Differential Quadrature Review Paper With Examples

Differential quadrature method
in computational mechanics: A review

Charles W Bert and Moinuddin Malik
School of Aerospace and Mechanical Engineering,
University of Oklahoma, Norman OK 73019-0601
The differential quadrature method is a numerical solution technique for initial and/or boundary
problems. It was developed by the late Richard Bellman and his associates in the early 70s and,
since then, the technique has been successfully employed in a variety o f problems in engineering
and physical sciences. The method has been projected by its proponents as a potential alternative
to the conventional numerical solution techniques such as the finite difference and finite element
methods. This paper presents a state-of-the-art review o f the differential quadrature method,
which should be o f general interest to the computational mechanics community.
CONTENTS
1 INTRODUCTION............................................................................ 1
2 THE DIFFERENTIALQUADRATUREMETHOD....................... 2
2. I The quadrature rules................................................................ 2
2.2 Weighting coefficients and sampling points ........................... 4
2.3 Examples of differential quadrature solutions ........................ 5
Example 1: Heat transfer in a triangular fin ............................ 5
Example 2: Torsion of a rectangular-cross-sectionshaft ........ 7
Example 3: A freely vibrating cantilever beam..................... 10
Example 4: Steady-state heat conduction in a slab with
temperature-dependent conductivity............................... 1I
Example 5: An integro-differential equation......................... 13
Example 6: Cooling/heating by combined convection and
radiation........................................................................... 15
Example 7: One-dimensional, time-dependent heat diffusion
in a sphere ...................................................................... 16
3 CHRONOLOGICALDEVELOPMENTOF THE DIFFERENTIAL
QUADRATUREMETHOD........................................................ 17
4 GENERAL REMARKS................................................................. 22
5 CLOSURE ..................................................................................... 25
ACKNOWLEDGMENTSAND DEDICATION.............................. 25
REFERENCES.................................................................................. 25
1 INTRODUCTION
Along with the evergrowing advancement o f faster computing machines, the research into the development of new
methods for numerical solution o f problems in engineering
and physical sciences also is an ongoing parallel activity.
Such research interests, o f course, remain motivated by
needs o f modern technology. As an example, simulation o f
many dynamic systems often requires very fast numerical
solution o f the equations o f the system mathematical models.
Another example is the computer aided design process in
which the database often requires large computer storage and
the interpolative manipulations for the operating design parameters may be less accurate as well as quite time consuming. In such cases fast numerical solution o f the system
equations offers the possibility o f more accurate and effi-
cient real-time analysis and design, bypassing fully or partially the need o f a database. This paper focuses on the differential quadrature method (Bellman, 1973; Bellman and
Adomian, 1985; Bellman and Roth, 1986) which has a relatively recent origin and is gradually emerging as a distinct
numerical solution technique for the initial- and/or boundary-value problems o f physical and engineering sciences.
The problem areas in which the applications o f the differential quadrature method (referred to hereafter, for brevity, as
the quadrature method or simply as the DQM) may be found
in the available literature include biosciences, transport processes, fluid mechanics, static and dynamic structural mechanics, static aeroelasticity, and lubrication mechanics. It
has been claimed that the DQM has the capability o f producing highly accurate solutions with minimal computational effort. The method has seemingly a high potential as an alternative to the conventional numerical solution techniques
such as the finite difference and finite element methods.
This paper presents a state-of-the-art review o f the differential quadrature method. In the following, first the basic
mathematical concepts underlying the DQM are presented.
The implementation o f the method for the solution o f actual
problems is elaborated through some examples. Due to its
rather recent origin, the DQM is possibly not well known to
the computational mechanics community. For this reason,
the paper also aims to familiarize the readers with the DQM
and, therefore, this section is written in a pedagogical manner. In the next section, a review o f the chronological development o f the method is presented. The paper is concluded
with remarks on the issues that concern the application and
further development o f the DQM.
The meanings o f the symbols used in the paper are defined within the text.
Transmitted by Associate Editor Isaac Elishakoff

ASME Reprint No AMR182 $22
Appl Mech Rev vo149, no 1, January 1996
1996 Amencan Society of Mechanical Engineers
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Appl Mech Rev vol 49, no 1, January 1996
Bert and Malik: Differential quadrature method in computational mechanics
2 THE DIFFERENTIAL QUADRATURE METHOD

2.1 T h e q u a d r a t u r e
rules
The numerical methods for the solution of initial- and/or

boundary-value problems, in general, seek to transform,
either through a differential or an integral formulation, the
governing differential and/or integro-differentiai equations
into an analogous set of first-order or algebraic equations in
terms of the discrete values of the field variable (the function) at some prespecified discrete points of the solution domain. In the differential quadrature method, this is accomplished by expressing at each grid point, the calculus operator value of a function with respect to a coordinate direction
at any discrete point as the weighted linear sum of the values
of the function at all the discrete points chosen in that direction.
In order to go into the mathematical basis of the DQM,
consider a function W = q'(x,y) having its field on a rectangular domain 0 _<x _<a, 0 _<y _< b. Let, in the given domain,
the function values be known or desired on a grid of sampiing points, where, as shown in Fig 1, the grid is obtained
by taking N x and Ny points in the x and y directions, respectively. Then, a rth-order x-partial derivative of the function
~P(x,y) at a point x = xi along any line y = yj parallel to the xaxis may be written as
the weighting coefficients fi priori. This can be done by the

functional approximations in the respective coordinate directions. The approximating functions are known as the test
(or trial) functions, and the primary requirement for the
choice of the test functions is completeness in the same sense
as one needs for the interpolation functions in finite element
analysis. Following Huebner (1975), the completeness requirement in the present context may be stated as follows.
Completeness requirement: The test functions
should represent the possible uniform states of field
variables and have differentiability up to the highest
order derivative appearing in the governing differential equation.
Although there can be many choices of the test functions,
the most convenient choice is what are commonly referred to
as the polynomial test functions. Thus, the function q'(x,y)
may be expressed as
V(x,y)=F(x)G(y)
(3)
where F(x) and G((v) are the test functions in the x and y directions, respectively, such that
F(x)=xU-I; u = 1,2,...,N x
and
G(y) = y ~ - I ; g = 1,2,...,Ny
rv
Nx
i = 1 , 2 ..... N x
0x r Ix=n,
(1)
k=l
and a sth-order y-partial derivative at a discrete point y = yj

along any line x = xi parallel to the y-axis may be written as
GAski./
Nv
y=y,
= ~
.O(s)~..l/ " j = l , 2 .....

~j xi( ~ ,
P=I
(2)
gy
where A[) and B je

('0 are the respective weighting coefficients. Also, W.,./= q~(xi,yi).
Equations (1) and (2) express the quadrature rules for the
derivatives of a function at discrete points of the functional
domain and are the very basis of the differential quadrature
method. In order to implement the DQM, one needs to know
(4)
(5)
It may be seen that the test functions in one independent

variable are as many as the number of sampling points in
that direction and that these functions are actually the monomials of a polynomial of order one less than the number of
sampling points. Obviously, for completeness, the minimum
number of sampling points in a coordinate direction should
be equal to one plus the highest order derivative with respect
to the corresponding independent variable in the governing
differential equation.
Substituting Eqs (3) through (5) in Eqs (I) and (2), one
obtains the following systems of Vandermonde equations
~ ( x U -k I ] A] ik(r) = OX""'~X
Or (xU-IllI l x = x i ' i , u = l , 2 ..... N x
(6)
k=l
and
Nv
t=l
OYS y
; j ' g = 1,2,...,Ny
(7)
Ny
which may be solved for the weighting coefficients. Quite

obviously, for the assumed form of the test functions, Eqs
(4) and (5), the weighting coefficients are zero for any derivative of order equal to or greater than the number of
sampling points.
It may be seen from the above description that the x-de-
xi.Yj
2
j=l
i=1
[
2..
Fig 1. Quadrature grid for a rectangular region
) _
--x
rivative weighting coefficients A~ ) depend only on the

sampling points xi; i = 1,2 ..... Nx taken in 0 < x < a, and the
same A)~)t. coefficients may hold for the corresponding

points on the y = constant lines provided that the x-boundaries of the domain are the same and are parallel to the y axis.
Similarly, the y-derivative weighting coefficients Bj~(s) depend only on the yj; j = 1,2 ..... Ny taken in 0 _<y _< b, and the
same Bjc
(") coefficients may hold for the corresponding points
on the x = constant lines provided that the y-boundaries of
the domain are the same and are parallel to the x axis. It is
thus implicit in the quadrature rules, Eqs (1) and (2), that the
boundaries of the field variable domain are aligned with the
x and y coordinate axes. However, as such there is no restriction that the reference axes be Cartesian; one can also
have oblique and curvilinear reference axes. Thus, for example, one can obtain the weighting coefficients for the derivatives with respect to the oblique coordinates for use in a
parallelogram domain, Fig 2, and for derivatives with respect
to polar coordinates for use in a sectorial domain, Fig 3. For
future reference, the domains having the boundaries aligned
with the reference axes shall be referred to as regular domains or regions.
It follows from Eq (1) that the quadrature rules may be
written collectively in matrix form as
~r~j~,
Nx
Nx
Nx
N~
Z,
km
--mj
=
Z
A~;-I>
Z
A ( Iza) km
q I - - mj (9)
OX r x:xi : Z ' 4 > 2 ) Z A
(r-l,t.lJ
k=l
m=l
k=l
m=l
Now following Eqs (8) and (9), one may easily obtain the
following recurrence relationships for the weighting coefficients
[A,,>1= [A,,,][A'r "] = [A<r"}[A'"}
0>
It may be seen that having the matrix [AO)] of first-order

derivative weighting coefficients, one can obtain the
weighting coefficients of the higher-order derivatives by
successive multiplications of the [,4(1)] matrix by itself. Eqs
(8) through (10) are given for the x-partial derivatives; the
equations for the y-partial derivatives follow in an identical
manner.
In its usual sense, the term quadrature refers to the approximation of an integral of a function by a linear weighted
sum of the function values at some sampling points taken
between the limits of integration. It is interesting to mention
that the quadrature rule for function derivatives was actually
formulated as an analogous extension of integral quadrature
by Bellman and Casti (1971). The x-integral of the function
W(x,y)on any line y =yj is
N,
(11)
fxa__oW(x,yj)dx=ZCkqJkj
k=l
where {W}j and{Wit)), are the column vectors of the
Nx
values each of the function and its rth-order x-partial derivative, respectively, at the sampling points on a line y = yj.
Also, [A(r)] is the Nx x Nx matrix of weighting coefficients of
the rth-order derivatives. Further, noting the definition of the
differential operators
and they-integral on any line x = xi is
~y~ W(xi'y)dy=Z DeWi'

=0
Eqs (11) and (12) are the rules of integral quadrature. Here,
Ck and D e are the weighting coefficients for integrals in the
x and y directions, respectively. Using Eqs (3) through (5) in
Eqs (11) and (12), one obtains
Oxr
one may also express the quadrature rule from Eq (1) as
(12)
f=l
/l
j = It2
Fig 2. Quadrature grid for a parallelogram region
Fig 3. Quadrature grid for a concentric, circular, sectorial region
~(xO-i ) c,=T;
a o = 1 , 2 ..... Nx
(13)
k=l
and
Nr
)~-I
=--;
C=l
g=
1,2,...,Ny
(14)
I't
The quadrature rules as given by Eqs (1), (2), (13), and

(14) may also be used for linear combinations of the function
derivatives and integrals, but with respect to one independent
variable only. That is to say, a quadrature rule is not given in
the form of Eqs (1) and (2), for example, in the case of a
mixed partial derivative of the type ~r+s)~t}l/Oxr~y~. However,
following the definition of calculus operators, the differential
quadrature analog of a mixed derivative may be obtained as
o(r+s)~I/ x,,yi
OxrOyS
or
=0
where
k=l
(xi-xo)'n(xk)=
H (x*-xo)"
(18)
u=l,u~k
The off-diagonal terms of a weighting coefficient matrix

of the second- and higher-order derivatives may be obtained
through the following recurrence relationship
g v
qJ(x'y)dxdy= Z C k ZDe~k'"
=0
i,k=l,2,...,N x a n d k # i (17)
(15)
and, similarly, for mixed integration as

gx
for
t)=l.u~i
t=l
k=l
I~' f~
I-I(xi)
A'7 =
rl(xi)=
/[
Nx
Nv
=
- %~ ~(r) ~-~ n('~)~u
Oxr t ~yS )1 xi'Y' - ~'# ~ik ~ uj --kg
( OskI~
(1973). The weighting coefficients for the derivatives may

be obtained directly, and most accurately, irrespective of the
number and positions of the sampling points, from the explicit formulae (Quan and Chang, 1989a; Shu and Richards,
1992a-b). These extremely useful formulae, taken from Shu
and Richards (1992a-b), are given here for the interest of the
readers. These are given with respect to the x-coordinate
only; the formulae with respect to the y-coordinate would
follow in an identical manner.
The off-diagonal terms of the weighting coefficient matrix of the first-order derivative are given by
(16)
f=l
Using the quadrature rules for the various order derivatives, one may write the quadrature analog of a given differential equation at each grid point of its solution domain and,
consequently, obtain a set of first-order or algebraic equations in terms of the grid-point function values. One may
also form the quadrature analog equations of the boundary
conditions. The first-order equations may be integrated in
time or the algebraic equations of the differential equations
and their boundary conditions be solved simultaneously to
obtain the unknown grid-point function values. Obviously,
the same procedure also applies to integral or integro-differential equations.
2.2 Weighting coefficients and sampling points

Two extensively decisive factors in the accuracy of the differential quadrature solutions are: one, the accuracy of the
weighting coefficients and two, the choice of sampling
points. 1 In order to obtain the weighting coefficients, one
may solve the Vandermonde system of equations, such as
Eqs (6), (7), (13), and (14), using the usual linear equation
solvers. However, Vandermonde matrices are known to be
inherently ill-conditioned (Press et al 1988) and, in fact, it is
experienced that the weighting coefficients obtained by a direct solution of the Vandermonde equations become increasingly inaccurate with an increasing number of sampling
points. Better accuracy in the weighting coefficients may be
obtained using the analytical solution method of Hamming
IThese two issueswill be discussedfurtherin the nexttwo sections.
A)[)=r[ Aff=OA)~) x,A~[-Ok

for
(19)
i , k = l , 2 ..... Nx a n d k # i
where 2 _<r _<(Nx - 1).

