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Applied Numerical Methods: Dr. Khaled Ahmida Ashouri

This document discusses the finite difference method (FDM) for solving differential equations numerically. It provides an example of using FDM to model the radial displacement of a thick-walled pressure vessel. The derivatives in the differential equation are approximated using finite differences. This leads to a system of equations that is solved to find the displacement at nodes spaced along the vessel wall. The example walks through setting up the finite difference equations at each node and solving the resulting system of equations.

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81 views7 pages

Applied Numerical Methods: Dr. Khaled Ahmida Ashouri

This document discusses the finite difference method (FDM) for solving differential equations numerically. It provides an example of using FDM to model the radial displacement of a thick-walled pressure vessel. The derivatives in the differential equation are approximated using finite differences. This leads to a system of equations that is solved to find the displacement at nodes spaced along the vessel wall. The example walks through setting up the finite difference equations at each node and solving the resulting system of equations.

Uploaded by

taha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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APPLIED NUMERICAL METHODS

Dr. Khaled Ahmida Ashouri


Numerical Methods Course
Dr. Khaled Ahmida

FINITE DIFFERENCE METHOD


 1-D FDM problem
 Matlab “meshgrid”
 2D example of FDM

Finite Difference Method
An example of a boundary value ordinary differential equation is

d 2u 1 d u u
  2  0, u (5)  0.008731" , u (8)  0.0030769"
dr 2 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

3
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
  0
dr 2 r dr r 2
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
  ui 1      2 ui  u 0
 r  ri r   r  ri r ri  r 2 i 1
2 2

4
Solution
Step 1 At node i  0, r0  a  5" u 0  0 .0038731 "

Step 2 At node i  1, r1  r0  r  5  0.6  5.6"

1  2 1 1   1 1 
u      u   0.6 2 5.60.6  u 2  0
 
0.62 0  0.62 5.60.6 5.62  1
   

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      u 2    u  0
0.6 2 1
 0.6
2
6.20.6 6.2 2   0.6
2
6.20.6  3

2.7778u1  5.8504u 2 3.0466u3  0

5
Solution Cont
Step 4 At node i  3, r3  r2  r  6.2  0.6  6.8"
1  2 1 1   1 1 
u      u   2  u  0
0.6 2 2
 0.6
2 2  3
6.80.6 6.8   0.6 6.80.6  4
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      u   2  u  0
0.6 2 3 2 2  4
 0.6 7.4 0.6 7.4   0.6 7.40.6  5
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
6
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  u2   0 

 0 0 2.7778  5.8223 3.0229 0 
   = 
0

u3   
 0 0 0 2.7778  5.7990 3.0030 u4   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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