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Finite Difference Method

1. The document discusses various discretization techniques used in computational fluid dynamics (CFD) such as finite difference method (FDM), finite volume method (FVM), and finite element method (FEM). 2. It provides details on finite difference methods, including defining discrete grid points, developing finite difference quotients using Taylor series expansions, and higher order accurate difference quotients. 3. It also covers developing the finite difference equations and solution methodologies for 1D steady/unsteady state conduction and convection-diffusion problems.

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sanketdange2007
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© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
229 views

Finite Difference Method

1. The document discusses various discretization techniques used in computational fluid dynamics (CFD) such as finite difference method (FDM), finite volume method (FVM), and finite element method (FEM). 2. It provides details on finite difference methods, including defining discrete grid points, developing finite difference quotients using Taylor series expansions, and higher order accurate difference quotients. 3. It also covers developing the finite difference equations and solution methodologies for 1D steady/unsteady state conduction and convection-diffusion problems.

Uploaded by

sanketdange2007
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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1

Discretization
What?
Analytical Solution : Continuous
Numerical Solution : Discrete
Types of Discretization Technique
FDM (Finite Difference Method): Most popular
during the early days of CFD
FVM (Finite Volume Method): Gives greater
flexibility in handling complex geometry
FEM (Finite Element Method): More commonly
used in Solid Mechanics rather than Fluid
Mechanics
2
FDM: Discrete Grid Points
(i,j)
P
P
(i,j) (i+1,j) (i-1,j)
(i,j+1) (i+1,j+1) (i-1,j+1)
(i,j-1) (i+1,j-1) (i-1,j-1)
i
j
3
FDM: Finite Difference Quotient
Taylor Series Expansion
Example :
2 2
2
2 1
3
4
( ) sin 2
0.2, 0.02 ( ) 0.9511
( ) ( )
( ) ( )
2
0.9823 3.176%
0.9899 %
0.9824 %
f x x
x x f x x
f x f x x
f x x f x x
x x
f f
f
f
=
= = + =

+ = + + +

= =
=
=

( Error)
(0.775 Error)
(0.01 Error)

I Guess Add to
Capture Slope
Add to account
for Curvature
1 2
3
4
x
f(x)
4
FDM: Finite Difference Quotient
Taylor Series Expansion
I Order Forward Difference
2 2 3 3
1 , ,
2 3
,
, ,
2 2 3 3
1 , ,
2 3
,
, ,
2 3
1 , ,
2 3
,
,
2 3
2 3
2
i j i j
i j
i j i j
i j i j
i j
i j i j
i j i j
i j
i j
x x
x
x x x
x x
x
x x x
x
x x x x






+

+
| | | |
| |
= + + + +
| | |

\ .
\ . \ .
| | | |
| |
= + +
| | |

\ .
\ . \ .

| | |
| |
= +
`
| |

\ .
) \ . \

( )
2
,
1 , ,
,
3
i j
i j i j
i j
x
x
x x

+
(
|
+ (
|
( .


| |
= +
`
|

\ .
)
O

Finite Difference Quotient


T.E (Truncation Error)
I Order Accurate
(i+1,j)
(i,j)
(+)
(-)
x
5
FDM: Finite Difference Quotient
I Order Backward Difference
II Order Central Difference
( )
2 3 2
, 1,
2 3
,
, ,
, 1,
,
3 2 5 4
1, 1,
3 5
,
, ,
2 3
2 3 5
i j i j
i j
i j i j
i j i j
i j
i j i j
i j
i j i j
x x
x x x x
x
x x
x x
x x x x


+
(

| | | |
| |
= + + (
`
| | |

\ .
( ) \ . \ .


| |
= +
`
|

\ .
)

| | | |
| |
= +
`
| | |

\ .
) \ . \ .

( )
1, 1,
2
,
2
i j i j
i j
x
x x

+
(
(
(


| |
= +
`
|

\ .
)
O II Order Accurate
(i-1,j)
(i,j)
(+)
(-)
x
(i-1,j)
(+)
(-)
x
x
(i+1,j)
6
FDM: Finite Difference Quotient
II Order Central Second Difference
IV Order Second Difference
( )
2 4 2 6 4
1, , 1,
2 2 4 6
, , ,
2
1, , 1,
2
2 2
,
2
2, 1, , 1, 1,
2
,
2
2
4 6
2
16 30 16
1
i j i j i j
i j i j i j
i j i j i j
i j
i j i j i j i j i j
i j
x x
x x x x
x
x x
x


+
+
+ +
(
+
| | | | | |

= + +
(
`
| | |

( ) \ . \ . \ .