The diagonal terms of a weighting coefficient matrix are
given by
Nx
Aft) =- Z
A(r)it, f o r / = 1,2 ..... N x
(20)
u=l,u~i
where I _<r _<(Nx- I).

It should be noted that having the weighting coefficients
of the first-order derivative from Eqs (17) and (20), the
weighting coefficients of higher-order derivatives may also
be obtained using the recurrence relationship of Eq (I0).
However, the calculation of each weighting coefficient by
this relationship involves Nx multiplications and (Nx - I)
additions, ie, a total (2Nx - 1) arithmetic operations. On the
other hand, the reccurence relationship of Eq (19) involves
two multiplications, one division, and one subtraction, ie, a
total four arithmetic operations for the calculation of each
off-diagonal weighting coefficient independent of the number Nx. The calculation of each diagonal weighting coefficient from Eq (20) involves (Nx - 2) subtractions. Thus, the
number of arithmetic operations in Eqs (19) and (20) is substantially smaller than that in Eq (10). Consequently, with
increasing number of sampling points, the calculation of the
weighting coefficients by Eqs (I 9) and (20) ought to be relatively inexpensive as well as more accurate due to smaller
Bert and Malik: Differentialquadrature method in computational mechanics
rounding-off errors, than that by the recurrence relationship

of Eq (10).
A natural, and often convenient, choice for the sampling
points is that of the equally spaced points; these are given by
i-1
xi=-a;
Nx - 1
i = 1 , 2 .... N x
curate numerical solutions are available. Thus, all of these

examples serve well to assess the numerical accuracy of the
differential quadrature solutions. From the exact value at a
given (sampling) point, the percent error in a quadrature solution may be obtained as
(21)
8=
~F] exact - klI DQM X | 0 0
and
(25)
[ exact
i-I
Yi = ~ b ;
Ny - 1
i = 1,2 .... Ny
(22)
in the x and y directions, respectively. Quite frequently, the

differential quadrature solutions deliver more accurate results with unequally spaced sampling points. Although such
points may be selected by trial, a rational basis for the sampling points is provided by the zeros of the orthogonal polynomials. For example, one may obtain the sampling points
by the equation
l-cs[(i-1)x/(Nx-l)]a;
Xi-2
1,2,...,N x
which is used in the following examples for the error and

convergence analysis of the DQ solutions.
Example 1." Heat transfer in a triangular fin

Consider a one-dimensional thin triangular fin, shown in Fig
4, in which heat is transmitted along its length by conduction
and dissipated from its lateral surfaces to the surroundings
by convection. The equation governing the temperature in
the fin may be obtained by an energy balance and written in
a dimensionless form as (Lienhard, 1987)
d2
dO
d - - ~ - + - ~ = m2, 0_<,~_< 1
(23)
(26)
where is the nondimensional temperature and ~ is the

nondimensional axial coordinate. Also, m is a dimensionless
parameter given by
and
Y;=
l-cs[(i-l)x/(Ny-l)]b;
2
i=l,2,...,Ny
(24)
in the x andy directions, respectively.

It should be mentioned that in the quadrature solutions,
the sampling points in the various coordinate directions may
be different in number as well as in their type. In fact, one
may even use different types of test functions in the various
coordinate directions.
m 2 = "hL2
k8
where the L and 8 are the geometric parameters of the fin
(Fig 4). Also, k and h are the thermal conductivity and finto-ambient heat transfer coefficient, respectively.
The boundary conditions for Eq (26) are
2.3 Examples of Differential Quadrature Solutions

In order to illustrate the application of the DQM, seven examples of diverse types of problems are now presented. In
the first two examples, one of the heat transfer problem of a
fin and the other of the torsion problem of a rectangularcross-section shaft, the governing differential equations are
of second order and the implementation of the boundary
conditions is rather straightforward. The third example is of
the eigenvalue problem of a freely vibrating cantilever beam.
The governing equation of the problem is a fourth-order differential equation and, in this case, the implementation of the
boundary conditions needs some careful consideration. The
fourth problem demonstrates the application of the quadrature method to the solution of a nonlinear ordinary differential equation for heat conduction in a slab. The fifth problem
presents the solution of an integro-differential equation.
These first five examples are actually boundary-value problems. The sixth example is an initial-value problem. Lastly,
the seventh example is an initial-boundary-value problem.
Of these examples, the first five problems and the seventh
problem have analytical solutions. For the sixth problem, ac-
d__OO= 0 at ~ = 0
d~
(27)
= l at ~ = 1
(28)
and
The solution of Eq (26) subject to the boundary conditions (27) and (28) is given in the following form of the
Bessei functions of first kind with complex arguments
(Lienhard, 1987)
Fig 4. A triangular fin
respectively; these equations have the boundary condition at

= 1 built into them.
Equations (33) and (34) are a set (N-l) linear equations
j0 (2 m ~..L_].)
(29) which yield temperature values at the sampling points ~i; i =
For the differential quadrature solution of the system 1,2 ..... (N-I). The reformulated quadrature analog equations
equations, Eqs (26) through (28), first the requisite quadra- are one less in number than those in Eqs (30) through (32). It
ture rules for the first- and second-order derivatives are is obvious that in a two- or three-dimensional problem, the
implementation of the known function values, ie, the incorwritten from Eq (1) as
poration of the Dirichlet boundary conditions, into the quadrature analog of the differential equation(s) and the other
dO
N
N
(Neumann-type) boundary condition(s) would always lead to
~=~ = Z A ( I ) o j ' d 2 0
= Z A~2)OJ ;
d~2 ~=~i
saving of computational effort in the solution of the analog
j=l
j=l
(a,b) equations
i = 1 , 2 ..... N
As a last comment, before presenting the results of this
where N is the number of sampling points in the domain 0 _< problem, it may be seen that Eq (33), and similarly Eq (30),
~_<1.
may be written as
Substituting the quadrature rules, (a) and (b), in Eq (26),
the quadrature analog of the governing differential equation
N-I
is obtained as
ZLijOj-m2Oi=-LiN; i = 2 , 3 ..... N - I
(35)
j=l
N
Z [ " ~iA(2)
O" +A~")~ "i-m2oi:O;
where
(30)
j=l
LO,= ~iA~ 2) + A(I)
i =2,3 .... , N - I
where Oi = O(~j).
Using the quadrature rule, (a), in Eq (27), the quadrature
analog of the boundary condition at ~ = 0 is obtained as
N
ZA~-')j = 0, i=1.
(31)
j=l
Further, the quadrature analog of the boundary condition at
= 1, Eq (28) is simply
~=1, i = N
(32)
It is noted that the analog equations, Eq (30), of the differential equation, Eq (26), are not written for the points i =
1 and i = N; instead the corresponding analog equations are
replaced by Eqs (31) and (32), and thereby, the boundary
conditions are i m p l e m e n t e d . .
Equations (30) through (32) are a set of N linear algebraic
equation s which may be solved for the temperature values at
the N sampling points. Since, however, the temperature at
= 1 is a known value, it is appropriate to use the value as
such in the quadrature formulation. Thus, using Eq (32) in
Eqs (30) and (31), one may write the quadrature analogs of
the differential equation, Eq (26), and the boundary condition at ~ = O, Eq (27), as
N-I
Z[~iA~2)+ A~.')]Oj-m2Oi = -~"~i A(2'_a(2'.
iN
"iN'
i=2,3,...,N-1
j=l
(33)
(36)
that is to say, L0 are the weighting coefficients of the differential operator

~d 2
which may be obtained from the equations

N
=Fd
j=,
(37)
i,u = 1,2 ..... N.
This shows that one may obtain directly the weighting coefficients for the operators which could be any of the three
types -- differential, integral, and integro-differential operators.
The results of the triangular fin problem were obtained
for a value of the parameter m = 1. These results are given in
Table 1, (a) and (b). The quadrature solutions of the problem
were obtained by the solution of Eqs (33) and (34) using
equally spaced as well as unequally spaced sampling points
of the type of Eqs (21) and (23), ie,
Type I: Equally spaced sampling points

i-i
~i = N - I '
i=1,2 ..... N
(38)
and
Type H." Unequally spaced sampling points
and
N-I
Z A~')O/.
j=l
=-A~/~)'i = l
(34)
~i =
1- c o s [ ( / - 1 ) ~ / ( N - 1 ) ]
2
; i = 1,2 ..... N
(39)
TABLE I Convergence and error analysis of the DQ solution for temperature distribution in a triangular fin, m = 1.0
(a) Solution with equally spaced Type I points
Percent error c in quadrature solution
Exact
Number of sampling points, N
0
ll
20
31
40
51
0.0
0.1
0.438676
0.483653
-9.543
-3.863
-5.165
-1.693
-3.319
-0.951
-2.581
-0.694
-0.911
-0.233
55
74.30
27.71
0.2
0.530897
-2.199
-0.976
-0.546
-0.399
-0.178
19.09
0.3
0.580485
-1.401
-0.629
-0.350
-0.257
-0.151
14.91
0.4
0.5
0.632494
0.687003
-0.926
-0.615
-0.422
-0.287
-0.233
-0.156
-0.172
-0.116
-0.135
-0.125
12.42
10.79
0.6
0.744096
-0.400
-0.193
-0.103
-0.078
-0.118
9.663
0.7
0.803855
-0.244
-0.050
-0.065
-0.050
-0.113
8.847
0.8
0.866367
-0.128
-0.074
-0.036
-0.029
-0.109
8.240
0.9
0.931718
-0.039
-0.036
-0.015
-0.013
-0.106
7.778
Exact
O
(b) Solution with unequally spaced Typeli points solution

Percent error ~ in quadrature solution
Numberofsampling points, N
11
20
31
40
I
51
100
-0.183
-0.053
-0.041
-0.025
-0.006
-0.041
-0.022
-0.015
-0.004
-0.025
-0.017
-0.016
-0.010
-0.010
-0.006
-0.002
-0.002
-0.012
-0.006
-0.004
-0.001
-0.008
-0.004
-0.003
-0.001
0.0
0.438676
-3.023
-1.002
-0.451
-0.284
0.1
0.483653
-0.635
-0.164
-0.071
0.2
0.530897
-0.388
-0.088
0.3
0.4
0.580485
0.632494
-0.184
-0.194
-0.064
-0.047
0.5
0.687003
-0.110
-0.024
0.6
0.744096
-0.048
-0.022
I
I
o(l)
0.7
0.803855
-0.060
-0.012
-0.005
-0.003
-0.002
-0.000
0.8
0.866367
-0.026
-0.005
-0.003
-0.001
-0.001
-0.000
0.9
0.931718
-0.010
-0.003
-0.001
-0.001
-0.000
-0.000
= i
respectively. In Table 1, (a) and (b), the results are given at

= 0.1 intervals. For the cases of Type I points in which the
number of intervals ( N - I) are multiples of 10, these values
were obtainable directly from the quadrature solutions.
However, for the cases of Type I points in which the number
of intervals (N - 1) were not multiples of 10 and for the case
of Type 11 points, the quadrature solution results at N points
were utilized to obtain the temperature values at ~ = 0.1 intervals over the length 0 _< ~ _< i via the Lagrange interpolation scheme.
The results of the present problem, given in Table 1, (a)
and (b), contain the exact temperature values and the errors
in the quadrature solutions obtained with the Type I (equally
spaced) and Type 11 (unequally spaced) sampling points. It
may be seen that quadrature solution results are of good accuracy. The maximum error in the quadrature solution is at
= O, ie, at the tip of the triangular fin. The variations of the
maximum percent error with N for the two types of sampling
points are shown in Fig 5. It is interesting that the quadrature
solution yields results of higher accuracy, of one order of
magnitude or more, with unequally spaced sampling points
as compared to that with equally spaced sampling points. It
may be seen from Fig 5 that with Type 1 points, the solution
exhibits uniform convergence up to N = 41 only; most accurate results are obtained with N = 51 and for sampling points
N > 51, the solution starts deteriorating rapidly. However, on
the contrary, the solution with unequally spaced sampling

points shows a monotonic convergence with increasing
number of points; note that Table I(b) includes results for
the Type 1I sampling points o f N = 100 in number.
Example 2." Torsion o f a rectangular-cross-section shaft
Consider a prismatic isotropic shaft of rectangular cross section of sides 2a and 2b, Fig 6, which is subjected to uniform
twisting over its entire length. The state of stress in the shaft
0.0
-2.0
~, -4.0
'.~
"
T y p E s I1."Unequallyspatted
a,~, -8.0
~ TypeI: Equatlyspaced
sampltngpoints
/
,
- 10.010
/~/
s a m p l i n g
~
-6.0
, --
20
30
40
50
60
Fig 5. Convergence of the DQ solution for the triangular fin

problem
The twisting moment is given by
is described as (Chou and Pagano, 1967)
= 0dp
O~
xYz = - 0--~-' %x
(40)
T - 16
Oq
1024 ~
3~
which are the only nonzero stress components with respect
to the x,y,z reference frame. Here, ~b = ~(~, rl) is the Piandtl
stress function which is governed by Poisson's equation
(~lq2 = - 2 ,
O~ 2
-1_<~_<1, -1_<1-1_<1
(41)
1
. nn
--Ttanh--.
,--~,3,5n
2
(46)
>
For the differential quadrature solution, consider a grid of

