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0 Per9amon Press Ltd.. 1980. Printi in Greet Britain
Ahstmet-Presented modification of the FDM enables local condensation of the mesh and easy
discmtisation of the boundary conditions in the case of an arbitrary shape of the domain. As a result an
essential reduction of the required number of nodal points may usually be achieved. Thus the FDM can be
competitive in some fields to the finite element method.
Several troubles arising from the use of an irregufr mesh have been solved the most important being
elimination of singular or ill-conditioned stars, and a successful way of automatic discretization of boundary
conditions was proposed. As a result of this complete automatization of the FDM has been reached. Many
problems connected with the theory of the method proposed and its computer implementation have been
discussed
FIDAM code-a system of computer programs designed for the solution of two-dimensional, linear and
nonlinear, elliptic problems and tbreedimensional parabolic problems is presented.
Problems to be solved should be layed down in a local fonnulation as a set of partial derivative equations of
the second order with boundary conditions not exeeding the same order.
Various particular problems of applii mechanics and physics such as: torsion of bars, plane elasticity
problems, deflections of plates and membranes, fluid Bow and temperature distribution have been solved
using the FIDAM procedures For the solution of nonlinear problems various iterative methods have been
adopted-with special attention payed to the self-correcting method where the Newton-Raphson and
incremental procedures are particular cases.
The present version of the method allows fully automatic calculations to be carried out as in advanced
programs of the finite element method and may be preferredin non-linear, optimization and time-dependent
problems.
2. MESH GENERATION
The generation of an irregular mesh for the FDM
may be done in the same way as in the FEM so various
automatic mesh generators [2,12,14,27,32] can be
adopted here. On the other hand it is recommended for
optimization of the procedure to take into account
some special features of the FD technique
stars of nodes are usually “larger” than elements (i.e.
contain more nodes) so the mesh should be as
regular as possible-to minimize the number of
different FD formulas;
the ranges ofstars are coextensive thus the boundary
between two regions is not a single line of nodes; if
the entire domain is divided into several identical
regions then additional fictitious nodes should be
introduced into the mesh [13] to assure proper
continuity of the solution; auxiliary nodes outside
the boundary are also usually introduced for
boundary conditions with derivative terms;
in regular subdomains a coincidence of a mesh type,
selection of stars and FD formulas generation
should be secured, e.g. for assumed nine point
stars a rectangular mesh should be generated and
a regular triangular-for seven point stars.
The automatic generation of a mesh for the FEM is
Fig. 1. Various irregular grids, (a) [20], (b) [8], (c) [IO]. often done in two stages [ 12,271; the generation of
nodes and then the generation of elements. In the
formulas were derived only once for a regular FDM the second stage, usually more troublesome,
rectangular reference stencil and later on were may be omitted, as it was done in the presented
transformed back into the actual stencil configuration. FIDAM code. Partitioning of the domain into
In the present paper we continue investigations of elements is useful mainly for the assignment of an area
irregular FD techniques which were undertaken in our to each node (see Section 9).
previous paper [ 13,15,17- 19,221 aimed to make the
FDM a tool general enough and suitable for fully 3. AUTOMATIC SELECTION OF STARS
automatic calculations. All points in the control scheme are called “a star” of
Several problems caused by an irregular mesh are nodes. The number and the position of nodes in each
discussed, such as star are the decisive factors affecting FD formula
mesh generation; approximation.
automatic search for nodes in the neighbourhood of Jensen [lo] selected the nodes for the star according
the considered nodal point; to their distance from the “central” node. The criterion
an optimal choice of a star and the avoidance of is simple but it fails very often due to the irregular
singular as well as ill-conditioned schemas; density of nodes (Fig 2). The “eight segments”
classilication of stars; criterion (Fig. 3) suggested by Perrone and Kao [23]
automatic generation of FD formulas; results in well seleckd stars, but it appears to be too
a new “optimal” way of generating the FD formulas rigorous, overly complicated and consumes too much
has been introduced; computer time.
The finite ditTercncemethod at arbitrary irregular grids and its application in applied mechanics 85
0 4. CLASSIFKATION OF STARS
0 For each star of nodes the FD formulas should be
0 generated It is obvious, however, that some stars with
0
0
0
identical FD formulas may occur. To avoid dupli-
cation of formulas and for minimization of storage
0 O 0 area, the classes of stars are de&red by a set of local
0 0 nodal coordinates.
0 Thus FD formulas are generated only once for all
0
identical stars. Local and global coordinates of nodes
are stored as integer variables giving a considerable
Fig. 2. Selection of stars via distance criterion. saving of storage and computer time with a small loss
of accuracy in locating nodes.
