Finite Difference Method

Major: All Engineering Majors

Authors: Autar Kaw, Charlie Barker

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates

1/10/2010

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Finite Difference Method

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Finite Difference Method

An example of a boundary value ordinary differential equation is
d 2u 1 du u
+
2 = 0, u (5) = 0.008731" , u (8) = 0.0030769"
2
dr
r dr r

The derivatives in such ordinary differential equation are substituted by finite

divided differences approximations, such as
dy yi +1 yi

x
dx
d 2 y yi +1 2 yi + yi 1

2
dx
(x )2

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Example
Take the case of a pressure vessel that is being tested in the laboratory to
check its ability to withstand pressure. For a thick pressure vessel of inner
radius a and outer radius b, the differential equation for the radial
displacement u of a point along the thickness is given by
d 2 u 1 du u
+
2 =0
2
r dr r
dr

The pressure vessel can be modeled as,

d 2u
dr 2

du
dr

ui +1 2ui + ui 1
(r )2

ui +1 ui
r

Substituting these approximations gives you,

ui +1 2ui + ui 1 1 ui +1 ui ui
+
2 =0
ri r
(r )2
ri

1
1
2
1
1
1

+
+

u
u
+
u =0
i
+
i
1
2
2 i 1

(r )2 r r r 2
(
)

r
i
(r ) ri r
i

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Solution
Step 1 At node i = 0,
Step 2 At node i = 1,

r0 = a = 5" u0 = 0.0038731"

r1 = r0 + r = 5 + 0.6 = 5.6"

2
1
1

u
+

(0.6)2 0 (0.6)2 (5.6)(0.6) (5.6)2

1

1
u1 + 2 +
u 2 = 0

(
)(
)
5
.
6
0
.
6
0
.
6

2.7778u0 5.8851u1 + 3.0754u2 = 0

Step 3 At node i = 2, r2 = r1 + r = 5.6 + 0.6 = 6.2"

1
2
1
1

u
+

1
0.6 2 (6.2 )(0.6 ) 6.2 2
0.6 2

1
u 2 +
u 3 = 0
+
2
(6.2)(0.6)

0.6

2.7778u1 5.8504u 2 +3.0466u3 = 0

5

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Solution Cont
Step 4 At node i = 3, r3 = r2 + r = 6.2 + 0.6 = 6.8"

1
2
1
1
1
u
+

+
u4 = 0
2
3
2
2
2
2

(6.8)(0.6) 6.8 0.6 (6.8)(0.6)

0.6
0.6

2.7778u2 5.8223u3 + 3.0229u4 = 0

Step 5 At node i = 4, r4 = r3 + r = 6.8 + 0.6 = 7.4"

1
2
1
1
1

u
+

u
+

+
3
4
2
0.62 (7.4 )(0.6 ) u5 = 0
0.62 (7.4 )(0.6 ) (7.4 )
0.62

2.7778u3 5.7990u4 + 3.0030u5 = 0

Step 6 At node i = 5, r5 = r4 + r = 7.4 + 0.6 = 8

u5 = u |r =b = 0.0030769"
6

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Solving system of equations

0
0
0
0
0 u0 0.0038731
1

u
2.7778 5.8851 3.0754
0
0
0
0
1

0
2.7778 5.8504 3.0466
0
0 u2
0
=

u
0
0
2
.
7778

5
.
8223
3
.
0229
0
0
3

0
0
0
2.7778 5.7990 3.0030 u4
0

0
0
0
0
1 u5 0.0030769
0

u 0 = 0.0038731

u3 = 0.0032743

u1 = 0.0036165

u4 = 0.0031618

u2 = 0.0034222

u5 = 0.0030769

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Solution Cont
du
dr

max

r =a

u1 u0 0.0036165 0.0038731
=
r
0.6

= 0.00042767

30 106 0.0038731

(
)
0
.
3
0
.
00042767
=
+

= 21307 psi

2
1 0.3
5

36 103
FS =
= 1.6896
21307
Et = 20538 21307 = 768.59

t =
8

20538 21307
100 = 3.744 %
20538
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Solution Cont
Using the approximation of
d 2 y yi +1 2 yi + yi 1

dx 2
(x )2

and

dy yi +1 yi 1

dx
2(x )

