Ordinary Differential Equations

Topic: Finite Difference Method

Major: General Engineering
Authors: Autar Kaw, Charlie Barker
5/12/2006

http://numericalmethods.eng.usf.edu

Finite Difference Method

An example of a boundary value ordinary differential equation is
d 2u 1 d u u
+
2 = 0, u (5) = 0.008731" , u (8) = 0.0030769"
2
r dr
dr
r

The derivatives in such ordinary differential equation are substituted by finite

divided differences approximations, such as
dy yi +1 yi

dx
x
d 2 y yi +1 2 yi + yi 1

2
dx
(x )2

http://numericalmethods.eng.usf.edu

Example
Take the case of a pressure vessel that is being tested in the laboratory to
check its ability to withstand pressure. For a thick pressure vessel of inner
radius a and outer radius b, the differential equation for the radial
displacement u of a point along the thickness is given by
d 2 u 1 du u
+
2 =0
2
r dr r
dr

The pressure vessel can be modeled as,

d 2u
dr 2

du
dr

ui +1 2ui + ui 1
(r )2

ui +1 ui
r

Substituting these approximations gives you,

ui +1 2ui + ui 1 1 ui +1 ui ui
+
2 =0
ri r
(r )2
ri

1
1
2
1
1
1

+
+

u
u
+
u =0
+
1
i
i
2
2 i 1

(r )2 r r r 2
(
)

r
i
(r ) ri r
i

http://numericalmethods.eng.usf.edu

Solution
Step 1 At node i = 0,
Step 2 At node i = 1,

r0 = a = 5" u 0 = 0 .0038731 "

r1 = r0 + r = 5 + 0.6 = 5.6"

2
1
1
1

u
+

u
+
+
2 0
2
2 1
0.6 2 (5.6)(0.6) u 2 = 0

(
)(
)
5
.
6
0
.
6
(0.6)
(5.6)

(0.6)
1

2.7778u0 5.8851u1 + 3.0754u2 = 0

Step 3 At node i = 2, r2 = r1 + r = 5.6 + 0.6 = 6.2"

1
2
1
1

u
+

1
0.6 2 (6.2 )(0.6 ) 6.2 2
0.6 2

1
u 2 +
u 3 = 0
+
2
(6.2)(0.6)

0.6

2.7778u1 5.8504u 2 +3.0466u3 = 0

4

http://numericalmethods.eng.usf.edu

Solution Cont
Step 4 At node i = 3, r3 = r2 + r = 6.2 + 0.6 = 6.8"

1
2
1
1
1
u
+

u
+

+
u4 = 0
2
3
2
2
2
2

(6.8)(0.6) 6.8 0.6 (6.8)(0.6)

0.6
0.6

2.7778u2 5.8223u3 + 3.0229u4 = 0

Step 5 At node i = 4, r4 = r3 + r = 6.8 + 0.6 = 7.4"

1
2
1
1
1

u
+

u
+
+

3
4
2
0.62 (7.4 )(0.6 ) u5 = 0
0.62 (7.4)(0.6) (7.4)
0.62

2.7778u3 5.7990u4 + 3.0030u5 = 0

Step 6 At node i = 5, r5 = r4 + r = 7.4 + 0.6 = 8

u5 = u / r =b = 0.0030769
5

http://numericalmethods.eng.usf.edu

Solving system of equations

0
0
0
0
0
1
2.7778 5.8851 3.0754
0
0
0

0
2.7778 5.8504 3.0466
0
0

0
2.7778 5.8223 3.0229
0
0
0
0
0
2.7778 5.7990 3.0030

0
0
0
0
1
0

u 0 = 0.0038731

u3 = 0.0032743

u1 = 0.0036165

u4 = 0.0031618

u2 = 0.0034222

u0
u
1
u2

u3
u4

u5

0.0038731

0.0030769

u5 = 0.0030769

http://numericalmethods.eng.usf.edu

Solution Cont
du
dr

r =a

max

u1 u0 0.0036165 0.0038731
=
r
0. 6

= 0.00042767

30 106 0.0038731

(
)
=
+
0
.
3

0
.
00042767

1 0.32
5

= 21307 psi

36 103
FS =
= 1.6896
21307
Et = 20538 21307 = 768.59

t =
7

20538 21307
100 = 3.744 3%
20538
http://numericalmethods.eng.usf.edu

Solution Cont
Using the approximation of
d 2 y yi +1 2 yi + yi 1

dx 2
(x )2

and

dy yi +1 yi 1

dx
2(x )