5. D~FFERENCECDEFFICIENTS~R~RREGULARMESHES
FD formulas for each star should be generated
automatically. There exist some computer programs
0 for these purposes but only for regular (rectangular)
grids [6]. For irregular grids a Taylor series expansion
or polynomial (Lagrange) interpolation may be used
For any sufhciently differentiable functionj(x,y) in
a given domain the Taylor series expansion around a
point (xO,yO) can be used
in order to improve the accuracy in approximating the accuracy of approximation. For example, a regular
derivatives. Equation (2) then forms an overdeter- square mesh and a 9 point star this method produces
mined set of linear equations. The solution may be derivative values more accurately than the corres-
obtained by minimization of the norm ponding classical FD formulas or those generated by
the averaging process [23] (Fig. 5). Also in the case of
I1
2
$ an irregular mesh a better solution is obtained. For
B = i
i=l [(f, -f; + zhi + ...
1
= min. (4) details and a general approach to higher order
problems see [19]. In the averaging process four
Writing unsymmetrical matrices are inversed. For the sug-
gested method only one inversion of a symmetrical
ae
-= matrix is necessary, so it therefore performs the
0 (44 generation of FD formulas about 5 times faster.
arLy-)
The value of m depends on the mesh, especially in the
we come to a set of five equations with five unknowns. typical (regular) region. As far as possible, in order to
The weighting coefficients (l/A?) are inversely save computer time, we assume a square or rectangular
related to the distance from the corresponding node to mesh, the 9 point stars are suggested so as to obtain
the central node of the star and also to the assumed regular symmetrical FD formulas.
h.k*f.O
- 4
V’2L+C
aY2
(a), (c), (e) averaging process; (b), (d), (f) Eqn (4); l central node; 0 main nodes in averaging process.
The finite differencemethod at arbitrary irregular grids and its application in applied mechanics 87
4X*Y)=f(xYy),
for the domain shown in Fig. 6 has been solved. The
solution (Fig. 6a) may be a stress function for the E [rrtorl
torsion of a prismatic bar. The corresponding stress
distribution is mapped in Fig. 6b. 5x-,
Figure 7 illustrates the convergence of the solution
against the number of nodes for 3 analogous programs
B
(a) selection of the star based on distance criterion
only and generating FD formulas by the
averaging process;
(b) selection based on distance criterion and
minimization procedure used for FD formulas; LQL
(c) selection of stars and generation of FD
c
formulas suggested in this paper. * L
For program (a) and 20 inner nodes the solution was CD 67 91 bs
unstable. An “exact” solution was obtained by the runl4fWnrl
classical FDM with about 2500 unknowns. Fig. 7. Conveqence of approximation.
88 T. LISZKAand J. ORKISZ
where u (x, y) is any given function, may be introduced It is generally observed that the accuracy of the
into the solution obviously. Some troubles arise when solution is much better if a higher order approxi-
the boundary condition contains differential terms. mation of derivatives for boundary conditions is
To avoid “non-balanced” stars, selected usually for assumed. In FIDAM programs second order FD
boundary nodes, additional nodes outside the domain formulas (4) are used also for boundary conditions
may be introduced into the mesh. The number of these with first order derivatives only.
auxiliary nodes should be equal to the number of For boundary conditions containing second order
boundary nodes. For each boundary node then two derivatives (e.g. for a set of differential equations such
sets of FD equations have to be generated: the first one as for a plate V2W = M, V2M = -p/D with a free-
corresponding to boundary conditions and the second supported edge) only balanced stars are recom-
one as for inner nodes. mended.
As an example a temperature distribution for the For unbalanced stars the best estimation of the
square cross-section prismatic bar with a uniformly second order derivative is located not on the boundary
heated boundary along y = f 1 line and a constant but in the domain, between the nodes (Fig. 10). This is
zero temperature along x = k 1 line (Fig. 8) has been caused by the “constant curvature” of the star where
analyzed. the second order Taylor’s expansion is used. The result
A better solution (Fig. 9) was observed when of this unbalancing is a systematic error ofthe solution.
additional nodes were introduced, though both results
were acceptable with the exception of a small region 8. AN AID FOR INTERPRETATION OF RESULTS
near the vertices x = f y = k 1, where the boundary In many problems the function used in differential
conditions were contradictory. Although, some re- equations is not the one of main interest. For example,
ports [ 1 ] have mentioned that auxiliary nodes cause the solution of a plane elasticity problem when the
essential modification of results, e.g. introduce an Airy function 4(x, y) may be applied, which in fact has
additional form of vibration. no practical meaning, the stress distribution can be
calculated from the following differential formulas:
+ a2b
u = L,f, (61
f-solution of the entire differential equation,
L,--differential operator of a second order,
Fig. 8. A mesh for temperature distribution problem.
may be calculated, and a print-out for each nodal point
is obtained
In most practical cases the number of nodes and
nodal values in FD solutions are so numerous that any
manual calculation would be practically impossible.
The most appropriate form of results is a graph. An
image of contour lines is recommended, because it can
be produced by any computer, even one not equipped
with a plotter. The “map” of a function may be printed
on a line printer in a fast and easy way.
