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Finite Difference Method

The document discusses finite difference methods for numerically solving differential equations. FDMs approximate derivatives with difference equations, converting problems into systems of algebraic equations solvable with matrix methods. FDMs are widely used today to solve partial differential equations. Examples demonstrate consistency, stability, and convergence requirements as well as heat transfer applications using basic finite difference approximations.

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Nyaaba
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74 views

Finite Difference Method

The document discusses finite difference methods for numerically solving differential equations. FDMs approximate derivatives with difference equations, converting problems into systems of algebraic equations solvable with matrix methods. FDMs are widely used today to solve partial differential equations. Examples demonstrate consistency, stability, and convergence requirements as well as heat transfer applications using basic finite difference approximations.

Uploaded by

Nyaaba
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Finite difference method

• In numerical analysis, finite-difference methods (FDM) are


discretizations used for solving differential equations by
approximating them with difference equations that finite
differences approximate the derivatives.
• FDMs convert a linear ordinary differential equations (ODE) or
non-linear partial differential equations (PDE) into a system of
equations that can be solved by matrix algebra techniques.
• The reduction of the differential equation to a system of
algebraic equations makes the problem of finding the solution to
a given ODE/PDE ideally suited to modern computers, hence
the widespread use of FDMs in modern numerical analysis.
• Today, FDMs are the dominant approach to numerical solutions
of PDEs.
Taylor Series Expansion
Worked example using Taylor
Series find a series for f at

() ()
2 3 3
1 ( 𝑥 −2 ) 1 ( 𝑥 − 2) 1 ( 𝑥 − 2)
𝑓 ( 𝑥 ) =ln ( 2 ) + +−1 +2 +⋯
2 1! 2 2! 2 3!
Using Maclaurin series
• Consistency: For a method to be consistent, the truncation
error must become zero when the mesh spacing ∆t→0
and/or ∆x→0
• Stability: A numerical solution method is said to be stable
if it does not magnify the errors that appear in the course
of numerical solution process. The most widely used
approach to studying stability of numerical schemes is the
von Neumann's method.
• Convergence: A numerical method is said to be
convergent if the solution of the discretized equations
tends to the exact solution of the differential equation as
the grid spacing tends to zero. If the method is stable and
if all approximations used in the discretization process are
consistent, we usually find that the solution does converge
to a grid-independent solution.
EXAMPLE OF NUMERICAL ANALYSIS IN
HEAT TRANSFER
 We now wish to analyze the more general case of two-dimensional heat flow. For
steady state heat conduction with no heat generation, the Laplace equation
applies.

 Consider a two-dimensional body that is to be divided into equal increments in


both the x and y directions, as shown in Figure 3-5.
 The nodal points are designated as shown, the m locations indicating the x
increment and the n locations indicating the y increment.
 We wish to establish the temperatures at any of these nodal points within the
body, using Equation (3-1) as a governing condition.
 Finite differences are used to approximate differential increments in the
temperature and space coordinates; and the smaller we choose these finite
increments, the more closely the true temperature distribution will be
approximated.
A very simple example is shown in Figure 3-6, and the four equations for nodes 1,2, 3,
and 4 would be

In Matrix Form and use iterative method


or MATLAB

[ ][ ] [ ]
− 4 1 10 𝑇1 − 600
1− 4 0 1 𝑇2
= − 600
10−41 𝑇3 − 200
0 1 1− 4 𝑇4 − 200

Define say A = [matrix] and B = [column)


Solutions =inv(A)*B
For the corner node

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