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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 () =
2 ( )
=
2 2
where
x location along the beam
( = 0) = 0 (4)
( = ) = 0
Clearly, these are boundary values and hence the problem is considered a
boundary-value problem
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
( = 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
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) 3 (3)
1 1 = 20 + 0
3
3 3
( + ) ( ) = 20
3 0
( + ) ( ) 2 3
| = 0
0 2 6
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)
(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
22 2(52 ) + 62 =
23
22 = 2 = 2
23 3
6
3 =
3
() = 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 ( ) 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
12(1 )
4 =
3 a P
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
( ) = 0.637
2
0.345
0.516
0.637
( ) = 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