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 cient real-time analysis and design, bypassing fully or par-

tially the need o f a database. This paper focuses on the dif-
1 INTRODUCTION............................................................................ 1
2 THE DIFFERENTIALQUADRATUREMETHOD....................... 2 ferential quadrature method (Bellman, 1973; Bellman and
2. I The quadrature rules................................................................ 2 Adomian, 1985; Bellman and Roth, 1986) which has a rela-
2.2 Weighting coefficients and sampling points ........................... 4 tively recent origin and is gradually emerging as a distinct
2.3 Examples of differential quadrature solutions ........................ 5 numerical solution technique for the initial- and/or bound-
Example 1: Heat transfer in a triangular fin ............................ 5
ary-value problems o f physical and engineering sciences.
Example 2: Torsion of a rectangular-cross-sectionshaft ........ 7
Example 3: A freely vibrating cantilever beam..................... 10 The problem areas in which the applications o f the differen-
Example 4: Steady-state heat conduction in a slab with tial quadrature method (referred to hereafter, for brevity, as
temperature-dependent conductivity............................... 1I the quadrature method or simply as the DQM) may be found
Example 5: An integro-differential equation......................... 13 in the available literature include biosciences, transport proc-
Example 6: Cooling/heating by combined convection and
esses, fluid mechanics, static and dynamic structural me-
radiation........................................................................... 15
Example 7: One-dimensional, time-dependent heat diffusion chanics, static aeroelasticity, and lubrication mechanics. It
in a sphere ...................................................................... 16 has been claimed that the DQM has the capability o f produc-
3 CHRONOLOGICALDEVELOPMENTOF THE DIFFERENTIAL ing highly accurate solutions with minimal computational ef-
QUADRATUREMETHOD........................................................ 17 fort. The method has seemingly a high potential as an alter-
4 GENERAL REMARKS................................................................. 22
native to the conventional numerical solution techniques
5 CLOSURE ..................................................................................... 25
ACKNOWLEDGMENTSAND DEDICATION.............................. 25 such as the finite difference and finite element methods.
REFERENCES.................................................................................. 25 This paper presents a state-of-the-art review o f the differ-
ential quadrature method. In the following, first the basic
mathematical concepts underlying the DQM are presented.
1 INTRODUCTION The implementation o f the method for the solution o f actual
Along with the evergrowing advancement o f faster comput- problems is elaborated through some examples. Due to its
ing machines, the research into the development of new rather recent origin, the DQM is possibly not well known to
methods for numerical solution o f problems in engineering the computational mechanics community. For this reason,
and physical sciences also is an ongoing parallel activity. the paper also aims to familiarize the readers with the DQM
Such research interests, o f course, remain motivated by and, therefore, this section is written in a pedagogical man-
needs o f modern technology. As an example, simulation o f ner. In the next section, a review o f the chronological devel-
many dynamic systems often requires very fast numerical opment o f the method is presented. The paper is concluded
solution o f the equations o f the system mathematical models. with remarks on the issues that concern the application and
Another example is the computer aided design process in further development o f the DQM.
which the database often requires large computer storage and The meanings o f the symbols used in the paper are de-
the interpolative manipulations for the operating design pa- fined within the text.
rameters may be less accurate as well as quite time consum-
ing. In such cases fast numerical solution o f the system
equations offers the possibility o f more accurate and effi-
Transmitted by Associate Editor Isaac Elishakoff
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2 Bert and Malik: Differential quadrature method in computational mechanics Appl Mech Rev vol 49, no 1, January 1996
2 THE DIFFERENTIAL QUADRATURE METHOD the weighting coefficients fi priori. This can be done by the
functional approximations in the respective coordinate di-
2.1 T h e q u a d r a t u r e rules rections. The approximating functions are known as the test
(or trial) functions, and the primary requirement for the
The numerical methods for the solution of initial- and/or choice of the test functions is completeness in the same sense
boundary-value problems, in general, seek to transform, as one needs for the interpolation functions in finite element
either through a differential or an integral formulation, the analysis. Following Huebner (1975), the completeness re-
governing differential and/or integro-differentiai equations quirement in the present context may be stated as follows.
into an analogous set of first-order or algebraic equations in Completeness requirement: The test functions
terms of the discrete values of the field variable (the func- should represent the possible uniform states of field
tion) at some prespecified discrete points of the solution do- variables and have differentiability up to the highest
main. In the differential quadrature method, this is accom- order derivative appearing in the governing differ-
plished by expressing at each grid point, the calculus opera- ential equation.
tor value of a function with respect to a coordinate direction Although there can be many choices of the test functions,
at any discrete point as the weighted linear sum of the values the most convenient choice is what are commonly referred to
of the function at all the discrete points chosen in that direc- as the polynomial test functions. Thus, the function q'(x,y)
tion. may be expressed as
In order to go into the mathematical basis of the DQM,
consider a function W = q'(x,y) having its field on a rectan- V(x,y)=F(x)G(y) (3)
gular domain 0 _<x _<a, 0 _<y _< b. Let, in the given domain,
the function values be known or desired on a grid of sam- where F(x) and G((v) are the test functions in the x and y di-
piing points, where, as shown in Fig 1, the grid is obtained rections, respectively, such that
by taking N x and Ny points in the x and y directions, respec- F(x)=xU-I; u = 1,2,...,N x (4)
tively. 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 x- and
axis may be written as
G(y) = y ~ - I ; g = 1,2,...,Ny (5)
°rv Nx
It may be seen that the test functions in one independent
0x r Ix=n, i = 1 , 2 ..... N x (1) variable are as many as the number of sampling points in
k=l
that direction and that these functions are actually the mo-
and a sth-order y-partial derivative at a discrete point y = yj nomials of a polynomial of order one less than the number of
along any line x = xi parallel to the y-axis may be written as 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
GAski./ Nv
.O(s)~..l/ " j = l , 2 ..... to the corresponding independent variable in the governing
y=y, = ~ ~j¢ xi( ~ , gy (2)
P=I differential equation.
Substituting Eqs (3) through (5) in Eqs (I) and (2), one
obtains the following systems of Vandermonde equations
where A¢[) and B je ('0 are the respective weighting coeffi-
cients. Also, W.,./= q~(xi,yi).
Equations (1) and (2) express the quadrature rules for the ~ ( x U -k I ] A] ik(r) = OX""'~X
Or (xU-IllI l x = x i •' i , u = l , 2 ..... N x (6)
derivatives of a function at discrete points of the functional k=l
domain and are the very basis of the differential quadrature
method. In order to implement the DQM, one needs to know 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 de-
rivative of order equal to or greater than the number of
xi.Yj sampling points.
2 It may be seen from the above description that the x-de-
j=l [ , ) _
i=1 rivative weighting coefficients A~ ) depend only on the
2.. N× --x
sampling points xi; i = 1,2 ..... Nx taken in 0 < x < a, and the
Fig 1. Quadrature grid for a rectangular region

Appl Mech Rev vo149, no 1, January 1996 Bert and Malik: Differential quadrature method in computational mechanics 3
same A)~)t. coefficients may hold for the corresponding ~r~j~, Nx Nx Nx N~

points on the y = constant lines provided that the x-bounda- OX r x:xi : Z ' 4 > 2 ) Z A Z, km --mj
(r-l,t.lJ = Z A~;-I> Z q I - - mj (9)
A ( Iza) km
ries of the domain are the same and are parallel to the y axis. k=l m=l k=l m=l
Similarly, the y-derivative weighting coefficients Bj~(s) de- Now following Eqs (8) and (9), one may easily obtain the
following recurrence relationships for the weighting coeffi-
pend only on the yj; j = 1,2 ..... Ny taken in 0 _<y _< b, and the cients
same Bjc (") coefficients may hold for the corresponding points
on the x = constant lines provided that the y-boundaries of
[A,,>1= [A,,,][A'r "] = [A<r"}[A'"} 0>
the domain are the same and are parallel to the x axis. It is It may be seen that having the matrix [AO)] of first-order
thus implicit in the quadrature rules, Eqs (1) and (2), that the derivative weighting coefficients, one can obtain the
boundaries of the field variable domain are aligned with the weighting coefficients of the higher-order derivatives by
x and y coordinate axes. However, as such there is no re- successive multiplications of the [,4(1)] matrix by itself. Eqs
striction that the reference axes be Cartesian; one can also (8) through (10) are given for the x-partial derivatives; the
have oblique and curvilinear reference axes. Thus, for ex- equations for the y-partial derivatives follow in an identical
ample, one can obtain the weighting coefficients for the de- manner.
rivatives with respect to the oblique coordinates for use in a In its usual sense, the term quadrature refers to the ap-
parallelogram domain, Fig 2, and for derivatives with respect proximation of an integral of a function by a linear weighted
to polar coordinates for use in a sectorial domain, Fig 3. For sum of the function values at some sampling points taken
future reference, the domains having the boundaries aligned between the limits of integration. It is interesting to mention
with the reference axes shall be referred to as regular do- that the quadrature rule for function derivatives was actually
mains or regions. formulated as an analogous extension of integral quadrature
It follows from Eq (1) that the quadrature rules may be by Bellman and Casti (1971). The x-integral of the function
written collectively in matrix form as W(x,y)on any line y =yj is
N,
d
fxa__oW(x,yj)dx=ZCkqJkj (11)
k=l
where {W}j and{Wit)), are the column vectors of the Nx and they-integral on any line x = xi is
J
values each of the function and its rth-order x-partial deriva-
tive, respectively, at the sampling points on a line y = yj.
Also, [A(r)] is the Nx x Nx matrix of weighting coefficients of ~y~ W(xi'y)dy=Z DeWi' (12)
the rth-order derivatives. Further, noting the definition of the =0 f=l
differential operators 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
Oxr Eqs (11) and (12), one obtains
one may also express the quadrature rule from Eq (1) as O
/l
N
j = It2
Fig 2. Quadrature grid for a parallelogram region Fig 3. Quadrature grid for a concentric, circular, sectorial region

