& Structures,
Vol.5, pp.4558. Pergamon
Press
1575.Printed
inGreat
Britain
AbstractA twodimensional finitedifference technique for irregular meshes is formulated for derivatives up to the second
order. The domain in the vicinity of a given central point is broken into eight 45 degree pie shaped segments and the closest
finitedifference point in each segment to the center point is noted. By utilizingTaylor series expansions about a central point
with a unique averaging process for the points in the four diagonal segments, good approximations to all derivatives up to the
second order and including the mixed derivatives are obtained. For square meshes the general derivative expressions for
arbitrary meshes which were determined reduce to the usual finite difference formulae. In one example problem the Poisson
equation is solved for an irregular mesh. In a second example for the first time a problem with a geometric nonlinearity,
namely large deflection response of a flat membrane, is solved with an irregular mesh. The solutions compare very favorably
with results obtained previously. Some discussion is given on possible approaches for determination of finite difference
derivatives higher than the second.
INTRODUCTION
The astonishingly rapid development of high speed computer technology has had a tremendous
impact on the area of numerical methods. Complex problems which were beyond reach of
analysis in precomputer days are now routinely attacked numerically, and usually quite
successfully.
One viewpoint is that there are two broad avenues of approach in the quest for numerical
solutions: variational techniques used in conjunction with energy formulations and direct
solution of the governing differential equations. Connection between both approaches is
evidenced by the equivalence between boundary value problems of differential equations on one
hand and problems of calculus of variations on the other.
In one variational approach, the RayleighRitz method, simpler approximating extremum
problems substitute for the variational problems; hence, only a finite number of parameters need
be determined. A major difficulty of this method is in the construction of coordinate functions,
the combination of which is used as a solution function; these functions usually are required to
satisfy prescribed boundary conditions.
To remove this obstacle a modified form of the RayleighRitz method, the finite element
method, arose by considering a generic small piece of a domain and subsequently tacking all
these elements together. In this modified version, the finite element method could be used to deal
with complex structures with various boundary conditions.
In the direct differential equation approach, there are many numerical methods. One which
stands out as being universally applicable to both linear and nonlinear problems is the method of
finite differences.
For onedimensional problems, this method has been used with great success for either
regular or irregular mesh spacings. However, in twodimensional analyses, the application of the
method is still largely limited to regular meshes. Among other things, this limitation poses some
difficulty when applied to problems with irregular boundaries. Consequently, the development of
finite differences for irregular meshes is highly desirable.
It has been observed by Zienkiewicz[l] that one of the obvious critical differences between
finite difference and finite element techniques is the ability of the latter to treat irregular domains.
Finite differences have recently been combined with the energy formulation through the use
of Greens formula so that derivatives can be expressed in terms of functions at intermediate
The research reported on here was supported by the Office of Naval Research (Contract NR 064452)and the National
Science Foundation (GK 23747).
SAdjunct Professor of Mechanics and also Director of Structural Mechanics Program, Office of Naval Research,
Arlington, Virginia.
#Research Assistant Professor, Department of Civil and Mechanical Engineering.
C.A.S., Vol.5. No.ID
45
46 NICHOLAS
PERRONE
and ROBERT
KAO
nodal points [2,3]. This technique was applied to a onedimensional shell analysis in [4,5] and to
twodimensional shell analyses in[6,7]. The major disadvantage of this approach is the difficulty
arising from the determination of the second order derivatives; its application to general
problems still remains to be seen.
Use of twodimensional Taylors series expansion in irregular meshes can be considered as an
alternative to the above method. In[8101, a 6 control point scheme was adopted for obtaining
derivatives of up to the order of two. But only few applications to the solutions of problems were
made since this technique is offset by two disadvantages: unpredictable singularity in the
derivative coefficient matrix and limited accuracy of derivatives obtained.
In this paper, we continue the investigation of irregular finite difference techniques and
suggest a scheme which can not only avoid a singularity in the coefficient matrix of derivatives
but also improve the accuracy of derivatives obtained.
