid points per discretization direction

    auto n = 256;

number of simulation steps per second

    auto steps_per_sec = 500;

number of video frames per second

    auto fps = 25;

number of grid points

    auto n2 = n * n;

grid point distance (ignoring boundary points)

    auto h = 1.0 / (n + 1);
    auto h2 = h * h;

time step size for the simulation

    auto tau = 1.0 / steps_per_sec;

create a CUDA executor with an associated OpenMP host executor

    auto exec = gko::CudaExecutor::create(0, gko::OmpExecutor::create());

load heat source and initial state vectors

    std::ifstream initial_stream("data/gko_logo_2d.mtx");
    std::ifstream source_stream("data/gko_text_2d.mtx");
    auto source = gko::read<vec>(source_stream, exec);
    auto in_vector = gko::read<vec>(initial_stream, exec);

create output vector with initial guess for

    auto out_vector = in_vector->clone();

create scalar for source update

    auto tau_source_scalar = gko::initialize<vec>({source_scale * tau}, exec);

create stencil matrix as shared_ptr for solver

    auto stencil_matrix = gko::share(mtx::create(exec));

assemble matrix

    gko::matrix_data<> mtx_data{gko::dim<2>(n2, n2)};
    for (int i = 0; i < n; i++) {
        for (int j = 0; j < n; j++) {
            auto c = i * n + j;
            auto c_val = diffusion * tau * 4.0 / h2 + 1.0;
            auto off_val = -diffusion * tau / h2;

for each grid point: insert 5 stencil points with Dirichlet boundary conditions, i.e. with zero boundary value

            if (i > 0) {
                mtx_data.nonzeros.emplace_back(c, c - n, off_val);
            }
            if (j > 0) {
                mtx_data.nonzeros.emplace_back(c, c - 1, off_val);
            }
            mtx_data.nonzeros.emplace_back(c, c, c_val);
            if (j < n - 1) {
                mtx_data.nonzeros.emplace_back(c, c + 1, off_val);
            }
            if (i < n - 1) {
                mtx_data.nonzeros.emplace_back(c, c + n, off_val);
            }
        }
    }
    stencil_matrix->read(mtx_data);

prepare video output

    auto output = build_output(n, fps);

build CG solver on stencil with incomplete Cholesky preconditioner stopping at 1e-10 relative accuracy

    auto solver =
        gko::solver::Cg<>::build()
            .with_preconditioner(gko::preconditioner::Ic<>::build())
            .with_criteria(gko::stop::ResidualNorm<>::build()
                               .with_baseline(gko::stop::mode::rhs_norm)
                               .with_reduction_factor(1e-10))
            .on(exec)
            ->generate(stencil_matrix);

time stamp of the last output frame (initialized to a sentinel value)

    double last_t = -t0;

execute implicit Euler method: for each timestep, solve stencil system

    for (double t = 0; t < t0; t += tau) {

if enough time has passed, output the next video frame

        if (t - last_t > 1.0 / fps) {
            last_t = t;
            std::cout << t << std::endl;
            output_timestep(
                output, n,
                gko::make_temporary_clone(exec->get_master(), in_vector)
                    ->get_const_values());
        }

add heat source contribution

        in_vector->add_scaled(tau_source_scalar, source);

execute Euler step

        solver->apply(in_vector, out_vector);

swap input and output

        std::swap(in_vector, out_vector);
    }
}

Results#

The program will generate a video file named heat.mp4 and output the timestamp of each generated frame.

The plain program#

// SPDX-FileCopyrightText: 2017 - 2024 The Ginkgo authors
//
// SPDX-License-Identifier: BSD-3-Clause

/*****************************<DESCRIPTION>***********************************
This example solves a 2D heat conduction equation

    u : [0, d]^2 \rightarrow R\\
    \partial_t u = \delta u + f

with Dirichlet boundary conditions and given initial condition and
constant-in-time source function f.

The partial differential equation (PDE) is solved with a finite difference
spatial discretization on an equidistant grid: For `n` grid points,
and grid distance $h = 1/n$ we write

    u_{i,j}' = \alpha (u_{i-1,j} + u_{i+1,j} + u_{i,j-1} + u_{i,j+1}
                   - 4 u_{i,j}) / h^2
               + f_{i,j}

We then build an implicit Euler integrator by discretizing with time step $\tau$

    (u_{i,j}^{k+1} - u_{i,j}^k) / \tau =
    \alpha (u_{i-1,j}^{k+1} - u_{i+1,j}^{k+1}
          + u_{i,j-1}^{k+1} - u_{i,j+1}^{k+1} - 4 u_{i,j}^{k+1}) / h^2
    + f_{i,j}

and solve the resulting linear system for $ u_{\cdot}^{k+1}$ using Ginkgo's CG
solver preconditioned with an incomplete Cholesky factorization for each time
step, occasionally writing the resulting grid values into a video file using
OpenCV and a custom color mapping.