(1973). The weighting coefficients for the derivatives may

be obtained directly, and most accurately, irrespective of the
~(xO-i ) c,=T;
a ° o = 1 , 2 ..... Nx (13) number and positions of the sampling points, from the ex-
k=l plicit formulae (Quan and Chang, 1989a; Shu and Richards,
1992a-b). These extremely useful formulae, taken from Shu
and
and Richards (1992a-b), are given here for the interest of the
readers. These are given with respect to the x-coordinate
Nr only; the formulae with respect to the y-coordinate would
• )~-I =--; g= 1,2,...,Ny (14) follow in an identical manner.
C=l I't
The off-diagonal terms of the weighting coefficient ma-
The quadrature rules as given by Eqs (1), (2), (13), and trix of the first-order derivative are given by
(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 A'7 = I-I(xi) for i,k=l,2,...,N x a n d k # i (17)
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, where
following the definition of calculus operators, the differential
quadrature analog of a mixed derivative may be obtained as
rl(xi)= H (xi-xo)'n(xk)= H (x*-xo)" (18)
o(r+s)~I/ x,,yi
=
or ( OskI~ /[ Nx Nv
- %~ ~(r) ~-~ n('~)~u (15)
t)=l.u~i u=l,u~k
OxrOyS Oxr t ~yS )1 xi'Y' - ~'# ~ik ~ uj£ --kg The off-diagonal terms of a weighting coefficient matrix
k=l t=l
of the second- and higher-order derivatives may be obtained
and, similarly, for mixed integration as through the following recurrence relationship
gx g v
I~' f~ qJ(x'y)dxdy= Z C k ZDe~k'" (16)
=0 =0 k=l f=l A)[)=r[ Aff=OA)~) x,A~[-Ok (19)
Using the quadrature rules for the various order deriva- for i , k = l , 2 ..... Nx a n d k # i
tives, one may write the quadrature analog of a given differ-
ential equation at each grid point of its solution domain and, where 2 _<r _<(Nx - 1).
consequently, obtain a set of first-order or algebraic equa- The diagonal terms of a weighting coefficient matrix are
tions in terms of the grid-point function values. One may given by
also form the quadrature analog equations of the boundary
conditions. The first-order equations may be integrated in Nx
time or the algebraic equations of the differential equations Aft) =- Z A(r)it, f o r / = 1,2 ..... N x (20)
and their boundary conditions be solved simultaneously to u=l,u~i
obtain the unknown grid-point function values. Obviously,
the same procedure also applies to integral or integro-differ- where I _<r _<(Nx- I).
ential equations. It should be noted that having the weighting coefficients
of the first-order derivative from Eqs (17) and (20), the
2.2 Weighting coefficients and sampling points weighting coefficients of higher-order derivatives may also
be obtained using the recurrence relationship of Eq (I0).
Two extensively decisive factors in the accuracy of the dif- However, the calculation of each weighting coefficient by
ferential quadrature solutions are: one, the accuracy of the
this relationship involves Nx multiplications and (Nx - I)
weighting coefficients and two, the choice of sampling
additions, ie, a total (2Nx - 1) arithmetic operations. On the
points. 1 In order to obtain the weighting coefficients, one
other hand, the reccurence relationship of Eq (19) involves
may solve the Vandermonde system of equations, such as
two multiplications, one division, and one subtraction, ie, a
Eqs (6), (7), (13), and (14), using the usual linear equation
solvers. However, Vandermonde matrices are known to be total four arithmetic operations for the calculation of each
inherently ill-conditioned (Press et al 1988) and, in fact, it is off-diagonal weighting coefficient independent of the num-
ber Nx. The calculation of each diagonal weighting coeffi-
experienced that the weighting coefficients obtained by a di-
rect solution of the Vandermonde equations become increas- cient from Eq (20) involves (Nx - 2) subtractions. Thus, the
ingly inaccurate with an increasing number of sampling number of arithmetic operations in Eqs (19) and (20) is sub-
points. Better accuracy in the weighting coefficients may be stantially smaller than that in Eq (10). Consequently, with
obtained using the analytical solution method of Hamming increasing number of sampling points, the calculation of the
weighting coefficients by Eqs (I 9) and (20) ought to be rela-
tively inexpensive as well as more accurate due to smaller
IThese two issueswill be discussedfurtherin the nexttwo sections.

Appl Mech Rev vo149, no 1, January 1996 Bert and Malik: Differentialquadrature method in computational mechanics 5
rounding-off errors, than that by the recurrence relationship curate numerical solutions are available. Thus, all of these
of Eq (10). examples serve well to assess the numerical accuracy of the
A natural, and often convenient, choice for the sampling differential quadrature solutions. From the exact value at a
points is that of the equally spaced points; these are given by given (sampling) point, the percent error in a quadrature so-
lution may be obtained as
i-1
xi=-a; i = 1 , 2 .... N x (21)
Nx - 1 ~F] exact - klI DQM X | 0 0 (25)
8=
and [ exact
which is used in the following examples for the error and

i-I convergence analysis of the DQ solutions.
Yi = ~ b ; i = 1,2 .... Ny (22)
Ny - 1
Example 1." Heat transfer in a triangular fin
in the x and y directions, respectively. Quite frequently, the Consider a one-dimensional thin triangular fin, shown in Fig
differential quadrature solutions deliver more accurate re- 4, in which heat is transmitted along its length by conduction
sults with unequally spaced sampling points. Although such and dissipated from its lateral surfaces to the surroundings
points may be selected by trial, a rational basis for the sam- by convection. The equation governing the temperature in
pling points is provided by the zeros of the orthogonal poly- the fin may be obtained by an energy balance and written in
nomials. For example, one may obtain the sampling points a dimensionless form as (Lienhard, 1987)
by the equation
Xi--
l-c°s[(i-1)x/(Nx-l)]a; i
=
1,2,...,N x (23) •d2® dO
d - - ~ - + - ~ = m2®, 0_<,~_< 1 (26)
2
where ® is the nondimensional temperature and ~ is the
and nondimensional axial coordinate. Also, m is a dimensionless
parameter given by
l-c°s[(i-l)x/(Ny-l)]b; i=l,2,...,Ny (24)
Y;= 2 m 2 = "hL2
in the x andy directions, respectively.
k8
It should be mentioned that in the quadrature solutions, where the L and 8 are the geometric parameters of the fin
the sampling points in the various coordinate directions may (Fig 4). Also, k and h are the thermal conductivity and fin-
be different in number as well as in their type. In fact, one to-ambient heat transfer coefficient, respectively.
may even use different types of test functions in the various The boundary conditions for Eq (26) are
coordinate directions.
2.3 Examples of Differential Quadrature Solutions d__OO= 0 at ~ = 0 (27)

d~
In order to illustrate the application of the DQM, seven ex-
amples of diverse types of problems are now presented. In and
the first two examples, one of the heat transfer problem of a ® = l at ~ = 1 (28)
fin and the other of the torsion problem of a rectangular-
cross-section shaft, the governing differential equations are The solution of Eq (26) subject to the boundary condi-
of second order and the implementation of the boundary tions (27) and (28) is given in the following form of the
conditions is rather straightforward. The third example is of Bessei functions of first kind with complex arguments
the eigenvalue problem of a freely vibrating cantilever beam. (Lienhard, 1987)
The governing equation of the problem is a fourth-order dif-
ferential equation and, in this case, the implementation of the
boundary conditions needs some careful consideration. The
fourth problem demonstrates the application of the quadra-
ture method to the solution of a nonlinear ordinary differen-
tial 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 prob-
lems. 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-
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
written from Eq (1) as implementation of the known function values, ie, the incor-
poration of the Dirichlet boundary conditions, into the quad-
rature analog of the differential equation(s) and the other
dO N N
~=~ = Z A ( I ) o j ' d 2 0 = Z A~2)OJ ; (Neumann-type) boundary condition(s) would always lead to
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 where
Z [ " ~iA(2)
O" +A~")~ "i-m2oi:O; (30)
j=l LO,= ~iA~ 2) + A(I) (36)
i =2,3 .... , N - I
where Oi = O(~j). that is to say, L0 are the weighting coefficients of the differ-
Using the quadrature rule, (a), in Eq (27), the quadrature ential operator
analog of the boundary condition at ~ = 0 is obtained as
~d 2 d
N
ZA~-')®j = 0, i=1. (31)
which may be obtained from the equations
j=l
Further, the quadrature analog of the boundary condition at N
= 1, Eq (28) is simply
®~=1, i = N (32)
j=, =Fd
(37)
It is noted that the analog equations, Eq (30), of the dif- i,u = 1,2 ..... N.
ferential equation, Eq (26), are not written for the points i = This shows that one may obtain directly the weighting coef-
1 and i = N; instead the corresponding analog equations are ficients for the operators which could be any of the three
replaced by Eqs (31) and (32), and thereby, the boundary types -- differential, integral, and integro-differential opera-
conditions are i m p l e m e n t e d . . tors.
Equations (30) through (32) are a set of N linear algebraic The results of the triangular fin problem were obtained
equation s which may be solved for the temperature values at for a value of the parameter m = 1. These results are given in
the N sampling points. Since, however, the temperature at Table 1, (a) and (b). The quadrature solutions of the problem
= 1 is a known value, it is appropriate to use the value as were obtained by the solution of Eqs (33) and (34) using
such in the quadrature formulation. Thus, using Eq (32) in equally spaced as well as unequally spaced sampling points
Eqs (30) and (31), one may write the quadrature analogs of of the type of Eqs (21) and (23), ie,
the differential equation, Eq (26), and the boundary condi- Type I: Equally spaced sampling points
tion at ~ = O, Eq (27), as
N-I i-i
Z[~iA~2)+ A~.')]Oj-m2Oi = -~"~i A(2'_a(2'.
iN "iN' i=2,3,...,N-1 ~i = N - I ' i=1,2 ..... N (38)
j=l
and
(33)
and Type H." Unequally spaced sampling points
N-I 1- c o s [ ( / - 1 ) ~ / ( N - 1 ) ]
Z A~')O/. =-A~/~)'i = l (34) ~i =
2
; i = 1,2 ..... N (39)
j=l

Appl Mech Rev vol 49, no 1, January 1996 Bert and Malik: Differential quadrature method in computational mechanics
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 55
0.0 0.438676 -9.543 -5.165 -3.319 -2.581 -0.911 74.30
0.1 0.483653 -3.863 -1.693 -0.951 -0.694 -0.233 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 0.632494 -0.926 -0.422 -0.233 -0.172 -0.135 12.42
0.5 0.687003 -0.615 -0.287 -0.156 -0.116 -0.125 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
(b) Solution with unequally spaced Typeli points solution

Percent error ~ in quadrature solution
Exact Numberofsampling points, N
O 11 20 31 40 I 51 100
0.0 0.438676 -3.023 -1.002 -0.451 -0.284 I -0.183 -0.053
I
0.1 0.483653 -0.635 -0.164 -0.071 -0.041 -0.025 -0.006

0.2 0.530897 -0.388 -0.088 -0.041 -0.022 -0.015 -0.004
0.3 0.580485 -0.184 -0.064 -0.025 -0.016 -0.010 -0.002
0.4 0.632494 -0.194 -0.047 -0.017 -0.010 -0.006 -0.002
0.5 0.687003 -0.110 -0.024 -0.012 -0.006 -0.004 -0.001
0.6 0.744096 -0.048 -0.022 -0.008 -0.004 -0.003 -0.001
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
o(l) = i
respectively. In Table 1, (a) and (b), the results are given at the contrary, the solution with unequally spaced sampling
= 0.1 intervals. For the cases of Type I points in which the points shows a monotonic convergence with increasing
number of intervals ( N - I) are multiples of 10, these values number of points; note that Table I(b) includes results for
were obtainable directly from the quadrature solutions. the Type 1I sampling points o f N = 100 in number.
However, for the cases of Type I points in which the number
Example 2." Torsion o f a rectangular-cross-section shaft
of intervals (N - 1) were not multiples of 10 and for the case
of Type 11 points, the quadrature solution results at N points Consider a prismatic isotropic shaft of rectangular cross sec-
were utilized to obtain the temperature values at ~ = 0.1 in- tion of sides 2a and 2b, Fig 6, which is subjected to uniform
tervals over the length 0 _< ~ _< i via the Lagrange interpola- twisting over its entire length. The state of stress in the shaft
tion scheme. 0.0 ~ , --
The results of the present problem, given in Table 1, (a)
and (b), contain the exact temperature values and the errors T y p E s I1."Unequallyspatted /~/
in the quadrature solutions obtained with the Type I (equally -2.0 / s a m p l i n g V
spaced) and Type 11 (unequally spaced) sampling points. It
may be seen that quadrature solution results are of good ac- ~, -4.0
~ TypeI: Equatlyspaced
/
curacy. The maximum error in the quadrature solution is at '.~ ~ sampltngpoints
= O, ie, at the tip of the triangular fin. The variations of the
" -6.0
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 a,~, -8.0
magnitude or more, with unequally spaced sampling points
as compared to that with equally spaced sampling points. It , r I I t I
may be seen from Fig 5 that with Type 1 points, the solution - 10.010 20 30 40 50 60
exhibits uniform convergence up to N = 41 only; most accu- Number of sampling points, N
rate results are obtained with N = 51 and for sampling points Fig 5. Convergence of the DQ solution for the triangular fin
N > 51, the solution starts deteriorating rapidly. However, on problem

will be discussed shortly. However, it must be borne in Fig 10. When the (5-points are introduced on a grid of
mind, as it is apparent from Eqs (58) and (59), that in the equally spaced points, ie, into the Type 1 points of Eq (38),
quadrature analog equations of the boundary conditions, the then the coordinates of the sampling points are given by
weighting coefficients must correspond to the boundary
Type IlL" Equally spaced sampling points with adjacent (5-
point itself.
points
Equation (60) may be written as
~l =-0, ~2 =-(5' ~N-I =1--(5, ~N ----l

