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Differenze Finite

The document discusses ordinary and partial differential equations (PDEs) and their applications in modeling various phenomena such as air flow, blood circulation, and financial markets. It focuses on the finite difference method for solving PDEs, outlining its steps and providing examples, including the vibrating string problem. Additionally, it categorizes linear second-order PDEs into elliptic, parabolic, and hyperbolic types based on their characteristics.

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Mado Saeed
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15 views25 pages

Differenze Finite

The document discusses ordinary and partial differential equations (PDEs) and their applications in modeling various phenomena such as air flow, blood circulation, and financial markets. It focuses on the finite difference method for solving PDEs, outlining its steps and providing examples, including the vibrating string problem. Additionally, it categorizes linear second-order PDEs into elliptic, parabolic, and hyperbolic types based on their characteristics.

Uploaded by

Mado Saeed
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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PDEs and Examples of

Phenomena Modeled
 Ordinary differential equation: equation containing derivatives of a
function of one variable
 Partial differential equation: equation containing derivatives of a
function of two or more variables

Models:
 Air flow over an aircraft wing
 Blood circulation in human body
 Water circulation in an ocean
 Bridge deformations as its carries traffic
 Evolution of a thunderstorm
 Oscillations of a skyscraper hit by earthquake
 Strength of a toy
 Financial Markets
Model of Sea Surface Temperature
in Atlantic Ocean

Courtesy MICOM group


at the Rosenstiel School
of Marine and Atmospheric
Science, University of Miami
Solving PDEs
 Finite element method
 Finite difference method (our focus)
 Converts PDE into matrix equation

Linear system over discrete basis elements

 Result is usually a sparse matrix

 Matrix-based algorithms represent matrices

explicitly
 Matrix-free algorithms represent matrix values

implicitly (our focus)


FINITE DIFFERENCE

In numerical analysis, two different approaches are commonly used:


The finite difference and the finite element methods. In heat transfer
problems, the finite difference method is used more often and will be
discussed here. The finite difference method involves:

Establish nodal networks


Derive finite difference approximations for the governing
equation at both interior and exterior nodal points
Develop a system of simultaneous algebraic nodal
equations
Solve the system of equations using numerical schemes
Finite Difference Methods: Outline
 Solving ordinary and partial differential
equations
 Finite difference methods (FDM) vs Finite
Element Methods (FEM)
 Vibrating string problem
 Steady state heat distribution problem
Class of Linear
Second-order PDEs
 Linear second-order PDEs are of the form
Au xx  2 Bu xy  Cu yy  Eu x  Fu y  Gu H
where A - H are functions of x and y only
 Elliptic PDEs: B2 - AC < 0

(steady state heat equations)


 Parabolic PDEs: B2 - AC = 0

(heat transfer equations)


 Hyperbolic PDEs: B2 - AC > 0

(wave equations)
Difference Quotients

f (x+ h /2 )
f '(x)

f (x-h /2 )

x-h x-h /2 x x+ h /2 x+ h
Formulas for 1st, 2d Derivatives

f ( x  h / 2)  f ( x  h / 2)
f ' ( x) 
h

f ( x  h)  2 f ( x )  f ( x  h)
f ' ' ( x) 2
h
Vibrating String Problem
1.5
t=0 .0 an d 1 .0
1
t=0 .1 an d 0 .9
0.5
t=0 .2 an d 0 .8
0
t = 0 .3 an d 0 .7
-0.5
t=0 .4 an d 0 .6

-1
t=0 .5

-1.5

Vibrating string modeled by a hyperbolic PDE


The Nodal Networks
Finite Difference Approximation
Finite Difference Approximation cont.
Finite Difference Approximation cont.
A System of Algebraic Equations
Matrix Form
Numerical Solutions
Iteration
Example
Example (cont.)
Example (cont.)
Summary of nodal finite-difference
relations for various configurations:
Case 1 Interior Node

Tm,n 1  Tm,n  1  Tm 1,n  Tm  1,n  4Tm,n 0


Case 2
Node at an internal corner with convection

hx hx
2(Tm 1,n  Tm,n 1 )  (Tm1,n  Tm,n  1 )  2 T  2(3  )Tm,n 0
k k
Case 3
Node at a plane surface with convection

h x h x
(2Tm  1,n  Tm ,n 1  Tm ,n  1 )  2 T  2(  2)Tm ,n 0
k k
Case 4
Node at an external corner with convection

hx hx
(Tm ,n  1  Tm  1,n )  2 T  2(  1)Tm ,n 0
k k
Case 5
Node at a plane surface with uniform heat flux

2q ' ' x
(2Tm  1,n  Tm ,n 1  Tm ,n  1 )   4Tm ,n 0
k

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