Finite Difference Method

Forward difference formula :- X+

2 2 3
The Taylor series expansion , u ( x  x )  u ( x)  x
u ( x )  x  u ( x ) x u ( x)
 .  .  .......
x 2! x 2 3! x3
May be written in terms of displacement operator, E and derivative operator, D as follows:
x 2 2 x 3 3 Where, D

Eu ( x )  [1  xD  .D  .D  ...]u ( x ) .......(1) x
2! 3!
x  x x  x
x
E=displacement operator i,e it will displace the function by next nodal value i.e. at node
x the function u has value of u(x) and Eu(x) has value of u( x   x) is the value
which
of u at the node ( x). x
From equation(1) : ui  u  xi 

xD
ui 1  u  xi 1   u ( xi  x )
Eu ( x )  e u ( x)
Eui  u ( xi 1 )  u ( xi  x)
xD
therefore E  e therefore Eui  ui 1
1 Eui 1  ui  2 etc from the defintion of E
D ln E
x therefore E 2ui  ui  2
 E nui  ui  n
 Finite Difference Method continued
  ui  ui 1  ui  Eui  ui  ( E  1)ui
    E 1  E=1+ 
1
therefore D  ln E
x
1
or , D(u i )= ln E (ui )
x
 u  1
or ,    ln(1    )(ui )
 x i x
2
 u  1     3  4  ....  A 
         ...  ui
 x i x  2 3 4 
 E  1  E  1  E  1
2 3 4
 u  1  
    E  1     ... ui   ( B)
 x i x  2 3 4 
Eui  ui 1 , Eui 1  E 2ui  ui  2 ;.......E nui  ui  n
For 1st order accuracy we will consider only one term on RHS of Equation (B)
 u  1 Eui  ui ui 1  ui
   [ E  1]ui  
x
 i x  x x
 Finite Difference Method continued
Backward Difference Formula : u ( x) x 2 u ( x) x3 u ( x)
u ( x  x)  u ( x)  x    ...
x 2! x 2 3! x 2
     
2 3 4
1
  x.D  xD xD 
E u ( x)   1  x.D     ....  u ( x)
 2! 3! 4! 
 
 xD   xD   xD 
2 3 4

 E 1  1  x.D     ....
2! 3! 4!
=e xD
 -xD  ln E 1
1
 D=- ln( E 1 ) ... C 
x
Again,

E 1ui  ui 1 ; E 1ui 1  E 2ui  ui 2 ...........E  nui  ui n

 ui  ui  ui 1  ui  E 1ui  1  E 1  ui

   1  E 1  E 1  1   
 Finite Difference Method
c continued
1 1
D ln(1    );  Dui   ln(1    )(ui )
x x
 u  1   (  ) 2 (  )3 (  ) 4 
            ui    (C )
 x i x  2 3 4 

   
 1 2 1 3 
 u  1  1  E 1 E
  
 x i x 
1 
 E 1
  2 3
    ui    ( D)

 
1ST order accuracy :- Only 1st term of equation (A) or equation (B) is considered.
 u  1 1 ui  E 1ui ui  ui 1
   [1  E ]ui  
 x i x x x
2nd order accuracy:- upto 2nd term of equation (A) or equation (B) is considered.

 u  1 
 1  E 
1 2 

  
 x i x 
1 E  
1

2
 ui

 
 u  3ui  4ui 1  ui  2 x 2  3 u
   
 x i 2x 3 x 3
 Finite Difference cMethod continued
Central difference Formula 1 1
E 2 ui u 1 ; E 2 ui u 1
i i
2 2

 1 1 
 ui  u 1  u 1   E  E 2  ui
2
i i  
2 2  
1 1
  E2  E2
1 1
E2  E2
Using the definition of mean,  
2
from forward difference we get, E  ex.D
1
E 2  ex.D /2
1
From backward difference , E2  ex.D / 2
1
E 2  ex.D /2
e x  e x
  E 1/2
E 1/2
e xD /2
e xD/2
 2sinh xD / 2  using sinh x 
2
 c
Finite Difference Method continued

xD / 2  sinh 1
2
1
D
x
 2sinh 1
 /2 
 u  1   3 3 5 5 7 
         ........  ui
 x i x  24 640 7168 
 5 7 
2 2    2 2 2   
 3 1 .3 .  1 .3 .5   
 u  2  1 2
 / 2  2
   2
  ......    ( E )
    / 2  
 x i x  3! 5! 7! 
 