-[Sbb][Shw]]f{%}~-f
{0} ~L (61) i- 1 (63)
In 2 {w a }J ~i- N_3;i=3,4,...,(N-2)
where the subscripts b and d indicate the grid points used for With the 5-points introduced on a grid of unequally spaced
writing the quadrature analog of the boundary conditions and points, ie, into the Type II points of Eq (39), the coordinates
the governing differential equation, respectively. By elimi- of the sampling points are given by
nating the (4 x 1) column vector {wb}, Eq (61) is reduced to
Type IV." Unequally spaced sampling points with adjacent (5-
the following standard eigenvalue equation
points
[S]{wa }--~2[ l ]{Wd }= {0} (62)
where [S] is of order ( N - 4) x ( N - 4). The eigenvalues, ~,l = 0 , %2 =(5, %N-I = 1-(5, ~ o = l
which are the frequency squared values, and the eigenvector
{wa}, which describes the mode shapes of the freely vibrat- ~;= l-c°s[(i-l)rc/(N-3)] ; i = 3,4 ..... (N _ 2) (64)
ing beam, may both be obtained simultaneously from the [S] 2
matrix. Standard techniques for this purpose, such as inverse The results of quadrature solutions with four types of
iteration with shifting, are available in the literature; see for sampling points, Eqs (38), (39), (63), and (64), for the first
example, Bathe (1982). six mode frequencies of the cantilever beam are given in
It may seen that the eigenvector {wa} in Eq (62) does not Table 3. Also included here are the exact frequencies ob-
contain the deflection at the sampling points which are util- tained from Eq (56). By comparing the frequencies of the
ized for invoking the boundary conditions in the DQ formu- Types I and II points with those of the Types III and IV
lation of the problem. Consider a possible situation in which points, respectively, it may be seen that for a given number
for a particular mode of vibration, the excluded points may of sampling points, the DQ solution with the inclusion of (5-
be located in a half-wave and the half-wave is eliminated points produces more accurate frequencies (ie, closer to the
fully or partially from the eigenvector. Consequently, in that exact values). In comparison to the Type I and III points, ie,
case, the iteration process on the eigenvalue matrix may not equally spaced points without and with (5-points, even the
converge at all. It is also possible that the convergence may unequally spaced points of the Type II lead to better accu-
occur to a lower mode or to some physically unrealistic racy of the DQ solution. Needless to say most accurate quad-
mode. It is apparent that this matter would be more prob- rature solution results are obtained with Type IV points.
lematic in scanning higher modes. Further, this indicates that Similar to the previous examples, the convergence of the
the replacement of the quadrature analog equations of the quadrature solution for the present eigenvalue problem may
governing differential equation by the quadrature analog also be observed from Table 3. It may also be seen that for
equations of the boundary conditions can not be arbitrary. the higher modes, equally spaced points of both Type I and
The most appropriate choice of the points for invoking Type llI become increasingly less effective. In fact, the it-
the boundary conditions would be of the ones of zero dis- erations on the eigenvalue matrix with the Type I points
placements, ie, the nodal points (including the supported show a convergence problem even for the second mode and
ends/points) of the vibrating beam. However, even if the do not converge at all for the third and higher modes.
nodes are sufficient in number to accommodate the boundary
Example 4: Steady-state heat conduction in a slab
conditions, the locations of such nodes, save a limited num-
with temperature-dependent conductivity
ber of cases, would not be known h priori. A practical ap-
proach would be to have additional adjacent points as close Consider one-dimensional steady-state heat conduction in a
as possible to a boundary point such that all the points make slab in which the thermal conductivity depends linearly on
a total of the number of boundary conditions existing at that the temperature. The equation governing the temperature ®
boundary point. The closeness between the adjacent points = ®(~:,) in the slab is considered in the following nondimen-
could of the order (5 ~ 10-5 (on a normalized spatial variable); sional form (Finlayson, 1980)
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. 0 0 O0
i= 12 3... JN
For the present problem, only two (5-points, one each with I
(N-l)
the two end points, are needed. These points are shown in
Fig 10. A one-dimensional quadrature grid with adjacent (5-points

Appl Mech Rev vol 49, no 1, January 1996 Bert and Malik: Differential quadrature method in computational mechanics
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
exact 7 1! 15 19 7 11 15 19
0.2 0.20292 0.20291 0.20292 0.20292 0.20292 0.20298 0.20292 0.20292 0.20292
0.4 0.42332 0.42321 0.42332 0.42332 0.42332 0.42366 0.42332 0.42332 0.42332
0.6 0.67836 0.67789 0.67836 0.67836 0.67836 0.67884 0.67836 0.67836 0.67836
0.8 0.98364 0.98314 0.98365 0.98364 0.98364 0.98346 0.98366 0.98364 0.98364
1.0 1.35062 1.35399 1.35052 1.35063 1.35063 1.34973 1.35052 1.35061 1.35062
T 2.24923 2.24780 2.24918 2.24923 2.24923 2.24941 2.24923 2.24923 2.24923
~= (~, 0) = 0
It may be noted that the analogs o f the boundary condi- sampling points; for the present problem these points are
tions, Eq (42), is, Eqs (48) and (49), are utilized in Eqs (51) given by
and (52).
Type I: Equally spaced sampling points
The results o f the present example for a square shaft (~ =
i.0) obtained with exact and quadrature solutions are pre-
i-I
sented in Figs 7 and 8, and Table 2. In all the cases, the same ~i,qi=-l+2N_l; i = i,2,...,N
type o f sampling points are used in both the x and y direc-
tions and also are taken to be the same in number in the two and
directions, is, Nx = Ny = N. The results are obtained with both
Type I (equally spaced) and Type II (unequally spaced)
Type 11."Unequally spaced sampling points
3.0
~i,1]i = --COS ; i = 1,2 ..... N.
2.0 In Figs 7 and 8, the percent error in quadrature solution

x
values o f the maximum shear stress 2 is plotted against the
~ / Evenpointsenvelope number o f sampling points o f Types I and II, respectively.
E
•~ t . o Table 2 gives the exact and quadrature solution values o f the
E shear stress 3 Xzx and the twisting moment T in which the
.~.
quadrature solution values are the ones obtained for odd
b
® 0.0 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
-t .0 i i by the Lagrange interpolation from the quadrature solution
5 10 15 20 results.
Number of sampling points, N It may be seen from Table 2 that the quadrature method
Fig 7. Convergence of the DQ solution with Type I sampling yields results o f good accuracy with sampling points as small
points for the torsion problem of a square shaft as N = 7. Also, for smaller values o f N, the quadrature solu-
tions with equally spaced (Type I) points are better than
6.0 , i
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 in-
4.0 creasing number o f sampling points is obvious in Table 2
x
,. / Evenpointsenvelope and Figs 7 and 8. It may also be observed from Figs 7 and 8
20° 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
~0.0 in which, as seen from Table 1 and Fig 5, the convergence
i ~ Oddpolnlsenvelope trend, particularly with Type II points, is found to be uni-
form with the increasing number o f sampling points. In the
i
-2.0 5 1'0 15 20
Number of sampling points, N 2The maximum shear stress occurs at the midpoint of the longer side of the
rectangular cross section.
Fig 8. Convergence of the DQ solution with Type II sampling For a square shaft, I~yzl= ITzxlat the corresponding points on the ~ and r1
points for the torsion problem of a square shaft axes, respectively.

present case, larger error with even number of points results leaving two sampling points at each end and, thereby, yield-
possibly due to the exclusion of the point ~ = rl = 0 at which ing ( N - 4) linear equations•
the fimction ~ has a maximum value. The quadrature analogs of of the boundary conditions at
= 0, Eq (54), are written as
Example 3: A freely vibrating cantilever beam
The linear free vibration problem of a thin prismatic N
Bernoulli-Euler beam is described by the following eigen- wi =0, ZA~!)wj=O, i = i . (58)
value differential equation j=l
The quadrature analogs of of the boundary conditions at ~ =
d4w - ~'22W (53) 1, Eq (55), are written as
d~ 4
where w = w(~) is the dimensionless mode function of the N N

lateral deflection, ~ is the dimensionless coordinate along the A~2)w.=O, Z A~3)w
Y j=0, i=N (59)
axis of the beam, and ~ is the dimensionless frequency of j=l j=l
the beam vibrations.
The assembly of Eqs (57) through (59) yields the follow-
For a cantilever beam, Fig 9, the boundary conditions at
ing set of linear equations
the two ends are
1 0 0 0 0 ... 0
w=
dw
= 0 at %= 0 (54)
All,) All2) Al; v,) AId All; . . . . .(l)
I(N-2)
d~ A(2) ,(2) .(2) .(2) A(2) ~(2)
NI ~N2 ~IN(N-I) ANN "*N3 . . . . N(N-2)
due to the deflection and rotation both being zero at the
A(3) ,(3) (3) A(3) ,(3) (3)
clamped end, and NI "qN2 AN(N-I) NN "qN4 "'" AN(N-2)
A(4) .(4) A(4) .i(4) A~) .(4) -
31 A32 ~3(N-1) "/13N "'" A3(N-2)
d2w d3w
= 0 at ~= 1 (55) A~41> A~) A(4> A(4> AI~) .,4(4)
d~ 2 d~ 3 ~4(N-I) --4N .... 4(N-a)
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 (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 "'"
A~)=2)(N_2)
cosh13cos13 + i = 0, 13= ~-~4 (56)
which may be found in most vibration textbooks; see for ex-
ample, Meirovitch (1986)•
In the quadrature formulation of the present problem, it WI 0
should be noted that the governing differential equation, Eq W2 0
(53), being a fourth-order equation, involves two conditions
(on the field variable), as given by Eqs (54) and (55), at each W(N-0 0
boundary point, ie, a total of four boundary conditions• Thus, WN 0
of the needed N quadrature analog equations, four equations % .=~2
ought to be obtained from Eqs (54) and (55), and the remain- a,,
ing (N-4) equations from Eq (53)• For this purpose, let the w4
the quadrature analog of Eq (53) be written as
N
ZA~4)w.=~22wi;
¢j J i = 3 , 4 ..... ( N - 2 )
J=' (57) W(N-2) W/N-2)