In the next section, the procedure for obtaining derivatives for a twodimensional irregular
mesh up to the second order is described. A scheme is then proposed to avoid the singularity in
derivative coefficient matrix and to improve the accuracy of derivatives obtained. As an aid to
programmers, some key steps in the computer program are outlined. The technique is then
applied to solve a linear Poisson equation and a nonlinear large deflection square membrane
problem. Some prospects on problems with higher order derivative terms are examined. In the
final section, a discussion and conclusions are presented.
(1)
where
f = f(x, y), f0 = f(xo, y,,), h = x x0, k = y  y. and A = d(h2 + I?).
The last term in this equation gives the error order of magnitude in f caused by premature
termination of the series.
Equation (1) indicates that five independent equations are needed to obtain the five different
derivatives at point (x0, yO),i.e. the values of f at five neighboring points are required.
After writing equation (1) for each of five neighbors of point (x0, yO)and putting them in a
matrix form, we immediately arrive at
or symbolically
hl hz
===== h, h4 hs 1
htk, hzkz hsk, h,k, h,k, k
According to Fig. 2, k2 and k4 can not have the same sign, and the only chances for the above
relation to be true are: (a) both ht and hq to be zero and the other three points be lined up
horizontally related to pocoordinate system; (b) one of hz and h4 to be zero and the other point be
tThe matrix [A]is said to be ill conditioned when its condition number cond (A) = /IA\/.llA11is large[l6], where J/Allis a
norm of matrix [A]. Singularity is essentially an extreme form of an ill conditioned matrix.
NICHOLAS
PERRONE
and ROBERT
KAO
Fig. la. Singularityin [A] from proportionality in columns 1and 2, equations (2a).
Fig. lb. Singularityin [A] from proportionality in columns 1and 5, equations (2a).
Fig. lc. Singularityin [A] from proportionality in columns 2 and 5, equations (2a).
t
I Dt.I
co,A)
.
pt.4
(A,A,
% pt. 3
II X
(O,O) (A,O)
Fig. Id. Singularityin [A] from proportionality in columns 1and 3, equations (2a).
together with points 1, 3 and 5 on the same horizontal line parallel to pocoordinate system. A
similar argument follows for the case of
k,
_=== kz k, kzt = ks 1
h,k, hzkz h,k, h4k4 hsk, h
A general
finitedifference
methodforarbitrarymeshes
pt.Scan be pts. A,
8. C or D
One arrangement of Fig. 2 to deny both possibilities is to have the fifth point not be lined up
with points 1 and 3 horizontally and with points 2 and 4 vertically related to pocoordinate system.
And this can easily be accomplished by inserting a simple conditional check in the computer
program by comparing ks with k1 and kS, and hs with h2 and L
An ill condition of [A] of equations (2a) may arise if the fifth point nearly lines up with points
1 and 3 horizontally or with points 2 and 4 vertically related to pocoordinate system. In this
connection, the conditional check just described above can also provide some indications on the
degree of this unwanted allignment of mesh points; thus, a criterion may be added in order to
determine whether or not a redistribution of nodal points is required. With this conditional check
on the fifth point, Fig. 2 should produce a determinate nodal set.
Actually, the open angle in each segment can be varied; for example, segment I and II can be
greater or less than 45deg while segment V can also be greater or less than 45deg. From
experience, it is observed that if the area of each segment around its center line is smaller, better
accuracy of derivatives would usually be expected.
Once possibility of singularity or illconditioning in [A] is dismissed, we can proceed to
discuss how to improve the derivatives obtained based on the scheme shown in Fig. 2.
One way of assessing the accuracy of derivative approximations obtained from equations (2)
(Fig. 2) is to employ a square mesh as shown in Fig. 3 and to compare known values for a given
function such as the following
with computed values obtained by central finite differences. This comparison indicates that the
values obtained by usual central finite differences agree closely with the actual values; but those
obtained by equations (2) (using points l5 of Fig. 3) provide a poor approximation for the mixed
6 2 5

ba
3 0 ( I
b=a
7 !lFj 6 f
4
a
I a
Fig. 3. Square md
50 NICHOLASPERRONEand ROBERTKAO
derivative a*fJdxay, whereas the remaining computed derivatives are identical with those
obtained by usual central finite differences.
