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    Introduction To Finite Dierence Methods: 2.1 Discretisation

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    alagarg137691
    The document introduces finite difference methods for solving partial differential equations (PDEs) numerically on computers. It discusses discretizing PDEs by representing continuous fields as discrete values on a grid. Various methods are presented for approximating derivatives as differences, including forward, backward, and central differencing. The derivation of the heat equation finite difference scheme is shown, resulting in an algorithm that marches the solution in time by updating temperatures at grid points using neighboring point values. Overall, the document outlines the basic approach of converting PDEs to discrete difference equations that can be solved on computers.

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    Introduction To Finite Dierence Methods: 2.1 Discretisation

    Uploaded by

    alagarg137691
    14 views5 pages
    The document introduces finite difference methods for solving partial differential equations (PDEs) numerically on computers. It discusses discretizing PDEs by representing continuous fields as discrete values on a grid. Various methods are presented for approximating derivatives as differences, including forward, backward, and central differencing. The derivation of the heat equation finite difference scheme is shown, resulting in an algorithm that marches the solution in time by updating temperatures at grid points using neighboring point values. Overall, the document outlines the basic approach of converting PDEs to discrete difference equations that can be solved on computers.

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    The document introduces finite difference methods for solving partial differential equations (PDEs) numerically on computers. It discusses discretizing PDEs by representing continuous fields as discrete values on a grid. Various methods are presented for approximating derivatives as differences, including forward, backward, and central differencing. The derivation of the heat equation finite difference scheme is shown, resulting in an algorithm that marches the solution in time by updating temperatures at grid points using neighboring point values. Overall, the document outlines the basic approach of converting PDEs to discrete difference equations that can be solved on computers.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    14 views5 pages

    Introduction To Finite Dierence Methods: 2.1 Discretisation

    Uploaded by

    alagarg137691
    The document introduces finite difference methods for solving partial differential equations (PDEs) numerically on computers. It discusses discretizing PDEs by representing continuous fields as discrete values on a grid. Various methods are presented for approximating derivatives as differences, including forward, backward, and central differencing. The derivation of the heat equation finite difference scheme is shown, resulting in an algorithm that marches the solution in time by updating temperatures at grid points using neighboring point values. Overall, the document outlines the basic approach of converting PDEs to discrete difference equations that can be solved on computers.

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    of 5

    Introduction to Finite Di erence Methods

    SOE3213/4: FD Lecture 2

    2.1 Discretisation

    Aim : to solve continuum mechanics problems governed by PDE's using com-


    puters. However : : : computers can only add up!
    Need to nd a representation of the PDE that the computer can deal with.
    Represent the continuous eld T (x) as values at speci ed points in space T1 ,
    T2 , T3 etc.
    T

    T1 T2 T3 T4 T5 T6 T7

    I.E. we need to discretize the PDE { produces a di erence equation


    How do we deal with terms such as
    @T @2T @T
    ; ; ?
    @x @x2 @t
    A derivative is a rate of change { a tangent to the curve T (x).

    T dT
    dx x=p

    p x

    1
    @T
    = tangent
    @x
    Approximate this by di erences :
    T dT
    dx x=p Forward Difference

    w p e x

    δx

    @T Te Tp
    =
    @x x
    { a forward di erence. Alternatively :
    T Backward difference dT
    dx x=p

    w p e x

    δx

    @T Tp Tw
    =
    @x x
    { a backward di erence
    Finally,
    T dT
    dx x=p Central difference

    w p e x

    2δx

    @T Te Tw
    =
    @x 2x
    { central di erencing.
    Note : there is no inherent reason to prefer one over the other { however each
    will produce di erent errors. Di erent choices = di erent numerical schemes =
    di erent errors.

    2
    2.2 Mathematical derivation

    Need to be able to derive these expressions rigorously. Start from Taylor's


    theorem :
    @T 1 2
    T (x + x) = T (x) + x + (x)
    2 @ T
    @x x 2 @x2 x
    1 3
    @T
    + (x)3 3 + : : :
    3! @x x
    Here we can write
    @T 1 2
    Te = Tp + x + (x)
    2 @ T + : : : (1)
    @x p 2 @x2 p
    Truncating this at the (x)2 term and rearanging,
    @T Te Tp
    @x p
    ' x
    The largest error here is a term which contains x { this is a 1st order
    approximation.
    We can apply this to any derivative. For example,
    @T 1 2
    Tw = Tp x + (x)
    2 @ T : : : (2)
    @x p 2 @x2 p
    If we subtract (2) from (1), we get
    @T
    Te Tw = 2x + O(x3 )
    @x p
    in other words
    @T Te Tw
    = + O(x2 )
    @x p 2x
    { so this expression is 2nd order accurate.
    As you re ne the mesh, 2nd order errors disappear faster than 1st order
    ones. However this does not necessarily mean that the 2nd order expression is
    better! (Checkerboarding).

    If we add (2) and (1), the @T terms will cancel. This gives
    @x

    @2T
    Te + Tw = 2Tp + x2 2
    @x p
    so
    @2T
    @x2
    ' Te 2xTp2 + Tw

    3
    2.3 Time derivatives

    We need to discretize @T . Do this by time-marching


    @t
    0 0 0 0 0 0
    T1 T2 T3 T4 T5 T6
    t=0

    Time derivative becomes


    @T T n+1 T n
    =
    @t t

    2.4 Heat conduction equation

    Thus for the heat conduction equation


    @T @2T
    = 2
    @t @x
    we have
    Tpn+1 Tpn T n 2Tpn + Twn
    = e
    t x2
    Rearanging this we have an algorithm
    t n 
    Tpn+1 = Tpn + 2 Te 2Tpn + Twn
    x
    This could also be written as
    Tpn+1 = sTen + (1 2s)Tpn + sTwn
    with s = t=x2
    We can depict this pictorially :
    1st step :
    0 0 0 0 0 0
    T1 T2 T3 T4 T5 T6
    t=0

    t δt

    4
    2nd step :
    0 0 0 0 0 0
    T1 T2 T3 T4 T5 T6
    t=0

    δt

    2.5 Summary

     PDE's need to be discretized { converted to di erence equation form { for


    computational solution.
     We can discretize time and space derivatives on a grid or mesh. Di erent
    di erencing schemes give di erent errors, di erent algorithms
     For time-dependent problems, we time-step, or time-march.
     Need to start this process { provide initial conditions for the solution
     Also need to provide values at the two ends { boundary conditions.

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