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Yogesh Talekar July 27, 1999 08:46

Can anybody tell me where can i get some ONLINE papers or Literature for Implicit Finite Difference Methods?

Patrick Godon July 27, 1999 14:25

ONLINE: Numerical Recipes
Hi There,

Try the book Numerical Recipes. There should there everything you wanted to know about .. what you wanted to know and what you did not want.

The book is available for free online (but the softwares they have are not):


Good Luck!


Patrick Godon July 27, 1999 14:41

ONLINE: Numerical Recipes - try this link
You might want to try this link rather than the previous one:

here ( or there ( .

The previous link seems to have some problems.


Patrick Godon July 28, 1999 09:54

More details
Hi Yogesh,

Look at chapter 5 section 7 (5.7 in Numerical Recipes), there there is a treatment of numerical derivatives. It is basically the finite difference approach to approximate a derivative using difference (based on simple Taylors series expansions).

In Chapter 19, implicit methods are reviewed like simple relaxation and even multigrid.

It is true that not everything is written and the reader is left with something to do.

First write down the equations you have to solve. Chose (for example) the Crank-Nicholson scheme for the time dependence (19.2-19.3 in the book). Then write the equations in difference forms (where the derivatives are expressed as differences). Then use a given method to solve the difference equations (you can use for example either direct matrix inversion, or a simple relaxation scheme or even a more advance multigrid method - also chapter 19).

If this is your first time with CFD and finite difference and implicit methods, then you might want to get some basic help from a colleague. Numerical Recipes is a good book to build and write your code and it is a very good starting point. And that's the only one I know online.

Let me know if chapter 5 and 19 help.

Cheers, Patrick.

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