Spectral Galerkin

The spectral Galerkin method solves partial differential equations through a special form of the method of weighted residuals (WRM). As a Galerkin method it is very similar to the finite element method (FEM). The most distinguishable feature is that it uses global shape functions, where FEM uses local. This feature leads to highly accurate results with very few shape functions, but the downside is much less flexibility when it comes to computational domain than FEM.

Consider the Poisson equation with a right hand side function \(f(\boldsymbol{x})\)

(1)\[ -\nabla^2 u(\boldsymbol{x}) = f(\boldsymbol{x}) \quad \text{for } \, \boldsymbol{x} \in \Omega.\]

To solve this equation, we will eventually need to supplement appropriate boundary conditions. However, for now just assume that any valid boundary conditions (Dirichlet, Neumann, periodic).

With the method of weighted residuals we attempt to find \(u(\boldsymbol{x})\) using an approximation, \(u_N\), to the solution

(2)\[ u(\boldsymbol{x}) \approx u_N(\boldsymbol{x}) = \sum_{k=0}^{N-1} \hat{u}_k \phi_k(\boldsymbol{x}).\]

Here the \(N\) expansion coefficients \(\hat{u}_k\) are unknown and \(\{\phi_k\}_{k\in \mathcal{I}^N}, \mathcal{I}^N = 0, 1, \ldots, N-1\) are trial functions. Inserting for \(u_N\) in Eq. (1) we get a residual

(3)\[ R_N(\boldsymbol{x}) = \nabla^2 u_N(\boldsymbol{x}) + f(\boldsymbol{x}) \neq 0.\]

With the WRM we now force this residual to zero in an average sense using test function \(v(\boldsymbol{x})\) and weight function \(w(\boldsymbol{x})\)

(4)\[ \left(R_N, v \right)_w := \int_{\Omega} R_N(\boldsymbol{x}) \, \overline{v}(\boldsymbol{x}) \, w(\boldsymbol{x}) d\boldsymbol{x} = 0,\]

where \(\overline{v}\) is the complex conjugate of \(v\). If we now choose the test functions from the same space as the trial functions, i.e., \(V_N=span\{\phi_k\}_{k\in \mathcal{I}^N}\), then the WRM becomes the Galerkin method, and we get \(N\) equations for \(N\) unknowns \(\{\hat{u}_k\}_{k\in \mathcal{I}^N}\)

(5)\[ \sum_{j\in \mathcal{I}^N} \underbrace{\left(-\nabla^2 \phi_j, \phi_k \right)_w}_{A_{kj}} \hat{u}_j = \left( f, \phi_k \right)_w, \text{ for } k \in \mathcal{I}^N.\]

Note that this is a regular linear system of algebra equations

\[A_{kj} \hat{u}_{j} = \tilde{f}_k,\]

where the matrix \(A \in \mathbb{R}^{N \times N}\).

The choice of basis functions \(v(\boldsymbol{x})\) is highly central to the method. For the Galerkin method to be spectral, the basis is usually chosen as linear combinations of Chebyshev, Legendre, Laguerre, Hermite, Jacobi or trigonometric functions. In one spatial dimension typical choices for \(\phi_k\) are

\[\begin{split}\phi_k(x) &= T_k(x) \\ \phi_k(x) &= T_k(x) - T_{k+2}(x) \\ \phi_k(x) &= L_k(x) \\ \phi_k(x) &= L_k(x) - L_{k+2}(x) \\ \phi_k(x) &= \exp(\imath k x)\end{split}\]

where \(T_k, L_k\) are the \(k\)’th Chebyshev polynomial of the first kind and the \(k\)’th Legendre polynomial, respectively. Note that the second and fourth functions above satisfy the homogeneous Dirichlet boundary conditions \(\phi_k(\pm 1) = 0\), and as such these basis functions may be used to solve the Poisson equation (1) with homogeneous Dirichlet boundary conditions. Similarly, two basis functions that satisfy homogeneous Neumann boundary condition \(u'(\pm 1)=0\) are

\[\begin{split}\phi_k &= T_k-\left(\frac{k}{k+2}\right)^2T_{k+2} \\ \phi_k &= L_k-\frac{k(k+1)}{(k+2)(k+3)}L_{k+2}\end{split}\]

Shenfun contains classes for working with several such bases, to be used for different equations and boundary conditions.

