Finite Difference Method For PDEs
Finite Difference Method For PDEs
Steady state distribution systems characterized by elliptic PDEs: Temperature distributions on a heated plate (a),
seepage of water under a dam (b), and the electric field near the point of a conductor (c).
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
Finite Difference Approximations
…based from the Taylor Series…
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
Finite Difference Approximations
…based from the Taylor Series…
If h is small then higher ordered terms of h can be ignored. Then neglecting terms involving ℎ2
and higher and solving [1] and [2]
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
Finite Difference Approximations
…based from the Taylor Series…
When neglecting terms involving ℎ3 and higher and solving [1] and [2]
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
FDM for an Elliptic PDE
…an example of a heated plate system…
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
FDM for an Elliptic PDE
…an example of a heated plate system…
2T 2T
+ 2 =0
x 2
y Laplace Equation
2T Ti +1, j − 2Ti , j + Ti −1, j O[D(x)2]
= With Boundary Conditions:
x 2 x 2 𝑇 0, 𝑦 = 75°𝐶 ; 𝑇 𝐿, 𝑦 = 50°𝐶
2T Ti , j +1 − 2Ti , j + Ti , j −1 𝑇 𝑥, 0 = 0°𝐶 ; 𝑇 𝑥, 𝐿 = 100°𝐶
= O[D(y)2]
y 2
y 2
x = y
Ti +1, j + Ti −1, j + Ti , j +1 + Ti , j −1 − 4Ti , j = 0 Laplacian difference equation.
Holds for all interior points
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
FDM for an Elliptic PDE
…an example of a heated plate system…
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
FDM for an Elliptic PDE
…an example of a heated plate system…
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
-Any Questions???-
Please feel free to ask…….
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
The Finite Difference Method
…for solving parabolic PDE’s (an example of heat conduction)…
B.C. 1 B.C. 2
PDE
I.C.
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
The Finite Difference Method
…for solving parabolic PDE’s (an example of heat conduction)…
• Energy balance together with Fourier’s law of heat conduction
yields heat-conduction equation:
2T T
k 2 =
x t
• Just as elliptic PDEs, parabolic equations can be solved by
substituting finite divided differences for the partial derivatives.
• In contrast to elliptic PDEs, we must now consider changes in
time as well as in space.
• Parabolic PDEs are temporally open-ended and involve new
issues such as stability.
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
The Finite Difference Method
…for solving parabolic PDE’s (an example of heat conduction)…
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
The Finite Difference Method
…explicit method for solving parabolic PDEs…
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
The Finite Difference Method
…explicit method for solving parabolic PDEs…
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
The Finite Difference Method
…a simple implicit method for solving parabolic PDEs…
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
The Finite Difference Method
…a simple implicit method for solving parabolic PDEs…
l +1 l +1 l +1 l +1
T − 2Ti + T Ti − Ti l
k i +1 i −1
=
(x )2 t
− Ti −l +11 + (1 + 2 )Ti l +1 − Ti +l +11 = Ti l
This eqn. applies to all but the first and the
last interior nodes, which must be modified
to reflect the boundary conditions:
T0l +1 = f 0 t l +1 ( )
(1 + 2 )T1l +1 − T2l +1 = T1l + f 0 (t l +1 )
Resulting m
i=m unknowns and m
Chapra, S. C. Applied Numerical Methods with MATLAB for Engineers and Scientists, 6th ed., McGraw-Hill: New York 2010
Finite Difference Method for
PDE’s
Numerical Methods for Graduate Students
Any Questions?
Comments? -End of Presentation-
Thank you for your attention!
IMAGE ATTRIBUTION:
1. Title Slide – [Order and Degree of the Differential Equaiton], Arundhati De, available online at:
https://www.pngitem.com/download/ihmixxx_order-and-degree-of-differential-equation-ordinary-differential/