MEP 3060

Computational Fluid Dynamics (CFD)

In
Thermal Sciences

Part I: Finite Difference (FD)

By: Dr. Ahmed Hafez

Part I - Topics

• Introduction

• Parabolic Differential Equations

• Elliptic Differential Equations

Grading System

• Course work = 30 (midterm + reports + assignments)

• Final = 45 (2 hours)

• Total = 75
 Chapter 01

Introduction to Finite Difference

Introduction

Navier-Stokes Equations
Introduction

Heat Equation
Introduction
• Partial Differential Equations (PDEs) are the dominant form of governing equations in modeling.
• Many PDEs cannot be solve analytically.
• To solve them, we use a lot of assumptions.

Heat Equation

Navier-Stokes Equations
Introduction

• We use a lot of assumptions or use numerical methods

• Numerical methods: convert PDEs to algebraic equations.
• Discretization → “Converting a continuous function into a discrete one”.

• The most common schemes are: Finite Difference, Finite Volume and Finite Element.
• Here, we will study Finite Difference as it is easy and simple.
What is Finite Difference?

• Finite Difference is approximation to derivatives using Taylor series

• Taylor series can applied if the function 𝑢(𝑥) and its derivatives are:
• Single valued
• Finite
• Continuous

1 1
𝑢 𝑥 + Δ𝑥 = 𝑢 𝑥 + 𝑢′ 𝑥 Δ𝑥 + 𝑢′′ 𝑥 Δ𝑥 2 + 𝑢′′′ 𝑥 Δ𝑥 3 + ⋯ (𝑎)
2 6
1 1
𝑢 𝑥 − Δ𝑥 = 𝑢 𝑥 − 𝑢′ 𝑥 Δ𝑥 + 𝑢′′ 𝑥 Δ𝑥 2 − 𝑢′′′ 𝑥 Δ𝑥 3 + ⋯ (𝑏)
2 6
First Derivative - Forward Difference
1 1
𝑢 𝑥 + Δ𝑥 = 𝑢 𝑥 + 𝑢′ 𝑥 Δ𝑥 + 𝑢′′ 𝑥 Δ𝑥 2 + 𝑢′′′ 𝑥 Δ𝑥 3 + ⋯ (𝑎)
2 6
1 1
𝑢 𝑥 − Δ𝑥 = 𝑢 𝑥 − 𝑢′ 𝑥 Δ𝑥 + 𝑢′′ 𝑥 Δ𝑥 2 − 𝑢′′′ 𝑥 Δ𝑥 3 + ⋯ (𝑏)
2 6

First Derivative - Forward Difference => Evaluating Eq. 𝑎 − 𝑢(𝑥)

1 1
𝑢 𝑥 + Δ𝑥 − 𝑢 𝑥 = 𝑢′ 𝑥 Δ𝑥 + 𝑢′′ 𝑥 Δ𝑥 2 + 𝑢′′′ 𝑥 Δ𝑥 3 + ⋯
2 6

𝑢 𝑥 + Δ𝑥 − 𝑢 𝑥
𝑢′ 𝑥 = + 𝑂(Δ𝑥)
Δ𝑥
Error Order

First Order accurate

approximation
First Derivative - Backward Difference
1 1
𝑢 𝑥 + Δ𝑥 = 𝑢 𝑥 + 𝑢′ 𝑥 Δ𝑥 + 𝑢′′ 𝑥 Δ𝑥 2 + 𝑢′′′ 𝑥 Δ𝑥 3 + ⋯ (𝑎)
2 6
1 1
𝑢 𝑥 − Δ𝑥 = 𝑢 𝑥 − 𝑢′ 𝑥 Δ𝑥 + 𝑢′′ 𝑥 Δ𝑥 2 − 𝑢′′′ 𝑥 Δ𝑥 3 + ⋯ (𝑏)
2 6

First Derivative - Backward Difference => Evaluating 𝑢(𝑥) – Eq. (b)

1 1
𝑢 𝑥 − 𝑢 𝑥 − Δ𝑥 = 𝑢′ 𝑥 Δ𝑥 − 𝑢′′ 𝑥 Δ𝑥 2 + 𝑢′′′ 𝑥 Δ𝑥 3 + ⋯
2 6

𝑢 𝑥 − 𝑢 𝑥 − Δ𝑥
𝑢′ 𝑥 = + 𝑂(Δ𝑥)
Δ𝑥
Error Order

First Order accurate

approximation
First Derivative - Central Difference
1 1
𝑢 𝑥 + Δ𝑥 = 𝑢 𝑥 + 𝑢′ 𝑥 Δ𝑥 + 𝑢′′ 𝑥 Δ𝑥 2 + 𝑢′′′ 𝑥 Δ𝑥 3 + ⋯ (𝑎)
2 6
1 1
𝑢 𝑥 − Δ𝑥 = 𝑢 𝑥 − 𝑢′ 𝑥 Δ𝑥 + 𝑢′′ 𝑥 Δ𝑥 2 − 𝑢′′′ 𝑥 Δ𝑥 3 + ⋯ (𝑏)
2 6

