Partial Dierential Equations Solution by Finite Dierence Method Discretization

Abu Hasan Abdullah January 3, 2009

Abu Hasan Abdullah

2008

Introduction
What is discretization? Process by which a closed-form mathematical expression is approximated by analogous (but dierent) expressions which prescribe values at only a nite number of discrete points or volumes in the domain Recall Navier-Stokes equations derived in Chapter 2. They are PDEs governing the uid motion and as derived, they are of the closed-form mathematical expression, see next.

Abu Hasan Abdullah

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Introduction
D + V = 0 Dt Du p xx yx zx = + + + + fx Dt x x y z (1)

(2)

Dv p xy yy zy = + + + + fy Dt y x y z Dw p xz yz zz = + + + + fz Dt z x y z
Abu Hasan Abdullah 2008

(3)

(4)
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Introduction
D V2 e+ Dt 2 T k x x T k y y T k z z

= q +

(uxx) (vyx) (wzx) (up) (vp) (wp) + + + + + x y z x y z

(uxy ) (vyy ) (wzy ) (uxz ) (vyz ) (wzz ) + + + + + + x y z x y z (5) Discretization will transform the partial derivatives in these PDEs into approximate algebraic dierence quotients
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Numerical Solution of PDE

Problems governed by PDE may be classied into two categories 1. equilibrium problems 2. marching problems

Abu Hasan Abdullah

2008

Numerical Solution of PDE Equilibrium Problems

Equilibrium or steady-state or jury problems are those in which a solution of a given PDE is desired in a closed domain subject to a prescribed set of boundary conditions They are boundary value problems Examples: steady-state temperature distributions, incompressible inviscid ows, and equilibrium stress distributions in solids Mathematically, they are governed by elliptic PDE

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Numerical Solution of PDE Marching Problems

Marching or propagation problems are transient or transient-like problems where the solution of a PDE is required on an open domain subject to a set of initial conditions and a set of boundary conditions They are initial value or initial boundary value problems Solution must be computed by marching outward from initial data surface while satisfying the boundary conditions Mathematically, they are governed by either hyperbolic or parabolic PDE

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Numerical Solution of PDE Discretization Schemes

Very few analytical solutions of PDE are available. Numerical solutions, employing various numerical methods, are used to overcome this limitation Various schemes using various numerical methods are available 1. nite dierence 2. nite element 3. nite volume FINITE DIFFERENCE will be outlined

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2008

Dierence Quotients of Derivatives

Partial derivative in PDE is replaced with suitable algebraic dierence quotient i.e. nite dierence Most common nite-dierence representations of derivatives are based on Taylors series expansions If ui,j denotes x-component velocity at point (i, j), then ui+1,j at point (i + 1, j) is given by expanding Taylor series about point (i, j) ui+1,j = ui,j + u x x +
i,j

2u x2

(x)2 + i,j 2!

3u x3

(x)3 + . . . (6) i,j 3!

Abu Hasan Abdullah

2008

Dierence Quotients of Derivatives

Solving Eq. (6) for (u/x)i,j u x ui+1,j ui,j 2u = x x2
nite dierence

i,j

(x) 2! i,j

3u x3

(x)2 ... 3! i,j

(7)

truncation error

or u x ui+1,j ui,j = + O(x) x (8)

i,j

Abu Hasan Abdullah

2008

Dierence Quotients of Derivatives

If we approximate the partial derivative to rst-order accuracy u x ui+1,j ui,j x (9)

ij

then the truncation error in Eq. (7) is being neglected

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Dierence Quotients of Derivatives

Now, ui1,j at point (i 1, j) may be similarly obtained by expanding Taylor series about point (i, j) ui1,j = ui,j + = ui,j u x u x (x) +
i,j

2u x2

(x)2 + 2! i,j 3u x3

3u x3

(x)3 + ... 3! i,j

x +
i,j

2u x2

(x)2 i,j 2!

(x)3 + ... i,j 3! (10)

Solving Eq. (10) for (u/x)i,j u x

Abu Hasan Abdullah 2008

i,j

ui,j ui1,j + O(x) = x

(11)

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Dierence Quotients of Derivatives

In most applications in CFD, rst-order accuracy as in Eq. (11) is not sucient. Second-order accuracy central dierences are normally used. A nite dierence quotient of second-order accuracy is constructed by subtracting Eq. (10) from Eq. (6) ui+1,j ui1,j u =2 x 3u x + 2 x3 i,j (x)3 + ... 3! i,j (12)

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Dierence Quotients of Derivatives

Second-order central rst dierence with respect to x is obtained by writing Eq. (12) as u x ui+1,j ui1,j = + O(x)2 2x (13)

i,j

Second-order central rst dierence with respect to y is obtained, through similar construction, and written as u y =
i,j

ui,j+1 ui,j1 + O(y)2 2y

(14)

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Dierence Quotients of Derivatives

Second-order central second dierence with respect to x is 2u x2 =
i,j

ui+1,j 2ui,j + ui1,j + O(x)2 (x)2

(15)

Second-order central second dierence with respect to y is 2u y 2 =

i,j

ui,j+1 2ui,j + ui,j1 + O(y)2 (y)2

(16)

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Dierence Quotients of Derivatives

Second-order central dierence for mixed derivative is 2u xy =
i,j

ui+1,j+1 ui+1,j1 ui1,j+1 + ui1,j1 + O[(x)2, (y)2 ] 4xy (17)

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Using Finite Dierence Method to Solve PDE Steps

1. Physical region of problem divided into a grid of nodes, whose shape is much inuenced by nature of physical problem being solved, Figure 1; structured grid reects some type of consistent geometrical regularity unstructured grid where grid points are located in a very irregular fashion 2. Governing PDEs transformed into corresponding coordinate system that best t chosen physical grid pattern, then expressed in nite dierence form i.e. in this sense, the original PDEs have been discretized!. Coordinate transformation may take place here

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(a) Structured

(b) Unstructured

Figure 1: Grid.

