FINITE DIFFERENCE

DISCRETIZATION METHODS

CLAIRE LOBERIANO ALARAS, CE, ME-1, RMP

PROTOTYPE PROBLEMS
EXPLICIT SCHEMES
EXPLICIT SCHEMES
EXPLICIT SCHEMES

Click for Explicit

Example
RESTRICTION OF EXPLICIT SCHEMES

Click for Explicit

Example (with
oscillations)
SUMMARY: SOLUTION OF PARABOLIC PDE'S BY
EXPLICIT SCHEMES
Advantages:

 very easy calculations,

 simply step ahead

Disadvantage:

× low accuracy, O (Δt) with respect to time

× subject to instability; must use "small" Δt’s
× Therefore, requires many steps !!!
IMPLICIT SCHEMES
IMPLICIT SCHEMES

Click for Implicit

Example
 DIFFERENCE BETWEEN
EXPLICIT AND IMPLICIT SCHEMES
CRANK-NICOLSON (CN) METHOD
CRANK-NICOLSON (CN) METHOD
CRANK-NICOLSON (CN) METHOD

Click for CN
Example
 DIFFERENCE BETWEEN
EXPLICIT AND IMPLICIT SCHEMES
SUMMARY: SOLUTION OF PARABOLIC PDE'S BY
IMPLICIT SCHEMES
Advantages:

 Unconditionally stable.
 Δt choice governed by overall accuracy. [Error for CN is O(Δt2) ]
 May be able to take larger Δt, THEREFORE, fewer steps

Disadvantage:

× More difficult calculations, especially for 2D and 3D spatially

× For 1D spatially, effort ≈ same as explicit, because system is
tridiagonal.