The intention of this example is to provide a mini-app showing matrix assembly,
vector initialization, solver setup and the use of Ginkgo in a more complex
setting.
*****************************<DESCRIPTION>**********************************/

#include <chrono>
#include <fstream>
#include <iostream>

#include <opencv2/core.hpp>
#include <opencv2/videoio.hpp>

#include <ginkgo/ginkgo.hpp>


// This function implements a simple Ginkgo-themed clamped color mapping for
// values in the range [0,5].
void set_val(unsigned char* data, double value)
{
    // RGB values for the 6 colors used for values 0, 1, ..., 5
    // We will interpolate linearly between these values.
    double col_r[] = {255, 221, 129, 201, 249, 255};
    double col_g[] = {255, 220, 130, 161, 158, 204};
    double col_b[] = {255, 220, 133, 93, 24, 8};
    value = std::max(0.0, value);
    auto i = std::max(0, std::min(4, int(value)));
    auto d = std::max(0.0, std::min(1.0, value - i));
    // OpenCV uses BGR instead of RGB by default, revert indices
    data[2] = static_cast<unsigned char>(col_r[i + 1] * d + col_r[i] * (1 - d));
    data[1] = static_cast<unsigned char>(col_g[i + 1] * d + col_g[i] * (1 - d));
    data[0] = static_cast<unsigned char>(col_b[i + 1] * d + col_b[i] * (1 - d));
}


// Initialize video output with given dimension and FPS (frames per seconds)
std::pair<cv::VideoWriter, cv::Mat> build_output(int n, double fps)
{
    cv::Size videosize{n, n};
    auto output =
        std::make_pair(cv::VideoWriter{}, cv::Mat{videosize, CV_8UC3});
    auto fourcc = cv::VideoWriter::fourcc('a', 'v', 'c', '1');
    output.first.open("heat.mp4", fourcc, fps, videosize);
    return output;
}


// Write the current frame to video output using the above color mapping
void output_timestep(std::pair<cv::VideoWriter, cv::Mat>& output, int n,
                     const double* data)
{
    for (int i = 0; i < n; i++) {
        auto row = output.second.ptr(i);
        for (int j = 0; j < n; j++) {
            set_val(&row[3 * j], data[i * n + j]);
        }
    }
    output.first.write(output.second);
}


int main(int argc, char* argv[])
{
    using mtx = gko::matrix::Csr<>;
    using vec = gko::matrix::Dense<>;

    // Problem parameters:
    // simulation length
    auto t0 = 5.0;
    // diffusion factor
    auto diffusion = 0.0005;
    // scaling factor for heat source
    auto source_scale = 2.5;
    // Simulation parameters:
    // inner grid points per discretization direction
    auto n = 256;
    // number of simulation steps per second
    auto steps_per_sec = 500;
    // number of video frames per second
    auto fps = 25;
    // number of grid points
    auto n2 = n * n;
    // grid point distance (ignoring boundary points)
    auto h = 1.0 / (n + 1);
    auto h2 = h * h;
    // time step size for the simulation
    auto tau = 1.0 / steps_per_sec;

    // create a CUDA executor with an associated OpenMP host executor
    auto exec = gko::CudaExecutor::create(0, gko::OmpExecutor::create());
    // load heat source and initial state vectors
    std::ifstream initial_stream("data/gko_logo_2d.mtx");
    std::ifstream source_stream("data/gko_text_2d.mtx");
    auto source = gko::read<vec>(source_stream, exec);
    auto in_vector = gko::read<vec>(initial_stream, exec);
    // create output vector with initial guess for
    auto out_vector = in_vector->clone();
    // create scalar for source update
    auto tau_source_scalar = gko::initialize<vec>({source_scale * tau}, exec);
    // create stencil matrix as shared_ptr for solver
    auto stencil_matrix = gko::share(mtx::create(exec));
    // assemble matrix
    gko::matrix_data<> mtx_data{gko::dim<2>(n2, n2)};
    for (int i = 0; i < n; i++) {
        for (int j = 0; j < n; j++) {
            auto c = i * n + j;
            auto c_val = diffusion * tau * 4.0 / h2 + 1.0;
            auto off_val = -diffusion * tau / h2;
            // for each grid point: insert 5 stencil points
            // with Dirichlet boundary conditions, i.e. with zero boundary value
            if (i > 0) {
                mtx_data.nonzeros.emplace_back(c, c - n, off_val);
            }
            if (j > 0) {
                mtx_data.nonzeros.emplace_back(c, c - 1, off_val);
            }
            mtx_data.nonzeros.emplace_back(c, c, c_val);
            if (j < n - 1) {
                mtx_data.nonzeros.emplace_back(c, c + 1, off_val);
            }
            if (i < n - 1) {
                mtx_data.nonzeros.emplace_back(c, c + n, off_val);
            }
        }
    }
    stencil_matrix->read(mtx_data);
    // prepare video output
    auto output = build_output(n, fps);
    // build CG solver on stencil with incomplete Cholesky preconditioner
    // stopping at 1e-10 relative accuracy
    auto solver =
        gko::solver::Cg<>::build()
            .with_preconditioner(gko::preconditioner::Ic<>::build())
            .with_criteria(gko::stop::ResidualNorm<>::build()
                               .with_baseline(gko::stop::mode::rhs_norm)
                               .with_reduction_factor(1e-10))
            .on(exec)
            ->generate(stencil_matrix);
    // time stamp of the last output frame (initialized to a sentinel value)
    double last_t = -t0;
    // execute implicit Euler method: for each timestep, solve stencil system
    for (double t = 0; t < t0; t += tau) {
        // if enough time has passed, output the next video frame
        if (t - last_t > 1.0 / fps) {
            last_t = t;
            std::cout << t << std::endl;
            output_timestep(
                output, n,
                gko::make_temporary_clone(exec->get_master(), in_vector)
                    ->get_const_values());
        }
        // add heat source contribution
        in_vector->add_scaled(tau_source_scalar, source);
        // execute Euler step
        solver->apply(in_vector, out_vector);
        // swap input and output
        std::swap(in_vector, out_vector);
    }
}