N x x Ny sampling points obtained by taking Nx and Ny points
in -1 _<~ _< I and -1 _<rl -< 1, respectively. Using the quadrature rules, the quadrature analog of Eq (41) is written at a
sampling point ~i,rlj as
where ~ = x/a and r I = y/b are the dimensionless coordinates

and = a/b is the aspect ratio of the rectangular cross section. Eq (41) is subject to the condition that the stress function is zero on the boundary of the cross section, ie,
g. r
g y
y . a (2),
k=l
~'=1
"aik Vkj "F~
0(2),
u j e Vie
= --2
(47)
where dp/j= dp(~i, 'qj); i = 2,3 ..... (Nx - 1) and j = 2,3,...,(Ny = 0 on ~ = =FI and r I = -T-I
(42)
Knowing the stress function, the twisting moment (or the

torque) T acting on the shaft is obtained as
T= 2f'
I~,~(~,rl)d~dr I
I).
It is noted that Eq (47) is not written for the points on the
boundary of the rectangular cross section. Instead, these
points are utilized for the boundary conditions, Eq (42),
which may be written as
(43)
~kj = 0 for k = I,N x and j = 1,2 ..... Ny
It may be noted that the stress function, stress components, and the twisting moment used in Eqs (40) through
(43) are all dimensionless.
An exact solution of the above problem is described in
most textbooks of the theory of elasticity; see for example,
Chou and Pagano (1967). The stress components from the
exact solution are given by
cosh nn~l ]
( - I ) ("-')/2
nn~
~2 ~
7
1 - - 2 ~sin
,=1,3,5
cosh nn /
2
2 J
at ~ = ~1 and
~ie = 0 for e = I,Ny and i = 1,2 .... , N x
Nx_I
16
1;zz
(-1) ("-')/2
7g2 n=1,3,5
n2
2~ ~cos n~___~.
2
(45)
y, ~ = y / b
7-
k=2
sinh nnrl ]
cosh nn |
2~. J
Nv-i
(44)
and
12)
= -2
(50)
g=2
which shows that the conditions of function value specified

as zero on the domain boundaries, ie, the homogeneous
Difichlet boundary conditions, are invoked by simply ignoring the corresponding sampling points while writing the
quadrature analog of the differential equation(s).
Equation (50) yields a set of (Nx - 2) x (Ny - 2) equations
which may be solved for an equal number of ~/j values. Then
the stress components at the sampling points are determined
as
Nx_ I
Nr-I
k=2
~=2
B)e Yig
,, ,~x/a
2b
(49)
at rl = gl.
Using Eqs (48) and (49) in Eq (47), the boundary conditions are invoked into the quadrature analog of the differential equation. Thus,
16 +
"~yz =
(48)
(51)
and the twisting moment is determined as
2 N._,
N,-,
A. ~
=2
(52)
2a
Fig 6. A rectangularshaft
TABLE 2 Convergence and accuracy of the DQ solution for the torsion problem of a rectangular
shaft with odd number of sampling points, ~ = 1.0
x~ by differential quadrature solution with sa mpling points N of
Type i
Type II
7
0.20291
0.42321
0.67789
0.98314
1.35399
2.24780
exact
0.2
0.4
0.6
0.8
1.0
T
0.20292
0.42332
0.67836
0.98364
1.35062
2.24923
1!
0.20292
0.42332
0.67836
0.98365
1.35052
2.24918
15
0.20292
0.42332
0.67836
0.98364
1.35063
2.24923
19
0.20292
0.42332
0.67836
0.98364
1.35063
2.24923
7
0.20298
0.42366
0.67884
0.98346
1.34973
2.24941
11
0.20292
0.42332
0.67836
0.98366
1.35052
2.24923
15
0.20292
0.42332
0.67836
0.98364
1.35061
2.24923
19
0.20292
0.42332
0.67836
0.98364
1.35062
2.24923
~= (~, 0) = 0
It may be noted that the analogs o f the boundary conditions, Eq (42), is, Eqs (48) and (49), are utilized in Eqs (51)
and (52).
The results o f the present example for a square shaft (~ =
i.0) obtained with exact and quadrature solutions are presented in Figs 7 and 8, and Table 2. In all the cases, the same
type o f sampling points are used in both the x and y directions and also are taken to be the same in number in the two
directions, is, Nx = Ny = N. The results are obtained with both
Type I (equally spaced) and Type II (unequally spaced)
3.0
Type I: Equally spaced sampling points

i-I
~i,qi=-l+2N_l;
Evenpointsenvelope
~ t . o
.~.
b
0.0
10
15
Number of sampling points,
20
Fig 7. Convergence of the DQ solution with Type I sampling

points for the torsion problem of a square shaft
6.0
4.0
x
,. /
Evenpointsenvelope
20
~0.0
~ Oddpolnlsenvelope
-2.0 5
1'0
15
Number of sampling points,
i = i,2,...,N
and
Type 11."Unequally spaced sampling points
~i,1]i
2.0
-t .0
sampling points; for the present problem these points are

given by
--COS
; i = 1,2 ..... N.
In Figs 7 and 8, the percent error in quadrature solution

values o f the maximum shear stress 2 is plotted against the
number o f sampling points o f Types I and II, respectively.
Table 2 gives the exact and quadrature solution values o f the
shear stress 3 Xzx and the twisting moment T in which the
quadrature solution values are the ones obtained for odd
number o f both Types I and II sampling points. Note that the
shear stress values are given along the 11 (or the y) axis at r I =
0.2 intervals and wherever needed, these values are obtained
by the Lagrange interpolation from the quadrature solution
results.
It may be seen from Table 2 that the quadrature method
yields results o f good accuracy with sampling points as small
as N = 7. Also, for smaller values o f N, the quadrature solutions with equally spaced (Type I) points are better than
those with unequally spaced (Type II) points. This feature
may be seen more clearly by comparison o f Figs 7 and 8.
The converging trend o f the quadrature solutions with increasing number o f sampling points is obvious in Table 2
and Figs 7 and 8. It may also be observed from Figs 7 and 8
that better accuracy and faster convergence in the quadrature
solution o f the present problem are obtained with an odd
number o f sampling points points than with an even number
o f points. This is in contrast to the fin problem o f Example 1
in which, as seen from Table 1 and Fig 5, the convergence
trend, particularly with Type II points, is found to be uniform with the increasing number o f sampling points. In the
20
N
Fig 8. Convergence of the DQ solution with Type II sampling

points for the torsion problem of a square shaft
2The maximum shear stress occurs at the midpoint of the longer side of the
rectangular cross section.
For a square shaft, I~yzl= ITzxlat the corresponding points on the ~ and r1
axes, respectively.
10
present case, larger error with even number of points results

possibly due to the exclusion of the point ~ = rl = 0 at which
the fimction ~ has a maximum value.
Example 3: A freely vibrating cantilever beam
leaving two sampling points at each end and, thereby, yielding ( N - 4) linear equations
The quadrature analogs of of the boundary conditions at
= 0, Eq (54), are written as
The linear free vibration problem of a thin prismatic

Bernoulli-Euler beam is described by the following eigenvalue differential equation
d4w - ~'22W
(53)
d~ 4
where w = w(~) is the dimensionless mode function of the
lateral deflection, ~ is the dimensionless coordinate along the
axis of the beam, and ~ is the dimensionless frequency of
the beam vibrations.
For a cantilever beam, Fig 9, the boundary conditions at
the two ends are
wi =0, ZA~!)wj=O, i = i .
The quadrature analogs of of the boundary conditions at ~ =

1, Eq (55), are written as
N
A~2)w.=O, Z A~3)w
Y j=0, i=N
j=l
dw
d~
= 0 at %= 0
(54)
due to the deflection and rotation both being zero at the

clamped end, and
d2w
d3w
d~ 2
d~ 3
= 0 at ~= 1
(55)
due to the bending moment and shear force both vanishing at

the free end.
The analytical solution of Eq (53) subject to Eqs (54) and
(55) yields the frequency equation
cosh13cos13 + i = 0, 13= ~-~4
(59)
j=l
The assembly of Eqs (57) through (59) yields the following set of linear equations
1
w=
(58)
j=l
AId
All;
All,)
All2)
Al; v,)
A(2)
NI
A(3)
,(2)
~N2
,(3)
.(2)
~IN(N-I)
(3)
A(3)
NI
"qN2
AN(N-I)
A(4)
31
.(4)
A32
A(4)
~3(N-1)
A~41>
A~)
A(4>
~4(N-I)
.(2)
ANN
NN
...
. . . . .(l)
I(N-2)
A(2)
~(2)
"*N3 . . . . N(N-2)
,(3)
(3)
"qN4
"'"
.i(4)
"/13N
A~)
.(4) "'" A3(N-2)
A(4>
--4N
AI~)
....
(4)
,(4)
.i(4)
A(4)
A(4)
A(N-2)I ~(n-2)2 "-'(N-2)(N-0 (N-2)N (N-2)3 "'"
AN(N-2)
.,4(4)
4(N-a)
A~)=2)(N_2)
(56)
which may be found in most vibration textbooks; see for example, Meirovitch (1986)
In the quadrature formulation of the present problem, it
should be noted that the governing differential equation, Eq
(53), being a fourth-order equation, involves two conditions
(on the field variable), as given by Eqs (54) and (55), at each
boundary point, ie, a total of four boundary conditions Thus,
of the needed N quadrature analog equations, four equations
ought to be obtained from Eqs (54) and (55), and the remaining (N-4) equations from Eq (53) For this purpose, let the
the quadrature analog of Eq (53) be written as
N
i = 3 , 4 ..... ( N - 2 )
j J
WI
W2
W(N-0
WN
%
w4
.=~2
a,,
ZA~4)w.=~22wi;
(57)
J='
/
/
f
/
x, ~ = x / L
5
/
/
f
~1
Fig 9. A cantilever beam
W(N-2)
W/N-2)
(60)
where it may be seen that the four quadrature analog equations, Eqs (58) and (59), of the boundary conditions actually
replace the quadrature analog equations of the governing differential equation at the boundary points, i=1 and N, and
their immediate adjacent points, i=2 and (N-I). A questionable matter whether the quadrature analog equations of the
boundary conditions can replace arbitrarily chosen quadrature analog equations of the governing differential equation,
will be discussed shortly. However, it must be borne in

mind, as it is apparent from Eqs (58) and (59), that in the
quadrature analog equations of the boundary conditions, the
weighting coefficients must correspond to the boundary
point itself.
Equation (60) may be written as
-[Sbb][Shw]]f{%}~-f
{0}
~L
In 2 {w a }J
[S]{wa }--~2[ l ]{Wd }= {0}
Fig 10. When the (5-points are introduced on a grid of

equally spaced points, ie, into the Type 1 points of Eq (38),
then the coordinates of the sampling points are given by
Type IlL" Equally spaced sampling points with adjacent (5points
~l =-0, ~2 =-(5' ~N-I =1--(5, ~N ----l
(61)
i- 1
(63)
~i- N_3;i=3,4,...,(N-2)
where the subscripts b and d indicate the grid points used for
writing the quadrature analog of the boundary conditions and
the governing differential equation, respectively. By eliminating the (4 x 1) column vector {wb}, Eq (61) is reduced to
the following standard eigenvalue equation
11
With the 5-points introduced on a grid of unequally spaced

points, ie, into the Type II points of Eq (39), the coordinates
of the sampling points are given by
Type IV." Unequally spaced sampling points with adjacent (5points
(62)
where [S] is of order ( N - 4) x ( N - 4). The eigenvalues,

which are the frequency squared values, and the eigenvector
{wa}, which describes the mode shapes of the freely vibrating beam, may both be obtained simultaneously from the [S]
matrix. Standard techniques for this purpose, such as inverse
iteration with shifting, are available in the literature; see for
example, Bathe (1982).
It may seen that the eigenvector {wa} in Eq (62) does not
contain the deflection at the sampling points which are utilized for invoking the boundary conditions in the DQ formulation of the problem. Consider a possible situation in which
for a particular mode of vibration, the excluded points may
be located in a half-wave and the half-wave is eliminated
fully or partially from the eigenvector. Consequently, in that
case, the iteration process on the eigenvalue matrix may not
converge at all. It is also possible that the convergence may
occur to a lower mode or to some physically unrealistic
mode. It is apparent that this matter would be more problematic in scanning higher modes. Further, this indicates that
the replacement of the quadrature analog equations of the
governing differential equation by the quadrature analog
equations of the boundary conditions can not be arbitrary.
The most appropriate choice of the points for invoking
the boundary conditions would be of the ones of zero displacements, ie, the nodal points (including the supported
ends/points) of the vibrating beam. However, even if the
nodes are sufficient in number to accommodate the boundary
conditions, the locations of such nodes, save a limited number of cases, would not be known h priori. A practical approach would be to have additional adjacent points as close
as possible to a boundary point such that all the points make
a total of the number of boundary conditions existing at that
boundary point. The closeness between the adjacent points
could of the order (5 ~ 10-5 (on a normalized spatial variable);
then these points would virtually correspond to a single
point, ie, the boundary point itself. For convenience, the
close adjacent points are hereinafter referred to as &points.
For the present problem, only two (5-points, one each with
the two end points, are needed. These points are shown in
~,l = 0 , %2 =(5, %N-I = 1-(5, ~ o = l

~;=
l-cs[(i-l)rc/(N-3)] ; i = 3,4 ..... (N _ 2) (64)

