FINITE DIFFERENCE METHOD

Finite Difference Method for Ordinary Differential Equations

Introduction

The finite difference method is used to solve ordinary differential equations that
have conditions imposed on the boundary rather than at the initial point. These
problems are called boundary-value problems. In this chapter, we solve second-
order ordinary differential equations of the form

2
2
= (, , ),

With boundary conditions

() = and () =

Many academics refer to boundary value problems as position-dependent and

initial value problems as time-dependent. That is not necessarily the case as
illustrated by the following examples.

The differential equation that governs the deflection y of a simply supported

beam under uniformly distributed load (Figure 1) is given by

2 ( )
=
2 2
where
x location along the beam

E Youngs modulus of elasticity of the beam

I second moment of area
q uniform loading intensity
L length of beam

The conditions imposed to solve the differential equation are

( = 0) = 0 (4)

( = ) = 0
Clearly, these are boundary values and hence the problem is considered a
boundary-value problem

Figure 1 Simply supported beam with uniform distributed load.

Now consider the case of a cantilevered beam with a uniformly distributed load
(Figure 2). The differential equation that governs the deflection y of the beam is
given by

2 ( )2
=
2 2
where
x location along the beam

E Youngs modulus of elasticity of the beam

I second moment of area
q uniform loading intensity
L length of beam

The conditions imposed to solve the differential equation are

( = 0) = 0 (6)

( = 0) = 0

Clearly, these are initial values and hence the problem needs to be considered as
an initial value problem.

y
q

Figure 2 Cantilevered beam with a uniformly distributed load.

Numerical method

1 0
| = lim
0 0

About (x=x0)

()
() = ( 0 )
!
=0

(2)
( 0 )2
() = 0 + 01 ( 0 ) +
2!

= 1 () = 1 0 = 1 0 =
 (1) 2 (2) 3 (3)
1 = 0 + 0 + (0) + 1
2 6 (0)

1 1 0 (2)
.
2 0

1
= ( () ) ()
+

1
: = (() ( ))

1
: = { ( + ) ( )}
2

= 1 = 1

(1) 2 (2) 3 (3)

= 1 1 = 0 + 0 + 0 + (0)
2 6

(1) 3 (3)
1 1 = 20 + 0
3

3 3
( + ) ( ) = 20
3 0

( + ) ( ) 2 3
| = 0
0 2 6

Error of h2 more accurate.

2
| = ( ) ()
2 0 0

1
= [( + ) ( )]
2
 1
= [( + ) ()]

1
= [() ( )]

2 1 1 1
| = [ ] = [1 1 ]
2 0 2 2

1 2 0 0 2 2 20 + 2
= [ ]=
2 2 2 42

2
| =
2 0

0 1 1 1
= [ ] = [ 0 1 ] = 2 [(1 0 ) (0 1 )]

3 2 1 20 + 1
= ( ) = ( ( )) = [ ]
3 2 2

3 1 2 0 1 1 0 2
= [ 2 + ]
3 2 2 2 2

1
2 = [( + ) 2() + ( )] \
2

4 2
2
= ( 2)
4

2 -1 0 +1
2 +1 -2 +1
23 -1 2 0 -2 1
4 +1 -4 +6 -4 +1
 1
= (( + ) ()) =

1
: = (( + ) ( )) =
2

1
= (() ( )) =

1
= [( + ) ( )]
2

2 (0 1 )
= = ( )
2

1 1 0 0 1
= ( ( ))

2 1
= (+1 20 + 1 ) = 2
2 2

3 1 1 0 2 1 1 2 0
= ( 2 + ) = [ 2 ( ) + ]
3 2 1 0 1
2 2 2 2

3 1
= (2 + 21 21 + 2 )
3 23

4 2
2 1
= ( ) = ( 41 + 60 41 + 1 )
4 2 4 2
 2 -1 0 +1

2 +1 -2 +1

23 -1 2 0 -2 1

4 +1 -4 +6 -4 +1

4
4 : 1 -4 6 -4 1
4

4 1
= { 41 + 60 41 + 2 }
4 4 2

2 4 1 2
( ) = 4 2 {2 41 + 60 41 + 2 }
2 4

4(0 21 + 2 ) + (1 22 + 3 )}

6
6
= 3 62 + 151 200 + 151 62 + 3
6

1 -6 15 -20 15 -6 1

2' 1' 1 2 3 4 5
4 3
=0 1 = 1 =0 | = |(3) = 0
4 3 (3)

(1) 61 4(1 + 2 ) + (2 + 3 ) = 0

4(1 + 2 ) + ( 2 + 3 ) = 0 (1)