 

 
 3 
1/ 2 1/2
E  E
 u 
 
 x i

x 

1  1/2
E  E 1/2
  24
      u ....................( F )
 i
 
2nd order accuracy with 1st term only:
 u  1  1/2 1 1
 u
1/2  1/2 1/2 3
   E u  E u  . E  E
 x i x   x 24
i i i

e 
3
xD /2
ui 1/2  ui 1/2  e xD /2
  ui
x 24.x
ui 1/2  ui 1/2 x 2 D 3ui
 
x 24 24
ui 1/2  ui 1/2 x 2  3u
 
x 24 x 3
E1/2  E 1/2
To avoid the half integer mesh point, the definition of mean may be employed.where  =
2
2 2
  1  E1/ 2  E 1/2   1
 1/2
 E 1/2 
  
2  2  E 4
  

  1  2 4
2
  1 2 /4
Now from equation F we have
 u    3 5 7 
     3  5 ......
    
 x  24 640 7168
 i x 1 2 /4  

1
 2 2  3 5 7 
 1        3  5 ......
x  4   24 640 7168 
   
    2 3 4 15 6   3 3 5 5 7 
 1     ...      ......   ui
x  8 816 4864  24 640 7168




   3 3. 5 5. 7    3  5 3. 7   3. 5 3. 7   15. 7 

    ...     ...   ...     ...   ui
x  24 640 7168   8 824 8640   816 81624   4864  
       
 
   1 1 5  3 1 3  7 5 3 3 15  
   ³                  ui
x   24 8   640 8  24 8  16   7168 8  640 8  16  24 48  64  
   3 12  22 5 50  42  70  350 7 
       ui
x  3! 5! 71680 
 u     3 12  22 5 12.22.32 7 
          .... ui ......(G )
 x i x  3! 5! 7! 
2nd order accuracy(with one term from R.H.S. of Equation (G):-
u   3
  ui  . ui 
x i x x 3!
 12 1
 
1 1
 

1 1  E  E 2  E 2  E 2 
  2     u
  E  E 2  ui  i
x   2  3!  x
ui 1  ui 1 x 2  3 u
 
2x 6 x 3
Higher order derivative by Finite Difference Method
Backward difference:-
u 1
  ln 1     ui
x i x
nu 1
 n   n ln 1    ui
 n

x i x
2 3 4 n
1      
 n      ....  ui
x  2 3 4 
nu 1   n n n 1 n 3n  5   n  2 n  n  2  
 n  n        ......(2)
x x  2 24 48 

 1 1 
Where,   1  E  E  1 
 Higher order derivative by Finite Difference Method
Forward Difference
u 1
 ln 1     ui ...... First order forward difference 
x i x
nu 1 
 n ln 1     ui
n

n

 taking nth power on both the sides 
x i x
n
 n u 1    2  3  4 
n
 n 
     ....  ui
x x  2 3 4 
1  n  
2
nu   n 1   2
 3
 4
 n n  1  n  2   2
 
n
 n   n.    ...      ....  
x i x   2 3 4  2!  2  

1  n   n 1  
2
   n 1 
3
  n 1 
4
n  n  1  n  2    4  6  8  
 n   n.     n. .  n. .  .....       ...   ... ui
x   2  3 4 2!  4 9 16  
1   n n  n 1 n 3n  5   n  2  n  n  2  n  3  n  3 
 n         .... ui       1
x  2 24 48 
Where,    E  1  E=1+ 
Higher order derivative by Finite Difference Method
Central difference for n =even
u 1  1  
  2sin h  ui
x x  2
n 3 5 7 n
 u 1   3 5 
 n  n   24  640  7168  ...... ui
x x  
n  n 2 n  22  5n  4 n  5 n  1  
 n
x 1  24   64  90    45  7  5   .....(3)
    