The comparison is indeed very interesting and an understanding of the cause of the result
should be quite useful in improving the current technique for obtaining better derivative
approximations. For this reason, we substitute the coordinates of points l5 of Fig. 3 into
equations (2a). It turns out that the first and third equations are sufficient to solve for @Jax and
a2f0/dx2, and the second and fourth for af,,/ay and a%/ay; these four expressions so obtained
are identical with what are obtained by usual central finite differences. We next substitute these
four expressions in the fifth equation of equations (2a) and solve for the mixed derivative
a2fo f5f2+fof,
=
axay a2
afo fsf6+f7f8
=
axay 4a2 (4)
Now, it should be obvious from equations (3) and (4) that the values of the mixed derivative at
point 0 differ when computed via usual central finite differences or the current approach.
Actually, in the current 6 control point scheme, we do not include points 6, 7 and 8 at all. It
appears that the only way in which the current approach will provide a better mixed derivative
expression is to include these three points in some way.
With this idea in mind, we write equations (2a) again but replace point 5 in the fifth equation
by point 6 and solve for the mixed derivative; we repeat this procedure two more times replacing
point 5 by points 7 and 8, respectively. It is significant that averaging all four sets of mixed
derivative expressions (calculated by using points 5,6,7, or 8 in turn as the fifth point) yields
the same result as equation (4).
Based on this experiment, a 9 control point scheme similar to Fig. 2 is now proposed for
arbitrary meshes as shown in Fig. 4; in fact, this figure is the same as Fig. 2 except that points A,
B, C and D are replaced by points 5,6,7 and 8, respectively. The regular square mesh of Fig. 3
with associated usual finite difference derivatives turns out to be one special case of Fig. 4 and
results in identical derivative expressions. All derivatives associated with this scheme take the
average value from the solutions of four sets of 5 X 5 equations, each set containing the same first
four equations as those of equations (2a) while the fifth equation is related to points 5,6,7 and 8,
respectively.
For the square mesh of Fig. 3 the averaging process is somewhat superfluous for the four
nonmixed derivatives as they have the same value independently of the choice of the fifth point
(which is, in turn, 5,6,7 or 8). However, for an arbitrarily spaced mesh distribution, the averaging
process should influence, to some extent, all derivative values.
x. v
. are coordinates
pt. 2 local to PO
@
_^ _ 0pt.5
#I/
DERIVATIVEEXPRESSIONS
The derivative expressions for point 0 corresponding to Fig. 4 now can be written as:
afo/ax
= colfo+ Clfl + * * *+ clfS
afo/ay
= coZfo + c12fl +  * . + c8*f8
afo/ax* = cofo+ c,2f, + * * . + csfs (5)
a*fo/ay*= co4fo+ c,4f, +  * * + cs4f8
a2fo/axay= cofo + c,5f, + .  * + cs5fse
As just discussed in the previous section, the coefficients in these equations are obtained from
four sets of solutions of equations (2) and may be given as follows:
c~=~~,~,b2,
where b;, is an element of n th set 5 x 5 matrix [B] = [A]; these four sets of matrices are all
related to points l4 except that the fifth points in these matrices are points 5, 6, 7 and 8,
respectively.
It may be advisable to explain briefly how to obtain equations (6). For this purpose, the
derivation of afo/ax is taken here as an example. From equations (2), the expressions for this
derivative corresponding to four sets of these equations may be written as follows:
n=l
=$,b:f+b:,f,+*..+b:,f,+b:,f5
n=2
n=3
n =4
afo
,=&:mfo+b:,f,+...+b;~f~+b;sff..
Taking an average value on these four sets of equations will yield the expression as those given in
equations (5) and (6).
