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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD Lecture 2:

The Lecture deals with:

Elementary Finite Difference Quotients

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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD Lecture 2:

Elementary Finite Difference Quotients

Finite difference representations of derivatives are derived from Taylor series expansions. For example, if is the - component of the velocity, at point as can be expressed in terms of Taylor series expansion about point

...

(2.1)

Mathematically, Eq. (2.1) is an exact expression for In practice, any function is small and any higher-order term of

if the series converges. is smaller than . Hence, for

Eq. (2.1) can be truncated after a finite number of terms.

Example:
In terms of magnitude, and higher order are neglected, Eq. (2.1) becomes

(2.2)

Eq. (2.2) is second-order accurate, because terms of order neglected. If terms if order

and higher have been

and higher are neglected, Eq. (2.2) is reduced to

(2.3) Eq. (2.3) is first-order accurate. In Eqns. (2.2) and (2.3) the neglected higher-order terms represent the truncation error. Therefore, the truncation errors for Eqns. (2.2) and (2.3) are

and

It is now obvious that the truncation error can be reduced by retaining more terms in the Taylor series expansion of the corresponding derivative and reducing the magnitude of

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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD Lecture 2:

Elementary Finite Difference Quotients

Let us return to Eq. (2.1) and solve for as:

or

(2.4)

In Eq. (2.4) the symbol order of

is a formal mathematical nomenclature which means terms of expressed by Eq. (2.4)

, expressing the order the magnitude of the truncation error. The first-order-

accurate difference representation for the derivative can be identified as a first-order forward difference. Now consider a Taylor series expansion for , and

or

(2.5)

Solving for

, we obtain

(2.6)

Eq. (2.6) is a first-order backward expression for the derivative at grid point Subtracting Eq. (2.5) from (2.1)

(2.7)

And solving for

from Eq. (2.7) we obtain

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(2.8)

Eq. (2.8) is a second-order central difference for the derivative

at grid point

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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD Lecture 2:

Elementary Finite Difference Quotients

In order to obtain a finite difference for the second-order partial derivative add Eq. (2.1) and 2.5). This produces

(2.9)

Solving Eq. (2.9) for

we obtain

(2.10)

Eq. (2.10) is a second-order central difference form for the derivative point Difference quotients for the

at grid

derivatives are obtained in exactly the similar way. The derivatives.

results are analogous to the expression for the

[Forward difference]

[Backward difference]

[Central difference]

[Central difference derivative]

of

second

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Module 1: Introduction to Finite Difference Method and Fundamentals of CFD Lecture 2:

Elementary Finite Difference Quotients

Central difference given by Eq. (2.10) can be interpreted as a forward difference of the first order derivatives, with backward difference in terms of dependent variables for the first-order derivatives. This is because

or

or

The same approach can be made to generate a finite difference quotient for the mixed derivative Example, (2.11) In Eq. (2.11), if we write the derivative as a central difference of derivatives, at grid point .

and further make use of central differences to find out the

derivatives, we obtain

(2.12)

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Congratulations, you have finished Lecture 2. To view the next lecture select it from the left hand side menu of the page or click the next button.

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