2
The results of quadrature solutions with four types of

sampling points, Eqs (38), (39), (63), and (64), for the first
six mode frequencies of the cantilever beam are given in
Table 3. Also included here are the exact frequencies obtained from Eq (56). By comparing the frequencies of the
Types I and II points with those of the Types III and IV
points, respectively, it may be seen that for a given number
of sampling points, the DQ solution with the inclusion of (5points produces more accurate frequencies (ie, closer to the
exact values). In comparison to the Type I and III points, ie,
equally spaced points without and with (5-points, even the
unequally spaced points of the Type II lead to better accuracy of the DQ solution. Needless to say most accurate quadrature solution results are obtained with Type IV points.
Similar to the previous examples, the convergence of the
quadrature solution for the present eigenvalue problem may
also be observed from Table 3. It may also be seen that for
the higher modes, equally spaced points of both Type I and
Type llI become increasingly less effective. In fact, the iterations on the eigenvalue matrix with the Type I points
show a convergence problem even for the second mode and
do not converge at all for the third and higher modes.
Example 4: Steady-state heat conduction in a slab

with temperature-dependent conductivity
Consider one-dimensional steady-state heat conduction in a
slab in which the thermal conductivity depends linearly on
the temperature. The equation governing the temperature
= (~:,) in the slab is considered in the following nondimensional form (Finlayson, 1980)
i=
12
3...
O0
JN
(N-l)
I
Fig 10. A one-dimensional quadrature grid with adjacent (5-points
12
TABLE 3 Convergence and accuracy of the DQ solution in free vibration analysis of a cantilever beam
Mode I:
Mode 4:
Exact f r e q u e n c y , ~1 = 3 . 5 1 6 0 1 5 3
Exact frequency, ~24 = 120.901916
Q u a d r a t u r e solutions:
Sampling polntstype
Sampling points type
III
!1
IV
III
II
IV
3.473657
3.486260
3.486260
3.508752
12
131.53641
125.46206
121.31923
8
9
10
3.522366
3.519970
3.519599
3.516708
13
....
120.03684
120.83422
3.517241
3.516074
3.516698
3.516045
3.516551
3.516035
3.516088
3.516017
14
....
120.39889
120.87821
15
121.26481
120.97872
120.90519
I1
3.516003
3.516010
3.516012
3.516015
16
12 I. 14675
120.94106
120.90331
12
3.516016
3.516016
3.516015
3.516015
17
120.87280
120.89825
120.90180
Mode 2:
Exact frequency, ~2 = 22.0344916
Quadrature solutions:
Mode 5:
Exact frequency, f~5 = 199.859530

I
Ill
II
IV
14
15
. . . . . . . .
21.258729
21.922707
III
....
II
195.94263
IV
199.51674
....
197.45842
199.77508
22.034379
16
17
204.24024
202.30005
200.41810
200.13555
199.87819
199.86795
22.032672
22.034364
18
199.43992
199.81949
199.85842
22.034604
22.034498
19
199.55183
199.83869
199.85904
....
22.235788
22.194722
22.058830
10
....
22.130298
22.098308
22.041802
I1
22.030212
22.032314
22.033292
12
22.025301
22.030393
13
22.035240
22.034804
Mode 3:
Mode 6:
Exact f r e q u e n c y , ~ 3 = 6 1 . 6 9 7 2 1 4 4
Exact frequency, ~ 6 = 298.555531
Sampling pointstype
N
!11
IV
61.732975
61.834629
15
....
297.28205
10
. . . . . . . .
65.057358
63.695388
16
290.41969
298.38329
II
63.317532
62.562051
61.780091
17
301.41950
298.62214
12
13
61.499098
61.605900
61.689815
61.533829
61.716811
61.639381
61.702780
61.693836
61.697502
18
19
299.82953
298.30135
298.58932
298.54924
20
298.42633
14
~d2
II

IV
III
(d) 2
(65)
with the boundary conditions
= 0 at ~ = 0
(66)
and
O = 1 at ~ = 1.
(67)
The exact solution to the above problem is given as

(Finlayson, 1980)
=-1+ 1+~'~
(68)
Equation (65) is a nonlinear differential equation and,

therefore, its numerical solution should follow some iterative
procedure. For this purpose, Newton's approach is adopted
298.55288
wherein, beginning with an assumed temperature field (~)

consistent with the boundary conditions, Eqs (66) and (67),
one obtains successively refined solutions through the following iteration scheme
(n+0 = (.) + 0(.)
(69)
where 0 = 0(~) is the temperature refinement and n is the iteration count.

The temperature refinement is determined by the solution
of the following equation written in the operator form as
0L'() + L() = 0
(70)
where L()is the left side of Eq (65), ie,
L(o) = (1
+o)
d~ ~
+(d)
kaY)
(71)
13
TABLE 4 Convergence and error analysis of the DQ solutionfor temperature distribution in a slab with nonlinear heat conduction
Percent error e in quadrature solution with sampling points N of
0.1
0.3
0.5
0.7
0.9
Type I
7
Exact
solution
0.140175
0.378405
0.581139
0.760682
0.923538
1.227
0.223
0.044
-0.025
-0.066
0.184
0.031
0.007
-0.003
-0.009
1.5
2.614
-0.340
-0.274
-0.157
-0.201
-0.394
1.613
0.567
-0.057
-0.030
-0.039
-0.034
-0.046
0.327
Type II
ll
II
-0.012
-0.303
-0.034
0.077
0.002
-0.039
0.006
0.000
-0.003
0.002
0.000
0.000
0.000
0.000
0.000
0.944
-0.680
0.379
0.681
0.580
-0.354
0.568
0.085
0.042
-0.003
-0.055
-0.031
0.046
0.048
Temperature, @
0.005
0.001
0.000
0.000
0.000
Heat flux, Q
0.0
0.2
0.4
0.5
0.6
0.8
1.0
o(o) = o, o(o) =l
0.027
-0.001
-0.001
-0.001
-0.001
-0.001
0.015
and L'(0) is the Frechet derivative defined as (Finlayson,

1972)
k=2
,.q
0L'(O) = 0 ~ L ( O+ ~ 0)l ~0.
(72)
In order to evaluate the Frechet derivative, is replaced

by + c 0 inEq (71) to obtain
2
L ( O + E0) = (i + O + c 0 )
d~ 2
Jr
which is differentiated partially with respect to ~ and then,

in the resulting derivative, ~ is set equal to zero. Substituting
the Frechet derivative so determined and Eq (71) in Eq (70),
one obtains the following equation
d20
(1 + ) d ~ + 2
d2
dO dO d 2 0 ^
d~ a t + - ~ - u
0.001
-0.001
0.000
-0.001
0.000
0.000
0.000
N
k=2
(76)
and i = 2,3 ..... (N-I). Also ON = I.
It may noted that in Eq (75) the boundary conditions o f
the 0-variable, Eq (74), are included. Similarly, the boundary
condition on at ~ = 0, Eq (66), is included in Eq (76).
The computed results are given in Table 4. The tabulated
values show the percent errors e in the quadrature solution
with respect to the exact values for the temperature distribution in the slab. These results illustrate the capability of the
DQM in the solution of a nonlinear problem. It m a y also be
seen that Type II sampling points yield better accuracy than
the Type I points.
As a further check on the accuracy of the DQ solution,
Table 4 also includes percent errors in the quadrature values
of the heat flux distribution with respect to the exact solution
value of 1.5. The (dimensionless) heat flux is given by
(73)
(dO] 2
.d20
dO
Q = (1 + )--~-
(77)
which is a linear equation in the temperature refinement 0.

Inasmuch as 0 is a correction variable, its boundary conditions are simply
0 = 0 at ~ = 0 and 1.
(74)
The quadrature analog o f Eq (73) is now written at a point

= ~i as
In the calculation of quadrature results o f Table 4, the

following convergence criterion was used for the iteration
scheme, Eq (70), o f Newton's method.
N-102
z i=2 i <10_6
N-102
i=2
i
(78)
With an initial guess i = ~i, a converged solution could always be obtained in a maximum of three iterations.
( 2 ) [ ( ! + Oi)A~.2)+
j=2
=-(1
20'iA~')]Oj+O~Oi
2
Example 5: An integro-differentialequation
(75)
The integro-differential equation being considered here is

one type of Boltzmann equation encountered in the kinetic
where
14
Appl Mech Rev vol 49, no t, January 1996
TABLE 5 Convergence and error analysis of the DQ solution for the

Boltzmann equation
(a) Exact solution
.f
f
0.1
0.2
0.3
0.4
0.5
1.12293188
1.26820896
1.43698648
1.63045897
1.84987730
0.6
0.7
0.8
0.9
1.0
2.09656797
2.37195479
2,67758437
3.01515270
3.38653610
I~e-nf(q)dq=ZCjfj
where fj =flrlj ). Using the polynomial test functions, of the

form of Eq (4), in Eq (82), one obtains
N
(b) Percent error e in DQ solution with equally spaced Type I points

6
7
8
0.1
0 . 6 0 x 10 "1
-0.49 x 10"2
0,14 x 10"3
-0.50 x 10"5
0.50 x 10-6
0.2
0.75 x 10 "l
-0.55 x 10-2
0,15 10-3
-0.49 x 10 .5
0.48 10-6
0.3
0.73 x I0 "1
-0.52 10"2
0,14 x 10-3
-0.47 x I 0 "5 0.46 x 10 -6
0.4
0.68 10 "I
-0.49 10"2
0.14 10 "3
-0.46 x 10 .5
0.45 10-6
0.5
0.65 x 10 "1
-0.48 x 10-2
0.13 x 10 .3
-0.45 x 10 "5
0.44 x 10 -6
0.6
0 . 6 4 104
-0.47 10-2
0,13 x I0 "3
-0.43 x I 0 "5
0.43 x 10 -6
0.7
0.63 10 "1
-0.45 x 10-2
0.12 x 10 "3
-0.42 x 10 -5 ] 0.42 10 .6
0.8
0.61 x 104
-0.44 x 10 -2
0.12 x 10 "3
-0.41 x 10.5
0.41 10"6
0.9
0 . 5 8 x 104
-0.44 x 10 .2
0.12 x 10"3
-0.40 x 10"~
0.40 10-6
1.0
0.56 x 10 "l
-0.43 x 10-2
0.12 x 10 -3
-0.40 x 104
,0.39 10-6
(c) Percent error ~ in DQ solution with unequally spaced Type !1 points

5
j=[
from which the weighting coefficients Cj may be determined. It should be noted that in this equation, the integral
term
I u = I2e-nllU-ldrl
is a definite integral and is, therefore, a constant term. It may
be evaluated as
ll=l-l-,lu=-l-+(u-1)l~,_l;
e
u = 2 , 3 .... ,N
Using the quadrature rule for the first-order derivative

and for the integral from Eq (82), one obtains the quadrature
analog of Eq (79) as
0.1
0.32 10l
-0.16 x 10 -2
0.26 x 10 -4
-0.41 x 10-6
0.15 x 10-7
0.2
0 . 3 1 x 1 0 "1
- 0 . 9 8 x 1 0 - 3 1 0 , 8 2 x l 0 -5
- 0 . 1 1 x l 0 -6
0 . 1 5 x 1 0 -7
0.3
0.21 x 104
-0.49 x 10 -3
0,83 x 10-5
-0.36 x 10-6
0.32 x 10-7
0.4
0 . 1 4 l0 "1
- 0 . 5 2 10 "3
0 . 1 6 x 10..4
- 0 . 4 6 x 10.6
0 . 2 2 10.7
0.5
0 . 1 2 x I0 "1
- 0 . 7 7 10 "3
0 . 1 9 x 10-4 - 0 . 3 2 x 10"6
0 . 1 4 10-7
0.6
0.14 10 "1
-0.93 10 -3
0.16 x 10.4
-0.23 x 10-6
0.19 10-7
0.7
0 . 1 6 10"l
-0.91 x 10-3
0 , 1 2 10-4
- 0 . 2 7 10-6
0 . 2 2 10-7
0.8
0 . 1 8 x 10"1
- 0 . 8 0 x 10 "3
0 . 1 2 x 10-4
- 0 . 3 2 10.6
0 . 1 8 x 10"7
0.9
0 . 1 7 x 1 0 "1
- 0 . 7 3 x l 0 "3
0.13x10-4
- 0 . 2 9 1 0 .6
0 . 1 8 x 1 0 "7
1.0
0 . 1 7 10"1 - 0 . 7 4
0 . 1 3 10-4 - 0 . 2 8 10.6
0 . 1 8 x 10-7
10 -3
(82)
j=l
Z.at
j=l
,I, - e ~i c,},,
= sin ~,i" i = 1 , 2 ..... N.
/J
(84)
Writing the boundary condition, Eq (80), as

fj =1, j = l
(85)
and using in Eq (84), one can express the quadrature analog

of Eq (79) as
N
Z { A ~ ') -e~'Cj }f: = s i n a i -
A}~) +eL'C,; i= 2,3 ..... N(86)
j=2
.riO) =
theory of gases. In a dimensionless form, the equation is

given as
in which, now, the boundary condition, Eq (80), has been incorporated.

It is seen that Eq (86) may be written as
N
I
df
at
Ioe~-nf(rl)drl=sin~,
Z L,jfj = sin ~,i 0_<~_<!
(79)
where r I is a dummy variable to ~.