Numerical results show that the derivative approximations obtained by the 9 point scheme
(equations (5), Fig. 4) are better than those from the 6 point scheme (equations (2), Fig. 2) when
compared with theoretical solutions. Moreover, as a consequence of the discussion in the
previous section, the usual central finite difference is a special (and verifying) case of equations
(5) when a square mesh is used. Hence, equations (5) and their corresponding arbitrary nodal
point configuration, Fig. 4, will be adopted for the analysis in this paper.
52 NICHOLASPERRONEand ROBERTKAO
COMPUTER PROGRAMMING
For a problem defined in a given domain, there are, in general, three preliminary steps needed
for the method proposed herein before a solution attempt can be initiated: (1) generation of mesh
points, (2) choice of the 8 nearest points, and (3) determination of derivative coefficients in
equations (5) for each point in the domain.
Figure 5 represents a scheme of mesh points generated for some example problems treated in
this paper. In general, distribution of mesh points depends on the behavior of the function in each
individual zone; for the area in which function changes are rapid, more nodal points are usually
required. An automatic mesh generation technique[12] may be used for complex structures to
save manpower, computer time and schedule time.
I
I 4
Fig. 5. Irregular meshes on one quarter of a square region.
After mesh points in the domain are arranged we select the 8 nearest points for each point in
this domain. The choice of these 8 points must meet the requirements as described before. This
can be done either automatically by computer or manually.
For convenience, we may define these points as L = INEAR (I, 1): the Jth nearest point
associated with point I (Fig. 4) is point L. After INEAR (I, .I) is obtained for every point in the
domain, we can move to determine derivative coefficients in equations (5). These coefficients may
be defined symbolically as C(I, .I, K) in which K is referred to the 5 different types of derivatives
as given in equations (5).
Both INEAR (I, J) and C(I, .I, K) are obtained once and for all for a given mesh point
arrangement. Once these quantities are defined, one can proceed to obtain numerical solutions.
The term on the right hand side of equation (8) is chosen such that the theoretical solution
A general finite difference method for arbitrary meshes
In view of double symmetry along x = 0 and y = 0, we need consider only one quarter of the
domain as shown in Fig. 5. In this figure, distribution arbitrary, 64
interior points (from points 1 to 64) and 17 boundary points (from points 65 to 81). Due to
conditions
procedure, as in the previous section, consists of of the 8
nearest points, INEAR (I, J), and determination derivative coefficients
replacing derivatives in equation (8) with their discrete analogs, (5), we
obtain a system of whose matrix is in the form of
where [A] is a square matrix in terms of C(I, J, K), and (4) and (p} are the column matrices
related to 4 values and the values on the right side of equation (8) at each of interior points,
respectively.
Solution of equations (11) can be obtained by established methods such as relaxation
method[l3,15], inversion of matrix, etc. The result obtained here compared with theoretical
solution, equation (lo), is very good: the maximum error is of the order of 0.79 per cent at point
28 (x = 0.08; y = 0.83) (the numerical value 0.261789 vs theoretical 0.263858); the minimum error
is of 0.056 per cent at point 60 (x = 0.6; y = 0.89) (0*101055vs 0~101111);overall absolute average
error is 0.605 per cent.
The computer time for obtaining the 8 nearest points for all interior points is about 25 set of
PDP10 CPU time, and that for derivative coefficients as well as the solution of equations (11) by
inversion of matrix is about 20 sec.
The current neighbor point search technique is involved in comparing distances between a
given point and all other points in the domain. However, this technique can be improved by
comparing with only a limited number of nodal points and hence neighbor point search time can
be reduced greatly.
For a regular mesh 5 control points ((0, O), (A, 0), (A, 0), (0, A) and (0, A)) are sufficient to
yield the derivatives which appeared in equation (8) since no mixed derivative is included.
Additionally, in view of the well behaved nature of the solution function, equation (lo), a solution
was attempted based on a 6 control point scheme of an arbitrary mesh. The result obtained is
quite acceptable although its accuracy is not as good as that obtained based on a 9 control point
scheme.
I
a
LARGEDEFLECTI~NOFSQUAREFLATMEMBRANE
Thesecond example problem treated is a doubly symmetric square flat membrane undergoing
large deformations, Fig. 6; this problem was solved previously in[ 141using a nonlinear relaxation
technique in conjunction with a square finite difference mesh.
