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**Lecture 1: Finite Difference Method
**

The Lecture deals with:

Classification of Partial Differential Equations

Boundary and Initial Conditions

Finite Differences

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

Lecture 1: Finite Difference Method

Classification of Partial Differential Equations

For analyzing the equations for fluid flow problems, it is convenient to consider the case of

a second-order differential equation given in the general form as

(1.1)

If the coefficients A, B, C, D, E, and F are either constants or functions of only (x, y) (do

not contain or its derivatives), it is said to be a linear equation; otherwise it is a

non-linear equation.

An important subclass of non-linear equations is quasilinear equations.

In this case, the coefficients may contain or its first derivative but not the second

(highest) derivative.

If the aforesaid equation is homogeneous, otherwise it is non-homogeneous.

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

Lecture 1: Finite Difference Method

Classification of Partial Differential Equations

Refer to eqiation 1.1

if the equation is Parabolic

if the equation is Elliptic

if the equation is Hyperbolic

Unsteady Navier-Strokes equations are elliptic in space and parabolic in time.

At steady-state, the Navier-Strokes equations are elliptic.

In Elliptic problems, the boundary conditions must be applied on all confining surfaces.

These are Boundary Value Problems.

A Physical Problem may be Steady or Unsteady.

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

Lecture 1: Finite Difference Method

Classification of Partial Differential Equations

In this slide we'll discuss Mathematical aspects of the equations that describe fluid flow

and heat transfer problems.

Laplace equations:

(1.2)

Poisson equations:

(1.3)

Laplace equations and Poisson equations are elliptic equations and generally

associated with the steady-state problems.

The velocity potential in steady, inviscid, incompressible, and irrotational flows satisfies

the Laplace equation.

The temperature distribution for steady-state, constant-property, two-dimensional

condition satisfies the Laplace equation if no volumetric heat source is present in the

domain of interest and the Poisson equation if a volumetric heat source is present.

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

Lecture 1: Finite Difference Method

Classification of Partial Differential Equations

The parabolic equation in conduction heat transfer is of the form

(1.4)

The one-dimensional unsteady conduction problem is governed by this equation when

and are identified as the time and space variables respectively, denotes the

temperature and B is the thermal diffusivity. The boundary conditions at the two ends an

initial condition are needed to solve such equations.

The unsteady conduction problem in two-dimension is governed by an equation of the

form

(1.5)

Here denotes the time variable, and a souce term S is included. By comparing the

highest derivatives in any two of the independent variables, with the help of the

conditions given earlier, it can be concluded that Eq. (1.5) is parabolic in time and elliptic

in space. An initial condition and two conditions for the extreme ends in each special

coordinates is required to solve this equation.

Fluid flow problems generally have nonlinear terms due to the inertia or acceleration

component in the momentum equation. These terms are called advection terms. The

energy equation has nearly similar terms, usually called the convection terms, which

involve the motion of the flow field. For unsteady two-dimensional problems, the

appropriate equation can be represented as

(1.6)

denotes velocity, temperature or some other transported property,

and are velocity components,

B is the diffusivity for momentum or heat, and

S is a source term.

The pressure gradients in the momentum or the volumetric heating in the energy

equation can be appropriately substituted in S. Eq. (1.6) is parabolic in time and elliptic in

space.

For very high-speed flows, the terms on the left side dominate, the second-order terms on

the right hand side become trivial, and the equation become hyperbolic in time and space.

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

Lecture 1: Finite Difference Method

Boundary & Initial Conditions

Formulation of the problem requires a complete specification of the geometry of interest

and appropriate boundary conditions. An arbitrary domain and bounding surfaces are

sketched in Fig. 1.1.

Figure 1.1: Schematic sketch of an arbitrary Domain

The conservation equations are to be applied within the domain. The number of boundary

conditions required is generally determined by the order of the highest derivatives

appearing in each independent variable in the governing differential equations.

The unsteady problems governed by a first derivative in time will require initial condition

in order to carry out the time integration. The diffusion terms require two spatial

boundary conditions for each coordinate in which a second derivative appears.

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

Lecture 1: Finite Difference Method

Boundary & Initial Conditions

The spatial boundary conditions in flow and heat transfer problems are of three general

types. They may stated as

(1.7)

(1.8)

(1.9)

and denote three separate zones on the bounding surface in Fig. 1.1.

The boundary conditions in Eqns. (1.7) to (1.9) are usually referred to as Dirchlet,

Neumann and mixed boundary conditions, respectively. The boundary conditions are

linear in the dependant variable .

In Eqns. (1.7) to (1.9), is a vector denoting position on the boundary, is

the directional derivative normal to the boundary, and and are arbitrary

functions. The normal derivative may be expressed as

(1.10)

Here is the unit vector normal to the boundary, is the nabla operator, [.] denotes

the dot product, are the direction-cosine components of and are the

unit vectors aligned with the coordinates.

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

Lecture 1: Finite Difference Method

Finite Differences

Analytical solutions of partial differential equations provide us with closed-form

expressions which depict the variation of the dependent variable in the domain.

The numerical solutions, based on finite differences, provide us with the values at

discrete points in the domain which are known as grid points.

Consider Fig. 1.2, which shows a domain of calculation in the plane.

Figure 1.2; discrete Grid Points

Let us assume that the spacing of the grid points in the direction is uniform, and given

by . Likewise, the spacing of the points in the direction is also uniform, and given

by

It is not necessary that or be uniform. We could imagine unequal spacing in both

directions, where different values of between each successive pairs of grid points are

used. The same could be presumed for as well.

However, often, problems are solved on a grid which involves uniform spacing in each

direction, because this simplifies the programming, and often result in higher accuracy.

In some class of problems, the numerical calculations are performed on a transformed

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computational plane which has uniform spacing in the transformed-independent-variables

but non-uniform spacing in the physical plane.

These typical aspects will be discussed later.

At present let us consider uniform spacing in each coordinate direction. According to our

consideration, and are constants, but it is not mandatory that be equal to

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

Lecture 1: Finite Difference Method

Let us refer to Fig. 1.2.

The grid points are identified by an index which increases in the positive - direction,

and an index which increases in the positive -direction. If is the index of

point in Fig.1.2, then the point immediately to the right is designated as and

the point immediately to the left is and the point directly below is

The basic philosophy of finite difference method is to replace the derivatives of the

governing equations with algebraic difference quotients. This will result in a system of

algebraic equations which can be solved for the dependent variables at the discrete grid

points in the flow field.

In the next lecture we'll look at some of the common algebraic difference quotients in

order to be acquainted with the methods related to discretization of the partial differential

equations.

Congratulations, you have finished Lecture 1. 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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