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(StudentPres) Finite Difference Method

The document discusses finite difference discretization methods for solving parabolic partial differential equations. It covers explicit and implicit schemes. Explicit schemes are easy to calculate but are only conditionally stable, requiring small time steps. Implicit schemes are unconditionally stable and allow larger time steps, though they involve more difficult calculations. The Crank-Nicolson method is an example of an implicit scheme that has an error of O(Δt2).

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Francis Morales Almia
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84 views15 pages

(StudentPres) Finite Difference Method

The document discusses finite difference discretization methods for solving parabolic partial differential equations. It covers explicit and implicit schemes. Explicit schemes are easy to calculate but are only conditionally stable, requiring small time steps. Implicit schemes are unconditionally stable and allow larger time steps, though they involve more difficult calculations. The Crank-Nicolson method is an example of an implicit scheme that has an error of O(Δt2).

Uploaded by

Francis Morales Almia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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FINITE DIFFERENCE

DISCRETIZATION METHODS

CLAIRE LOBERIANO ALARAS, CE, ME-1, RMP


PROTOTYPE PROBLEMS
EXPLICIT SCHEMES
EXPLICIT SCHEMES
EXPLICIT SCHEMES

Click for Explicit


Example
RESTRICTION OF EXPLICIT SCHEMES

Click for Explicit


Example (with
oscillations)
SUMMARY: SOLUTION OF PARABOLIC PDE'S BY
EXPLICIT SCHEMES
Advantages:

 very easy calculations,


 simply step ahead

Disadvantage:

× low accuracy, O (Δt) with respect to time


× subject to instability; must use "small" Δt’s
× Therefore, requires many steps !!!
IMPLICIT SCHEMES
IMPLICIT SCHEMES

Click for Implicit


Example
DIFFERENCE BETWEEN
EXPLICIT AND IMPLICIT SCHEMES
CRANK-NICOLSON (CN) METHOD
CRANK-NICOLSON (CN) METHOD
CRANK-NICOLSON (CN) METHOD

Click for CN
Example
DIFFERENCE BETWEEN
EXPLICIT AND IMPLICIT SCHEMES
SUMMARY: SOLUTION OF PARABOLIC PDE'S BY
IMPLICIT SCHEMES
Advantages:

 Unconditionally stable.
 Δt choice governed by overall accuracy. [Error for CN is O(Δt2) ]
 May be able to take larger Δt, THEREFORE, fewer steps

Disadvantage:

× More difficult calculations, especially for 2D and 3D spatially


× For 1D spatially, effort ≈ same as explicit, because system is
tridiagonal.

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