 1 1 
Where,  ui  u 1  u 1   E 2  E 2  ui
i i  
2 2  
1 1
  E2  E2
Higher order derivative by Finite Difference Method
Central difference for n=odd

n
n
u  2 1  
n  
2 x
 sin  ui
x   2
1
4
n  
 n  3 2 5n2  52n  135 4
  n 1       ui   4
x  24 5760 
1 1
E2 E2
1 1
Where, mean,   and  E E
2 2
2
 Finite Difference Method

For mixed derivatives :

Using Equation either (1) or (2) or(3) or(4) depending on the Backward,
or Forward or Central Diff (n=even) or Central Diff (n=odd) respectively.
e.g. for central difference and n=odd.
  2u  1    2
 4
    y
2
 4

    x x 1    O(x )   y y 1    O(y )  ui , j
x

 x y i , j x y 6  6  
   
 Finite Difference Method: SUMMERY
 nu 1  n n   n 1 n 3n  5    n  2  n  n  2  n  3    n  3 
1.          .... ui  1 Forward
x n x n
 2 24 48 
Where,    E  1  E=1+ 
nu 1   n n   n 1 n 3n  5    n  2  n  n  2  
2.         ......(2)Backward
x n x n  2 24 48 
Where,    1  E 1  E 1  1   
 nu n  n 2 n  22  5n  4 n  5 n  1  
3.  1 
 24      5    .....(3) Central Diff, fro n= even
x n
x n  64  90  4 7 5  
1 1
  E  E 2 2

 nu n  n  3 2 5n 2  52n  135 4 
4. n
 1        ui    4  Central Diff, fro n= odd
x x n  24 5760 
 12 1
 1 1
Where, mean,    E  E  / 2 and
2
  E E 2
2

 
5. For mixed derivatives :
Using Equation either (1) or (2) or(3) or(4) depending on the Backward,
or Forward or Central Diff (n=even) or Central Diff (n=odd) respectively.
e.g. for central difference and n=odd.
  2u  1   x2  4
   y2  4

    x x  1    O( x )   y  y  1    O(y )  ui , j
 x y i , j  x y  6    6  
 Finite Difference Method

u ui1, j  ui, j u ui , j 1  ui , j
Forward Difference, = and =
x x y y
u ui , j  ui1, j u ui , j  ui , j 1
Backward Difference, = and =
x x y y
u ui 1, j  ui 1, j u ui1, j  ui 1, j
Central Difference, = and =
x 2 x y 2y
 2u ui2, j  2ui1, j  ui, j
Forward Difference, =
x 2 x 2
 2u ui, j2  2ui, j1  ui, j
and =
y 2 y 2

Backward Difference,
 2u ui, j  2ui1, j  ui2, j
=
x2 x 2
 2u u  2u  u
i, j i , j 1 i , j 2
and =
y 2 y 2

2u u
 i 1, j  2ui , j  ui1, j
Central Difference, =
x2 x2
2u u
 i , j 1  2ui , j  ui , j 1
and =
y 2 y 2
 Problem -1: 2-d heat diffusion
T=0K

T=0K 20 cm X 20 cm T=0K

T=400K General Governing Equation is :

 k T   0
For 2  D, Governing Equation is :
d  dT  d  dT 
k   k   0...( A)
dx  dx  dy  dy 
 Problem -2: 2-d heat diffusion
T=0 K

T=300K 20 cm X 20 cm T=0K

T=400K
General Governing Equation is :
  k T   0
For 2  D, Governing Equation is :
d  dT  d  dT 
k  k  0...( A)
dx  dx  dy  dy 
 Problem -3: 2-d heat diffusion
T=500K