The exact solution of Eq (79) subject to the boundary
condition
f=lat
~=0
(80)
is (Civan and Sliepcevich, 1986)
La;
i = 2,3 ..... N
(87)
j=2
where
L/j = d~. I)
-e~iCj
(88)
so that Lu are the weighting coefficients of the integro-differential operator
df Iie~_nf(rl) dq
d~
f({)
= 3 e - 4 + c o s l - sin 1
ea-ri
(e -l)+2-cos
(81)
where in Eqs (79) and (81), "e" is the base of the natural
logarithms.
For the quadrature formulation of Eq (79), the quadrature
rule for the integral term is written as
which may be obtained from the equations

N
I _
-I
j=l
(89)
u = l , 2 ..... N.
The results in Table 5 show the exact values of the function

f i t ) at t = 0.1 intervals in 0.1 _<t -< 1.0 and the percent errors
in the numerical solution values where, as before, the numerical values at the given intervals were obtained by the
Lagrange interpolation from the quadrature solution values.
It may seen that the errors in the quadrature solution results
are very small even with the number of sampling points as
small as N = 5. Also, the errors with Type II sampling points
solutions are about an order of magnitude less than that with
Type 1 sampling points solutions. In fact for N _> 9, Type II
DQ solutions match to eight or more decimal places with the
exact solution.
It should be noted that the differential quadrature solution
of the foregoing example was first considered by Civan and
Siiepcevich (1986). However, the present solution is modified in the quadrature formulation of the integral term of the
governing equation. Consequently, the results presented in
Table 5 are more accurate than those in the cited work.
Example 6: Coling/heating by
combined convection and radiation
Consider a body subjected to heat transfer by combined convection and radiation. Assuming a lumped capacity model of
the body, the time rate of change in temperature of the body
is given by (Lienhard, ! 987)
'~
(90)
where O = O(T) is the absolute temperature of the body, x is

a nondimensional time, and Oo and Os are the absolute temperatures of, respectively, the ambient gas and distant surroundings with which radiation exchange occurs. Also, h is
the convection heat transfer coefficient, F is the view factor,
and ~ is the Stefan-Boltzmann constant.
In the solution of Eq (90), one would be interested in
knowing the temperature versus time history of the body for
some given value of its initial temperature. A long-term integration of Eq (90) should indicate a steady-state or final
temperature f which the body would eventually reach.
However, the final temperature O r of the body may be obtained directly by applying the physical condition
dO
O---~Of, d~ ---~0as ~--~oo
(91)
to Eq (90) giving the quartic equation
04'f + "T~h 0 "f -
_h._ 0
O s - Fc~
= 0
T.f
and substituting in Eq (90), one obtains the governing equation in the normalized time domain 0 _<~ _< I as
dO 4.xf(o+Foo41_x.f(oa+Fo04
O. (94)
dt
h
T
"j
Let the body have an initial temperature Oo so that the
boundary condition for Eq (94) is
O(0) = O 0
which may be solved analytically for O h It may be noted

from Eq (92) that the final temperature is independent of any
initial body temperature, whatsoever.
For the DQ solution, Eq (90) may be treated as a boundary-value problem taking the time domain as 0 _< x _< ~f
where "~ris the time up to which temperature versus time record is needed. If this time is sufficiently large, then the
temperature value at T = '~; may practically reach the steadystate value Of Now, defining a normalized time as
(95)
Equation (94) is nonlinear and the its DQ solution may be

obtained in a manner identical to that of the nonlinear problem of Example 4. Thus, the iterative solution of the equation follows the scheme given by Eq (69), that is,
O(n+O = 0(') +0 (")

where, following the procedure of Example 4, the equation
governing the temperature refinement 0 = O(t) may be obtained as
4-Xf 1+4
0=-
at
(96)
"l-~f(Oa -F hFOO4~s)
with the boundary condition
0(0) = 0
(97)
The quadrature analog of Eq (96) may be written at a point
ti as
ZA~.t)0j +x.f 1+4 h
j=2
oi
(98)
=-O'i-~f(Oi4"~OID-t-'~fIOa'l-
s)
where i = 2,3 ..... N, and

dO
(92)
(93)
= --
dr
dO = _(O_ Oa )___~(O4 _ O4 )
dE
15
N
k=l
in which O; = Oo for i = l.Also, it is noted that the boundary

condition, Eq (97), is included in Eq (98).
For the purpose of numerical solution of the above problem, a numerical example is adopted from Lienhard's textbook (Lienhard, 1987; page 217). Consider a black sphere in
an enclosure with ambient gas temperature at O = 293K
and the wall of the enclosure maintained at Os = 1000K.
The convective heat transfer coefficient is h = 300 W/m2-K.
As the radiation exchange is between the sphere and its enclosure only, F = 1. Also, the Stefan-Boltzmann constant is
= 5.6697 x 10-SW/m2-K4. For these data, the solution of
16
T A B L E 6 Convergence of DQ solution forconvection-radiation
For a specific problem, consider the initial condition
problem and comparison with two other solutions

Dimensionless time, x
1.0
3.0
14.0
o = 293K
O(x) by DQ solution inK
0(~,0) = 1,
x7
2.0
392.279
446.348
471.030
478.337
472.127
11
410.135
451.143
465.214
470.106
472.564
16
410.112
451.156
465.269
470.084
472.565
21
410.112
451.156
465.269
470.084
472.565
FDM b
410.81
451.65
465.53
470.21
472.57
RKM c
410.12
451.16
465.27
470.09
472.57
702.852
542.614
471.017
451.474
473.914
I1
631.121
525.384
491.418
478.265
472.577
16
631.560
525.017
490.254
[ 478.593
472.565
21
631.450
525.046
490.230
478.557
472.565
26
631.433
525.033
490.237
478.551
472.565
- ~ ~=o = 0,
Comparison data, Llenhard (1987)

523.60
489.56
478.26
472.57
RKM< 631.43 525.04 I 490.24

478.56 I 472.57
aFor DQ solutions,xf = 15.05; bExplicit finite difference(Euler
method) solution with time increments, 8x = 0.02; CRunge-Kutta
method solution.
Eq (92) gives the value of final temperature, correct to six

decimal digits, as Of= 472.564870K.
The differential quadrature solution of the problem for the
above data are obtained with Type II sampling points. Two
values of the initial temperature, G o = 293K and 1000K,
are used for calculations. The DQ solution results are given
in Table 6; the values at the rounded time intervals, x = 1, 2,
3, and 4, are obtained by Langrange interpolation from the
quadrature solution values. The tabulated results demonstrate
the convergence of the quadrature solutions with respect to
the number of sampling points. It may be seen from the converged solutions that the time xf has been taken sufficiently
large so that temperature value at this time is obtained very
close to the exact value of Or: Table 6 also includes the results from two other numerical solutions given by Lienhard
(1987); these data verify the accuracy of the quadrature solution results.
Example 7: One-dimensional, time-dependent heat diffusion

in a sphere
In this last example, an initial-boundary-value problem of
heat diffusion in a solid sphere is considered. The governing
equation of the problem, with no heat generation and constant physical properties, is given by (Mikhailov and Ozisik,
1984)
O0
020
200
- ~ - = " ~ - + ~a~
(102)
and the boundary condition at the surface of the sphere (~ =

1)
O(i,'O = 0
O o = 1000K
628.95
(101)
the symmetry boundary condition at the center of the sphere

(~ = 0)
Comparison data, Lienhard (1987)
FDM b
(100)
where, with all symbols representing dimensionless quantities, ~ is the radial coordinate (0 _< ~ _< 1), z is the time, and
= (~, x) is the temperature.
(103)
The solution of Eq (100) giving the temperature distribution subject to the conditions of Eqs (101) through (103) is
given by (Mikhailov and Ozisik, 1984)
o
O(~,x) = 2 Z ( - I ) "+l
sin(nn~)
n=l
e-"2~2~
(104)
n~
The differential quadrature solution of the above problem

may be obtained in a two-dimensional space-time frame of
the ~, x coordinates. For this purpose, the semi-infinite domain in the time coordinate may be changed to a finite domain in the same manner as was done in Example 6.
However, the solution is obtained here differently wherein,
using the quadrature rules, Eq (100) is transformed into a set
of first-order equations in terms of the temperatures at the
sampling points; these equations may later be integrated with
respect to time to know the temperature distribution in the
sphere at the desired time periods.
The differential quadrature analog of Eq (I00) may be
written, using the quadrature rules in the t-coordinate only,
as
0;
&
N-I I-A(2)
=
/J
]
~i
where it may be noted that

i = i (~)
(106)
is the instantaneous temperature at a sampling point ~ = ~i.
Also, the boundary condition at ~ =l, Eq (103), is built into
these equations. In order to invoke the other boundary condition, the quadrature analog of Eq (102) is written as
N-I
ZA 'o, =0
j=l
which gives
I
0,-
N-I
All, j=2
(107)
where Oi = (0,T) is the instantaneous temperature at the

center of the sphere.
Substituting the value o f I from Eq (107) in Eq (105),
one obtains the quadrature analog equation
17
TABLE 7 Comparison of exact and DQ solutions for time dependent

heat diffusion in a sphere
= 0.1
~ = 0.5
i = 2 , 3 , . . . , ( N - 1).
008)
Equation (108) represents a set of (N-2) first-order equations which have both the boundary conditions, Eqs (102)
and (103), built into them. These equations may be integrated with respect to time x with the initial conditions
i ( 0 ) = i; i = 2,3 ..... ( N - I )
(109)
which are obtained from Eq (101). The integration yields

temperature values at (N-2) sampling points; i = 2,3 ..... (N1). Having these values, the temperature value I may be
obtained from Eq (107) and, of course, ON = 0.
The temperature distributions from exact solution, Eq
(104), and from the quadrature solutions obtained by the
above methodology, using N = 7 Type 11 sampling points
and the fourth-order Runge-Kutta method for time integration with time step 6x = 0.00001, are given in Table 7. From
the quadrature solutions, the temperatures at the ~ = 0.1 intervals along the radius of the sphere are obtained by the
Lagrange interpolation. The results are for two time periods,
= 0.1 and 0.5. The accuracies of the quadrature solutions
obtained with such a small number of sampling points may
be seen from the percent error values.
In the foregoing examples, no exclusive example of numerical integration was considered although the quadrature
rule for integration was utilized in Examples 2 and 5. The
interested readers may verify the convenience in use and accuracy of the quadrature rule for integration. One interesting
example would be to verify that for the zeros of Legendre
polynomials as the sampling points (in 0 < ~ < 1), the
weighting coefficients are obtained to be the same as the
weight factors of the widely used Gauss integration formulas, as they should; see, for example, Abramowitz and
Stegun (1972) for the zeros of the Legendre polynomials
(the abscissas) and weight factors of Gauss integration formulas.
3 C H R O N O L O G I C A L D E V E L O P M E N T OF
T H E DIFFERENTIAL QUADRATURE METHOD
By formulating the quadrature rule for a derivative as an
analogous extension of quadrature for integrals, Bellman and
Casti, in their introductory 1971 paper, proposed the differential quadrature method as a new technique for the numerical solution of initial-value problems of ordinary and partial
differential equations. The work was apparently aimed toward offering an alternative solution technique in view of
problems of numerical stability and large computation times
involved with long-term integration by finite difference procedures. The paper did not include any details such as the
determination of the weighting coefficients nor provide any
example application of the method. The new technique was
O-exact
ODQM
O-exact
ODQM
0.0
0.707100
0.707158
-0.008
0.014384
0.014386
-0.019
0.1
0.697349
0.697391
-0.006
0.014148
0.014151
-0.020
0.2
0.668260
0.668338
-0.012
0.013456
0.013458
-0.018
0.3
0.620419
0.620531
-0.018
0.012347
0.012349
-0.015
0.4
0.555082
0.555171
-0.016
0.010886
0.010888
-0.016
0.5
0.474546
0.474524
0.005
0.009157
0.009159 ! -0.020
0.6
0.382089
0.382099
-0.003
0.007257
0.007259
0.7
0.282584
0.282608
-0.009
0.005292
0.005293
-0.021
0.8
0.181669
0.181710
0.003364
-0.010
0.9
0.085506
0.085536 i -0.035
0.001572
-0.002
I
-0.023 I 0.003364
0.001572
-0.024
illustrated in a subsequent paper by Bellman et al (1972)

with the solution of some partial differential equations arising in various simplified models of fluid flow and turbulence. This paper presented the idea of using the polynomial
test functions for the determination of the weighting coefficients. However, by placing the grid points at the zeros of
the shifted Legendre polynomials and constructing the test
functions in a form analogous to Lagrange's interpolation
formula, explicit formulae for the first-order derivative
weighting coefficients were obtained and used for the numerical results. In its introduction, this paper also dwelt on
the disadvantages of the finite-difference-method solution of
the initial-value problems in that the method, for moderately
accurate results at some limited number of the (spatial)
points of interest, requires a large number of points resulting
in increased cost of computation and larger storage. For the
numerical examples given in the paper, the quadraturemethod results were compared with exact solutions and very
high accuracy of the solution method with grid points of
seven and nine was illustrated. It may be mentioned that the
zeros of the shifted Legendre polynomials do not include
boundary points (x = 0 and 1) and these points were really
not needed in the solution of initial-value problems.
Following the above two papers, the differential quadrature method was applied in problems of diverse areas, and
these applications led to further development of the method.
Thus, one finds that in the problem of the Hodgkin-Huxley
model (Kashef and Bellman, 1974), the DQM was applied to
the solution of an initial-boundary-value differential equation. In this problem, the weighting coefficients of'the required second-order derivatives were determined using the
unit cubic cardinal spline functions which satisfied the
proper boundary conditions. Further applications of the
DQM included the solution of a heart model for estimating
heart parameters from cardiograms (Bellman et al, 1974) and
in the problem of determining the initial conditions for given
system equations and the system response in time-space domain (Bellman and Roth, 1979).
Outside Bellman's group, the DQM seems to have been
first employed by Mingle (1973) who studied the problem of
one-dimensional nonlinear transient diffusion from the computational viewpoint. The paper also included the analytical
solution of the reduced linear problem, perturbation solu-
18
tions, and finite difference solutions. The grid points were taken to be equally spaced and included the boundary points.
A very interesting idea in Mingle's work was the incorporation of the boundary conditions into the two weighting coefficient matrices of orders one and two as needed in the problem. A detailed description of the idea was lacking, however, and it was not employed in the later work (Mingle,
1977) on the application of the quadrature method to one-dimensional nonlinear transient heat conduction. However, the
commonly used approach of implementing the boundary
condition, as used in the examples of Section 2.3, was actually introduced only through this work of Mingle (1977) in
which a full complement of the quadrature analog equations
was obtained from the boundary conditions at the end points
and differential equations at the interior points. Another
application of the DQM is found in the paper of Hu and Hu
(1974) who generalized the DQM for identifying rate constants in partly measurable compartmental models. Wang
(1982) employed the DQM for the transient analysis of isothermal chemical reactors; the mathematical model involved
a single nonlinear initial-boundary-value equation in terms
of partial pressure. Later, this work was extended by
Naadimuthu et al (1984) for the adiabatic chemical reactors.
The mathematical model involved two coupled nonlinear
initial-boundary-value equations in terms of partial pressure
and temperature. It was shown in both of these works that
the results of quadrature-method solution with only nine grid
points were comparable in accuracy to the results of a 480grid-point finite-difference-method solution. However, an
examination of the pressure transients in the work of Wang
(1982) and of the pressure and temperature transients in the
work of Naadimuthu et al (1984) shows that the quadrature
solutions actually degenerated as the steady state was approached.
The first extensive application of the quadrature method
to engineering problems was undertaken by Civan (1978)
and Civan and Sliepcevich (1983a-b, 1984a) for a variety of
transport-phenomena-type models. Their work furthered the
scope of the DQM immensely by generalization of the method to models described by the initial-boundary-value and the
boundary-value differential equations described in three-dimensional space domains. One may see, for example, the
DQM applied for the first time to nonlinear one-dimensional
and linear two-dimensional boundary-value problems (Civan
and Sliepcevich, 1983a, 1983b) and related ideas on the implementation of the boundary conditions. The application of
the DQM to three-dimensional problems, of both transient
and steady-state nature, have so far been considered by
Civan and Sliepcevich (I 984a) only. In another work, Civan
and Sliecevich (1984b) demonstrated that the weighting coefficients could be obtained directly from the nonhomogeneous differential operators and applied the idea to the solution of the Thomas-Fermi equation. An important contribution of Civan and Sliepcevich (1985) was on the analysis of
pool boiling in cavities wherein the concept of domain decomposition was exploited for the quadrature solution. The
cavity region was considered to be L-shaped which could be
decomposed into three rectangular subdomains. The quadra-
ture solution was then obtained by using the compatibility

