Finite Difference Derivations

Derivations for Finite Difference Schemes and Force Coupling. The current time step, marked by superscript \(n\) is ommitted for clarity where relevenat. Right click equations for output options.

1D Wave

$$\begin{eqnarray} \require{cancel} \delta_{tt}w &=& c^{2}\delta_{xx}w \nonumber \\ \frac{2}{k}(\delta_{t\cdot} - \delta_{t-})w &=& c^{2}\delta_{xx}w \nonumber \\ &=& \frac{kc^{2}}{2}\delta_{xx}w + \delta_{t-}w \nonumber \\ &=& \frac{kc^{2}}{2h_{s}}(\delta_{x+}-\delta_{x-})w + \delta_{t-}w \nonumber \\ &=& \frac{kc^{2}}{2h_{s}}(\delta_{x+}w-\delta_{x-}w) + \delta_{t-}w \nonumber \\ \frac{1}{2k}(w^{n+1} - w^{n-1}) &=& \frac{kc^{2}}{2h_{s}}(\delta_{x+}w-\delta_{x-}w) + \delta_{t-}w \nonumber \\ \frac{1}{2k}(w^{n+1} - w^{n-1}) &=& \frac{kc^{2}}{2h_{s}}(\delta_{x+}w-\delta_{x-}w) + \frac{1}{k}(w^{n} - w^{n-1}) \nonumber \\ w^{n+1} - w^{n-1} &=& 2k(\frac{kc^{2}}{2h_{s}}(\delta_{x+}w-\delta_{x-}w) + \frac{1}{k}(w^{n} - w^{n-1})) \nonumber \\ w^{n+1} &=& 2k(\frac{kc^{2}}{2h_{s}}(\delta_{x+}w-\delta_{x-}w) + \frac{1}{k}(w^{n} - w^{n-1})) + w^{n-1} \nonumber \\ w^{n+1} &=& \cancel{2}k(\frac{kc^{2}}{\cancel{2}h_{s}}(\delta_{x+}w-\delta_{x-}w) + \frac{2}{k}(w^{n} - w^{n-1})) + w^{n-1} \nonumber \\ w^{n+1} &=& \cancel{k}(\frac{(kc)^{2}}{h_{s}}(\delta_{x+}w-\delta_{x-}w) + \frac{2}{\cancel{k}}w^{n} - 2w^{n-1} + w^{n-1} \nonumber \\ w^{n+1} &=& \frac{(kc)^{2}}{h_{s}}(\delta_{x+}w-\delta_{x-}w) + 2w^{n} - \cancel{2}w^{n-1} + \cancel{w^{n-1}} \nonumber \\ w^{n+1} &=& \frac{(kc)^{2}}{h_{s}}(\delta_{x+}w-\delta_{x-}w) + 2w^{n} - w^{n-1} \nonumber \\ w^{n+1} &=& \lambda^{2}D_{xx}w + 2w^{n} - w^{n-1},\quad \lambda = \frac{kc}{h_{s}}\nonumber \\ \end{eqnarray}$$


Stiff String

$$\begin{eqnarray} \require{cancel} \delta_{tt}w &=& c^{2}\delta_{xx}w - \kappa^{2}\delta_{xxxx}w \nonumber \\ \frac{2}{k}(\delta_{t\cdot} - \delta_{t-})w &=& c^{2}\delta_{xx}w + \kappa^{2}\delta_{xxxx}w \nonumber \\ w^{n+1} &=& (kc)^{2}\delta_{xx}w - (k\kappa)^{2}\delta_{xxxx}w \nonumber \\ w^{n+1} &=& (\lambda)^{2}D_{xx}w - (\mu)^{2}D_{xxxx}w \nonumber,\quad \lambda = \frac{kc}{h_{s}}, \quad \mu = \frac{k\kappa}{h^{2}_{s}} \\ \end{eqnarray}$$


Kirchoff Thin Plate

$$\ddot{u} = -\kappa^{2}\Delta\Delta u, \quad \kappa = \sqrt{\frac{E H^2}{12\rho(1- \nu)} }$$


1D Wave w/ Coupling

Coupling Conditions

$$\begin{eqnarray} \require{cancel} \delta_{t\cdot}w &=& J^{T}\delta_{t\cdot}u \nonumber \\ f &=& T\delta_{x-}w_{0} \nonumber \\ \end{eqnarray}$$