T=300K 20 cm X 20 cm T=200K

T=400K
General Governing Equation is :
  k T   0
For 2  D, Governing Equation is :
d  dT  d  dT 
k  k  0...( A)
dx  dx  dy  dy 
 Problem -6.5: 2-d heat diffusion
T
k  h(T  T f ); (Convective heat transfer )
y

T=T0 20 cm X 20 cm
T
k  q, ( Heat flux  q )
x

T k=205 W/m-K
 0, ( Insulated ; i.e. flux, q  0) q=50 w/m2
x
General Governing Equation is : T0=100oC
  k T   0 Fluid Temp,Tf=50oC
For 2  D, Governing Equation is : (Bi), Biot No.=hL/k=2
d  dT  d  dT 
k  k  0...( A)
dx  dx  dy  dy 
 Problem -4: 2-d heat diffusion
Non-dimensionalising the governing equation and all the BCs with the following:
x y T  Tf
x*  ; y*  ,  We get the following
L L T0  T f
Governing Equation is :
 d 2   d 2 
 
2   2 
 0...(1)
 dx *   dy * 
Left Boundary , x*  0;   1
 qL
Right Boundary , x*  1; 
x * k (T0  T f )

Bottom Boundary , y*  0; 0
y *

Top Boundary , y*  1;   Bi *
y *
 Problem -6.4: 1-d Conduction-Convection
Tf
scr_conduction_convection.m
T=Tw L T
at x  L,  0 (Adiabatic condition)
x
For steady state 1-d conduction-convection without source is:
 2T hP
2
 (T  T f )  0 (1)
x kA
Boundary conditions are:
T
At x=0, T=Tw and at x= L ,  0 (2)
x
 2
Nondimensional form are: 2
 Bi b   0 (1a)
x *

At x*=0,   1, and at x*= 1 , *  0 (2a)
x
hL PL AP
Where, Bi  ( Biot no.); b   ( Area ratio), P  Perimeter ,
k A Ac
(1) Take Bi  0.3, 0.4, 0.5; b  3; solve temperature field .
(2) Take Bi  0.3; b  3, 4,5 ; solve temperature field .
 Problem -6: 1-d UNSTEADY
Unsteady_1D-Heatflow.m
T=Tw T=Ti T=Tw
L
For 1-d transient heat transfer without source is:
 2T  cP T
2
 (1)
x k t
Boundary conditions are:
At x=0, T=Tw and at x= L , T=Tw (2)
Initial Condition i.e. at t=0, T=Ti i.e. at all the nodes except boundaries.
Non-dimensionalising the governing equation and all the BCs and ICs with the following:
x y T  Tw t
x*  ; y*  ,   and  = 2 , where  = Thermal difusivity;We get the following
L L Ti  Tw L

 2 
Nondimensional form are: 2
 (1a)
x * 
At x*=0,   0 and at x*= 1 ,   0 (2a)
And Initial Condition i.e. at  =0,   1
 Continueed

By discretising the governing equation using FTCS scheme we get,

 in 1   in  in11  2*in 1  in11

 x 2
n 1 n 1 n 1 n 
   i 1  (1  2 ) i    i 1   where   2
i
x
n 1 n
1 0 0 0 .............0  1  0 
   1  2   ..........0     
   2   2 
 0   1  2   ....0   3  3 
     
......................................  .  . 
 0 0.....   1  2     .   nx 1 
     
 0 0......................0 1   nx  0 
 Thomas Algorithm forTriDiagonalMatrixalgorithm(TDMA)

BTi n1,
1
j  DTi , j
n 1
 ATi n1,
1
j  Ci
n

n 1 n 
 T1, j   0 
  
1 0 0 0 . . . . 0 0   
   T2, j   C2, j  
0 D A 0 . . . . 0 0     
0  T3, j  C
B D A 0 . . . 0 0  
 3, j  
    
0 0 B D A 0 . . . .  T4, j  C
 4, j  
0  
0 0 B D A 0 . . .   . 