Gives you

u i +1 2u i + u i 1

(r )2

1
1

+
2r (r ) (r )2
i

1 u i +1 u i 1 u i
+
2 =0
ri 2(r )
ri

1
2
1
1
u i 1 +

+
+
u

(r )2 r 2 i (r )2 2r r u i +1 = 0
i

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Solution Cont
Step 1 At node i = 0, r0 = a = 5

u0 = 0.0038731
Step 2 At node i = 1, r1 = r0 + r = 5 + 0.6 = 5.6"

1
1

+
2(5.6 )(0.6 ) (0.6 )2

2
1
u 0 +

(0.6 )2 (5.6 )2

1
u1 + 2 +
u 2 = 0

(
)(
)
2
5
.
6
0
.
6
0
.
6

2.6297u0 5.5874u1 + 2.9266u2 = 0

Step 3 At node i = 2, r2 = r1 + r = 5.6 + 0.6 = 6.2

1
1

+
2
2(6.2 )(0.6 ) 0.6

2
1
1

u1 +

u 3 = 0
u
+
+

2
2
2
2

(
)(
)
2 6.2 0.6
6.2
0.6

0.6

2.6434u1 5.5816u 2 +2.9122u3 = 0

10

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Solution Cont
Step 4 At node i = 3, r3 = r2 + r = 6.2 + 0.6 = 6.8

1
1

+
2
2(6.8)(0.6 ) 0.6

2
1
1

u 2 +

u
+
+

3
2
2
0.6 2 2(6.8)(0.6 ) u 4 = 0
0
.
6
6
.
8

2.6552u2 5.5772u3 + 2.9003u4 = 0

Step 5 At node i = 4, r4 = r3 + r = 6.8 + 0.6 = 7.4

1
1

+
2
2(7.4 )(0.6 ) 0.6

2
1
u 3 +

2
(7.4)2

0.6

1
u 4 + 2 +
u 5 = 0

(
)(
)
2
7
.
4
0
.
6
0
.
6

2.6651u3 5.5738u4 + 2.8903u5 = 0

Step 6 At node i = 5, r5 = r4 + r = 7.4 + 0.6 = 8"

u5 = u |r =b = 0.0030769"
11

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Solving system of equations

0
0
0
0
0 u0 0.0038731
1

u
2.6297 5.5874 2.9266
0
0
0
0
1

0
2.6434 5.5816 2.9122
0
0 u2
0
=

0
2.6552 5.5772 2.9003
0 u3
0

0
0
0
2.6651 5.5738 2.8903 u4
0

0
0
0
0
1 u5 0.0030769
0

u 0 = 0.0038731

u3 = 0.0032689

u1 = 0.0036115

u4 = 0.0031586

u2 = 0.0034159

12

u5 = 0.0030769

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Solution Cont
du
dr

max

r =a

3u0 + 4u0 u2 3 0.0038731 + 4 0.0036115 0.0034159

=
= 0.0004925
2(r )
2(0.6)

30 106 0.0038731

(
)
0
.
3
0
.
0004925
=
+

= 20666 psi

2
1 0.3
5

36 103
FS =
= 1.7420
20666

Et = 20538 20666 = 128

t =
13

20538 20666
100 = 0.62323 %
20538
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Comparison of radial
displacements
Table 1 Comparisons of radial displacements from two methods

14

uexact

u1st order

|t|

u2nd order

|t|

0.0038731

0.0038731

0.0000

0.0038731

0.0000

5.6

0.0036110

0.0036165

1.5160 101

0.0036115

1.4540 102

6.2

0.0034152

0.0034222

2.0260 101

0.0034159

1.8765 102

6.8

0.0032683

0.0032743

1.8157 101

0.0032689

1.6334 102

7.4

0.0031583

0.0031618

1.0903 101

0.0031586

9.5665 103

0.0030769

0.0030769

0.0000

0.0030769

0.0000

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Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit
http://numericalmethods.eng.usf.edu/topics/finite_differ
ence_method.html

THE END
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