First Derivative - Central Difference => Evaluating Eq. 𝑎 − 𝐸𝑞. (𝑏)

1 ′′′
𝑢 𝑥 + Δ𝑥 − 𝑢 𝑥 − Δ𝑥 = 2𝑢′ 𝑥 Δ𝑥 + 𝑢 𝑥 Δ𝑥 3 + ⋯
3

𝑢 𝑥 + Δ𝑥 − 𝑢 𝑥 − Δ𝑥
𝑢′ 𝑥 = + 𝑂(Δ𝑥 2 )
2Δ𝑥
Error Order

Second Order accurate

approximation
Accuracy and false (Numerical) diffusion
Second Derivative - Central Difference
1 1
𝑢 𝑥 + Δ𝑥 = 𝑢 𝑥 + 𝑢′ 𝑥 Δ𝑥 + 𝑢′′ 𝑥 Δ𝑥 2 + 𝑢′′′ 𝑥 Δ𝑥 3 + ⋯ (𝑎)
2 6
1 1
𝑢 𝑥 − Δ𝑥 = 𝑢 𝑥 − 𝑢′ 𝑥 Δ𝑥 + 𝑢′′ 𝑥 Δ𝑥 2 − 𝑢′′′ 𝑥 Δ𝑥 3 + ⋯ (𝑏)
2 6

Second Derivative - Central Difference => Evaluating Eq. 𝑎 + 𝐸𝑞. (𝑏)

𝑢 𝑥 + Δ𝑥 + 𝑢 𝑥 − Δ𝑥 = 2𝑢 𝑥 + Δ𝑥 2 𝑢′′ 𝑥 + 𝑂(Δ𝑥 4 )

𝑢 𝑥 + Δ𝑥 − 2𝑢 𝑥 + 𝑢 𝑥 − Δ𝑥
𝑢′′ 𝑥 = + 𝑂(Δ𝑥 2 )
Δ𝑥 2
Error Order

Second Order accurate

approximation
Summary

First Derivative Second Derivative

Forward Difference - First Order accurate 𝑂(Δ𝑥)

𝑢 𝑥 + Δ𝑥 − 𝑢 𝑥
𝑢′ 𝑥 =
Δ𝑥

Backward Difference - First Order accurate 𝑂(Δ𝑥)

𝑢 𝑥 − 𝑢 𝑥 − Δ𝑥
𝑢′ 𝑥 =
Δ𝑥

Central Difference – Second Order accurate 𝑂(Δ𝑥2) Central Difference – Second Order accurate 𝑂(Δ𝑥2)

𝑢 𝑥 + Δ𝑥 − 𝑢 𝑥 − Δ𝑥 𝑢 𝑥 + Δ𝑥 − 2𝑢 𝑥 + 𝑢 𝑥 − Δ𝑥
𝑢′ 𝑥 = 𝑢′′ 𝑥 =
2Δ𝑥 Δ𝑥 2
Partial derivatives

To apply the finite-difference concept to PDE’s, t or 𝒚

Grid and Notation system are required.

𝑖, 𝑗 + 1
𝑢 𝑥, 𝑡 𝑜𝑟 𝑢 𝑥, 𝑡 … 𝑒𝑡𝑐.
𝑖 − 1, 𝑗 𝑖, 𝑗 𝑖 + 1, 𝑗
𝑥 , 𝑦 , 𝑡 𝑎𝑟𝑒 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒𝑠 𝑢𝑖,𝑗

𝑡 = 𝑗Δt or y = 𝑗Δ𝑦
And i , j are integers 𝑖, 𝑗 − 1

Δt orΔy
Δ𝑥 𝒙
𝑥 = 𝑖Δ𝑥
Notation System

t or 𝒚

𝑖, 𝑗 + 1

𝑖 − 1, 𝑗 𝑖, 𝑗 𝑖 + 1, 𝑗
𝑢𝑖,𝑗
𝑡 = 𝑗Δt or y = 𝑗Δ𝑦

𝑖, 𝑗 − 1
Δt orΔy

Δ𝑥 𝒙
𝑥 = 𝑖. Δ𝑥
Partial derivatives

First Derivative for x, y, t

t or 𝒚

𝑑𝑢 𝑢𝑖+1,𝑗 − 𝑢𝑖−1,𝑗 𝑖, 𝑗 + 1
= , 𝑒𝑟𝑟𝑜𝑟 𝑂(Δ𝑥 2 )
𝑑𝑥 𝑖,𝑗
2Δ𝑥
𝑖 − 1, 𝑗 𝑖, 𝑗 𝑖 + 1, 𝑗
𝑢𝑖,𝑗

