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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD

Lecture 2:

The Lecture deals with:

Elementary Finite Difference Quotients

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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD

Lecture 2:

Elementary Finite Difference Quotients

Finite difference representations of derivatives are derived from Taylor series expansions.
For example, if

is the

- component of the velocity,

at point

expressed in terms of Taylor series expansion about point

as

...

Mathematically, Eq. (2.1) is an exact expression for

In practice,
any function

is small and any higher-order term of

can be

(2.1)

if the series converges.

is smaller than

. Hence, for

Eq. (2.1) can be truncated after a finite number of terms.

Example:
In terms of magnitude,

and higher order are neglected, Eq. (2.1) becomes

(2.2)

Eq. (2.2) is second-order accurate, because terms of order

neglected. If terms if order

and higher have been

and higher are neglected, Eq. (2.2) is reduced to

(2.3)
Eq. (2.3) is first-order accurate.
In Eqns. (2.2) and (2.3) the neglected higher-order terms represent the truncation error.
Therefore, the truncation errors for Eqns. (2.2) and (2.3) are

and

It is now obvious that the truncation error can be reduced by retaining more terms in the
Taylor series expansion of the corresponding derivative and reducing the magnitude of

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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD

Lecture 2:

Elementary Finite Difference Quotients

Let us return to Eq. (2.1) and solve for

as:

or

(2.4)

is a formal mathematical nomenclature which means terms of

In Eq. (2.4) the symbol

order of

, expressing the order the magnitude of the truncation error. The first-order-

accurate difference representation for the derivative

expressed by Eq. (2.4)

can be identified as a first-order forward difference.

Now consider a Taylor series expansion for

, and

or

(2.5)

Solving for

, we obtain

(2.6)

Eq. (2.6) is a first-order backward expression for the derivative at grid point
Subtracting Eq. (2.5) from (2.1)

(2.7)

And solving for

from Eq. (2.7) we obtain

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(2.8)

Eq. (2.8) is a second-order central difference for the derivative

at grid point

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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD

Lecture 2:

Elementary Finite Difference Quotients

In order to obtain a finite difference for the second-order partial derivative
add Eq. (2.1) and 2.5). This produces

(2.9)

Solving Eq. (2.9) for

we obtain

(2.10)

Eq. (2.10) is a second-order central difference form for the derivative

at grid

point
Difference quotients for the

derivatives are obtained in exactly the similar way. The

results are analogous to the expression for the

derivatives.

[Forward difference]

[Backward difference]

[Central difference]

[Central difference
derivative]

of

second

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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD

Lecture 2:

Elementary Finite Difference Quotients

Central difference given by Eq. (2.10) can be interpreted as a forward difference of the
first order derivatives, with backward difference in terms of dependent variables for the
first-order derivatives. This is because

or

or

The same approach can be made to generate a finite difference quotient for the mixed
derivative

at grid point

Example,
(2.11)
In Eq. (2.11), if we write the

derivative as a central difference of

and further make use of central differences to find out the

derivatives,

derivatives, we obtain

(2.12)

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Congratulations, you have finished Lecture 2. To view the next lecture select it from the left hand side
menu of the page or click the next button.

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