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1diferen Method

1diferen Method

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Published by: antualv on Sep 30, 2009
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10/20/2011

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Chapter 3
 Finite Difference Methods
“Those who know others are clever; those who know themselves have discern-ment; thosewhoovercomeothershaveforce; thosewhoovercomethemselvesarestrong; those who know contentment are rich; those who persevere are people of  purpose.”
Paraphrase of Lao Tzu
3.1 Introduction
It is rare for real-life EM problems to fall neatly into a class that can be solved bythe analytical methods presented in the preceding chapter. Classical approaches mayfail if [1]:the PDE is not linear and cannot be linearized without seriously affecting theresultthe solution region is complexthe boundary conditions are of mixed typesthe boundary conditions are time-dependentthe medium is inhomogeneous or anisotropicWhenever a problem with such complexity arises, numerical solutions must be em-ployed. OfthenumericalmethodsavailableforsolvingPDEs, thoseemployingfinitedifferences are more easily understood, more frequently used, and more universallyapplicable than any other.Thefinitedifferencemethod(FDM)wasfirstdevelopedbyA.Thom[2]inthe1920sunder the title “the method of squares” to solve nonlinear hydrodynamic equations.Sincethen,themethodhasfoundapplicationsinsolvingdifferentfieldproblems. Thefinite difference techniques are based upon approximations which permit replacingdifferential equations by finite difference equations. These finite difference approx-imations are algebraic in form; they relate the value of the dependent variable at a
 
© 2001 by CRC PRESS LLC
 
point in the solution region to the values at some neighboring points. Thus a finitedifference solution basically involves three steps:(1) dividing the solution region into a grid of nodes(2) approximating the given differential equation by finite difference equivalentthat relates the dependent variable at a point in the solution region to its valuesat the neighboring points(3) solving the difference equations subject to the prescribed boundary conditionsand/or initial conditionsThe course of action taken in three steps is dictated by the nature of the problembeing solved, the solution region, and the boundary conditions. The most commonlyused grid patterns for two-dimensional problems are shown inFig. 3.1. A three-dimensional grid pattern will be considered later in the chapter.
Figure 3.1Common grid patterns: (a) rectangular grid, (b) skew grid, (c) triangular grid,(d) circular grid.
3.2 Finite Difference Schemes
Before finding the finite difference solutions to specific PDEs, we will look at howone constructs finite difference approximations from a given differential equation.This essentially involves estimating derivatives numerically.Given a function
f(x)
shown inFig. 3.2,we can approximate its derivative, slope or the tangent at P by the slope of the arc PB, giving the
forward-difference
formula,
 
© 2001 by CRC PRESS LLC
 
Figure 3.2Estimates for the derivative of 
f(x)
at
using forward, backward, and centraldifferences.
(x
o
)
f(x
o
+
x)
f(x
o
)x
(3.1)or the slope of the arc AP, yielding the
backward-difference
formula,
(x
o
)
f(x
o
)
f(x
o
x)x
(3.2)or the slope of the arc AB, resulting in the
central-difference
formula,
(x
o
)
f(x
o
+
x)
f(x
o
x)
2
x
(3.3)We can also estimate the second derivative of 
f(x)
at P as

(x
o
)
(x
o
+
x/
2
)
(x
o
x/
2
)x
=
1
x
f(x
o
+
x)
f(x
o
)x
f(x
o
)
f(x
o
x)x
or 

(x
o
)
f(x
o
+
x)
2
f(x
o
)
+
f(x
o
x)(x)
2
(3.4)Any approximation of a derivative in terms of values at a discrete set of points iscalled
finite difference
approximation.
 
© 2001 by CRC PRESS LLC

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