𝑑𝑢 𝑢𝑖,𝑗+1 − 𝑢𝑖,𝑗−1

𝑡 = 𝑗Δt or y = 𝑗Δ𝑦
𝑖, 𝑗 − 1
= , 𝑒𝑟𝑟𝑜𝑟 𝑂(Δ𝑦 2 )
𝑑𝑦 𝑖,𝑗
2Δ𝑦

Δt orΔy
𝑑𝑢 𝑢𝑖,𝑗+1 − 𝑢𝑖,𝑗
= , 𝑒𝑟𝑟𝑜𝑟 𝑂(Δ𝑡)
𝑑𝑡 𝑖,𝑗
Δ𝑡
Δ𝑥 𝒙
𝑥 = 𝑖. Δ𝑥
 Partial derivatives

Second Derivative for x, y

t or 𝒚

𝑖, 𝑗 + 1
𝑑2𝑢 𝑢𝑖+1,𝑗 − 2𝑢𝑖,𝑗 + 𝑢𝑖−1,𝑗
= , 𝑒𝑟𝑟𝑜𝑟 𝑂(Δ𝑥 2 )
𝑑𝑥 2 𝑖,𝑗
Δ𝑥 2
𝑖 − 1, 𝑗 𝑖, 𝑗 𝑖 + 1, 𝑗
𝑢𝑖,𝑗

𝑡 = 𝑗Δt or y = 𝑗Δ𝑦
𝑖, 𝑗 − 1

𝑑2𝑢 𝑢𝑖,𝑗+1 − 2𝑢𝑖,𝑗 + 𝑢𝑖,𝑗−1

= , 𝑒𝑟𝑟𝑜𝑟 𝑂(Δ𝑦 2 )
𝑑𝑦 2 𝑖,𝑗
Δ𝑦 2

Δt orΔy
Δ𝑥 𝒙
𝑥 = 𝑖. Δ𝑥
Second Order PDE’s
The General Transport Equation

𝜕𝜙
𝜌 + 𝜌𝑉 ∙ 𝛻𝜙 = 𝛻 ∙ Γ𝜙 𝛻𝜙 + 𝑆𝜙
𝜕𝑡
Where:

𝑉 = 𝑢𝑖 + 𝑣𝑗 + 𝑤𝑘

𝜕 𝜕 𝜕
𝛻≡ 𝑖+ 𝑗+ 𝑘
𝜕𝑥 𝜕𝑦 𝜕𝑧
 Second Order PDE’s
The General Transport Equation Terms

𝜕𝜙
𝜌 + 𝜌𝑉 ∙ 𝛻𝜙 = 𝛻 ∙ Γ𝜙 𝛻𝜙 + 𝑆ด
𝜙
ถ 𝜕𝑡
Transient or Convective Term Diffusion term Source term
Unsteady term

Change with time motion of fluid Mass diffusion, Heat Generation,

particles Conduction Pressure

steady state → 0 when media

at rest → 0
The General Second Order PDE

𝜕2𝜙 𝜕2𝜙 𝜕2𝜙 𝜕𝜙 𝜕𝜙

𝑎 2 +𝑏 +𝑐 2 +𝑑 +𝑒 + 𝑓𝜙 + 𝑔 = 0
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑦

Where 𝑎, 𝑏, 𝑐, 𝑑, 𝑒, 𝑓 𝑎𝑛𝑑 𝑔 are arbitrary coefficients

which are generally functions of 𝑥, 𝑦, 𝜙 .
Types of the Second Order PDE

𝜕2𝜙 𝜕2𝜙 𝜕2𝜙 𝜕𝜙 𝜕𝜙

𝑎 2 +𝑏 +𝑐 2 +𝑑 +𝑒 + 𝑓𝜙 + 𝑔 = 0
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑦

Elliptic when 𝑏2 − 4𝑎𝑐 < 0

Parabolic when 𝑏2 − 4𝑎𝑐 = 0

Hyperbolic when 𝑏2 − 4𝑎𝑐 > 0

The specification of boundary conditions and method of solution

depends on the type of the equation.
Examples of Second Order PDE

Elliptic when 𝑏2 − 4𝑎𝑐 < 0

𝜕2𝑇 𝜕2𝑇
+ =0 Laplace’s equation
𝜕𝑥 2 𝜕𝑦 2

𝜕2𝑇 𝜕2𝑇
+ + 𝑞𝑔𝑒𝑛 = 0 Poisson’s equation
𝜕𝑥 2 𝜕𝑦 2

Steady State Conduction and Potential Flows

Examples of Second Order PDE

Parabolic when 𝑏2 − 4𝑎𝑐 = 0

𝜕𝑇 𝜕2𝑇
=𝛼 2 Transient or unsteady 1-D conduction
𝜕𝑡 𝜕𝑥
Examples of Second Order PDE

Hyperbolic when 𝑏2 − 4𝑎𝑐 > 0

𝜕2𝑢 𝜕 2𝑢

2
= 𝛼2 2
𝜕𝑡 𝜕𝑥

𝑏2 − 4𝑎𝑐 > 0

Problems that are discontinuous in time

Wave equation as Shockwave; vibrating string