The differential equations in nondimensional quantities are reported as follows [ 141:
2u,,, + (1  V)u,YY
+ (1+ V)& + (1 + V)W,YW,XY + (1  V)W,XW,YY
+ 2W,XW,XX =0 (13)
where ( ),X= (a/8x)( ), ( ),, = (a/ay)( ), E, v are material constants, h is the thickness of the
membrane and p uniform transverse loading, u, v and w are displacement components in x, y
and z directions, and
K = 2(1 V).
Pertinent nondimensional terms are given in equations (1.5)and associated dimensions in Fig. 6.
x = 5/a, y = qjb
z/3
U=va
( >.
E
Due to double symmetry only one quarter of the domain is considered; the same mesh points
(Fig. 5) used in the previous example are utilized here again.
In this problem, we have 3 x 64 nonlinear algebraic equations to be solved; a matrix of
192x 192 is required in solution process. To cut down the size of matrix, an alternative approach
is adopted: three sets of equations (resulting from equations (1214), respectively) are solved
separately so that three displacement matrices of size 64 x 64 arerequired. More detail about this
alternative strategy is given in[14,15]. To obtain solutions to d system of nonlinear equations, a
modified NewtonRaphson techniquet is employed.
Before going to an irregular mesh (Fig. 5) we begin with a regular mesh of 8 x 8 which was
used previously in[14]. The current solution, using the 9point general scheme of Fig. 4, is
identical with that reported in[14].
No additional difficulty is encountered in obtaining the solutions for irregular meshes (Fig. 5).
The solutions are displayed in Fig. 7 in which the deflections are plotted against center lines along
with the results obtained by regular meshes in [ 141.A good correlation between these two sets of
results is observed. The computer time taken for each of the solutions (regular and irregular
meshes) is about the same, i.e. about 5 min PDP10 CPU time.
The convergence criterion used is that after obtaining u and v solutions from equations (13)
and (14) (they are linear in u and v, respectively, for the alternative strategy employed) if, for one
tin this modified version, the matrix elements are recalculated only after a given number of iterations.
A general finite difference method for arbitrary meshes 5.5
oregulormeshes&8),obtoined
in this paper and ref. [14]
xv alongyaxis
(irregulor,fig.5)
AU along x0x1s
u or v along xory axis
(regularBxB),obtained in
this paper and ref.[l41
0 0.1 0.2 0.3 O4 0.5 O6 0.T O8 0.9 I.0
xor yoxis
Fig. 7. Deflection profiles along symmetric lines of afinite square flat membrane (Fig.6).
iteration of the w problem (equation (12)), the average absolute change of the functions at all
nodes is less than O$Ot, then the co~esponding solution is said to be acceptable. Otherwise, the
same iteration procedure is repeated until this criterion is satisfied.
The convergence criterion used for the regular mesh situation is that a complete w, u and u
solution is considered to have been obtained if, after yielding u and v solutions, a single iteration
of the w problem produces an average absolute change of the functions at all nodes which is less
than O0005. In fact, it was not successful to use this criterion for obtaining irregular mesh
solutions. However, the convergence in w iteration, equation (12), is very rapid (u and u are held
as constants) and the average absolute change of w functions can be brought down to as small as
desired.
This reflects that the difficulty in satisfying better accuracy for the first iteration of w
equations (equation (12)) (when the iteration procedure is reverted back from u and v iterations)
is not due to nonlinearity in w equations but rather due to instability in u and Y solutions
(equations (13) and (14)). This instability is arising from less accuracy in u and u derivatives than
that in w because u and v behave like sin (mr) cos {7ry/2) and cos (7rx/2) sin (?ry), respectively,
while w is like cos (TX/~) cos (ry/2); it is equivalent to saying that the w function is smoother
than u and v functions.
In[4,7], schemes were suggested to define the integral area using different contra1 points for u
(or v) and w functions; similar approaches could be adopted with the variable mesh techniques
discussed in this paper.
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