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4.3  Discretization  of  Derivatives  with  Finite  Differences        99



           11               AX








         t n+l
                                           At
         t n

         t n-l


                                                   Fig.  4.2.  Finite-difference  grid  nota-
                           M-l      M+l            tion.


                                  /     1
                                  (C) =  -KC)-^(C-r)]                       (4.3.5)
                                                   2
         Note  that  while  Eq.  (4.3.3)  has  an  error  of  0(r ),  both  Eqs.  (4.3.4)  and  (4.3.5)
         have  errors  of  0(r).
            Finite-difference  methods  require  a  discrete  set  of points,  covering  the  flow-
         field.  These  points  are  called  a  net,  grid,  lattice  or  mesh.  To  demonstrate  the
         finite-difference  notation  for the above derivatives,  let us consider  Fig. 4.2, which
         shows  a  set  of  uniform  net  points  on  the  (x, t)  plane,  that  is,

                                                          2
                        to  =  0,  t n  =  t n-i  +  At,  n  =  1, , . . . ,  N
                                                                           (4.3.6)
                                                         2
                        xo  =  0,  Xi  =  Xi-i  +  Ax,  i  =  1, , . . . ,  /
         The quantities  At  and  Ax  are called the net  spacings or mesh widths.  A  quantity
         corresponding  to  each  point  of  the  net  T™,  is  sought  to  approximate  T/  1  =
         T(t n,Xi),  the  exact  solution  at  the  corresponding  point.  With  this  notation,
         using  central-difference,  forward-difference  and  backward-difference  formulas,
         the  difference  approximation  of  dT/dt  follows  from  Eqs.  (4.3.3)  to  (4.3.5)  and
         may  be  written,  respectively,  as
                                    {Tn +l   nn—1\   (central  difference)  (4.3.7)
                                2At
                                                     (forward  difference)  (4.3.8)
                                AV   *       * '
                                   ( i f - i ;  in—1>   (backward  difference)  (4.3.9)
                                At
                                                2
         Similarly, the  difference  approximation  of  d T/dx 2  follows  from  Eq.  (4.3.2)  and
         may  be  written  as
                            2
                           d T                 n    n
                             2  {tr,      2   (T t +1-2T t  + T?_         (4.3.10)
                           dx           Ax
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