(60)
/
/ where it may be seen that the four quadrature analog equa-
f tions, Eqs (58) and (59), of the boundary conditions actually
/ x, ~ = x / L
replace the quadrature analog equations of the governing dif-
5
/
ferential equation at the boundary points, i=1 and N, and
/ their immediate adjacent points, i=2 and (N-I). A question-
f able matter whether the quadrature analog equations of the
L ~1 boundary conditions can replace arbitrarily chosen quadra-
Fig 9. A cantilever beam ture analog equations of the governing differential equation,

will be discussed shortly. However, it must be borne in Fig 10. When the (5-points are introduced on a grid of
mind, as it is apparent from Eqs (58) and (59), that in the equally spaced points, ie, into the Type 1 points of Eq (38),
quadrature analog equations of the boundary conditions, the then the coordinates of the sampling points are given by
weighting coefficients must correspond to the boundary
Type IlL" Equally spaced sampling points with adjacent (5-
point itself.
points
Equation (60) may be written as
~l =-0, ~2 =-(5' ~N-I =1--(5, ~N ----l

-[Sbb][Shw]]f{%}~-f
{0} ~L (61) i- 1 (63)
In 2 {w a }J ~i- N_3;i=3,4,...,(N-2)
where the subscripts b and d indicate the grid points used for With the 5-points introduced on a grid of unequally spaced
writing the quadrature analog of the boundary conditions and points, ie, into the Type II points of Eq (39), the coordinates
the governing differential equation, respectively. By elimi- of the sampling points are given by
nating the (4 x 1) column vector {wb}, Eq (61) is reduced to
Type IV." Unequally spaced sampling points with adjacent (5-
the following standard eigenvalue equation
points
[S]{wa }--~2[ l ]{Wd }= {0} (62)
where [S] is of order ( N - 4) x ( N - 4). The eigenvalues, ~,l = 0 , %2 =(5, %N-I = 1-(5, ~ o = l
which are the frequency squared values, and the eigenvector
{wa}, which describes the mode shapes of the freely vibrat- ~;= l-c°s[(i-l)rc/(N-3)] ; i = 3,4 ..... (N _ 2) (64)
ing beam, may both be obtained simultaneously from the [S] 2
matrix. Standard techniques for this purpose, such as inverse The results of quadrature solutions with four types of
iteration with shifting, are available in the literature; see for sampling points, Eqs (38), (39), (63), and (64), for the first
example, Bathe (1982). six mode frequencies of the cantilever beam are given in
It may seen that the eigenvector {wa} in Eq (62) does not Table 3. Also included here are the exact frequencies ob-
contain the deflection at the sampling points which are util- tained from Eq (56). By comparing the frequencies of the
ized for invoking the boundary conditions in the DQ formu- Types I and II points with those of the Types III and IV
lation of the problem. Consider a possible situation in which points, respectively, it may be seen that for a given number
for a particular mode of vibration, the excluded points may of sampling points, the DQ solution with the inclusion of (5-
be located in a half-wave and the half-wave is eliminated points produces more accurate frequencies (ie, closer to the
fully or partially from the eigenvector. Consequently, in that exact values). In comparison to the Type I and III points, ie,
case, the iteration process on the eigenvalue matrix may not equally spaced points without and with (5-points, even the
converge at all. It is also possible that the convergence may unequally spaced points of the Type II lead to better accu-
occur to a lower mode or to some physically unrealistic racy of the DQ solution. Needless to say most accurate quad-
mode. It is apparent that this matter would be more prob- rature solution results are obtained with Type IV points.
lematic in scanning higher modes. Further, this indicates that Similar to the previous examples, the convergence of the
the replacement of the quadrature analog equations of the quadrature solution for the present eigenvalue problem may
governing differential equation by the quadrature analog also be observed from Table 3. It may also be seen that for
equations of the boundary conditions can not be arbitrary. the higher modes, equally spaced points of both Type I and
The most appropriate choice of the points for invoking Type llI become increasingly less effective. In fact, the it-
the boundary conditions would be of the ones of zero dis- erations on the eigenvalue matrix with the Type I points
placements, ie, the nodal points (including the supported show a convergence problem even for the second mode and
ends/points) of the vibrating beam. However, even if the do not converge at all for the third and higher modes.
nodes are sufficient in number to accommodate the boundary
Example 4: Steady-state heat conduction in a slab
conditions, the locations of such nodes, save a limited num-
with temperature-dependent conductivity
ber of cases, would not be known h priori. A practical ap-
proach would be to have additional adjacent points as close Consider one-dimensional steady-state heat conduction in a
as possible to a boundary point such that all the points make slab in which the thermal conductivity depends linearly on
a total of the number of boundary conditions existing at that the temperature. The equation governing the temperature ®
boundary point. The closeness between the adjacent points = ®(~:,) in the slab is considered in the following nondimen-
could of the order (5 ~ 10-5 (on a normalized spatial variable); sional form (Finlayson, 1980)
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. 0 0 O0
i= 12 3... JN
For the present problem, only two (5-points, one each with I
(N-l)
the two end points, are needed. These points are shown in
Fig 10. A one-dimensional quadrature grid with adjacent (5-points

12 Bert and Malik: Differential quadrature method in computational mechanics Appl Mech Rev vo149, no 1, January 1996
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: Q u a d r a t u r e solutions:
Sampling polntstype Sampling points type
N I III !1 IV N III II IV
7 3.473657 3.486260 3.486260 3.508752 12 131.53641 125.46206 121.31923
8 3.522366 3.519970 3.519599 3.516708 13 .... 120.03684 120.83422
9 3.517241 3.516698 3.516551 3.516088 14 .... 120.39889 120.87821
10 3.516074 3.516045 3.516035 3.516017 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: Mode 5:
Exact frequency, ~2 = 22.0344916 Exact frequency, f~5 = 199.859530
Quadrature solutions: Quadrature solutions:
Sampling points type Sampling points type
N I Ill II IV N III II IV
8 . . . . . . . . 21.258729 21.922707 14 .... 195.94263 199.51674
9 .... 22.235788 22.194722 22.058830 15 .... 197.45842 199.77508
10 .... 22.130298 22.098308 22.041802 16 204.24024 200.41810 199.87819
I1 22.030212 22.032314 22.033292 22.034379 17 202.30005 200.13555 199.86795
12 22.025301 22.030393 22.032672 22.034364 18 199.43992 199.81949 199.85842
13 22.035240 22.034804 22.034604 22.034498 19 199.55183 199.83869 199.85904
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
Q u a d r a t u r e solutions: Quadrature solutions:
Sampling pointstype Sampling points type
N III II IV N !11 IV
9 . . . . . . . . 61.732975 15 .... 297.28205
10 65.057358 63.695388 61.834629 16 290.41969 298.38329
II 63.317532 62.562051 61.780091 17 301.41950 298.62214
12 61.499098 61.605900 61.689815 18 299.82953 298.58932
13 61.533829 61.639381 61.693836 19 298.30135 298.54924
14 61.716811 61.702780 61.697502 20 298.42633 I 298.55288
~d2® (d®) 2 wherein, beginning with an assumed temperature field ®(~)

consistent with the boundary conditions, Eqs (66) and (67),
(65) one obtains successively refined solutions through the fol-
lowing iteration scheme
with the boundary conditions
®(n+0 = ®(.) + 0(.) (69)
® = 0 at ~ = 0 (66)
where 0 = 0(~) is the temperature refinement and n is the it-
and
eration count.
O = 1 at ~ = 1. (67) The temperature refinement is determined by the solution
of the following equation written in the operator form as
The exact solution to the above problem is given as
(Finlayson, 1980) 0L'(®) + L(®) = 0 (70)
®=-1+ 1+~'~ (68) where L(®)is the left side of Eq (65), ie,
Equation (65) is a nonlinear differential equation and, 2 2

therefore, its numerical solution should follow some iterative L(o) = (1 +o) +(d°) (71)
procedure. For this purpose, Newton's approach is adopted d~ ~ kaY)

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
Type I I Type II
Exact 5 7 ll 5 7 II
solution Temperature, @
0.1 0.140175 1.227 0.184 0.005 -0.012 -0.039 0.000
0.3 0.378405 0.223 0.031 0.001 -0.303 0.006 0.000
0.5 0.581139 0.044 0.007 0.000 -0.034 0.000 0.000
0.7 0.760682 -0.025 -0.003 0.000 0.077 -0.003 0.000
0.9 0.923538 -0.066 -0.009 0.000 0.002 0.002 0.000
Heat flux, Q
0.0 2.614 0.567 0.027 0.944 0.085 0.001
0.2 -0.340 -0.057 -0.001 -0.680 0.042 -0.001
0.4 -0.274 -0.030 -0.001 0.379 -0.003 0.000
0.5 1.5 -0.157 -0.039 -0.001 0.681 -0.055 -0.001
0.6 -0.201 -0.034 -0.001 0.580 -0.031 0.000
0.8 -0.394 -0.046 -0.001 -0.354 0.046 0.000
1.0 1.613 0.327 0.015 0.568 0.048 0.000
o(o) = o, o(o) =l
and L'(0) is the Frechet derivative defined as (Finlayson, N d2® N

1972)
k=2 k=2
,.q
0L'(O) = 0 ~ L ( O+ ~ 0)l ~0. (72) (76)
and i = 2,3 ..... (N-I). Also ON = I.
In order to evaluate the Frechet derivative, ® is replaced
It may noted that in Eq (75) the boundary conditions o f
by ® + c 0 inEq (71) to obtain
the 0-variable, Eq (74), are included. Similarly, the boundary
2 condition on ® at ~ = 0, Eq (66), is included in Eq (76).
The computed results are given in Table 4. The tabulated
L ( O + E0) = (i + O + c 0 ) d~ 2 Jr
values show the percent errors e in the quadrature solution
which is differentiated partially with respect to ~ and then, with respect to the exact values for the temperature distribu-
in the resulting derivative, ~ is set equal to zero. Substituting tion in the slab. These results illustrate the capability of the
the Frechet derivative so determined and Eq (71) in Eq (70), DQM in the solution of a nonlinear problem. It m a y also be
one obtains the following equation 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
• d20 dO dO d 2 0 ^ of the heat flux distribution with respect to the exact solution
(1 + ® ) d ~ + 2 d~ a t + - ~ - u value of 1.5. The (dimensionless) heat flux is given by
(73)
.d20 (dO] 2 dO
Q = (1 + ®)--~- (77)
,
In the calculation of quadrature results o f Table 4, the

which is a linear equation in the temperature refinement 0. following convergence criterion was used for the iteration
Inasmuch as 0 is a correction variable, its boundary condi- scheme, Eq (70), o f Newton's method.
tions are simply
0 = 0 at ~ = 0 and 1. (74) N-102

The quadrature analog o f Eq (73) is now written at a point
z i=2 i <10_6 (78)
= ~i as
• i=2
N-102
i
With an initial guess ®i = ~i, a converged solution could al-
ways be obtained in a maximum of three iterations.
( 2 ) [ ( ! + Oi)A~.2)+ 20'iA~')]Oj+O~Oi Example 5: An integro-differentialequation

j=2 (75) The integro-differential equation being considered here is
=-(1 2 one type of Boltzmann equation encountered in the kinetic
where