conditions at the subdomain interfaces along with the boundary conditions.
An application of the DQM in nuclear engineering problems was undertaken by Passow (1986) for the analysis of
diffusion of neutrons through homogeneous media. Civan
and Sliepcevich (1986) made further extensions in the quadrature method by way of its application to integro-differential equations. In this work, the Boitzmann equation of
Example 5 was used as an illustrative problem and, extending the idea of earlier work (Civan and Sliepcevich, 1984b),
it was shown how the weighting coefficients could be obtained for composite operators of differentials and integrals.
Another application of the DQM to a highly nonlinear problem was considered by Blick and Civan (1988) for the solution of the porous-media momentum equation. Recently,
Civan (1994a) has reworked the quadrature solution for the
isothermal reactor model of the earlier works (Wang, 1982;
Naadimuthu et al, 1984) and obtained a stable DQ solution
without any degeneration up to the steady state.
A major breakthrough in the development of the differential quadrature method came with the introduction of its
application to structural mechanics problems (Jang, 1987;
Bert et al, 1988a; Jang et al, 1989). The problems considered
in these works were specifically of static and dynamic flexural analyses of beams and plates, and compared to problems
handled in the earlier works on the DQM applications, these
problems were of higher complexity. For example, in the
earlier works, the governing differential equations were of
order no more than two which did not involve more than one
boundary condition at each boundary of the physical domain. On the other hand, the classical linear flexure equations of thin beams and plates are fourth-order differential
equations and the conditions at each edge are given by two
boundary conditions; the implementation of these multiple
boundary conditions needed special consideration (Jang,
1987; Jang et al, 1989). The efficacy of the DQM in the solutions of the static (Jang et al, 1989) and the dynamic (Bert
et al, 1988a) problems demonstrated well that the quadrature
method could be employed for structural analysis. Subsequent to these works, the DQM was also employed for the
nonlinear static flexure of thin circular plates subjected to
uniform pressure and central point loads (Striz et al, 1988).
The fifth-order system equations involved two coupled nonlinear integro-differential equations in radial and lateral displacements. The DQM solution was carried out tactfully in
that an admissible functional form of the radial displacement
was assumed and thus the governing equations were reduced
to a third-order system of the single dependent variable of
transverse deflection. Later, Bert et al (1988b, 1989) also
analyzed the large deflection problems of thin isotropic and
orthotropic rectangular plates. In each of these two problems, DQM solutions were obtained for the eighth-order
systems of three nonlinear coupled equations in terms of the
three displacement components. The application of the DQM
in area of static aeroelasticity was extended by Loo (1991)
who analyzed the problems of wing divergence and lift distribution for both straight and swept uniform and tapered
wings. The DQM based nonlinear flexure analysis has been

recently extended to the vibration analysis of beams (Feng
and Bert, 1992); the analysis involved a fourth-order nonlinear eigenvalue integro-differential equation.
As mentioned earlier, one basic factor paramount to the
accuracy of differential quadrature solutions is the accuracy
of the weighting coefficients. It is interesting to note that this
matter was not focussed upon in the works of Bellman and
his associates; in fact, in their works the weighting coefficients were actually determined exactly. Thus, explicit formulae of the first-order derivative coefficients, derived
through Legendre polynomials, were used by Bellman et al
(1972) and Bellman and Roth (1979). Again, Bellman et al
(1974) and Kashef and Bellman (1974) determined the
weighting coefficients exactly by using cardinal splines.
Mingle (1973, 1977) in both of his works used six uniformly
spaced sampling points and the weighting coefficients reported therein are exact. Many investigators (Wang, 1982;
Naadimuthu et al, 1984; Passow, 1986; Farsa, 1991; Loo,
1991; Shaik, 1991; Farsa et al, 1993a-b; Kukreti et al, 1992;
Bert et al, 1993, 1994a-b; Wang and Bert, 1993; Wang et al,
1993a-b, 1994; Chen, 1994; Chen et al, 1995; Stfiz and
Chen, 1994; Striz et al, 1995a-c), possibly not realizing the
ill-conditioned character of Vandermonde matrices, used
some direct linear solvers for the determination of weighting
coefficients. In the PhD dissertations of Civan (1978) and
Jang (1987), and in many of the later publications based on
these works, Hamming's analytical method (1973) was employed. However, in many of these works relatively small
numbers of grid points (five to eleven) were used and, in any
case, the weighting coefficients were exact or of sufficient
accuracy. For example, in one of their works, Civan and
Sliepcevich (1984a) provided exact weighting coefficient
matrices of first- and second-order derivatives for five, six,
and seven equally spaced sampling points. It may be mentioned that the ill-conditioning of the weighting coefficients
with increasing number of sampling points was pointed out
by Bellman (1973) and Civan and Sliepcevich (1983a). It
has been verified by the present authors that for a given
number of sampling points, ill-conditioning of the Vandermonde matrices leads to increasingly erroneous weighting
coefficients with the increasing higher-order derivatives. For
example, with the direct solution of Vandermonde equations,
errors start creeping into the fourth-order derivative weighting coefficients with as few as six equally spaced sampling
points.
With the primary objective of obtaining accurate weighting coefficients, Quan and Chang (1989a) derived explicit
formulae of polynomial-test-function-based weighting coefficients for first- and second-order derivatives.4 The formulae were obtained by considering the test functions introduced in a Lagrangian process. This idea was apparently
taken from the work of Bellman et a! (1972) in which, as
mentioned earlier, an explicit formula for the first-order derivative weighting coefficients was given for sampling points
located at zeros of shifted Legendre polynomials. The worth
4This work was basedon the MS thesisof Quan (1988).
19
of the explicit formulae of Quan and Chang (1989a) is in

that highly accurate (first- and second-order derivative)
weighting coefficients may be determined for any number of
arbitrarily spaced sampling points. Further, in this work,
Quan and Chang (1989a) also provided, using the general
formulae, the explicit formulae of first- and second-order
derivative weighting coefficients for sampling points located
at the zeros of Jacobi polynomials and several special cases
of these polynomials. In a companion paper, Quan and
Chang (1989b) presented several examples of the numerical
results and demonstrated the dependence of accuracy of the
quadrature solution on the accuracy of the weighting coefficients. Later, presumably unaware of the work of Quan and
Chang (1989a) and using the same procedure as of these
authors, Shu and Richards (1990, 1992a-b) derived an identical formula for the first-order derivative weighting coefficients. 5 The main contribution of their work (1992a-b) is a
general recurrence relationship which can generate weighting coefficients for any second- and higher-order derivatives
from the first-order derivative weighting coefficients.6 Using
these formulae, Shu and Richards (1992a) also provided
explicit formulae for Type I equally spaced and Type II unequally spaced sampling points of Eqs (38) and (39), respectively. It is puzzling, however, that Shu and Richards (1990,
1992a-b) claimed to have presented in their work a new version of the original differential quadrature method (DQM)
and named it the "generalized differential quadrature
(GDQ)" method. In the view of the present investigators, the
accuracy of the weighting coefficients is a requirement of an
effective implementation but not a basis of the DQM.
It is informative to mention here that the Vandermonde
matrices are of common occurrence in problems of engineering and physical sciences and, due to their ill-conditioned
character, are a subject of continued research interest among
numerical analysts. Consequently, one can also find special
algorithms for the solution of a Vandermonde system of
equations. One such algorithm, first used for the calculation
of quadrature weighting coefficients by Civan (1989), is due
to BjOrck and Pereyra (1970). 7 Malik and Civan (1995) have
reported and the present investigators have also verified,
using a variety of sampling point distributions, that the
accuracy and efficiency of the BP algorithm is generally as
high as that of the explicit formulae of Quan and Chang
(1989a) and Shu and Richards (1992a). For example, for the
first- and the fourth-order derivatives, this algorithm yields
as accurate weighting coefficients as the explicit formulae
with Type I sampling points numbering 31 and 21, respectively. The explicit formulae are mathematically elegant,
more convenient to program, and unquestionably, yield exact weighting coefficients irrespective of the order of derivative and the number and type of sampling points. The advantage in using the BP algorithm is that the weighting coefficients of the derivatives of any desired order may be ob5This fact has been pointedby Civan (1993). However,from the reference
of an internal report includedin two papers of Shu and Richards(1990,
1992a), it is clear that theyhad done this work independentlyin 1989, the
year in whichthe papers of Quan and Changwere published.
See Eqs (17) through(20).
Referredto hereafteras BP algorithm.
20
tained directly without having the weighting coefficients of

lower-order derivatives. Further, this algorithm offers more
flexibility with respect to general differential, integral, and
integro-differential operators. The present investigators have
been using the explicit formulae for the calculation of
weighting coefficients of the derivatives and the BP algorithm for weighting coefficients of the integrals and composite operators.
The differential quadrature method is now recognized as
one of the numerical methods for the solution of differential
equations. Besides the three books of Bellman and his associates (Bellman, 1973; Bellman and Adomian, 1985;
Bellman and Roth, 1986), it has been recently included in a
handbook of differential equations (Zwillinger, 1992). The
widening scope and versatility of the DQM to engineering
analysis in general, and to structural analysis in particular, is
becoming increasingly evident by the related publications of
recent years. The usefulness of the DQM to the analysis of
both isotropic and anisotropic rectangular plates subjected to
a variety of buckling actions has been considered
(Sherbourne and Pandey, 1991; Pandey and Sherbourne,
1991). The earlier studies on the DQM applications lacked
convergence analysis; this has been done by Jang et al
(! 989) and in more detail by Farsa (I 991). Also reported are
the quadrature analyses and detailed parametric evaluation of
the fundamental frequencies of general anisotropic and laminated plates by Farsa et al (I 993a-b) and of tapered plates by
Kukreti et a! (I 992).
Notable contributions in the development of the DQM
and on its application in two different areas of heat transfer
and fluid mechanics have come from Shu and Richards
(1990, 1992a-b). The contribution of these authors in the explicit formulae for the weighting coefficients has been described earlier. These authors also advanced domain decomposition technique in the DQM for the analysis of multi-domain problems (Shu and Richards, 1992b) by parallel simulation. In their 1990 work, these authors offered DQ solution
of natural convection in a square cavity8 and in the works
published in 1992, the application of DQM was introduced
in fluid mechanics through the solution of incompressible
Navier-Stokes equations. These latter works included examples of complex problems of flow past a circular cylinder
(Shu and Richards, 1992a), and flow past a backward facing
and square step and driven cavity flow (Shu and Richards,
1992b). 9 Incidentally, an independent application of the
DQM to the driven cavity flow problem has also been presented by Striz and Chen (1994). An application of the DQM
for the solution of heat transfer equations in the temperature
analysis of metal cutting processes may be found in the work
of Shaik (1991). Also, other applications of the DQM in
fluid mechanics include the solution of boundary layer
problems (Shu et al, 1993; Bert and Malik, 1995h).
It has been pointed out earlier that in quadrature analysis
of nonlinear diffusion, Mingle (1973) had incorporated
boundary conditions in the weighting coefficient matrices.
Recently, Wang and Bert (1993) presented independently the
9See also Shu et al (1994b).
See also Shu et al (1994c).
technique of incorporating the boundary conditions in the

