Neumann & Robin Boundary

Conditions for Finite difference

Approximations
Prepared by
Sreenath.A.R
Dhanya.C.S

Finite difference method for 1D

i=1

i=
2

i= N-1 i=
N

We already know the governing equation for a FD

approximation.
This equation is valid for interior nodes. i.e, i=2 to i= N-1

 We cannot

apply the same equation for boundary nodes,

If we want to develop an expression for boundary nodes,
we need to apply boundary conditions. Otherwise it
wont work.

Boundary Conditions for FDM

3 types of boundary conditions:
Dirichlet BC: The function y(x) may be specified.
Neumann BC: The derivative y(x) may be specified.
Robin BC: A combination of y(x) and y(x) may be
specified.

Neumann Boundary Conditions

The value of at the left boundary is known, but the value

of at the right boundary is not known.
Therefore we have to set up a discrete eqn for right
boundary node.

Consider
linear variable coefficient ODE

From the 2nd order centered difference approximation, we

know that

Substituting (2) & (3) in (1)

Multiplying
by and rearranging

(4)

From eqn (3) we get

Substitute (5) in (4) & rearranging we get

Example
Q.)Temperature
distribution under steady heat

conduction in a 1D geometry can be estimated using

the relationship
Where
Find out steady temperature in a rod 1 cm long with
T(0)=100C & T(1)=0C
Take m = 4

Ans:

We know that
Substitute this in

Solving it we get

Substituting
values & solve it

This eqn is used for interior nodes(i.e, i=2 to i=4)

For finding eqn for nth node we use
Comparing eqn (1) with
We get P=0
Q=F=0
Substituting this we get

Solve

100

0.25

0.5

0.75

these eqn using TDMA, we get

ROBIN BC

Robin(Robbins) or Mixed
BC

The

value of y at the left boundary is known, but

the value of y at the right boundary is not
known.

Therefore, we have to set up a discrete eqn for the

right boundary node.

Ay(

Ay(
Solving this we get
Substituting this in eqn (4) we get

 This eqn is used at the right boundary node.

Then we get system of eqns. It can be solved by using
TDMA.