14 Bert and Malik: Differential quadrature method in computational mechanics Appl Mech Rev vol 49, no t, January 1996
TABLE 5 Convergence and error analysis of the DQ solution for the
Boltzmann equation
N
(a) Exact solution
0.1 0.2 0.3 0.4 0.5
I~e-nf(q)dq=ZCjfj (82)
j=l
.f 1.12293188 1.26820896 1.43698648 1.63045897 1.84987730
0.6 0.7 0.8 0.9 1.0
where fj =flrlj ). Using the polynomial test functions, of the
form of Eq (4), in Eq (82), one obtains
f 2.09656797 2.37195479 2,67758437 3.01515270 3.38653610
N
(b) Percent error e in DQ solution with equally spaced Type I points
Number of sampling points, N
j=[
5 6 7 8 9
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
from which the weighting coefficients Cj may be deter-
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
mined. It should be noted that in this equation, the integral
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
term
0.4 0.68 × 10 "I -0.49 × 10"2 0.14 × 10 "3 -0.46 x 10 .5 0.45 × 10-6 I u = I2e-nllU-ldrl
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 is a definite integral and is, therefore, a constant term. It may
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 be evaluated as
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
ll=l-l-,lu=-l-+(u-1)l~,_l; u = 2 , 3 .... ,N
e e
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
Using the quadrature rule for the first-order derivative
(c) Percent error ~ in DQ solution with unequally spaced Type !1 points
and for the integral from Eq (82), one obtains the quadrature
Number of sampling points, N
analog of Eq (79) as
5 6 7 8 ] 9
0.1
0.2
0.32 × 10l
0 . 3 1 x 1 0 "1
-0.16 x 10 -2 0.26 x 10 -4
- 0 . 9 8 x 1 0 - 3 1 0 , 8 2 x l 0 -5
-0.41 x 10-6
- 0 . 1 1 x l 0 -6
0.15 x 10-7
0 . 1 5 x 1 0 -7 Z.at
,I, - e ~i c,},,
/J
= sin ~,i" i = 1 , 2 ..... N. (84)
j=l
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
Writing the boundary condition, Eq (80), as
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
fj =1, j = l (85)
0.6 0.14 × 10 "1 -0.93 × 10 -3 0.16 x 10.4 -0.23 x 10-6 0.19 × 10-7
and using in Eq (84), one can express the quadrature analog
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 of Eq (79) as
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 N
1.0 0 . 1 7 × 10"1 - 0 . 7 4 × 10 -3 0 . 1 3 × 10-4 - 0 . 2 8 × 10.6 0 . 1 8 x 10-7 Z { A ~ ') -e~'Cj }f: = s i n a i - A}~) +eL'C,; i= 2,3 ..... N(86)
j=2
.riO) =
in which, now, the boundary condition, Eq (80), has been in-
corporated.
It is seen that Eq (86) may be written as
theory of gases. In a dimensionless form, the equation is
given as
I
N
df Z L,jfj = sin ~,i - La; i = 2,3 ..... N (87)

Ioe~-nf(rl)drl=sin~, 0_<~_<! (79) j=2
at where
where r I is a dummy variable to ~.
The exact solution of Eq (79) subject to the boundary L/j = d~. I) -e~iCj (88)
condition
so that Lu are the weighting coefficients of the integro-dif-
f=lat ~=0 (80) ferential operator
is (Civan and Sliepcevich, 1986)
df Iie~_nf(rl) dq
d~
f({) = 3 e - 4 + c o s l - sin 1 which may be obtained from the equations
ea-ri (e -l)+2-cos (81)
N
where in Eqs (79) and (81), "e" is the base of the natural • I _ -I
logarithms.
j=l
For the quadrature formulation of Eq (79), the quadrature (89)
rule for the integral term is written as 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 T
= -- (93)
in the numerical solution values where, as before, the nu-
merical values at the given intervals were obtained by the
T.f
and substituting in Eq (90), one obtains the governing equa-
Lagrange interpolation from the quadrature solution values. tion in the normalized time domain 0 _<~ _< I as
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 dO 4.xf(o+Foo41_x.f(oa+Fo04 O. (94)
dt • h T "j
solutions are about an order of magnitude less than that with
Let the body have an initial temperature Oo so that the
Type 1 sampling points solutions. In fact for N _> 9, Type II
DQ solutions match to eight or more decimal places with the boundary condition for Eq (94) is
exact solution. O(0) = O 0 (95)
It should be noted that the differential quadrature solution
of the foregoing example was first considered by Civan and Equation (94) is nonlinear and the its DQ solution may be
Siiepcevich (1986). However, the present solution is modi- obtained in a manner identical to that of the nonlinear prob-
fied in the quadrature formulation of the integral term of the lem of Example 4. Thus, the iterative solution of the equa-
governing equation. Consequently, the results presented in tion follows the scheme given by Eq (69), that is,
Table 5 are more accurate than those in the cited work. O(n+O = 0(') +0 (")
Example 6: Co®ling/heating by where, following the procedure of Example 4, the equation
combined convection and radiation governing the temperature refinement 0 = O(t) may be ob-
Consider a body subjected to heat transfer by combined con- tained as
vection 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)
4-Xf 1+4 0=-
dO = _(O_ Oa )___~(O4 _ O4 ) dr h at
(96)
dE '~ (90)
where O = O(T) is the absolute temperature of the body, x is
"l-~f(Oa -F hFOO4~s)
a nondimensional time, and Oo and Os are the absolute tem-
with the boundary condition
peratures of, respectively, the ambient gas and distant sur-
roundings with which radiation exchange occurs. Also, h is 0(0) = 0 (97)
the convection heat transfer coefficient, F is the view factor, The quadrature analog of Eq (96) may be written at a point
and ~ is the Stefan-Boltzmann constant. ti as
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 in-
tegration of Eq (90) should indicate a steady-state or final
temperature ®f which the body would eventually reach.
I
ZA~.t)0j +x.f 1+4 h
j=2
oi
However, the final temperature O r of the body may be ob- (98)
tained directly by applying the physical condition =-O'i-~f(Oi4"~OID-t-'~fIOa'l- h s)
dO where i = 2,3 ..... N, and
O---~Of, d~ ---~0as ~--~oo (91)
to Eq (90) giving the quartic equation N
dO
04'f + "T~h 0 "f - 4 _h._ 0

O s - Fc~ a
= 0 (92) k=l
in which O; = Oo for i = l.Also, it is noted that the boundary
condition, Eq (97), is included in Eq (98).
which may be solved analytically for O h It may be noted
For the purpose of numerical solution of the above prob-
from Eq (92) that the final temperature is independent of any
lem, a numerical example is adopted from Lienhard's text-
initial body temperature, whatsoever.
book (Lienhard, 1987; page 217). Consider a black sphere in
For the DQ solution, Eq (90) may be treated as a bound-
an enclosure with ambient gas temperature at O® = 293°K
ary-value problem taking the time domain as 0 _< x _< ~f
and the wall of the enclosure maintained at Os = 1000°K.
where "~ris the time up to which temperature versus time re- The convective heat transfer coefficient is h = 300 W/m2-°K.
cord is needed. If this time is sufficiently large, then the As the radiation exchange is between the sphere and its en-
temperature value at T = '~; may practically reach the steady- closure only, F = 1. Also, the Stefan-Boltzmann constant is
state value Of Now, defining a normalized time as = 5.6697 x 10-SW/m2-°K4. For these data, the solution of

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 0(~,0) = 1, (101)
1.0 2.0 3.0 14.0 x7 the symmetry boundary condition at the center of the sphere
®o = 293°K (~ = 0)
N O(x) by DQ solution in°K
6 392.279 446.348 471.030 478.337 472.127
- ~ ~=o = 0, (102)
11 410.135 451.143 465.214 470.106 472.564
16 410.112 451.156 465.269 470.084 472.565 and the boundary condition at the surface of the sphere (~ =
21 410.112 451.156 465.269 470.084 472.565 1)
Comparison data, Lienhard (1987)
O(i,'O = 0 (103)
FDM b 410.81 451.65 465.53 I 470.21 472.57
The solution of Eq (100) giving the temperature distribu-
RKM c 410.12 451.16 465.27 I 470.09 472.57
tion subject to the conditions of Eqs (101) through (103) is
O o = 1000°K
given by (Mikhailov and Ozisik, 1984)
6 702.852 542.614 471.017 451.474 473.914
I1 631.121 525.384 491.418 478.265 472.577 o®
sin(nn~)
16 631.560 525.017 490.254 [ 478.593 472.565 O(~,x) = 2 Z ( - I ) "+l e-"2~2~ (104)
21 631.450 525.046 490.230 478.557 472.565 n=l n~
26 631.433 525.033 490.237 478.551 472.565 The differential quadrature solution of the above problem
Comparison data, Llenhard (1987) may be obtained in a two-dimensional space-time frame of
FDM b 628.95 523.60 I 489.56 478.26 [ 472.57 the ~, x coordinates. For this purpose, the semi-infinite do-
RKM< 631.43 525.04 I 490.24 478.56 I 472.57 main in the time coordinate may be changed to a finite do-
aFor DQ solutions,xf = 15.05; bExplicit finite difference(Euler main in the same manner as was done in Example 6.
method) solution with time increments, 8x = 0.02; CRunge-Kutta However, the solution is obtained here differently wherein,
method solution. 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
Eq (92) gives the value of final temperature, correct to six respect to time to know the temperature distribution in the
decimal digits, as Of= 472.564870°K. sphere at the desired time periods.
The differential quadrature solution of the problem for the The differential quadrature analog of Eq (I00) may be
above data are obtained with Type II sampling points. Two written, using the quadrature rules in the t-coordinate only,
values of the initial temperature, G o = 293°K and 1000°K, as
are used for calculations. The DQ solution results are given
in Table 6; the values at the rounded time intervals, x = 1, 2,
0®; N-I I-A(2) ]
3, and 4, are obtained by Langrange interpolation from the
quadrature solution values. The tabulated results demonstrate & = /J ~i
the convergence of the quadrature solutions with respect to where it may be noted that
the number of sampling points. It may be seen from the con-
verged solutions that the time xf has been taken sufficiently ®i = ®i (~) (106)
large so that temperature value at this time is obtained very is the instantaneous temperature at a sampling point ~ = ~i.
close to the exact value of Or: Table 6 also includes the re- Also, the boundary condition at ~ =l, Eq (103), is built into
sults from two other numerical solutions given by Lienhard these equations. In order to invoke the other boundary con-
(1987); these data verify the accuracy of the quadrature so- dition, the quadrature analog of Eq (102) is written as
lution results.
N-I
Example 7: One-dimensional, time-dependent heat diffusion ZA 'o, =0
in a sphere j=l
In this last example, an initial-boundary-value problem of which gives
heat diffusion in a solid sphere is considered. The governing
equation of the problem, with no heat generation and con- N-I
I
stant physical properties, is given by (Mikhailov and Ozisik, (107)
1984) 0,- All, j=2
O0 020 200 where Oi = ®(0,T) is the instantaneous temperature at the
- ~ - = " ~ - + ~a~ (100) center of the sphere.
Substituting the value o f ® I from Eq (107) in Eq (105),
where, with all symbols representing dimensionless quanti- one obtains the quadrature analog equation
ties, ~ is the radial coordinate (0 _< ~ _< 1), z is the time, and
® = ®(~, x) is the temperature.

