Finite Difference Method

Major: All Engineering Majors

Authors: Autar Kaw, Charlie Barker

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Transforming Numerical Methods Education for STEM
Undergraduates

11/04/20 [Link] 1
 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
  2  0, u (5)  0.008731" , u (8)  0.0030769"
dr r dr r

The derivatives in such ordinary differential equation are substituted by finite

divided differences approximations, such as

dy yi 1  yi

dx x

d 2 y yi 1  2 yi  yi 1

dx 2
 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
  2 0
dr r dr r
The pressure vessel can be modeled as,
d 2u ui 1  2ui  ui 1

dr 2  r  2
du ui 1  ui

dr r
Substituting these approximations gives you,
ui 1  2ui  ui 1 1 ui 1  ui ui
  2 0
 r  2 ri r ri
 1 1   2 1 1 1
  u      u  u 0
  r  ri r    r  2 r r r 2   
2 i  1 i 2 i 1
 i i  r
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 Solution
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  2 1 1   1 1 
u      u1   2  u 2  0
 0.6 2 0   0.6 2  5.6 0.6  5.6 2 
  0.6  5. 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   1 1 
u     
 0.6 2  6.2 0.6  6.2 2 u 2    u 3  0
0.6 2
1
   0.6
2
 6.2 0.6 

2.7778u1  5.8504u 2 3.0466u3  0

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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 1 
u  
    
2 
u  
  u4  0
0.6 2 2
 0.6
2
 6.8 0.6 6.8   0.6  6.8 0.6 
3 2

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 1 
u 3     
 0.6 2  7.4 0.6   7.4 
2
u 4  
 0.6 2  7.4  0.6  u5  0

0.6 2    
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"

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 Solving system of equations
 1 0 0 0 0 0  u0   0.0038731
2.7778  5.8851 3.0754 0 0 0  u   0 
   
1 
 0 2.7778  5.8504 3.0466 0 0  u 2   0 
     
 0 0 2 .7778  5 . 8223 3 .0229 0 u
  3 0 
 0 0 0 2.7778  5.7990 3.0030 u 4   0 
    
 0 0 0 0 0 1  u5  0.0030769

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 u1  u0 0.0036165  0.0038731
r a    0.00042767
dr r 0.6

30  106  0.0038731 
 max    0. 3  0.00042767    21307 psi
1  0.3 
2
5 

36  103
FS   1.6896
21307

Et  20538  21307  768.59

20538  21307
t  100  3.744 %
20538
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 Solution Cont
Using the approximation of
d 2 y yi 1  2 yi  yi 1 dy yi 1  yi 1
 and 
dx 2  x  2 dx 2 x 

Gives you
u i 1  2u i  u i 1 1 u i 1  u i 1 u i
  2 0
 r  2 ri 2 r  ri
 1 1   2 1   1 1 
  u i 1     
 2r  r   r  2    r  2 r 2  i   r  2 2r r u i 1  0
 u  
 i   i   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 1   1 1 
   
 2 5.6 0.6  0.6 2  0   0.6 2  5.6 2  1  0.6 2 2 5.6 0.6 u 2  0
 u    u   
     
2.6297u0  5.5874u1  2.9266u 2  0

Step 3 At node i  2, r2  r1  r  5.6  0.6  6.2

 1 1   2 1   1 1 
   u1     u  
  u 3  0
 2 6.2 0.6 0.6 2 6.2 0.6 
2 2 2 2 2
  0.6 6.2   0.6
2.6434u1  5.5816u 2 2.9122u3  0

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 Solution Cont
Step 4 At node i  3, r3  r2  r  6.2  0.6  6.8
 1 1   2 1   1 1 
   u
2  2
    u  
 0.6 2 2 6.8 0.6 u 4  0

 2 6. 8  0. 6  0.6   0.6 2
6.8 2

3
 
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 1   1 1 
   u
2  3
    u 4   2  u 5  0
 0.6 2  7.4  2 
 2 7.4 0.6  0.6     0 .6 2 7 .4  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"

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 Solving system of equations
 1 0 0 0 0 0  u0   0.0038731
2.6297  5.5874 2.9266 0 0 0 u   0 
  1   
 0 2.6434  5.5816 2.9122 0 0  u2   0 
     
 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 0 1  u5  0.0030769 

u 0  0.0038731 u3  0.0032689
u1  0.0036115 u4  0.0031586
u2  0.0034159 u5  0.0030769

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 Solution Cont
du  3u0  4u0  u2  3  0.0038731 4  0.0036115  0.0034159
   0.0004925
2 r 
r a
dr 2(0.6)

30 106  0.0038731 
 max    0. 3  0. 0004925   20666 psi
1  0.3 
2
5 

36  103
FS   1.7420
20666

Et  20538  20666  128

20538  20666
t   100  0.62323 %
20538

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 Comparison of radial
displacements
Table 1 Comparisons of radial displacements from two methods

r uexact u1st order |єt| u2nd order |єt|

5 0.0038731 0.0038731 0.0000 0.0038731 0.0000
5.6 0.0036110 0.0036165 1.5160×10−1 0.0036115 1.4540×10−2
6.2 0.0034152 0.0034222 2.0260×10−1 0.0034159 1.8765×10−2
6.8 0.0032683 0.0032743 1.8157×10−1 0.0032689 1.6334×10−2
7.4 0.0031583 0.0031618 1.0903×10−1 0.0031586 9.5665×10−3
8 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

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ence_method.html
 THE END

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