From 1D Wave Equation above

$$\begin{eqnarray} \require{cancel} w^{n+1} &=& \frac{(kc)^{2}}{h_{s}}(\delta_{x+}w-\delta_{x-}w) + 2w^{n} - w^{n-1} \nonumber \\ \end{eqnarray}$$
Translates to
$$\begin{eqnarray} \require{cancel} w_{0}^{n+1} &=& \frac{(kc)^{2}}{h_{s}}(\delta_{x+}w_{0}-\delta_{x-}w_{0}) + 2w_{0}^{n} - w_{0}^{n-1}, \quad w_{0}^{n} &=& F \nonumber \\ w_{0}^{n+1} &=& \frac{(kc)^{2}}{h_{s}}(\delta_{x+}w_{0}-\frac{f}{T}) + 2w_{0}^{n} - w_{0}^{n-1} \nonumber \\ w_{0}^{n+1} &=& \lambda\delta_{x+}w_{0} - \frac{(kc)^{2}}{h_{s}T}f) + 2w_{0}^{n} - w_{0}^{n-1} \nonumber \\ \end{eqnarray}$$


Stiff String w/ Coupling

Coupling Conditions

$$\begin{eqnarray} \require{cancel} f &=& T\delta_{x-}w_{0} - EI\delta_{xxx}w_{0} \nonumber \\ \frac{dE_{s}}{dt} &=& \dot{w_0}(Tw^{\prime} - EIw^{\prime\prime\prime}) + EI\dot{w^{\prime}}w^{\prime\prime} \nonumber \\ f &=& \dot{w_0}(Tw^{\prime} - EIw^{\prime\prime\prime}) \nonumber \\ \delta_{t\cdot}w_{0} &=& J^{T}\delta_{t\cdot}u, \quad \delta_{xx}w_0 = 0 \nonumber \\ \end{eqnarray}$$

Definitions

$$\begin{eqnarray} \delta_{xxxx} &=& \delta_{xx}\delta_{xx} \nonumber \\ &=& \frac{2}{h}(\delta_{x\cdot} - \delta_{x-})\delta_{xx} \nonumber \\ \end{eqnarray}$$

Stiff String

$$\delta_{tt}w = c^{2}\delta_{xx}w - \kappa^{2}\delta_{xxxx}w, \quad c = \sqrt{\frac{T}{\rho A}}, \quad \kappa = \sqrt{\frac{EI}{\rho AL^{4}}}$$

Coupling, omitting \(w_{0}\) for clarity

$$\begin{eqnarray} \require{cancel} \rho H \delta_{tt} &=& T\delta_{xx} - EI\delta_{xxxx} \nonumber \\ &=& \frac{2T}{h}(\delta_{x\cdot}-\delta_{x-}) - EI\frac{2}{h}(\delta_{x\cdot}-\delta_{x-})\delta_{xx} \nonumber \\ &=& \frac{2T}{h}\delta_{x\cdot}-\frac{2T}{h}\delta_{x-} - \frac{2EI}{h}(\delta_{x\cdot}\delta_{xx})-\frac{2EI}{h}\delta_{x-}\delta_{xx} \nonumber \\ &=& \frac{2}{h}(T\delta_{x\cdot}- EI(\delta_{x\cdot}\delta_{xx})- (T\delta_{x-} - EI\delta_{x-}\delta_{xx})), \quad f &=& T\delta_{x-}w_{0} - EI\delta_{xxx}w_{0} \nonumber \\ &=& \frac{2}{h}(T\delta_{x\cdot}- EI(\delta_{x\cdot}\delta_{xx})- (T\delta_{x-} - EI\delta_{x-}\delta_{xx})) \nonumber \\ &=& \frac{2}{h}(T\delta_{x\cdot}- EI(\delta_{x\cdot}\delta_{xx}) - f) \nonumber \\ \end{eqnarray}$$

Kirchoff Thin Plate w/ Coupling

$$\ddot{u} = -\kappa^{2}\Delta\Delta u, \quad \kappa = \sqrt{\frac{E H^2}{12\rho(1- \nu)} }$$