(2) 62 4(3 ) + 1 + 4 = 0 (2)

(3) 63 4(2 + 4 ) + 5 = 0 (3)

(3) 23 + (2 + 4 ) = 0 (4)

(3) 22 24 1 + 5 = (5)
2

(1) 1 + 2 = 0 (6)

2 = 1

4(22 ) + 2 + 3 = 0

72 43 + 4 = 0

63 42 44 + 5 = 0

23 + 2 + 4 = 0

22 24 1 + 5 =
23

2 = 82 3 = 52

4 = 43 72 = 23 2 = 52 3 = 32

5 = 63 + 42 + 14(3 ) 282 = 103 242 = 62

2 = 52 4 = 52 5 = 62 3 = 32

22 2(52 ) + 62 =
23

22 = 2 = 2
23 3

6
3 =
3

+ 81 = () (0) = (0) = (1) = (1) = 0

() = 729 2 (0) =0 3 = 2

(0) = 0 = 2 21 + 4 = 0

(1) = 0 = 0 + 22 24 + 5 = 0

4 = 21 2

22 41 + 22 + 5 = 0

5 = 41 42

1 4 1
( ) [3 40 + 62 41 + 4 ] + 812 = 729 ( )
2 4

1 4
( ) [0 42 + 61 44 + 5 ] + 811 = 729
2

1 729
[2 + 62 41 + 21 2 ] + 812 =
16 4

1
[42 + 61 81 + 42 + 41 42 ] + 811 = 729
16
1 729
[62 21 ] + 812 =
16 4

1 729
[21 42 ] + 811 =
16 4

729
0.3752 0.1251 + 812 =
4

729
0.1251 0.2502 + 811 =
4

P P
3 0 1 2 4

3 = 1 2 = 4

1. ) (3 40 + 61 42 + 0 ) + ( 21 + 2 ) = 0
0

2. ) (0 41 + 62 40 + 4 ) + ( 22 + 0 ) = 0
1
1
(1 + 61 42 ) + (21 + 2 ) = 0
2
1
(41 + 62 2 ) + ( 22 ) = 0
2 1

2
= 71 42 + (21 + 2 ) = 0

41 + 52 + (1 22 ) = 0

1 (7 2) + 2 ( 4) = 0

1 (7 4) + 2 (5 2) = 0
 (7 2) ( 4)
| |=0
( 4) (5 2)

2 -1 0 +1

2 +1 -2 +1

23 -1 2 0 -2 1

4 +1 -4 +6 -4 +1

q(x)
1
Ex: + =

x

. (0) = = 0 y

() = () = () = 0
L

=

1
D.E [2 41 + 60 41 + 2 ] + 0 =
4

(0) () = 0 , (0) = 0 () = (+)

() () = 0

() = 0 = 0 ( ) 2() + ( + ) = 0

( + ) = ( )

= 2 =
2

(0) = 0 ( ) = (+ )
2 2

() = 0

3
( ) = ( )
2 2

. =
2
1 2 1
[ ( ) 4( (0) + ()) + 6 ( )] + ( ) =
4 2 2 2
(2)

4
. ( ) =
2 96 + 4

= 3 = ( ) = ( )
3 3 3

2 4
( ) = ( )
3 3

1 2 1
( ) { ( ) 4 ( (0) + ( )) + 6 ( )} + ( ) =
3 4 3 3 3 3
(3)

2 1 2 2 1
( ) {(0) 4 ( ( ) + ()) + 6 ( )} + ( ) =
3 3 3 3
3

( ) 4
{387 +
4
324 } { 3 } = { }
324 405 + 4 2 4
( )
3

(729 + 4 )4
( ) =
3 (405 + 4 )(567 + 4 ) (324)2
 2 (891 + 4 )4
( ) =
3 (405 + 4 )(567 + 4 ) (324)2

0 1
= ( 3 )
2 1

0 1
= ( 4 )
2 2

2 0 1
= ( 20 + 3 )
2 2 1

2 0 1
= ( 20 + 4 )
2 2 2

2
2 2
0 = ( 2 ) + ( 2 )
0 0

1
2 0 = ( + 2 + 3 + 4 40 )
2 1

2 2 4 (6 8 ) 12 10 6 8 + 10 12
0 = ( )= =
2 42 42

3 1
0 = ( 20 + 4 )
2 2 2
1
= (( 8 ) 2(1 3 ) + (12 10 ))
23 6
1
= 3 [6 8 10 + 12 21 + 23 ]
2
 4 1
0 = { 43 + 60 41 + 5 }
4 4 9