Complete demonstration programs that solves the Poisson equation (1), and some other problems can be found by following these links

Tensor products

If the problem is two-dimensional, then we need two basis functions, one per dimension. If we call the basis function along \(x\)-direction \(\mathcal{X}(x)\) and along \(y\)-direction \(\mathcal{Y}(y)\), a test function can then be computed as

\[v(x, y) = \mathcal{X}(x) \mathcal{Y}(y).\]

If we now have a problem that has Dirichlet boundaries in the \(x\)-direction and periodic boundaries in the \(y\)-direction, then we can choose \(\mathcal{X}_k(x) = T_k-T_{k+2}\), for \(k \in \mathcal{I}^{N-2}\) ( with \(N-2\) because \(T_{k+2}\) then equals \(T_{N}\) for \(k=N-2\)), \(\mathcal{Y}_l(y) = \exp(\imath l y)\) for \(l \in \mathcal{I}^M\) and a tensor product test function is then

(6)\[v_{kl}(x, y) = (T_k(x) - T_{k+2}(x)) \exp(\imath l y), \text{ for } (k, l) \in \mathcal{I}^{N-2} \times \mathcal{I}^M.\]

In other words, we choose one test function per spatial dimension and create global basis functions by taking the outer products (or tensor products) of these individual test functions. Since global basis functions simply are the tensor products of one-dimensional basis functions, it is trivial to move to even higher-dimensional spaces. The multi-dimensional basis functions then form a basis for a multi-dimensional tensor product space. The associated domains are similarily formed by taking Cartesian products of the one-dimensional domains. For example, if the one-dimensional domains in \(x\)- and \(y\)-directions are \([-1, 1]\) and \([0, 2\pi]\), then the two-dimensional domain formed from these two are \([-1, 1] \times [0, 2\pi]\), where \(\times\) represents a Cartesian product.

The one-dimensional domains are discretized using the quadrature points of the chosen basis functions. If the meshes in \(x\)- and \(y\)-directions are \(x = \{x_i\}_{i\in \mathcal{I}^N}\) and \(y = \{y_j\}_{j\in \mathcal{I}^M}\), then a Cartesian product mesh is \(x \times y\). With index and set builder notation it is given as

(7)\[x \times y = \left\{(x_i, y_j) \,|\, (i, j) \in \mathcal{I}^N \times \mathcal{I}^M\right\}.\]

With shenfun a user chooses the appropriate bases for each dimension of the problem, and may then combine these bases into tensor product spaces and Cartesian product domains. For example, to create the required spaces for the aforementioned domain, with Dirichlet in \(x\)- and periodic in \(y\)-direction, we need the following:

\[\begin{split}N, M &= (16, 16) \\ B^N(x) &= \text{span}\{T_k(x)-T_{k+2}(x)\}_{k\in \mathcal{I}^{N-2}} \\ B^M(y) &= \text{span}\{\exp(\imath l y)\}_{l\in \mathcal{I}^M} \\ V(x, y) &= B^N(x) \otimes B^M(y)\end{split}\]

where \(\otimes\) represents a tensor product.

This can be implemented in shenfun as follows:

from shenfun import Basis, TensorProductSpace
from mpi4py import MPI
N, M = (16, 16)
BN = Basis(N, 'Chebyshev', bc=(0, 0))
BM = Basis(M, 'Fourier', dtype='d')
V = TensorProductSpace(comm, (BN, BM))

Note that the Chebyshev basis is created using \(N\) and not \(N-2\). The chosen boundary condition bc=(0, 0) ensures that only \(N-2\) bases will be used. The Fourier basis BM has been defined for real inputs to a forward transform, which is ensured by the dtype keyword being set to d for double. dtype specifies the data type that is input to the forward method, or the data type of the solution in physical space. Setting dtype='D' indicates that this datatype will be complex. Note that it will not trigger an error, or even lead to wrong results, if dtype is by mistake set to D. It is merely less efficient to work with complex data arrays where double precision is sufficient. See Sec Getting started for more information on getting started with using bases.

Shenfun is parallelized with MPI through the mpi4py-fft package. If we store the current example in, then it can be run with more than one processor, e.g., like:

mpirun -np 4 python

In this case the tensor product space V will be distributed with the slab method (since the problem is 2D) and it can here use a maximum of 9 CPUs. The maximum is 9 since the last dimension is transformed from 16 real numbers to 9 complex, using the Hermitian symmetry of real transforms, i.e., the shape of a transformed array in the V space will be (14, 9). You can read more about MPI in the later section MPI.


Shenfun is named as a tribute to Prof. Jie Shen, as it contains many tools for working with his modified Chebyshev and Legendre bases, as described here:

  • Jie Shen, SIAM Journal on Scientific Computing, 15 (6), 1489-1505 (1994) (JS1)

  • Jie Shen, SIAM Journal on Scientific Computing, 16 (1), 74-87, (1995) (JS2)

Shenfun has implemented classes for the bases described in these papers, and within each class there are methods for fast transforms, inner products and for computing matrices arising from bilinear forms in the spectral Galerkin method.