+
| |

= +
`
|

) \ .
+ +
| |

=
|

\ .
O

( )
( )
4
2
2
x
x


+
`


)
O
II Order Accurate
(+)
(+)
x
x (-2)
(i-1,j) (i,j) (i+1,j)
7
FDM: Finite Difference Quotient
Higher Order Accurate Difference
Quotients
Disadvantage : By requiring more
neighboring grid points, results in more
computational time for each grid point
computation
Advantage : Smaller number of total grid
points in a flow solution to obtain
comparable overall accuracy
II Order accuracy has been accepted in
the vast majority of CFD applications
8
FDM: Finite Difference Equation
and Solution Methodology
1-D Steady State Conduction
G.E:
B,Cs:
F.D.Eq. :
Tridiagonal Matrix:
Solver
Jacobi
Gauss-Seidel
2
2
1 2
1 1 1 1
2
2 1
3
4
5
6 2
0
At 0, ; ,
2
0
2
2 1 0 0 0
0 1 2 1 0 0
0 0 1 2 1 0
0 0 0 1 2 1
0 0 0 1 2
b b
i i i i i
i
b
b
T
x
x T T x L T T
T T T T T
T
x
T T
T
T
T
T T
+ +

= = = =
+ +
= =

( ( (
( ( (

( ( (
( ( ( =
( ( (

( ( (
( ( (


L
T
b1 T
b2
i=1 2 3 4 5 6 7
9
FDM: Finite Difference Equation
and Solution Methodology
1-D Unsteady State Conduction
G.E:
I.C & B.Cs:
F.D.Eq. :
Reliability of num. results (within T.E.) Vs analytical
results
If the difference equation is consistent
If the numerical algorithm is stable
If the B.Cs are handled properly
{ }
2
2
0
1
2
1 1
2

At t 0;
2
T.E=O( t, x )
As t 0 & x 0 T.E 0 F.D.Eq. is Consistent


n n n n n
i i i i i
T T
t x
T T
T T T T T
t x

+
+

=

= =
+
=


T
b1 T
b2
i=1 2 3 4 5 6 7
T
b1 T
b2
T
b1 T
b2
n+1
n
n-1
10
FDM: Finite Difference Equation
and Solution Methodology
1-D Steady State Convection-Diffusion
( )
( )
2
2
0
/
0 0
1 1
B. C : at 0, at
1
E x act S o lu t i o n :
1
W h ere /
Alg eb rai c E q u at i o n : 0
L
xP e L
L
P e
i i i
E i P i W i
u
x x
x x L
e
e
P e u L
A A A




=

= = = =

= +

=
+ + =
F i n i te D i f f eren ce Q u o ti en t
2
1 1
2 2
2
2
:
/ ; ( )
i i i
i
d i d i d i d i d i
E W P E W
x x
A x A A A A

+
| |
+

|

\ .
= = = +
:
D i f f u s i o n
x
L
0

Pe=0
Pe>0
Pe<0
11
FDM: Finite Difference Equation
and Solution Methodology
1-D Steady State Convection-Diffusion
( )
( )
1
1
1 1
, 0
, 0
min( , 0) / ; max( , 0) / ; ( )
2
/ 2
i i
i i
i
ci ci ci ci ci
E W P E W
i i
i
ci ci
E W
u u
u
x
x
u u
x
A u x A u x A A A
u
u
x x
A u x A

+
+


>




<


= = = +
(


(


= =
if
Convection: UDS
if
CDS
0
; ( ) 0
1.0, 1.0, 1.0, 0.02,
0 1.0; 11 11 51 51
ci ci ci
P E W
L
A A A
L u

= + =
= = = =
= = =
Example Prob. :
and Gridsize and
12
FDM: Finite Difference Equation
and Solution Methodology
1-D Unsteady State Convection-Diffusion
( )
2
2
1
1 1 1 1
2
1
1 1 1 1
2
2
2
2
2
min( , 0) / ; max( , 0) / ; (
n n n n n n n
i i i i i i i
n n ci n ci n ci n n n n
i i E i P i W i i i i
ci ci ci ci
E W P E W
u
t x x
u
t x x
A A A
u
t x x
A u x A u x A A A



+
+ +
+
+ +


+ =

+
+ =

+ + +
+ =

= = = +
F.D.Eq.:
CDS
UDS
)
ci

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