TABLE 7 Comparison of exact and DQ solutions for time dependent

heat diffusion in a sphere
= 0.1 ~ = 0.5
O-exact ODQM e O-exact ODQM c
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
i = 2 , 3 , . . . , ( N - 1).
0.2 0.668260 0.668338 -0.012 0.013456 0.013458 -0.018
008) 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
Equation (108) represents a set of (N-2) first-order equa-
0.5 0.474546 0.474524 0.005 0.009157 0.009159 ! -0.020
tions which have both the boundary conditions, Eqs (102)
0.6 0.382089 0.382099 -0.003 0.007257 0.007259 -0.024
and (103), built into them. These equations may be inte-
0.7 0.282584 0.282608 -0.009 0.005292 0.005293 -0.021
grated with respect to time x with the initial conditions I
0.8 0.181669 0.181710 -0.023 I 0.003364 0.003364 -0.010
® i ( 0 ) = i; i = 2,3 ..... ( N - I ) (109) 0.9 0.085506 0.085536 i -0.035 0.001572 0.001572 -0.002
which are obtained from Eq (101). The integration yields

illustrated in a subsequent paper by Bellman et al (1972)
temperature values at (N-2) sampling points; i = 2,3 ..... (N-
with the solution of some partial differential equations aris-
1). Having these values, the temperature value ®I may be ing in various simplified models of fluid flow and turbu-
obtained from Eq (107) and, of course, ON = 0. lence. This paper presented the idea of using the polynomial
The temperature distributions from exact solution, Eq test functions for the determination of the weighting coeffi-
(104), and from the quadrature solutions obtained by the cients. However, by placing the grid points at the zeros of
above methodology, using N = 7 Type 11 sampling points the shifted Legendre polynomials and constructing the test
and the fourth-order Runge-Kutta method for time integra- functions in a form analogous to Lagrange's interpolation
tion with time step 6x = 0.00001, are given in Table 7. From formula, explicit formulae for the first-order derivative
the quadrature solutions, the temperatures at the ~ = 0.1 in- weighting coefficients were obtained and used for the nu-
tervals along the radius of the sphere are obtained by the merical results. In its introduction, this paper also dwelt on
Lagrange interpolation. The results are for two time periods, the disadvantages of the finite-difference-method solution of
= 0.1 and 0.5. The accuracies of the quadrature solutions the initial-value problems in that the method, for moderately
obtained with such a small number of sampling points may accurate results at some limited number of the (spatial)
be seen from the percent error values. points of interest, requires a large number of points resulting
In the foregoing examples, no exclusive example of nu- in increased cost of computation and larger storage. For the
merical integration was considered although the quadrature numerical examples given in the paper, the quadrature-
rule for integration was utilized in Examples 2 and 5. The method results were compared with exact solutions and very
interested readers may verify the convenience in use and ac- high accuracy of the solution method with grid points of
curacy of the quadrature rule for integration. One interesting seven and nine was illustrated. It may be mentioned that the
example would be to verify that for the zeros of Legendre zeros of the shifted Legendre polynomials do not include
polynomials as the sampling points (in 0 < ~ < 1), the boundary points (x = 0 and 1) and these points were really
weighting coefficients are obtained to be the same as the not needed in the solution of initial-value problems.
weight factors of the widely used Gauss integration formu- Following the above two papers, the differential quadra-
las, as they should; see, for example, Abramowitz and ture method was applied in problems of diverse areas, and
Stegun (1972) for the zeros of the Legendre polynomials these applications led to further development of the method.
(the abscissas) and weight factors of Gauss integration for- Thus, one finds that in the problem of the Hodgkin-Huxley
mulas. model (Kashef and Bellman, 1974), the DQM was applied to
the solution of an initial-boundary-value differential equa-
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 tion. In this problem, the weighting coefficients of'the re-
T H E DIFFERENTIAL QUADRATURE METHOD quired second-order derivatives were determined using the
unit cubic cardinal spline functions which satisfied the
By formulating the quadrature rule for a derivative as an proper boundary conditions. Further applications of the
analogous extension of quadrature for integrals, Bellman and DQM included the solution of a heart model for estimating
Casti, in their introductory 1971 paper, proposed the differ- heart parameters from cardiograms (Bellman et al, 1974) and
ential quadrature method as a new technique for the numeri- in the problem of determining the initial conditions for given
cal solution of initial-value problems of ordinary and partial system equations and the system response in time-space do-
differential equations. The work was apparently aimed to- main (Bellman and Roth, 1979).
ward offering an alternative solution technique in view of Outside Bellman's group, the DQM seems to have been
problems of numerical stability and large computation times first employed by Mingle (1973) who studied the problem of
involved with long-term integration by finite difference pro- one-dimensional nonlinear transient diffusion from the com-
cedures. The paper did not include any details such as the putational viewpoint. The paper also included the analytical
determination of the weighting coefficients nor provide any solution of the reduced linear problem, perturbation solu-
example application of the method. The new technique was

tions, and finite difference solutions. The grid points were ta- ture solution was then obtained by using the compatibility
ken to be equally spaced and included the boundary points. conditions at the subdomain interfaces along with the bound-
A very interesting idea in Mingle's work was the incorpora- ary conditions.
tion of the boundary conditions into the two weighting coef- An application of the DQM in nuclear engineering prob-
ficient matrices of orders one and two as needed in the pro- lems was undertaken by Passow (1986) for the analysis of
blem. A detailed description of the idea was lacking, how- diffusion of neutrons through homogeneous media. Civan
ever, and it was not employed in the later work (Mingle, and Sliepcevich (1986) made further extensions in the quad-
1977) on the application of the quadrature method to one-di- rature method by way of its application to integro-differen-
mensional nonlinear transient heat conduction. However, the tial equations. In this work, the Boitzmann equation of
commonly used approach of implementing the boundary Example 5 was used as an illustrative problem and, extend-
condition, as used in the examples of Section 2.3, was actu- ing the idea of earlier work (Civan and Sliepcevich, 1984b),
ally introduced only through this work of Mingle (1977) in it was shown how the weighting coefficients could be ob-
which a full complement of the quadrature analog equations tained for composite operators of differentials and integrals.
was obtained from the boundary conditions at the end points Another application of the DQM to a highly nonlinear prob-
and differential equations at the interior points. Another lem was considered by Blick and Civan (1988) for the solu-
application of the DQM is found in the paper of Hu and Hu tion of the porous-media momentum equation. Recently,
(1974) who generalized the DQM for identifying rate con- Civan (1994a) has reworked the quadrature solution for the
stants in partly measurable compartmental models. Wang isothermal reactor model of the earlier works (Wang, 1982;
(1982) employed the DQM for the transient analysis of iso- Naadimuthu et al, 1984) and obtained a stable DQ solution
thermal chemical reactors; the mathematical model involved without any degeneration up to the steady state.
a single nonlinear initial-boundary-value equation in terms A major breakthrough in the development of the differ-
of partial pressure. Later, this work was extended by ential quadrature method came with the introduction of its
Naadimuthu et al (1984) for the adiabatic chemical reactors. application to structural mechanics problems (Jang, 1987;
The mathematical model involved two coupled nonlinear Bert et al, 1988a; Jang et al, 1989). The problems considered
initial-boundary-value equations in terms of partial pressure in these works were specifically of static and dynamic flex-
and temperature. It was shown in both of these works that ural analyses of beams and plates, and compared to problems
the results of quadrature-method solution with only nine grid handled in the earlier works on the DQM applications, these
points were comparable in accuracy to the results of a 480- problems were of higher complexity. For example, in the
grid-point finite-difference-method solution. However, an earlier works, the governing differential equations were of
examination of the pressure transients in the work of Wang order no more than two which did not involve more than one
(1982) and of the pressure and temperature transients in the boundary condition at each boundary of the physical do-
work of Naadimuthu et al (1984) shows that the quadrature main. On the other hand, the classical linear flexure equa-
solutions actually degenerated as the steady state was ap- tions of thin beams and plates are fourth-order differential
proached. equations and the conditions at each edge are given by two
The first extensive application of the quadrature method boundary conditions; the implementation of these multiple
to engineering problems was undertaken by Civan (1978) boundary conditions needed special consideration (Jang,
and Civan and Sliepcevich (1983a-b, 1984a) for a variety of 1987; Jang et al, 1989). The efficacy of the DQM in the so-
transport-phenomena-type models. Their work furthered the lutions of the static (Jang et al, 1989) and the dynamic (Bert
scope of the DQM immensely by generalization of the meth- et al, 1988a) problems demonstrated well that the quadrature
od to models described by the initial-boundary-value and the method could be employed for structural analysis. Subse-
boundary-value differential equations described in three-di- quent to these works, the DQM was also employed for the
mensional space domains. One may see, for example, the nonlinear static flexure of thin circular plates subjected to
DQM applied for the first time to nonlinear one-dimensional uniform pressure and central point loads (Striz et al, 1988).
and linear two-dimensional boundary-value problems (Civan The fifth-order system equations involved two coupled non-
and Sliepcevich, 1983a, 1983b) and related ideas on the im- linear integro-differential equations in radial and lateral dis-
plementation of the boundary conditions. The application of placements. The DQM solution was carried out tactfully in
the DQM to three-dimensional problems, of both transient that an admissible functional form of the radial displacement
and steady-state nature, have so far been considered by was assumed and thus the governing equations were reduced
Civan and Sliepcevich (I 984a) only. In another work, Civan to a third-order system of the single dependent variable of
and Sliecevich (1984b) demonstrated that the weighting co- transverse deflection. Later, Bert et al (1988b, 1989) also
efficients could be obtained directly from the nonhomoge- analyzed the large deflection problems of thin isotropic and
neous differential operators and applied the idea to the solu- orthotropic rectangular plates. In each of these two prob-
tion of the Thomas-Fermi equation. An important contribu- lems, DQM solutions were obtained for the eighth-order
tion of Civan and Sliepcevich (1985) was on the analysis of systems of three nonlinear coupled equations in terms of the
pool boiling in cavities wherein the concept of domain de- three displacement components. The application of the DQM
composition was exploited for the quadrature solution. The in area of static aeroelasticity was extended by Loo (1991)
cavity region was considered to be L-shaped which could be who analyzed the problems of wing divergence and lift dis-
decomposed into three rectangular subdomains. The quadra- tribution for both straight and swept uniform and tapered