weighting coefficient matrices in the context of plate vibration problems. This technique has been employed quite effectively for static and free vibration analysis of anisotropic
plates (Bert et al, 1993) and for free vibration analysis of annular plates (Wang et al, 1993b). The technique has been
further extended to encompass other boundary conditions in
other papers of Wang et a! (1993a) and Bert et al (1994a). A
detailed discussion on the technique and its limitations may
be found in the works of Malik (1994) and Malik and Bert
(1995b). Striz et al (1995c) have also introduced harmonic
test functions and shown that these functions could yield
higher accuracy than the polynomial functions in highermode buckling and vibration problems of beams and plates.
Also reported by Bert et al (1994b) is a very informative
convergence study of the quadrature solution vis-a-vis the
Rayleigh-Ritz and Fourier series solutions for simply supported anisotropic plates.
Further applications of the quadrature method include its
use for the solution to the problem of a uniformly loaded
circular plate on an elastic half-space (Malik et al, 1993).
The quadrature method offered a convenient solution to this
complex problem involving a singular integro-differential
equation which solution-wise is known to be of high complexity. In another development, the quadrature method was
introduced in lubrication mechanics by Malik and Bert
(1994). In this work, the method was applied in the steadystate analysis of incompressible and compressible lubrication
problems of bearings. It was shown that the quadrature
method offers, in terms of both numerical accuracy and computational efficiency, an alternative to the conventional numerical methods for the solution of lubrication problems. In
this work, the idea of different types of test functions in the
two coordinates was introduced. Thus, for the analysis of
gas-lubricated journal bearings, although usual polynomial
test functions were used in the axial direction, harmonic test
functions were employed to have the circumferential periodicity condition built into the gas film pressure. It needs to
be pointed out that these harmonic test functions were different and served a different purpose than those in the work of
Striz et al (1995c). In furthering the application of the DQM
in lubrication mechanics, it has been shown that quadrature
solutions for the transient analysis of gas-lubricated journal
bearing systems may be much faster, to the extent of two
orders of magnitude, than the finite-element solutions of the
same problem (Malik, 1994; Bert and Malik, 1994, 1995a).
Also reported are the quadrature analyses of Timoshenko
beam vibration by Laura and Gutierrez (1993). These authors have also considered the quadrature analysis of vibrating rectangular plates with nonuniform boundary conditions
at the edges (Laura and Gutierrez, 1994). Another work of
these authors (Gutierrez and Laura, 1994) includes the DQ
solution of the Helmholtz equation in a parallelogram domain; in fact, this is an introductory application of the DQM
in acoustics. Kang et a! (1995a, 1995b) have given quadrature-method solution of the free vibration and buckling of
thin and shear-deformable circular arches. Another application of the DQM considered by these authors is for the static
Bert and Malik: Differentialquadraturemethod in computationalmechanics
analysis of a curved shaft using classical and shear-deformable beam theories (Kang et al, 1995c). Most recent work of
Kang et al (1995d) is on the free vibration analysis of horizontally curved beams with warping. These work also included the exact solutions and the authors have demonstrated
very high accuracy of the numerical solution results with N =
II Type III sampling points. Numerical accuracy of the
quadrature solutions with fewer number of sampling points
in comparison to that of the finite element solution has been
recently demonstrated by Du et a/(1994) for the static and
buckling analysis of beams and plates. In this work, the explicit formulae of Shu and Richards (1992a) have been utilized for the weighting coefficients. Lin et al (1994), also using the same explicit formulae of the weighting coefficients,
have considered the static analysis of plates with nonlinear
supports. Wang et al (1995) have recently carried out the
DQ-based free vibration analysis of radially tapered circular
annular plates with various possible combinations of simply
supported, clamped, and free boundary conditions at their inner and outer edges. An interesting application of the DQM
has come from McDonald (1995) who has considered the
plane elasticity problem of in-plane partial edge ioadings applied to a thin, isotropic, rectangular plate. Analytical solution of this problem is not known and, therefore, McDonald
(1995) has determined finite element solutions as well to
validate the DQ solutions. It has been shown that generally
the quadrature solutions are computationally more efficient
FOM
T
i,j
i+ 1,j
;+2,]
i+3,j
OQM
1 ,j
2.j
3.j
4,j
.-
t/,,,
t/2
3/,~
;+4.i
-x
s.i
1
-~
(0)
b"Bi
i-2,j
i - 1,j
i,j
i+ I .j
i+2,j
DOM
1j
2j
3,i
4j
Sd
x=
I/4
t12
3/4
;-1.j
;,i
(b)
FOM
;-4,j
;-~.j
i-2.j
DQM
1d
2.j
3.j
4j
5,j
x=
114
1/2
314
than the finite element solutions.

Very recently, using the concept of domain decomposition, Chen (1994) and Stfiz et a! (1994) have presented a
general methodology for the quadrature analysis of truss and
frame structures which they called the quadrature element
method (QEM). Also included in the works of Chen (1994)
and Striz et a! (1995a-b) are extensions of the QEM approach to plane stress and plate elements. New to the application of the quadrature method in plate analyses, these
works include rectangular plates with point supports and
with rectangular cutouts. These important contributions appear to be launching steps for the quadrature method as an
efficient commercial tool for general structural analysis.
As pointed out earlier, Bellman and Casti (1971) and
Bellman et al (! 972) were apparently motivated in developing the DQM as a technique which could overcome certain
shortcomings of finite difference solutions for long-term
based integrations of initial-value differential equations. Later, publications on the quadrature analysis of the wide ranging problems of engineering and physical sciences, as reviewed in the foregoing paragraphs, have unequivocally
claimed that the DQM is capable of yielding highly accurate
solutions to the initial- and boundary-value problems with
minimal computational effort. However, these claims have
really not been properly substantiated by comparisons, on
the basis of numerical accuracy and computational efficiency, with the other solution methods. In a recent work, Malik
and Civan (1995) have made a comprehensive comparative
study and have shown that the DQM stands out in numerical
accuracy as well as computational efficiency over the finite
difference and finite element methods. In addition, this work
also provided some innovations in the implementation of
DQM solutions based on the Crank-Nicolson method, the
domain decomposition method, and the technique of incorporating the boundary conditions in the weighting coefficients.
In the opening paragraph of the first paper on the differential quadrature method, Bellman and Casti (1971) mentioned that the approximation technique of representing a
function derivative by the weighted sum of a certain set of
discrete function values has its origin in the usual quadrature
approximation of an integral. It is interesting to point out
here that, as such, this technique of approximation of derivatives on the very analogous basis of integral "quadrature can
not possibly be credited to Bellman and Casti (1971); in fact,
one can find the concept as well as exercise problems in numerical analysis texts; see for example, Hamming (1973).1
More interestingly, the originality of the technique as such
has been gainsaid in recent publications. In this context, the
contribution of Quan and Chang (1989a) is important in
which it has been explained at length that the DQM is essentially equivalent to the general collocation method
(Finlayson, 1980). This equivalence was also pointed out by
Professor JT Oden to Bert et a! (1993). In another work, Shu
and Richards (1992a) have mentioned two equivalences, although no details were furnished.ll One, it is mentioned that
(c)
Fig 11. Relationship between finite difference and quadrature grid

points
21
10This is the revised edition of the original text published in 1962.

11The details are app a rently given in the PhD thesis o f Shu (1991).
22
the Chebyshev pseudospectral method (of increasing popularity in fluid mechanics) and the DQM provide identical
weighting coefficients when the grid points are the zeros of
Chebyshev polynomials; the similarity between the spectral
methods and DQM has also been pointed out by Chen
(1994). Second, it is further mentioned that the DQM is actually equivalent to a higher-order finite difference method.
In fact, if one compares the polynomial fitting method of
deriving finite difference formulae of the derivatives
(Anderson et al, 1984) with the quadrature formulations
based on polynomial test functions, the equivalence of the
two methods becomes obvious. However, even without going into such details, the equivalence may be easily verified
by comparing the quadrature analogs and the higher-order
finite difference representations of the similar order derivatives and the same number of grid points. For this purpose,
in the following, three examples of forward, central, and
backward finite difference fifth-order representations of the
third-order derivatives are considered and are compared with
corresponding quadrature rules in the domain 0 _<x _< 1 o f N x
= 5 equispaced sampling points. The finite difference representations are taken from Anderson et al (1984) and the
quadrature weighting coefficients are taken from Jang et al
(1989). Further, in finite difference representations, the conventional symbolic notation of the finite difference method
has been retained (Anderson et al, 1984). Similarly, the
quadrature analogs are written in the notation of this paper;
the equivalence of the symbolic notations of the finite difference and quadrature methods for a five-point grid is shown
in Fig I i. Also, for the uniform grid shown in the figure, the
grid spacing h = 1/4.
1. The following forward finite difference representation
030
--3Oi+4. j + 14Oi+3. j -- 24Oi+2,j + ! 8Oi+2, j --5(~i, j
OX 3 i,.J =
2h 3
is identical to the quadrature rule at x = x I = 0

030
= - 1 6 0 0 Ij + 57602j - 76803j + 44804j - 9605.i
OX3 x=0
in which the right-side coefficients of the Okj are the
weighting coefficients A
"'lk(3)"' k = 1,2 ..... 5.
2. The following central finite difference representation
0 3 0 i.j
"--(~)i-2.j + 2 O i - l . j - 2 O i + 1 , j 't-I~)i+2,j
Ox 3
2h 3
is identical to the quadrature rule atx = x 3 = 1/2

030
c~x--Tlx=i/2 =
_3201 i + 6402j - 6 4 0 4 j + 3205 /
in which the right-side coefficieni:s of the O~/are the weight,(2) = 0.

ing coefficients A3k'(3)',k = 1,2 ..... 5. Note that Jt33
3. The following backward finite difference representation
a 3 0 i,j = 5 0 i ' j - 180i_1, j + 24Oi_2, j - 140i_3, j - 30i_4, j
c~x3
2h 3
is identical to the quadrature rule at x = x 5 = 1
030 Ix=l. _96Oi j - 44802j +76803. / - 57604j + 16005j

OX3
in which the right-side coefficients of the Okj are the

weighting coefficients A5k
(3)', k = 1,2,...,5.
Despite the above similarities, it should be emphasized
that Bellman and Casti (1971) did offer a rules-of-quadrature
based technique of handling integro-differential equations.
The various techniques may be equivalent; however, each
one has a different approach that offers certain conveniences
and/or advantages; and the DQM does have these.
4 GENERAL REMARKS
The efficacy of the DQM as a numerically accurate and
computationally efficient technique has been well demonstrated. The DQM has been applied in a fairly wide range of
problems and the realm of its applications is expected to
grow further in the future. The applications of a new solution
technique to wider classes of problems bring out the limitations and pitfalls in the practical implementation of the
method. An understanding of such limitations and pitfalls is
necessary for effective utilization as well as for further development of the solution technique. In the following paragraphs, such observations based on the review of the DQM
literature are described.
As was pointed out in Section 2.1, by its very basis, the
differential quadrature method is limited in application to the
domains having boundaries that are aligned with the coordinate axes. Thus, one finds the application of the DQM, besides the rectangular domains, to the line domains of the
axisymmetric flexure of circular solid and annular plates
(Jang et al, 1989; Wang et al, 1993b) and to the parallelogram domains of skew plates (Wang et al, 1994) and of
acoustic waveguides (Gutierrez and Laura, 1994). It should
also be obvious that one can use the DQM for the analysis of
irregular domains which are assemblies of such regular domains using the domain decomposition (Civan and
Sliepcevich, 1985) and quadrature element (Chen, 1994;
Striz et al, 1994, 1995a-b) approaches. However, general irregular shaped domains having linear and/or curvilinear
boundaries which are not parallel to the coordinates axes and
which can not be segmented into regular shaped subdomains,
would generally be inaccessible to solution by these approaches of the quadrature method.
Recently, the present authors (Malik, 1994; Bert and
Malik, 1995g) have shown that quadrature rules may be
formulated for the curvilinear quadrilateral domains as well
by using the natural-to-Cartesian geometric mapping technique. The technique was applied to the vibration analysis of
thin isotropic plates of various boundary forms such as elliptic, linear and curvilinear quadrangular, and concentric as
well as eccentric sectorial planforms. Excellent comparisons
of the free vibration characteristics with the published exact,
approximate, and numerical solution results were demonstrated. Another work on irregular domains is that of Shu et
al (1994a) for the DQ solution of Navier-Stokes equations in
an expansion channel. However, in this work, the geometric

mapping is utilized for transforming the governing equations
from Cartesian to natural reference frame and the usual
quadrature rules are then used for setting up the differential
quadrature analog equations. The present authors believe
that the extension of the DQM to general quadrilateral domains in conjunction with the domain decomposition and
quadrature element concepts should go a long way in the development of the DQM for its employment in a larger class
of problems which presently are considered to be in the territory of the finite element method.
Another limitation that often arises at the solution stage is
related to deterioration of the differential quadrature solution
with increasing number of grid points; this limitation was
first pointed out by Civan and Sliepcevich (1984b). In the
very first step, the accuracy of the quadrature solutions is
dictated by the choice of sampling points and by the accuracy o f the weighting coefficients; of these the latter issue
has been covered in detail earlier and with the use of explicit
formulae, one doesn't have much to be concerned with on
this matter. However, with many available choices for the
sampling points in the DQ solutions, the issue of the proper
choice of the sampling points remains largely an unclear
matter. Equally spaced grid points, due to their obvious convenience, have been in use by most investigators. However,
the accuracy of the quadrature solution can be greatly enhanced and the problem of deterioration of the quadrature
solution can be circumvented to a certain extent by the use of
a nonuniform grid. Any arbitrarily chosen nonuniform grid
needs some kind of judgment and in any case, one needs
some trials to arrive at a grid spacing that would provide a
desired accuracy in all possible cases of even one particular
type of problem. Nevertheless, some investigators have
adopted this approach for the selection of nonuniform grids
in their differential quadrature solutions (Wang, 1982;
Naadimuthu et al, 1984; Sherbourne and Pandey, 1991). A
good choice of nonuniformly spaced sampling points is of
the zeros of orthogonal polynomials or functions. In their introductory work, Bellman et al (1972) used zeros of Legendre polynomials. A detailed study on the use of zeros of orthogonal polynomials was made by Quan and Chang (1989ab); it was concluded through the solution of many typical
chemical engineering problems that the zeros of Chebyshev
polynomials were consistently better than the other choices
of orthogonal polynomials considered in their work. The efficacy of Chebyshev sampling points in delivering accurate
DQ solutions in comparison to equally spaced points was
also shown by Bert et al (1993, 1994b) in the anisotropic
plate problems and by Malik and Bert (1994) in lubrication
problems. On the other hand, in the interaction problem of a
plate and an elastic half space, Malik et al (1993) found the
Legendre points delivered more accurate results than the
Chebyshev points. Zeros of orthogonal polynomials such as
Legendre and Chebyshev polynomials do not include the end
points of the normalized domains (0 _<x _< 1 or -1 _<x _< 1)
and in that case, the end points (x = 0, 1 or x = _+ 1) have to
be forced (Quan and Chang, 1989a; Bert et al, 1993; Malik
and Bert, 1994) if these points are needed for the boundary
23
conditions. In this respect, the so-called Chebyshev-GaussLobatto points, Type II sampling points given by Eq (38),
first used by Shu and Richards (1992a) offer a better choice
in that these include the end points (x = 0, 1 or x = _+ 1). The
present authors (Malik, 1994; Bert and Malik, 1995a-h;
Malik and Bert, 1995a-b) also have found these points to be
consistently better than the equally spaced, Legendre, and
Chebyshev points in a variety of problems.
An intriguing issue in the quadrature solutions is the implementation of the boundary conditions, particularly in
boundary-value problems described by systems of higher
than second order. By using the quadrature analogs of the
various spatial derivatives and integrals, the governing equations are transformed into a set of algebraic equations for a
boundary-value problem and into a set of first-order differential equations in the case of the initial-boundary-value
problem. Before solving these equations, one invokes the
boundary conditions, replacing the boundary-point equations
by the DQ analog equations of the boundary conditions. This
happens to be a rather simple matter with first- or secondorder differential equations irrespective of domain dimensions and whether the boundary conditions are the Dirichlet
and/or Neumann type or possibly of the mixed type. However, with the higher-order differential equations, implementation of the boundary conditions is not straightforward and
needs careful consideration.
As mentioned earlier, the quadrature solutions of higherorder differential equations with multiple boundary conditions were introduced through the application of the DQM to
structural mechanics problems. The governing equation of a
thin beam or plate flexure is a fourth-order differential equation and one has two conditions at each boundary. In their
work on the application of DQM to the static analyses of
beams and plates, Jang et al (1989) proposed the so-called 8technique wherein adjacent to the boundary points of the differential quadrature grid, points are chosen at a small distance 5 ~ 10-5 (in dimensionless value). Then the DQ analog
of the two conditions at a boundary are written for the
boundary points and their adjacent 6-points. The quadrature
grid of a rectangular domain with the adjacent 6-points is
shown in Fig 12.
In the quadrature analog equations of the boundary conditions, the weighting coefficients should be the ones associated with the boundary points. Inasmuch as the boundary
l"~- 6
Ny-1
17-[
i' Nx6_ji 1
"
i=1
Nx-1
adjacentgrldline
(d-line)
Fig 12. A two-dimensional quadrature grid with adjacent 6-points
-x
24
condition analog equations simply replace the quadrature

