Lecture-4

4-1 General Finite difference Equations

FDE may be generated for any order derivative with any number of points
involved (any order accuracy)

First order derivative associated with three points:-

 ∂φ  aφi + bφi−1 + cφi−2

  =
 ∂x  i ∆x
Coefficients a, b , c may be determined using taylor series expansion of upstream
nodes (back difference) (i-1 , i-2) about i.
a=3/2 b=-2 c=1/2
 ∂φ  3φi − 4φi−1 + cφi −2
  = + O (∆x 2 ) ………..(a)
 ∂x i 2 ∆x

If downstream nodes i+1, i+2 about i

A=-3/2 b=2 c=-1/2

 ∂φ  − 3φi + 4φi +1 − φi + 2
  = + O (∆x 2 ) …………..(b)
 ∂x  i 2∆x

Similar approach may be used for second order derivative:-

Forward difference:-
 ∂ 2φ  2φi − 5φi +1 + 4φi + 2 − φi +3
 2  = 2
+ O (∆x 2 ) …………( c )
 ∂x  i ∆x
Backward difference:-
 ∂ 2φ  2φi − 5φi−1 + 4φi−2 − φi−3
 2  = 2
+ O (∆x 2 ) …………(d)
 ∂x  i ∆x

Central Difference:-
 ∂ 2φ  − φi+ 2 + 16φi+1 − 30φi + 16φi−1 − φi−2
 2  = 2
+ O (∆x 4 ) ……(e)
 ∂x i 12 ∆x

Lecturee-3 computational fluid dynamics

4-2 Some applications of 1-d, steady and linear PDE

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H. Work

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