Gives you

u i +1 2u i + u i 1

(r )2

1
1

+
2r (r ) (r )2
i

1 u i +1 u i 1 u i
+
2 =0
ri 2(r )
ri

1
2
1
1
u i 1 +

u
+
+

(r )2 r 2 i (r )2 2r r u i +1 = 0
i

http://numericalmethods.eng.usf.edu

Solution Cont
Step 1 At node i = 0, r0 = a = 5

u0 = 0.0038731
Step 2 At node i = 1, r1 = r0 + r = 5 + 0.6 = 5.6"

1
1

+
2(5.6)(0.6) (0.6)2

1
2
1
1

u 0 +

+
+

u
(0.6)2 (5.6)2 1 0.6 2 2(5.6)(0.6) u 2 = 0

2.6290u0 5.5874u1 + 2.9266u2 = 0

Step 3 At node i = 2, r2 = r1 + r = 5.6 + 0.6 = 6.2

1
1

+
2
2(6.2 )(0.6 ) 0.6

2
1
1

u1 +
u 3 = 0
u
+
+

2
2
2
2

(
)(
)
2 6.2 0.6
6.2
0.6
0.6

2.6434u1 5.5816u 2 +2.9122u3 = 0

9

http://numericalmethods.eng.usf.edu

Solution Cont
Step 4 At node i = 3, r3 = r2 + r = 6.2 + 0.6 = 6.8

1
1

+
2
2(6.8)(0.6 ) 0.6

2
1
1

u 2 +

u
+
+

3
2
2
0.6 2 2(6.8)(0.6) u 4 = 0
0
.
6
6
.
8

2.6552u2 5.5772u3 + 2.9003u4 = 0

Step 5 At node i = 4, r4 = r3 + r = 6.8 + 0.6 = 7.4

1
1

+
2
2(7.4)(0.6) 0.6

2
1
1

u 3 +
+
+

u
2
2 4
0.6 2 2(7.4)(0.6) u 5 = 0
0
.
6
(7.4)

2.6651u3 5.6062u4 + 2.8903u5 = 0

Step 6 At node i = 5, r5 = r4 + r = 7.4 + 0.6 = 8

u5 = u / r =b = 0.0030769
10

http://numericalmethods.eng.usf.edu

Solving system of equations

0
0
0
0
0
1
2.6290 5.5874 2.9266
0
0
0

0
2.6434 5.5816 2.9122
0
0

0
2.6552 5.5772 2.9003
0
0
0
0
0
2.6651 5.6062 2.8903

0
0
0
0
1
0

u 0 = 0.0038731

u3 = 0.0032689

u1 = 0.0036115

u4 = 0.0031586

u2 = 0.0034159

11

u0
u
1
u2

u3
u4

u5

0.0038731

0.0030769

u5 = 0.0030769

http://numericalmethods.eng.usf.edu

Solution Cont
du
dr

max

r =a

u 2 u0
0.0034159 0.0038731
=
= 0.00038100
2(r )
2(0.6)

30 10 6 0.0038731

(
)
=
+
0
.
3

0
.
000381

= 21769 psi
5
1 0.3 2

36 103
FS =
= 1.6537
21769

Et = 20538 21769 = 1231.0

t =
12

20538 21769
100 = 5.9938 %
20538
http://numericalmethods.eng.usf.edu

Comparison of radial
displacements
Table 1. Comparisons of radial displacements from two methods
r

13

u exact

u 1st order

| t|
0.0000

u 2nd order

0.0038731

0.0038731

5.6

0.0036110

0.0036165 1.516010-1

0.0036115 1.454010-2

6.2

0.0034152

0.0034222 2.026010-1

0.0034159 1.876510-2

6.8

0.0032683

0.0032743 1.815710-1

0.0032689 1.633410-2

7.4

0.0031583

0.0031618 1.090310-1

0.0031586 9.566510-3

0.0030769

0.0030769

0.0030769

0.0000

0.0038731

| t|
0.0000

0.0000

http://numericalmethods.eng.usf.edu