Appl Mech Rev vol 49, no 1, January 1996 Bert and Malik: Differential quadrature method in computational mechanics 19
wings. The DQM based nonlinear flexure analysis has been of the explicit formulae of Quan and Chang (1989a) is in
recently extended to the vibration analysis of beams (Feng that highly accurate (first- and second-order derivative)
and Bert, 1992); the analysis involved a fourth-order nonlin- weighting coefficients may be determined for any number of
ear eigenvalue integro-differential equation. arbitrarily spaced sampling points. Further, in this work,
As mentioned earlier, one basic factor paramount to the Quan and Chang (1989a) also provided, using the general
accuracy of differential quadrature solutions is the accuracy formulae, the explicit formulae of first- and second-order
of the weighting coefficients. It is interesting to note that this derivative weighting coefficients for sampling points located
matter was not focussed upon in the works of Bellman and at the zeros of Jacobi polynomials and several special cases
his associates; in fact, in their works the weighting coeffi- of these polynomials. In a companion paper, Quan and
cients were actually determined exactly. Thus, explicit for- Chang (1989b) presented several examples of the numerical
mulae of the first-order derivative coefficients, derived results and demonstrated the dependence of accuracy of the
through Legendre polynomials, were used by Bellman et al quadrature solution on the accuracy of the weighting coeffi-
(1972) and Bellman and Roth (1979). Again, Bellman et al cients. Later, presumably unaware of the work of Quan and
(1974) and Kashef and Bellman (1974) determined the Chang (1989a) and using the same procedure as of these
weighting coefficients exactly by using cardinal splines. authors, Shu and Richards (1990, 1992a-b) derived an iden-
Mingle (1973, 1977) in both of his works used six uniformly tical formula for the first-order derivative weighting coeffi-
spaced sampling points and the weighting coefficients re- cients. 5 The main contribution of their work (1992a-b) is a
ported therein are exact. Many investigators (Wang, 1982; general recurrence relationship which can generate weight-
Naadimuthu et al, 1984; Passow, 1986; Farsa, 1991; Loo, ing coefficients for any second- and higher-order derivatives
1991; Shaik, 1991; Farsa et al, 1993a-b; Kukreti et al, 1992; from the first-order derivative weighting coefficients.6 Using
Bert et al, 1993, 1994a-b; Wang and Bert, 1993; Wang et al, these formulae, Shu and Richards (1992a) also provided
1993a-b, 1994; Chen, 1994; Chen et al, 1995; Stfiz and explicit formulae for Type I equally spaced and Type II un-
Chen, 1994; Striz et al, 1995a-c), possibly not realizing the equally spaced sampling points of Eqs (38) and (39), respec-
ill-conditioned character of Vandermonde matrices, used tively. It is puzzling, however, that Shu and Richards (1990,
some direct linear solvers for the determination of weighting 1992a-b) claimed to have presented in their work a new ver-
coefficients. In the PhD dissertations of Civan (1978) and sion of the original differential quadrature method (DQM)
Jang (1987), and in many of the later publications based on and named it the "generalized differential quadrature
these works, Hamming's analytical method (1973) was em- (GDQ)" method. In the view of the present investigators, the
ployed. However, in many of these works relatively small accuracy of the weighting coefficients is a requirement of an
numbers of grid points (five to eleven) were used and, in any effective implementation but not a basis of the DQM.
case, the weighting coefficients were exact or of sufficient It is informative to mention here that the Vandermonde
accuracy. For example, in one of their works, Civan and matrices are of common occurrence in problems of engineer-
Sliepcevich (1984a) provided exact weighting coefficient ing and physical sciences and, due to their ill-conditioned
matrices of first- and second-order derivatives for five, six, character, are a subject of continued research interest among
and seven equally spaced sampling points. It may be men- numerical analysts. Consequently, one can also find special
tioned that the ill-conditioning of the weighting coefficients algorithms for the solution of a Vandermonde system of
with increasing number of sampling points was pointed out equations. One such algorithm, first used for the calculation
by Bellman (1973) and Civan and Sliepcevich (1983a). It of quadrature weighting coefficients by Civan (1989), is due
has been verified by the present authors that for a given to BjOrck and Pereyra (1970). 7 Malik and Civan (1995) have
number of sampling points, ill-conditioning of the Vander- reported and the present investigators have also verified,
monde matrices leads to increasingly erroneous weighting using a variety of sampling point distributions, that the
coefficients with the increasing higher-order derivatives. For accuracy and efficiency of the BP algorithm is generally as
example, with the direct solution of Vandermonde equations, high as that of the explicit formulae of Quan and Chang
errors start creeping into the fourth-order derivative weight- (1989a) and Shu and Richards (1992a). For example, for the
ing coefficients with as few as six equally spaced sampling first- and the fourth-order derivatives, this algorithm yields
points. as accurate weighting coefficients as the explicit formulae
With the primary objective of obtaining accurate weight- with Type I sampling points numbering 31 and 21, respec-
ing coefficients, Quan and Chang (1989a) derived explicit tively. The explicit formulae are mathematically elegant,
formulae of polynomial-test-function-based weighting coef- more convenient to program, and unquestionably, yield ex-
ficients for first- and second-order derivatives.4 The formu- act weighting coefficients irrespective of the order of deriva-
lae were obtained by considering the test functions intro- tive and the number and type of sampling points. The advan-
duced in a Lagrangian process. This idea was apparently tage in using the BP algorithm is that the weighting coeffi-
taken from the work of Bellman et a! (1972) in which, as cients of the derivatives of any desired order may be ob-
mentioned earlier, an explicit formula for the first-order de-
rivative weighting coefficients was given for sampling points 5This fact has been pointedby Civan (1993). However,from the reference
located at zeros of shifted Legendre polynomials. The worth 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.
4This work was basedon the MS thesisof Quan (1988).
•See Eqs (17) through(20).
Referredto hereafteras BP algorithm.

tained directly without having the weighting coefficients of technique of incorporating the boundary conditions in the
lower-order derivatives. Further, this algorithm offers more weighting coefficient matrices in the context of plate vibra-
flexibility with respect to general differential, integral, and tion problems. This technique has been employed quite ef-
integro-differential operators. The present investigators have fectively for static and free vibration analysis of anisotropic
been using the explicit formulae for the calculation of plates (Bert et al, 1993) and for free vibration analysis of an-
weighting coefficients of the derivatives and the BP algo- nular plates (Wang et al, 1993b). The technique has been
rithm for weighting coefficients of the integrals and compo- further extended to encompass other boundary conditions in
site operators. other papers of Wang et a! (1993a) and Bert et al (1994a). A
The differential quadrature method is now recognized as detailed discussion on the technique and its limitations may
one of the numerical methods for the solution of differential be found in the works of Malik (1994) and Malik and Bert
equations. Besides the three books of Bellman and his asso- (1995b). Striz et al (1995c) have also introduced harmonic
ciates (Bellman, 1973; Bellman and Adomian, 1985; test functions and shown that these functions could yield
Bellman and Roth, 1986), it has been recently included in a higher accuracy than the polynomial functions in higher-
handbook of differential equations (Zwillinger, 1992). The mode buckling and vibration problems of beams and plates.
widening scope and versatility of the DQM to engineering Also reported by Bert et al (1994b) is a very informative
analysis in general, and to structural analysis in particular, is convergence study of the quadrature solution vis-a-vis the
becoming increasingly evident by the related publications of Rayleigh-Ritz and Fourier series solutions for simply sup-
recent years. The usefulness of the DQM to the analysis of ported anisotropic plates.
both isotropic and anisotropic rectangular plates subjected to Further applications of the quadrature method include its
a variety of buckling actions has been considered use for the solution to the problem of a uniformly loaded
(Sherbourne and Pandey, 1991; Pandey and Sherbourne, circular plate on an elastic half-space (Malik et al, 1993).
1991). The earlier studies on the DQM applications lacked The quadrature method offered a convenient solution to this
convergence analysis; this has been done by Jang et al complex problem involving a singular integro-differential
(! 989) and in more detail by Farsa (I 991). Also reported are equation which solution-wise is known to be of high com-
the quadrature analyses and detailed parametric evaluation of plexity. In another development, the quadrature method was
the fundamental frequencies of general anisotropic and lami- introduced in lubrication mechanics by Malik and Bert
nated plates by Farsa et al (I 993a-b) and of tapered plates by (1994). In this work, the method was applied in the steady-
Kukreti et a! (I 992). state analysis of incompressible and compressible lubrication
Notable contributions in the development of the DQM problems of bearings. It was shown that the quadrature
and on its application in two different areas of heat transfer method offers, in terms of both numerical accuracy and com-
and fluid mechanics have come from Shu and Richards putational efficiency, an alternative to the conventional nu-
(1990, 1992a-b). The contribution of these authors in the ex- merical methods for the solution of lubrication problems. In
plicit formulae for the weighting coefficients has been de- this work, the idea of different types of test functions in the
scribed earlier. These authors also advanced domain decom- two coordinates was introduced. Thus, for the analysis of
position technique in the DQM for the analysis of multi-do- gas-lubricated journal bearings, although usual polynomial
main problems (Shu and Richards, 1992b) by parallel simu- test functions were used in the axial direction, harmonic test
lation. In their 1990 work, these authors offered DQ solution functions were employed to have the circumferential perio-
of natural convection in a square cavity8 and in the works dicity condition built into the gas film pressure. It needs to
published in 1992, the application of DQM was introduced be pointed out that these harmonic test functions were differ-
in fluid mechanics through the solution of incompressible ent and served a different purpose than those in the work of
Navier-Stokes equations. These latter works included ex- Striz et al (1995c). In furthering the application of the DQM
amples of complex problems of flow past a circular cylinder in lubrication mechanics, it has been shown that quadrature
(Shu and Richards, 1992a), and flow past a backward facing solutions for the transient analysis of gas-lubricated journal
and square step and driven cavity flow (Shu and Richards, bearing systems may be much faster, to the extent of two
1992b). 9 Incidentally, an independent application of the orders of magnitude, than the finite-element solutions of the
DQM to the driven cavity flow problem has also been pre- same problem (Malik, 1994; Bert and Malik, 1994, 1995a).
sented by Striz and Chen (1994). An application of the DQM Also reported are the quadrature analyses of Timoshenko
for the solution of heat transfer equations in the temperature beam vibration by Laura and Gutierrez (1993). These au-
analysis of metal cutting processes may be found in the work thors have also considered the quadrature analysis of vibra-
of Shaik (1991). Also, other applications of the DQM in ting rectangular plates with nonuniform boundary conditions
fluid mechanics include the solution of boundary layer at the edges (Laura and Gutierrez, 1994). Another work of
problems (Shu et al, 1993; Bert and Malik, 1995h). these authors (Gutierrez and Laura, 1994) includes the DQ
It has been pointed out earlier that in quadrature analysis solution of the Helmholtz equation in a parallelogram do-
of nonlinear diffusion, Mingle (1973) had incorporated main; in fact, this is an introductory application of the DQM
boundary conditions in the weighting coefficient matrices. in acoustics. Kang et a! (1995a, 1995b) have given quadra-
Recently, Wang and Bert (1993) presented independently the ture-method solution of the free vibration and buckling of
thin and shear-deformable circular arches. Another applica-
9See also Shu et al (1994b). tion of the DQM considered by these authors is for the static
See also Shu et al (1994c).

