In the evolutionary process of numerical modeling, finite difference method was the

logical choice to the geotechnical engineers as they were conversant with the
concept of differential equations. The discretization procedure in finite difference
method was on replacing continuous derivatives in equations governing the physical
problems by the ratio of change in the variable over a small but finite increment.
Thus a differential equation is converted to difference equation. The differential
equations involved in geotechnical problems are generally to the order of four and
accordingly difference approximations to these fourth derivatives are made.

FLAC software is one of the commercial finite difference software having good
reliability and validity in solving geotechnical problems using finite difference
approach. A variety of methods e.g. Taylor series and polynomial interpolation can
be used for deriving approximations to these derivatives. MATLAB and R softwares
can be used for finding solutions to various series and polynomials. Various schemes
can be deployed for evaluating solutions to finite difference solutions. In implicit
scheme, solution of simultaneous equation at next time level is required. The
explicit schemes are relatively straight forward, permit step-by-step evaluation of
deformation directly, and do not require solution of simultaneous equations. Explicit
methods are very useful for dynamic problems where solution is required at every
step for simulating animation of structure.

How does one assess the suitability of particular scheme? Well, it is the reliability of
that scheme in predicting results. The primary determinants for reliability of a
scheme are convergence, stability, consistence and magnitude of error. One
approach to assess the performance of a scheme is to solve various numerical
problems and compare them with exact solutions. However, one cannot establish
the generality of method simply on the basis of such specific numerical analyses
and would have to look at the mathematical bases of the numerical procedures.

Accuracy of numerical procedure using finite difference method can be assessed

primarily in terms of stability, convergence and stability. If the difference equations
are consistent, then stability automatically implies convergence. For a very wide
realm of consistent differential equations, the two properties of stability and
convergence are equivalent.

The concept of stability and convergence is linked with the concepts of various
errors that creep during numerical computations. The difference between the exact
solution and numerical solution of a differential equation is called as discretization
error or truncation error which arises because one uses finite distances between
mesh points and replace a continuous system by a finite system. If this difference
becomes smaller in successive approximation then we can say that the procedure
converges. If the difference is between numerical solution and derived solution then

it is basically a numerical error which can be caused by assuming faulty initial

conditions, local truncation, and round off errors. The study of this conditions under
which this difference remains small in both spatial and temporal domain is problem
of stability.

It is possible to obtain unconditionally stable explicit schemes for certain types of

geotechnical problems as these schemes may require less effort than various
implicit schemes. Alternating-Direction-Explicit (ADE) schemes advocated by Larkin
and Barkat and Clark have been found to be convergent and unconditionally stable
and have been extensively used for solutions of problems in geotechnical
engineering. Alternating-Direction-Implicit (ADI) schemes represent modification of
the implicit procedure and has been described by Peaceman and Rachford, Douglas
and others. How do these two schemes compare with each other? Well, from a
physical or mathematical aspect, there is not a priori reason to show that any of
them would be better than other. Desai and Johnson found that behavior of ADI
procedure is somewhat better than ADE procedure on basis of quantitative analysis
however computational time of ADI procedure may be five times more than ADE
procedure. Thus for many practical situations, ADE procedure wins over ADI
specifically in complex transient problems.

How do we specify boundary conditions in finite difference problems is very

important? How do we specify boundary conditions? Well, in mathematical terms, it
is the value of the dependent variable (derivative) on the boundaries (or edges) of
the region of interest. As basic differential equation can be satisfied with many
solutions, a unique solution can only be obtained by applying boundary conditions.
The boundary conditions are often classified as Dirichlet, Neumann and third, or
mixed, boundary conditions. The Dirichlet condition is introduced by setting a value
of deformation at the given point like in a cantilever with non-yielding support, the
displacement at the end of prop is set to zero. In consolidation problem, prescribed
value of deformation can be specified at the top. An impervious layer where flow
vanishes can correspond to Neumann conditions. In the mixed conditions, both
deformation and its gradient can be specified. Example is of problem of seepage
through a dam where known heads at the upstream face of the dam constitute the
Dirichlet condition, the condition of a zero flow across the impervious surface
represents a Neumann condition, and the conditions of no flow across the free
surface and a head equal to the elevation at the free surface represent a mixed
condition.

Finite difference methods have been extensively used in solution of axially loaded
piles, laterally loaded piles, beams on elastic foundations, consolidation, wave
propagation, seepage etc. However, for heterogeneous problems involving
discontinuities and irregular surfaces, special formulations are required which may
not be required in finite element solutions and this is the reason why finite element

method enjoys superiority over finite difference method. In next post, finite element
method will be discussed in detail.