An Introduction

to
Finite Difference Method

Group-03

Nang-Mba Jean-Pierre
Bashir Ahmed Rasheedy
Sopharith NY
Avisheak Pal Anto
Yousra Nabati
Emmet Amonee Greene
Gladness Pesha
Abenezer Gebremichael
Ideas
 Ideas
4. This method is a subset of finite element method as it works
mainly for structured spatial discretization. Which means, the
problems solved by finite difference method could be solved
using finite element method, but the converse is not necessarily
true.
 What is Finite Difference Method

Finite Differences are just algebraic schemes one can derive

to approximate derivatives. The uses of Finite Differences
are in any discipline where one might want to approximate
derivatives. A common usage is for things like solving
Differential Equations numerically, and approximating
derivatives for root finding and numerical optimization
schemes.
 Necessity of Finite Difference Method

Due to the increasing complexities encountered in the development of

modern technology, analytical solutions usually are not available. For
these problems, numerical solutions obtained using high-speed computer
are very useful, especially when the geometry of the object of interest is
irregular, or the boundary conditions are nonlinear. In numerical analysis,
three different approaches are commonly used: the finite difference, the
finite volume and the finite element methods. In heat transfer problems, the
finite difference and finite volume methods are used more often.
 How it works?

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
 The Nodal Networks
The basic idea is to subdivide the area of interest into sub-volumes with
the distance between adjacent nodes by Dx and Dy as shown. If the
distance between points is small enough, the differential equation can be
approximated locally by a set of finite difference equations. Each node
now represents a small region where the nodal temperature is a measure
of the average temperature of the region.
 The Nodal Networks (Figure)
Example

Dx m,n+1

m-1,n m,n m+1, n

Dy

m,n-1
x=mDx, y=nDy m-½,n m+½,n
intermediate points
 Real Life Explanation
In calculus we learned that ∂u/∂x is the change in u, (Δu) divided
by the change in x (Δx) taken under a limit of small Δx. In the
finite difference method we use various techniques to calculate
the Δu and Δx in terms of values of u and x that we already
know.
Suppose you wanted to calculate the temperature distribution of a
rod with time. Start with your differential equation. I'll use a
wave equation.
∂u/∂t=∂u/∂x
Make the finite difference approximation. Divide the domain into
some number of points. Using more points will theoretically give
more accurate results.
 Difference Between FDM, FEM, FVM
Mostly for defined geometries which could be represented by structured
grids
This method is a subset of finite element method as it works mainly for
structured spatial discretization. Which means, the problems solved by
finite difference method could be solved using finite element method, but
the converse is not necessarily true.
One of the deviations in the case of FDM would come from
approximating the higher order terms in Taylor’s series which is used to
linearize the PDE. This is called as truncation error.
Other important differentiating factor of FDM compared to FEM and FVM
is that it is based on the differential form of governing equations. FEM
and FVM are based on the integral form or weak formulation.
 Advantages & Disadvantages of FDM
Finite difference (FD) methods are intuitive and easy to implement
for simple problems. However, they quickly become unwieldy if you
need to start adding any sort of complexity like moving boundaries
or an unstructured grid. There are ways to make finite differences
work, but hardly anybody uses them for modeling complex
phenomena because it's just too hard to get them to work.
Mathematical Practice
Modern Engineering Trends