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SONAKSHI SINGH
SHIVAM KUMAR
THOTA KARTHIK
FINITE DIFFERENCE
Common definitions of the derivative of f(x):
f ( x dx) f ( x)
x f lim
dx0
dx
f ( x) f ( x dx)
x f lim
dx0
dx
f ( x dx) f ( x dx)
x f lim
dx0
2dx
f ( x dx) f ( x)
x f
dx
f ( x) f ( x dx)
x f
dx
f ( x dx) f ( x dx)
x f
2dx
forward difference
backward difference
centered difference
f ( x dx) f ( x)
x f
dx
f ( x) f ( x dx)
x f
dx
f ( x dx) f ( x dx)
x f
2dx
forward difference
backward difference
centered difference
TAYLOR SERIES
Taylor series are expansions of a function f(x) for some
finite distance dx to f (x + dx)
2
3
4
dx
dx
dx
f ( x dx) f ( x) dxf ' ( x)
f '' ( x )
f ''' ( x )
f '''' ( x) ...
2!
3!
4!
f ( x dx) f ( x)
x f
dx
f ( x dx ) f ( x )
1
dx 2 ''
dx 3 '''
'
dx
f
(
x
)
f
(
x
)
f
(
x
)
...
dx
dx
2!
3!
f ' ( x) O ( dx )
f ( x dx / 2) f ( x dx / 2) 1
dx 3 '''
'
f ( x ) ...
dxf ( x )
dx
dx
3!
f ' ( x) O(dx 2 )
The error of the first derivative using the centered
approximation is of order dx2.
PROBLEM
HEAT CONDUCTION IN A 2-D PLATE (a x b)
GIVEN :
Initial temperature
Boundary Conditions
OBJECTIVE :
Model the way thermal energy moves
ut = (uxx + uyy) + Q
ASSUMPTIONS
INITIAL CONDITIONS
BOUNDARY CONDITIONS
DIRICHLET
Prescribed temperature boundary conditions
correspond to holding the temperature along the edges
of the plate at 0
NEUMANN
Prescribed heat flux boundary conditions
Heat flux reduces to 0 since Q is 0.
DISCRETISATION
Converting continuous to discrete intervals
(finite difference)
METHODS OF SOLVING
- IMPLICIT vs. EXPLICIT
EXPLICI
T
Computationally simple
Relatively fast
DRAWBACK :
METHODS OF SOLVING
- IMPLICIT vs. EXPLICIT
IMPLICI
T
CONDITIONS USED
100 .
The initial temperature of the plate is 0.
CODE IN MATLAB
CODE IN MATLAB