.  

 . 
   
. . 0 0 B . A 0 . .  .  
     
. . 0 0 0 . . A 0 0  .  
 .  
0 . 0 0 0 0 . . A 0   C 
T
 N 1, j  N  1, j 
    
0 . 0 0 0 . 0 B D A T  C  
N , j N , j
0
 0 0 0 0 . . 0 0 1 ( N 1) X ( N 1)     
TN 1, j   1  
  ( N 1,1) N 1,1

Thomas Algorithm forTriDiagonalMatrixalgorithm(TDMA)

d x ax
1 1 1 2
c 1
.................  A.1
b x d x a x
2 1 2 2 2 3
c
2
..............A.2
b x d x a x
3 2 3 3 3 4
c
3
.................A.3
b x d x a x
4 3 4 4
c
4 5 4

........................................................................
bN-1 x  d x  a x  c
N -2 N -1 N -1 N -1 N N -1
..............A.4 
b x d x
N N 1 N N
c N
...............A.5
  A.2   d   A.1  b
1 2
 db x d d x d a x c d
1 2 1 1 2 2 1 2 3 2 1

- b d x  ab x  cb
2 1 1 1 2 2 1 2

................................................................ ...
d d  a b  x  d a x  c d  c b
1 2 1 2 2 1 2 3 2 1 1 2

d 2
 b a / d 1 x  a x   c  b c / d
2 1 2 2 3 2 2 1 1 
 d ' x  a x  c'
2 2 2 3 2
........................  A.6 
d '  d - b a / d , c'  c -b c / d
2 2 2 1 1 2 2 2 1 1

d '2 x2  a2 x3  c '2 .............. A.6

By  A.3 d ' - b A.6 we get
2 3

d '2 b3 x2  d '2 d3 x3  d '2 a3 x4  d '2 c3


  d '2 b3 x2  b3a2 x3  b3c ' 
...............................................................................
 
d3  b3a2 / d '2 x3  a3 x4  c3  b3c '2 / d '2  
d '3 x3  a3 x4  c '3 .......................... A.7 
 The pattern which is developing is-
(A.6) can be obtained from (A.2) by dropping
first term, replacing d 2 by d - b a / d   d '  keeping third term unchanged and replacing
2 2 1 1 2

c by c - b c / d  c ' .
2 2 2 1 1 2

 
Similarly,(A.7) is obtained from(A.3) bdropping first term, replacing d3 by d3 - b3 a2 / d2  d '3
Keeping third term unchanged and by replacing c by c - b c ' / d '   c ' 
3 3 3 2 2 3

So if we generalize the pattern

d 'i  di - ba
i i-1 / d 'i-1 where i  2,3..............N

& c 'i  ci - bc
i 'i-1 / d 'i-1 where i  2,3..............N
 for i=3 to N
c(i  1,1) b(i, i  1)
c '(i,1)  c(i,1) 
d '(i  1, i  1)
a(i  1, i ) b(i, i  1)
d '(i, i )  d (i, i ) 
d '(i  1, i  1)

n 1
1 0 0 0 . . . . 0 0   T1   0 
     
0 d 22 a23 0 . . . . . 0   T2   C 21 
' '
0 0 d33 a34 0 . . . . 0   T3   C 31 
 '     ' 
0 0 0 d 44 a45 0 . . . .  T
 4   C 41 
0 . 0 0 . . 0 . . .   T5   . 
     
. . . 0 0 . . 0 . .   .   . 
. . . . 0 0 . . 0 .   .   . 
     
0 . . . . 0 0 . aN 1, N .  T
 N 1   . 
0 . . . . '
. 0 0 d NN aN , N 1  T  C 
  N   N ,1 
 0 0 0 . . . . . 0 1  N 1XN 1 TN 1  N 1 X 1
 1 

a(i, i  1).T (i  1,1)

By Back substitution: T (i,1)  c(i,1)  for i=N to 2.
d (i, i)