analog of the governing equations at the boundary and adjacent points, the need for using the adjacent points sufficiently close to the boundary becomes somewhat ambiguous.
The necessity of having the adjacent points close to the
boundary points arises in problems where, in the process of
the solution of the quadrature analog equations, the boundary-point values of the function are eliminated. This is actually the case with eigenvalue problems in which elimination of the function values away from the boundary may lead
to erroneous eigenvectors and eigenvalues even though the
eigenvalue solution may have converged.
The 8-technique offers an adequate way for applying the
double boundary conditions of beam and plate problems and
was applied quite successfully to, for example, simply supported and clamped beams and plates. In fact, by choosing
successive 8-points, the technique may be applied to the solution of the governing field equations of order higher than
the plate problems. However, an arbitrariness in the choice
of the 8-value becomes apparent in the actual implementation of the boundary conditions. Thus, while the 8-value can
not be large (possibly not greater than 0.001 in dimensionless value) for an acceptable solution accuracy, with small 6value, the solution begins to oscillate. The general loss of accuracy with this type of technique for implementing the
boundary conditions is actually always shown by some loss
of symmetry in the solution (for example, in deflection
and/or moment values at the grid points) if symmetry conditions are present by virtue of the boundary and loading
conditions.
In order to overcome the aforementioned difficulties in
the implementation of the boundary conditions, Wang and
Bert (1993) proposed that the boundary conditions may be
implemented in the weighting coefficient matrices themselves. This was illustrated by the case of a beam simply
supported at both ends. In that work and in later works (Bert
et al, 1993; Wang et al, 1993a; Bert et al, 1994a), the proposed technique of boundary condition implementation was
applied for the analysis of static and eigenvalue problems of
certain beams and plates.
The incorporation of the boundary conditions offers algorithmic simplicity in computer implementation and, more
importantly, results in significant enhancement in the accuracy of the quadrature solutions. In fact, it was shown by
Wang and Bert (1993) that by implementing this technique,
highly accurate solutions can be obtained even with uniformly spaced grid points. High accuracy attainable by the
technique of using the weighting coefficients with built-in
boundary conditions has also been reported by Malik and
Civan (1994). Nevertheless, the technique has some major
limitations; these have been discussed in detail by Malik
(1994) and Malik and Bert (1995b).
One more problem that one encounters in the implementation of boundary conditions is of the comers at the intersection of two adjacent edges such as in any polygonal domains with rectangular domains being the most common examples. In such cases, one may have two different boundary
conditions at the same comer point obtained from the two
edges. The issue of invoking boundary conditions in the

quadrature solutions has also been considered by Chen
(1994) and Chen et al (1995). These authors have proposed
using the Lagrange or Chebyshev polynomials as the test
functions and adjusting the boundary conditions in the
weighting coefficients. It has been claimed that the scheme
used in their works offers better adjustment of the comer
conditions.
Beginning with the original work of Bellman and his associates, the computational efficiency of the DQM has been
focussed as the single most important advantage of the
method. Very small computation times were observed for the
reason that in the example problems considered for the DQM
solutions, small numbers of grid points, usually seven, nine,
or eleven (per coordinate direction), were required. Consequently, the related advantage of small computer-storage
requirements was also emphasized. It should be realized,
however, that the partial differential equations considered in
areas other than structural mechanics were of lower order in
spatial derivatives (see for example, the earlier cited works
of Bellman and associates and of Civan and Sliepcevich) and
hence, by virtue of completeness requirements, quadrature
solutions with a relatively small number of grid points could
yield good results. Obviously, more grid points are needed
for higher-order differential equations such as those which
one encounters in structural mechanics. In fact, compatibility
sets the number of minimum required sampling points; the
actual number depends on other factors as well. For example, more sampling points may be needed in one particular
direction in which function variation is steeper (larger derivatives) than in the other in which the function variation is
mild. The other example is the eigenvalue problem, in which
the number of grid points depends considerably on the required order of the eigenvalue and on the accuracy of the
value and its eigenvector.
The size of the quadrature analog equations relates directly to the number of spatial variables. A frequently used
technique of reducing the number of spatial variables in differential equations is by the method of Kantorovich
(Kantorovich and Krylov, 1958). In fact, the popular semianalytical finite element approaches such as the finite strip
and spline finite strip methods (Cheung, 1976; Li et al,
1986) derive essentially from the Kantorovich method. In
this view the present authors (Malik, 1994; Malik and Bert,
1995a; Bert and Malik, 1995b-0 have proposed semi-analytical approaches for differential quadrature solutions as
well. The semi-analytical quadrature method has been applied to vibration analysis problems of thin tapered (isotropic
and specially orthotropic) rectangular plates, symmetric
cross-ply laminates with transverse shear deformation and
rotatory inertia, and thin circular cylindrical shells. It has
been found that the semi-analytical approach brings superior
numerical accuracy and computational efficiency to the DQ
solutions.
A somewhat neglected issue in the differential quadrature
solutions has been the error analysis. The method of finding
the error in the quadrature approximation of a derivative was
given by Bellman et a! (1972); however, no numerical ex-
amples were provided. Later, this method was utilized by

Jang (1987) and Jang et al (1989) and error estimates were
presented for the DQ solution of a beam example. Recently,
He and Wang (1995) have undertaken ingeniously the problem of error analysis in the DQ solutions and have provided
explicit formulae for the maximum error estimates of the
first-order derivative and for various types of sampling
points.
5 CLOSURE
Before closing this review article, it is worth mentioning the
differential cubature m e t h o d which has been advanced in re-
25
pected that interested readers should be able to start using the

method after a careful reading of Section 2 alone. The literature surveyed in this paper aimed to appraise the readers
with the state-of-the-art of the differential quadrature
method. The method does have the strength of numerical accuracy and computational efficiency which both seem to
give the DQM an edge over the conventional numerical
methods. Nonetheless, the DQM is still in a developing stage
and it must be admitted that the applicaions of the DQM
have so far been limited to smaller scale problems.
Overcoming the limitations of the DQM pointed out in the
foregoing section and developing it to be competitive with
the finite element method for analysis of larger scale problems offer challenges to the proponents and future researchers of the differential quadrature method.
cent years by Civan (1989). The term cubature, similar to

quadrature, applies in its usual terminology to numerical integration (Engels, 1980); the basic difference is of the spatial
dimensionality. The term quadrature applies to integration
with respect to a single spatial variable while cubature ap- A C K N O W L E D G M E N T S AND D E D I C A T I O N
plies to multidimensional integrals; hence, the terminology The present investigators are grateful for helpful discussions
differential cubature. It was introduced by Civan (1989, with Professors F Civan, A Kukreti, and A Striz, all of the
1991, 1992). This method is seemingly more suited to dif- University of Oklahoma. Also, the use of the computational
ferential equations of two or more spatial variables. This is facilities of the Engineering Computer Network, directed by
because cubature rules for the derivatives and integrals in- Dr J Hawley, is appreciated. Thanks are due to Professor
volve the complete set of the function values in the domain Feng Lai, also of the University of Oklahoma, for looking
of the field variable; in fact, in one spatial dimension, the into the examples of the heat transfer problems presented in
cubature method degenerates into the quadrature method. this paper. Finally, Professor Chang Shu of the National
Similar to the quadrature method, it has been claimed that University of Singapore and Professor Xinwei Wang of the
the cubature method has the capability of yielding accurate Nanjing University of Aeronautics and Astronautics are to be
results using smaller numbers of grid points (Civan, 1989, thanked for providing copies of their latest works.
The authors dedicate this work to Professor HD Conway
1991, 1992). Two basic issues of concern in the application
of the the method are related to the choice of the set of test of Comeli University, who introduced the first author to the
functions with respect to the completeness requirement and exciting field of computational mechanics, specifically the
the other to the accuracy of weighting coefficients. The ap- point-matching method, in 1959-60.
plications of this method have so far been very limited and
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28
Charles W Bert holds the Benjamin H Perkinson Chair and is a George L Cross Research
Professor in the School of Aerospace and Mechanical Engineering at the University of
Oklahoma, where he has been a member of thefaculty since 1963. He received BS and MS
degrees in Mechanical Engineering from the Pennsylvania State University and a PhD degree in
Engineering Mechanics from the Ohio State University. Prior to the joining the faculty at
Oklahoma, he was a junior design engineer at American Flexible Coupling Co, a project officer
(Lt, USAF) at the Air Force Armament Center (Eglin AFB, FL), an aero design engineer at
Fairchild Aircraft, and a principal engineer through program director at Battelle ~ Columbus
Laboratories. He is the author of over 200 refereed journal papers, over 100 other papers, and
eight book chapters. His research emphasis has been in solid mechanics, especially mechanics of
composite structures, structural dynamics, and most recently, computational mechanics. He
serves on editorial boards for Advanced Composite Materials, Applied Mechanics Reviews, Composite Engineering,
Composite Structures, Journal of Sound and Vibration, and Mechanics of Composite Materials and Structures. Bert is a
Fellow of AAAS, AAM, AIAA, ASME, SEM, and SES.
Moinuddin Malik is an Adjunct Associate Professor in the Schooi of Aerospace and Mechanical
Engineering at the University of Oklahoma, since Fall 1991. He holds two PhD degrees in
Mechanical Engineering, one from the University of Roorkee (1980) and the other from the
University of Oklahoma (1994). Prior to the present assignment, he served earlier at the
University of Roorkee, India (1972-88) and the King Fahd University of Petroleum, Dhahran,
Saudi Arabia (1989-91). He has also been a post-doctoral fellow at the University of Alberta,
Canada (1982) and at the University of Tokyo, Japan (1984-85). He has authored or coauthored over 45 refereedjournal papers and over 15 papers in various conferences. His
research interest are in computational mechanics, structural mechanics, and tribology (Fluid
Film Bearing Systems and Journal Bearing Dynamics). He is a member of the American Society
of Mechanical Engineers and the Society of Tribologists and Lubrication Engineers.

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Differential quadrature method

in computational mechanics: A review

Transmitted by Associate Editor Isaac Elishakoff

1996 Amencan Society of Mechanical Engineers

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Appl Mech Rev vol 49, no 1, January 1996

Bert and Malik: Differential quadrature method in computational mechanics

2 THE DIFFERENTIAL QUADRATURE METHOD

The numerical methods for the solution of initial- and/or

the weighting coefficients fi priori. This can be done by the

and a sth-order y-partial derivative at a discrete point y = yj

.O(s)~..l/ " j = l , 2 .....

where A[) and B je

It may be seen that the test functions in one independent

which may be solved for the weighting coefficients. Quite

Fig 1. Quadrature grid for a rectangular region

rivative weighting coefficients A~ ) depend only on the

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Appl Mech Rev vo149, no 1, January 1996

Bert and Malik: Differential quadrature method in computational mechanics

same A)~)t. coefficients may hold for the corresponding

[A,,>1= [A,,,][A'r "] = [A<r"}[A'"}

It may be seen that having the matrix [AO)] of first-order

where {W}j and{Wit)), are the column vectors of the

and they-integral on any line x = xi is

~y~ W(xi'y)dy=Z DeWi'

one may also express the quadrature rule from Eq (1) as

Fig 2. Quadrature grid for a parallelogram region

Fig 3. Quadrature grid for a concentric, circular, sectorial region

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Appl Mech Rev vol 49, no 1, January 1996

Bert and Malik: Differential quadrature method in computational mechanics

The quadrature rules as given by Eqs (1), (2), (13), and

The off-diagonal terms of a weighting coefficient matrix

and, similarly, for mixed integration as

(1973). The weighting coefficients for the derivatives may

2.2 Weighting coefficients and sampling points

A)[)=r[ Aff=OA)~) x,A~[-Ok

where 2 _<r _<(Nx - 1).

A(r)it, f o r / = 1,2 ..... N x

where I _<r _<(Nx- I).

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Bert and Malik: Differentialquadrature method in computational mechanics

Appl Mech Rev vo149, no 1, January 1996

rounding-off errors, than that by the recurrence relationship

curate numerical solutions are available. Thus, all of these

~F] exact - klI DQM X | 0 0

in the x and y directions, respectively. Quite frequently, the

which is used in the following examples for the error and

Example 1." Heat transfer in a triangular fin

where is the nondimensional temperature and ~ is the

in the x andy directions, respectively.

2.3 Examples of Differential Quadrature Solutions

Fig 4. A triangular fin

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Appl Mech Rev vol 49, no 1, January 1996

Bert and Malik: Differential quadrature method in computational mechanics

respectively; these equations have the boundary condition at

LO,= ~iA~ 2) + A(I)

that is to say, L0 are the weighting coefficients of the differential operator

which may be obtained from the equations

Type I: Equally spaced sampling points

Type H." Unequally spaced sampling points

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