Biomedical Engineering Reference
In-Depth Information
where h must be small enough to provide a reasonable approximation to represent
the actual continuous function. This is the basic idea behind the FD method which
will be demonstrated.
The Taylor series is defined as:
f ( a )
1
f ( a )
2
f (3) ( a )
3
a ) 2
a ) 3
f ( x )
f ( a )
+
( x
a )
+
( x
+
( x
+···
(7.3)
!
!
!
which can be rewritten in sigma notation as
f ( n ) ( a )
n
a ) n
f ( x )
( x
!
n = 0
Referring to Fig. 7.2 , at the point ( i ), we let there be a generic flow field variable φ .
Following the Taylor series, we substitute f ( a )as φ i and f(x) as φ i + 1 . This gives the
variable at point ( i + 1) expanded about the point ( i )as
dx
d 2 φ
dx 2
d 3 φ
dx 3
x 2
2
x 2
6
φ i + 1 =
φ i +
x
+
+
+···
(7.4)
i
i
i
Rearranging to obtain the derivative we get
dx
d 2 φ
dx 2
d 3 φ
dx 3
x 2
6
φ i + 1
φ i
x
2 +
i =
+
+···
(7.5)
x
i
i
If we only take the first term on the right hand side as the approximation for the
partial derivative of the left hand side, we have
∂φ
∂x
φ i + 1
φ i
i
(7.6)
x
which is in the same form as that presented in Eq. (7.2). The terms that are omitted
constitute the truncation error, which we can write as
∂φ
∂x
φ i + 1
φ i
i =
+
O( x )
Truncation error
x
2 φ
∂x 2
3 φ
∂x 3
x 2
6
x
2 +
where
O( x )
=
+···
(7.7)
i
i
The term O( x ) signifies the truncation error of the FD approximation, which mea-
sures the accuracy of the approximation and determines the rate at which the error
decreases based on the lowest-order term in the truncated terms. In Eq. (7.7), this
value is x which is of first order and hence the FD is first-order-accurate . Addition-
ally since the Eq. (7.7) describes the function from a point ( i ) to a position in front
of it at ( i
1), the FD formulation is called a forward difference as it is formulated
and therefore biased from information to the right or in front of the origin.
+
 
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