NUMERICAL ANALYSIS

University of Babylon/ College of Engineering/ Mechanical Engineering Dep.

Lecturer : Dr. Rafel Hekmat Class : 3rd B.Sc

Solution of Differential Equation by Finite

Difference Method

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

The inner radius a= 5′′ , and the outer radius b= 8’’ , and the material of the pressure vessel is
ASTM A36 steel
Divide the radial thickness of the pressure vessel into 6 equidistant nodes, and find the radial
displacement profile

At node i along the radial thickness of the pressure vessel

Let us break the thickness, b-a , of the pressure vessel into n+1 nodes, that is is node and is
node . That r=a is nodes i=0 and r=b is node i=n . That means we have n+1 unknowns. We can
write the above equation for nodes 1,…., n-1. This will give us n-1 equations. At the edge
nodes, i=0 and i=n , we use the boundary conditions of
1
We have been asked to do the calculations for n=5, that is a total of 6 nodes. This gives

2
Writing the above Equations in matrix form gives

After solving

Explicit versus implicit Finite Difference Schemes

During the lecture we solved the transient (time-dependent) heat equation in 1D

In explicit finite difference schemes, the temperature at time n+1 depends explicitly on
the temperature at time n. The explicit finite difference discretization of above equation
is

This can rearranged in the following manner (with all quantities at time n+1 on the
left-hand-side and quantities at time n on the right-hand-side)

𝑛
Since we know𝑇𝑖+1 , 𝑇𝑖𝑛 and 𝑇𝑖−1
𝑛
, we can compute 𝑇𝑖𝑛 . The major advantage of explicit
finite difference methods is that they are relatively simple and computationally fast.
However, the main drawback is that stable solutions are obtained only when

𝜕2 𝑇
In implicit finite difference schemes, the spatial derivatives 2 are evaluated (at least
𝜕𝑥
partially) at the new time step. The simplest implicit discretization of heat equation in
1D is

This can be rearranged so that unknown terms are on the left and known terms are on
the right

3
 𝐾∆𝑡
Where 𝑠 = 2 . The main advantage of implicit finite difference methods is that there
∆𝑥
are
no restrictions on the time step, which is good news if we want to simulate geological
processes at high spatial resolution. Taking large time steps, however, may result in an
inaccurate solution.

Solving an implicit finite difference scheme

We solve the transient heat equation on the domain –l/2 ≤ x ≤l/2 with the following
boundary conditions

with the initial condition

As usual, the first step is to discretize the spatial domain with nx finite difference points.
The implicit finite difference discretization of the temperature equation is

and the known right-hand-side vector rhs is