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Using Finite Dierence Method to Solve PDE Steps

3. For example take the PDE governing transient temperature distribution in one spatial dimension 2T T 2 =0 t x which can be expressed as a central dierence
PDE

(18)

n n (Ti+1 2Tin + Ti1) T 2T Tin+1 Tin 2 =0 t x t (x)2

dierence equation

(19)

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Using Finite Dierence Method to Solve PDE Steps

4. The nite dierence form of the governing PDE is then applied at each of nodes, whose functional values are related to those nearby 5. As a consequence of this application, a system of linear algebraic equations developed which can be solved for unknown function values after proper BC and/or IV applied

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Using Finite Dierence Method to Solve PDE Coordinate Transformation

Cartesian coordinate system (x, y, z) most widely used Polar coordinate system very helpful in a variety of engineering problems Other non-standard coordinate system is also possible to cater for dierent physical orientations of the problem This calls for transformation of coordinate system from one form (in most cases the cartesian) into another (polar, skewed, etc.) We will cover this in greater details in the next chapter
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Using Finite Dierence Method to Solve PDE Solution Techniques

Dierence equations formed from the discretization of PDE may be solved using one of these two techniques 1. explicit approach 2. implicit approach We will use the parabolic 1-D heat conduction equation of Eq. (18) T 2T = 2 t x to show dierences in the two approaches
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Using Finite Dierence Method to Solve PDE Explicit Solution Technique

Discretize Eq. (18) into a dierence equation
n n Ti+1 2Tin + Ti1

Tin+1 and re-arrange Tin+1 =

Tin

(x)2

(20)

Tin

t n n + Ti+1 2Tin + Ti1 (x)2

(21)

where n is the time level

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Using Finite Dierence Method to Solve PDE Explicit Solution Technique

In Eq. (21) LHS = unknown properties at time level n + 1 RHS = known properties at time level n Eq. (21) allows direct calculation of Tin+1 which is sequentially applied to all grid points, i = 1, 2, . . . in the problem domain. This is an explicit approach Thus, in an explicit approach each dierence equation contains only ONE unknown which can be explictly solved in a straightforward manner
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Figure 2: An explicit nite-dierence module.

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Using Finite Dierence Method to Solve PDE Implicit Solution Technique

Discretize Eq. (18) again but this time writing its spatial dierence on RHS in terms of average properties between time level n and n + 1, into a dierence equation
n+1 n+1 1 1 1 n n (Ti+1 + Ti+1) + 2 (2Tin+1 2Tin) + 2 (Ti1 + Ti1) Tin+1 Tin = 2 t (x)2 (22)

Eq. (22) represents one form of the Crank-Nicolson dierencing and is ONE n+1 n+1 equation with THREE unknownsTi+1 , Tin+1, Ti1 Eq. (22) applied at a grid point does not stand alone, i.e. it cannot solve for Tin+1
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Using Finite Dierence Method to Solve PDE Implicit Solution Technique

n+1 n+1 Re-arrange Eq. (22) to collect all unknowns (i.e. Ti+1 , Tin+1, Ti1 ) on LHS

t t t n+1 n+1 n+1 Ti1 1 + Ti+1 + Ti 2(x)2 (x)2 2(x)2 = Tin t n n Ti+1 2Tin + Ti1 2(x)2 (23)

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Using Finite Dierence Method to Solve PDE Implicit Solution Technique

Re-write Eq. (23) as
n+1 n+1 ATi1 BTin+1 + ATi+1 = Ki

(24)

where t A= 2(x)2 t B =1+ (x)2 K = Tin t n n Ti+1 2Tin + Ti1 2(x)2

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Figure 3: An implicit nite-dierence module.

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Using Finite Dierence Method to Solve PDE Implicit Solution Technique

Now apply Eq. (24) sequentially to grid points 2 through 6, Figure 3, and collect all the known constants to RHS at grid point 2: at grid point 3: at grid point 4: at grid point 5: at grid point 6: BT2 + AT3 = K2 AT1 AT2 BT3 + AT4 = K3 AT3 BT4 + AT5 = K4 AT4 BT5 + AT6 = K5 AT5 BT6 = K6 AT7 (25) (26) (27) (28) (29)

with T1 and T7, being stipulated boundary conditions, known

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Using Finite Dierence Method to Solve PDE Implicit Solution Technique

Eqs. (25)(29) are ve equations for ve unknownsT2, T3, T4, T5, T6and they form a system of linear equations B A 0 0 0 T2 K2 AT1 A B A T3 0 0 K3 0 A B A 0 K4 (30) T4 = 0 0 A B A T5 K5 0 0 0 A B T6 K6 AT7
known coecient matrix unknowns known constants

Solution of the system of equations denoted by Eq. (30) involves manipulation of the known coecient matrix (notice the tridiagonal)
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Homeworks
Read through Chapter 4 of Computational Fluid Dynamics (1995), Anderson, J.D. and discuss briey the meaning of 1. structured grids 2. unstructured grids 3. rst-order-accurate nite-dierence expression 4. second-order-accurate nite-dierence expression 5. truncation error and its inuence on your CFD calculation

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Homeworks
Using central-dierence approximations, nd the solution of the wave equation, represented by a second-order hyperbolic equation:

2 2 = , x t2
subject to the boundary conditions

0x1

(0, t) = 0 (1, t) = 0
and initial conditions

t>0 t>0

(x, 0) = sin x (x, 0) = 0 t

0x1 0x1

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Figure 4: 2-D nite dierence discretization

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