For this purpose the considered function should be
defined in a continuous form. In the present paper a
fast method of approximation for an irregular net of
nodal points has been suggested. It uses the same
minimization procedure as in the generation of FD
formulas. The norm B (eqn 4) is determined for any
point in a domain, thusf, is not a nodal value and it
should be evaluated together with all derivatives {Of).
Due to weighting factors l/A: the presented method
gives us not only approximation in the sense of
minimum deviation of given values but the interpol-
Fig. 9. Temperature distribution along the y = 1 line; + 33 ation of a function, i.e. if a point tends to a node then
inner and boundary nodes, 0 7 auxiliary nodes. the limit ofjo is exactly the nodal value.
The finite difference method at arbitrary irregular grids and its application in applied mechanics 89
Of course the number of considered nodes m have to various derivative terms and functions used. In the
be much smaller than the total number of nodes, thus technique discussed here all FD formulas are
for two close points A and B the corresponding sets of symmetrical (except some near the boundary) thus
nodal points may vary (Fig. 11). Discontinuities such distinction does not have to be used.
caused by this fact may be limited to a required level by Another, more precise proposal is based on dividing
selecting more nodes for the stars, due to weighting the entire domain into trianglea (Fig. 13). The triangles
factors l/A,? which minimize the influence of distant are divided into three parts, each one assigned to an
nodes. In FIDAM, m was set to 12 and discontinuities apex. Partition of the sides of the triangle by
were neglectably small. An illustration of this symmetrical lines is suitable for acute-angled triangles
technique is shown in Fig. 12. but for obtuse angles further analysis is neassaxy
(Fig. 14).
9. ASSIGNMENT OF AN AREA The main imperfection of these two approaches is
In local nonhomogeneous problems as well as in the the independence of the area assigned and the shape of
variational approach it is necessary to define a domain the star. In fact, the area should be assigned to the star
assigned to each node. and not to the nodes.
The simplest proposal is to assign to each node an Applying selection criteria which is related to the
area where the size of this area depends on the distance area assignment for a star seems to give a proper
between the nodes and/or the area of a polygon which solution.
circumscribes the star. Then a reasonable coefficient is
applied to ensure a proper summation value of the 10. APPLICATION TO NON-ELLIPTIC EQUATIONS
areas Fi. The value of this coefficient should be Timedependent problems are described by differ-
determined so that the sum of the areas equals the area ential equations of a parabolic or hyperbolic type. It
of the whole domain. For example, the equation then becomes necessary to ensure the stability of the
generated FD formulas. So far there have been no
theoretical investigations carried out in this field in the
(7)
case of an irregular mesh. Moreover, the Perrone and
Kao procedure for a square mesh yields unstable
with v = -2 was found to give acceptable results in results for the parabolic problem
some tests [13]. For application to shell analysis a
modified FD method [S] is developed which considers d2u au
separate nodes and separate integrating areas for -=-.
ax2 ay
Applying a mesh which is not time dependent, it is
possible to avoid such difficulties. In this case we can
introduce into calculations stable formulas for time-
dependent derivatives. Thus the expression for the
space derivatives (in x, y coordinates) may be
generated automatically. In spaa coordinates the
differential equation usually remains elliptical, there-
fore the investigation of stability may be omitted.
As an illustration of the method presented, two
possible approximations for the time-dependent
problem of heat transfer
62 bdl
INbCOd
:f:::,*O 5210
SI.2L101 0x*-. 1 snva-01 0v~.0000900
CILIA -
The finite diiTcrencc method at arbitrary irregular grids and its application in applied mechanics 91
Fig. 12. Contours of (a) Prandtl hmction, (b) its gradient in twisted bar of rail-shaped cross-section.
CL% I I-I/Z-s
T. LISZKAand J. ORKISZ
Fig. 15. Time integration schemes, (a) “open”, (b) Crank-Nicholson type.
The finite dil%rence method at arbitrary irregular grids and its application in applied me&an& 93
IJ!LI
a photic srlipfic
various methods (overrelaxation, projection or quotim
the frontal method for nonsymmetric quations); ter
i
wyd-caIculates additional functions (qn 6);
map-prints Umaps” of results;
przyg, rozw, mnp-for the solution of nonlinear
problems;
par-for parabolic equations;
pns-calculates “the starting solution” for the
iterative method which is the solution derived
using a coarse mesh.
In the mass storage four sets of data are located: SfOtionOry 0000 lllipiic
heot flow 000 equation
the node coordinates; 0000
FD formula coeBcients; non- Jlo(rbno- parabolic
a set of FD equations; ‘(1 h?at flow quo tion
the solution and additional functions. !
2L
0 0 0 0 0 0
0 0 0 0
0 0 0 0 0 0
0 0 0
0 0 0 0 0 0
0 0 0 0 0 0
0 :: c ^ 3 -