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LEC7

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7 views8 pages

LEC7

Uploaded by

mohamed mousa
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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2/14/2023

Finite Differences Method(FDM)

Overview of FDM:

Step1 Write down DE.


Step2 Decompose domain.
Step3 Approximate derivatives.
Step4 Assemble linear system with FD stencil.
Step5 Solve linear system.
Step6 Visualize and postprocess solution.

Finite Difference Approximation:

In X - direction

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Finite Difference Approximation:

In Y - direction

Finite Difference Approximation:

In 2direction

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Ordinary Differential Equations (ODE)


Example:
Given the Boundary- Value Problem (BPV)
𝒅𝒚
= −𝟐𝒙𝟑 + 𝟏𝟐𝒙𝟐 − 𝟐𝟎𝒙 + 𝟖. 𝟓
𝒅𝒙
Use The FDM to approximate the solution

The domain:
𝑥 = 𝑎 𝑡𝑜 𝑏 = 0 𝑡𝑜 4 𝑖 = 1,2,3, … … . . 𝑛 (𝑙e𝑡 𝑛 = 4) 𝑏−𝑎 4−0
ℎ= = =1
𝑛 4
𝒃𝒐𝒖𝒏𝒂𝒓𝒚 𝑪𝒐𝒏𝒊𝒕𝒊𝒐𝒏 𝑦 0 = 0 &𝑦 4 = 3

Approximate derivatives:
𝑑𝑦 𝑦𝑖+1 − 𝑦𝑖
= = 𝑓(𝑥𝑖 ) = −2𝑥 3 + 12𝑥 2 − 20𝑥 + 8.5
𝑑𝑥 ℎ
𝑦𝑖+1 − 𝑦𝑖 = 𝑓 𝑥𝑖 ℎ

Ordinary Differential Equations (ODE)


Assemble linear system
𝑦𝑖+1 − 𝑦𝑖 = −2𝑥 3 + 12𝑥 2 − 20𝑥 + 8.5 ℎ

𝑖=0 𝑦1 − 𝑦0 = 𝑓 𝑥0 ℎ = 8.5
𝑖=1 𝑦2 − 𝑦1 = 𝑓 𝑥1 ℎ = −2 ∗ 13 + 12 ∗ 12 − 20 ∗ 1 + 8.5 = −1.5
𝑖=2 𝑦3 − 𝑦2 = 𝑓 𝑥2 ℎ = −2 ∗ 23 + 12 ∗ 22 − 20 ∗ 2 + 8.5 = 0.5
𝑖=3 𝑦4 − 𝑦3 = 𝑓 𝑥3 ℎ = −2 ∗ 33 + 12 ∗ 32 − 20 ∗ 3 + 8.5 = 2.5
𝑖=4 𝑦4 = 3

Solve linear system

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Ordinary Differential Equations (ODE)


Example:

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Partial Differential Equations (PDE)

Example:

Partial Differential Equations (PDE)

Example:

Using matrix methods

𝒖𝟏 = 𝟐
𝒖𝟐 = 𝟑

𝒖𝟑 = 𝟑

𝒖𝟒 = 𝟒

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Partial Differential Equations (PDE)

Example:

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Partial Differential Equations (PDE)

Example:

Partial Differential Equations (PDE)

Example:

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