4 1
0 = { 42 + 60 44 + 11 }
4 4 7

-1 1 1 -2 1

3 3
2 3 2 3
2 +2 -2 2

-1 1 -1 +2 -1
 1 2 1

4
4 -2 4 -2
2 2

1 -2 1

2 -8 2

2 4
1 -8 20 -8 1

2 -8 2

Example : determine the deflection of the clamped square plate under

uniform pressure: y

12(1 )
4 =
3 a P

Boundary Conditions ; x=0,a w=w,x=0

a
Y=0,a w=w,y=0
2
x
= =2

2 1 2

2

=
2

1 12(1 )
{201 + 42 } =
4 3
(2 )

1 = +2

24 12(1 )
16 =
4 1 3

1
1 =
32 3

=4 =
4

1 1
(0) {200 321 + 82 } = 12
4 3
(4 )

1 1
(1) {201 8(0 + 22 ) + 41 + 21 } = 12
4 3
(4 )

1 1
(2) {202 8(21 ) + 4(0 ) + 42 } = 12
4 3
(4 )

2 16 24 0 1 3(1 )4
{8 26 16}
{ 1 } = { 1}
2 64 3
20 32 8 1

3(1 )4
=
64 3

328
0 =
45568
 220
1 =
45568

149
2 =
45568

Example

= 120`` q(x)

= 43.4 103 / x 1 2 3

= 2604 // y

= 30 106
l
= 3 103 4

()
+ =

B . C

``
=0 (0) = 0 =0 (0) = 0

``
= () = 0 =0 () = 0

`
(0) = 0 (1`) = (1)

``
() = 0 (3`) = (3`)

1 -4 6
-4 1
 1 1
(1) 4
[ 1` 40 + 61 42 + 3 ] + 1 = ()

1 1
(2) [ 0 41 + 62 43 + ] + 2 = ()
4

1 1
(3) [ 1 42 + 63 4 + 3` ] + 3 = ()
4

1 1
[ 71` 42 + 3 ] + =
4 1 ()

1 1
[ 41 + 62 43 ] + 2 = ()
4

1 1
[ 4 + 5 ] + =
4 1 2 3
3 ()

4
7+ 4 1
1 1 4
4
4 6+ 4 {2 } = {1} ()
3
1

{ 1 4 5+
}

7.023 4 1 1 1
{ 4 6.023 4 } {2 } = {1} (0.391)
1 4 5.023 3 1

7.023 4 1
{ 4 6.023 4 }
1 4 5.023

7.023 [ 14.254 ] + 4 [16.092 ] + [ 9.977 ] = 45.715

 1 14.254 16.092 9.977 1
{2 } = 0.022 {16.092 34.277 +24.092} {1} (0.391 )
3 9.977 +24.092 26.300 1
1 40.323 0.345
{2 } = 0.009 {74.461} = {0.637}
3 60.369 0.516

( ) = 0.637
2

0.345
0.516

0.637

4 43.4 103 (120)4

( ) = =
2 96 + 4 (96)(30 106 )(3 103 ) + (2604)(120)4
= 0.980

( ) = 0.980
2

0.637 0.980
= | | = 0.538 = 53.8 %
0.637

3 2 1 4
 q(x)

B . C

=0 ` = 0 1 = 2

=0 ``` = 0 3 + 2 2 21 = 0 3 = 2 2 22
=0

= `` = 0 1 = (4)

= () = 0

1
+ =

1 1
[ 2 4(0) + 61 4() + 4 ] + =
4 1 ()

4 4
{1 + 6 1 1 } + 1 =

4 4
(6 + ) 1 =

6.023 1 = 0.391

1 = 0.065

5 1
0 = { 3 + 42 + 51 + 51 42 + 3 }
5 25
6 1
0 = { (2 4 ) + 4(1 3 ) 5(0 + 2
6 46
+ 5(2 4 ) 4(3 1 ) + (4 2 ) }

6 1
0 = { 43 + 42 + 41 10 0 + 4 43 + 42 + 1 }
6 46 4

66
4 =
6 0

1 -4 4 4 -10 4 4 -4 1

Or

3 3 1 3
( ) = 6 { 3 { 2 + 21 21 + 2 } }
3 3 0 4

1 (1)4 + 2 3 21 + 0 ) + 2(3 + 2 3 20 + 1 )
= { }
46 (2)(1 + 2 0 22 + 3 ) + (0 + 2 1 23 + 4 )

66
4 = 4 43 + 42 + 41 10 0 + 41 + 42 43 + 4
6 0

1 -4 4 4 -10 4 4 -4 1