Appl Mech Rev vo149, no 1, January 1996 Bert and Malik: Differentialquadraturemethod in computationalmechanics 21
analysis of a curved shaft using classical and shear-deforma- than the finite element solutions.
ble beam theories (Kang et al, 1995c). Most recent work of Very recently, using the concept of domain decomposi-
Kang et al (1995d) is on the free vibration analysis of hori- tion, Chen (1994) and Stfiz et a! (1994) have presented a
zontally curved beams with warping. These work also inclu- general methodology for the quadrature analysis of truss and
ded the exact solutions and the authors have demonstrated frame structures which they called the quadrature element
very high accuracy of the numerical solution results with N = method (QEM). Also included in the works of Chen (1994)
II Type III sampling points. Numerical accuracy of the and Striz et a! (1995a-b) are extensions of the QEM ap-
quadrature solutions with fewer number of sampling points proach to plane stress and plate elements. New to the appli-
in comparison to that of the finite element solution has been cation of the quadrature method in plate analyses, these
recently demonstrated by Du et a/(1994) for the static and works include rectangular plates with point supports and
buckling analysis of beams and plates. In this work, the ex- with rectangular cutouts. These important contributions ap-
plicit formulae of Shu and Richards (1992a) have been uti- pear to be launching steps for the quadrature method as an
lized for the weighting coefficients. Lin et al (1994), also us- efficient commercial tool for general structural analysis.
ing the same explicit formulae of the weighting coefficients, As pointed out earlier, Bellman and Casti (1971) and
have considered the static analysis of plates with nonlinear Bellman et al (! 972) were apparently motivated in develop-
supports. Wang et al (1995) have recently carried out the ing the DQM as a technique which could overcome certain
DQ-based free vibration analysis of radially tapered circular shortcomings of finite difference solutions for long-term
annular plates with various possible combinations of simply based integrations of initial-value differential equations. La-
supported, clamped, and free boundary conditions at their inter, publications on the quadrature analysis of the wide rang-
ner and outer edges. An interesting application of the DQM ing problems of engineering and physical sciences, as re-
has come from McDonald (1995) who has considered the viewed in the foregoing paragraphs, have unequivocally
plane elasticity problem of in-plane partial edge ioadings ap- claimed that the DQM is capable of yielding highly accurate
plied to a thin, isotropic, rectangular plate. Analytical solu- solutions to the initial- and boundary-value problems with
tion of this problem is not known and, therefore, McDonald minimal computational effort. However, these claims have
(1995) has determined finite element solutions as well to really not been properly substantiated by comparisons, on
validate the DQ solutions. It has been shown that generally the basis of numerical accuracy and computational efficien-
the quadrature solutions are computationally more efficient cy, with the other solution methods. In a recent work, Malik
Y and Civan (1995) have made a comprehensive comparative
FOM
T i,j i+ 1,j ;+2,] i+3,j
study and have shown that the DQM stands out in numerical
accuracy as well as computational efficiency over the finite
;+4.i difference and finite element methods. In addition, this work
¢ -~ ; I - -x also provided some innovations in the implementation of
OQM 1 ,j 2.j 3.j 4,j s.i DQM solutions based on the Crank-Nicolson method, the
.- o t/,,, t/2 3/,~ 1 domain decomposition method, and the technique of incor-
porating the boundary conditions in the weighting coeffi-
(0) cients.
In the opening paragraph of the first paper on the differ-
y ential quadrature method, Bellman and Casti (1971) men-
b"Bi
Ti-2,j i - 1,j i,j i+ I .j i+2,j
tioned 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
DOM 1j 2j 3,i 4j Sd
x here that, as such, this technique of approximation of deriva-
tives on the very analogous basis of integral "quadrature can
x= o I/4 t12 3/4 1
not possibly be credited to Bellman and Casti (1971); in fact,
(b) one can find the concept as well as exercise problems in nu-
merical analysis texts; see for example, Hamming (1973).1°
More interestingly, the originality of the technique as such
y has been gainsaid in recent publications. In this context, the
FOM
T
;-4,j ;-~.j i-2.j ;-1.j ;,i
contribution of Quan and Chang (1989a) is important in
which it has been explained at length that the DQM is essen-
tially equivalent to the general collocation method
(Finlayson, 1980). This equivalence was also pointed out by
DQM 1d 2.j 3.j 4j 5,j
Professor JT Oden to Bert et a! (1993). In another work, Shu
and Richards (1992a) have mentioned two equivalences, al-
x= o 114 1/2 314 i
though no details were furnished.ll One, it is mentioned that
(c)
10This is the revised edition of the original text published in 1962.
Fig 11. Relationship between finite difference and quadrature grid 11The details are app a rently given in the PhD thesis o f Shu (1991).
points

the Chebyshev pseudospectral method (of increasing popu-

larity in fluid mechanics) and the DQM provide identical 030 Ix=l. _96Oi j - 44802j +76803. / - 57604j + 16005j
weighting coefficients when the grid points are the zeros of OX3 =
Chebyshev polynomials; the similarity between the spectral
in which the right-side coefficients of the Okj are the
methods and DQM has also been pointed out by Chen
(1994). Second, it is further mentioned that the DQM is ac- weighting coefficients A5k
(3)', k = 1,2,...,5.
tually equivalent to a higher-order finite difference method.
Despite the above similarities, it should be emphasized
In fact, if one compares the polynomial fitting method of
that Bellman and Casti (1971) did offer a rules-of-quadrature
deriving finite difference formulae of the derivatives
based technique of handling integro-differential equations.
(Anderson et al, 1984) with the quadrature formulations
The various techniques may be equivalent; however, each
based on polynomial test functions, the equivalence of the
one has a different approach that offers certain conveniences
two methods becomes obvious. However, even without go-
and/or advantages; and the DQM does have these.
ing into such details, the equivalence may be easily verified
by comparing the quadrature analogs and the higher-order 4 GENERAL REMARKS
finite difference representations of the similar order deriva-
tives and the same number of grid points. For this purpose, The efficacy of the DQM as a numerically accurate and
in the following, three examples of forward, central, and computationally efficient technique has been well demon-
backward finite difference fifth-order representations of the strated. The DQM has been applied in a fairly wide range of
third-order derivatives are considered and are compared with problems and the realm of its applications is expected to
corresponding quadrature rules in the domain 0 _<x _< 1 o f N x grow further in the future. The applications of a new solution
= 5 equispaced sampling points. The finite difference repre- technique to wider classes of problems bring out the limita-
sentations are taken from Anderson et al (1984) and the tions and pitfalls in the practical implementation of the
quadrature weighting coefficients are taken from Jang et al method. An understanding of such limitations and pitfalls is
(1989). Further, in finite difference representations, the con- necessary for effective utilization as well as for further de-
ventional symbolic notation of the finite difference method velopment of the solution technique. In the following para-
has been retained (Anderson et al, 1984). Similarly, the graphs, such observations based on the review of the DQM
quadrature analogs are written in the notation of this paper; literature are described.
the equivalence of the symbolic notations of the finite differ- As was pointed out in Section 2.1, by its very basis, the
ence and quadrature methods for a five-point grid is shown differential quadrature method is limited in application to the
in Fig I i. Also, for the uniform grid shown in the figure, the domains having boundaries that are aligned with the coordi-
grid spacing h = 1/4. nate axes. Thus, one finds the application of the DQM, be-
1. The following forward finite difference representation sides the rectangular domains, to the line domains of the
axisymmetric flexure of circular solid and annular plates
030 --3Oi+4. j + 14Oi+3. j -- 24Oi+2,j + ! 8Oi+2, j --5(~i, j (Jang et al, 1989; Wang et al, 1993b) and to the parallelo-
OX 3 i,.J = 2h 3 gram domains of skew plates (Wang et al, 1994) and of
is identical to the quadrature rule at x = x I = 0 acoustic waveguides (Gutierrez and Laura, 1994). It should
also be obvious that one can use the DQM for the analysis of
030 = - 1 6 0 0 Ij + 57602j - 76803j + 44804j - 9605.i irregular domains which are assemblies of such regular do-
OX3 x=0
mains using the domain decomposition (Civan and
in which the right-side coefficients of the Okj are the Sliepcevich, 1985) and quadrature element (Chen, 1994;
Striz et al, 1994, 1995a-b) approaches. However, general ir-
weighting coefficients A
"'lk(3)"' k = 1,2 ..... 5. regular shaped domains having linear and/or curvilinear
2. The following central finite difference representation boundaries which are not parallel to the coordinates axes and
which can not be segmented into regular shaped subdomains,
0 3 0 i.j "--(~)i-2.j + 2 O i - l . j - 2 O i + 1 , j 't-I~)i+2,j
would generally be inaccessible to solution by these ap-
Ox 3 2h 3 proaches of the quadrature method.
is identical to the quadrature rule atx = x 3 = 1/2 Recently, the present authors (Malik, 1994; Bert and
Malik, 1995g) have shown that quadrature rules may be
030 _3201 i + 6402j - 6 4 0 4 j + 3205 / formulated for the curvilinear quadrilateral domains as well
c~x--Tlx=i/2 =
by using the natural-to-Cartesian geometric mapping tech-
in which the right-side coefficieni:s of the O~/are the weight- nique. The technique was applied to the vibration analysis of
,(2) = 0.
ing coefficients A3k'(3)',k = 1,2 ..... 5. Note that Jt33 thin isotropic plates of various boundary forms such as ellip-
tic, linear and curvilinear quadrangular, and concentric as
3. The following backward finite difference representation
well as eccentric sectorial planforms. Excellent comparisons
a 3 0 i,j = 5 0 i ' j - 180i_1, j + 24Oi_2, j - 140i_3, j - 30i_4, j of the free vibration characteristics with the published exact,
c~x3 2h 3 approximate, and numerical solution results were demon-
is identical to the quadrature rule at x = x 5 = 1 strated. Another work on irregular domains is that of Shu et
al (1994a) for the DQ solution of Navier-Stokes equations in

Appl Mech Rev vol 49, no 1, January 1996 Bert and Malik: Differential quadrature method in computational mechanics 23
an expansion channel. However, in this work, the geometric conditions. In this respect, the so-called Chebyshev-Gauss-
mapping is utilized for transforming the governing equations Lobatto points, Type II sampling points given by Eq (38),
from Cartesian to natural reference frame and the usual first used by Shu and Richards (1992a) offer a better choice
quadrature rules are then used for setting up the differential in that these include the end points (x = 0, 1 or x = _+ 1). The
quadrature analog equations. The present authors believe present authors (Malik, 1994; Bert and Malik, 1995a-h;
that the extension of the DQM to general quadrilateral do- Malik and Bert, 1995a-b) also have found these points to be
mains in conjunction with the domain decomposition and consistently better than the equally spaced, Legendre, and
quadrature element concepts should go a long way in the de- Chebyshev points in a variety of problems.
velopment of the DQM for its employment in a larger class An intriguing issue in the quadrature solutions is the im-
of problems which presently are considered to be in the terri- plementation of the boundary conditions, particularly in
tory of the finite element method. boundary-value problems described by systems of higher
Another limitation that often arises at the solution stage is than second order. By using the quadrature analogs of the
related to deterioration of the differential quadrature solution various spatial derivatives and integrals, the governing equa-
with increasing number of grid points; this limitation was tions are transformed into a set of algebraic equations for a
first pointed out by Civan and Sliepcevich (1984b). In the boundary-value problem and into a set of first-order dif-
very first step, the accuracy of the quadrature solutions is ferential equations in the case of the initial-boundary-value
dictated by the choice of sampling points and by the accu- problem. Before solving these equations, one invokes the
racy o f the weighting coefficients; of these the latter issue boundary conditions, replacing the boundary-point equations
has been covered in detail earlier and with the use of explicit by the DQ analog equations of the boundary conditions. This
formulae, one doesn't have much to be concerned with on happens to be a rather simple matter with first- or second-
this matter. However, with many available choices for the order differential equations irrespective of domain dimen-
sampling points in the DQ solutions, the issue of the proper sions and whether the boundary conditions are the Dirichlet
choice of the sampling points remains largely an unclear and/or Neumann type or possibly of the mixed type. How-
matter. Equally spaced grid points, due to their obvious con- ever, with the higher-order differential equations, implemen-
venience, have been in use by most investigators. However, tation of the boundary conditions is not straightforward and
the accuracy of the quadrature solution can be greatly en- needs careful consideration.
hanced and the problem of deterioration of the quadrature As mentioned earlier, the quadrature solutions of higher-
solution can be circumvented to a certain extent by the use of order differential equations with multiple boundary condi-
a nonuniform grid. Any arbitrarily chosen nonuniform grid tions were introduced through the application of the DQM to
needs some kind of judgment and in any case, one needs structural mechanics problems. The governing equation of a
some trials to arrive at a grid spacing that would provide a thin beam or plate flexure is a fourth-order differential equa-
desired accuracy in all possible cases of even one particular tion and one has two conditions at each boundary. In their
type of problem. Nevertheless, some investigators have work on the application of DQM to the static analyses of
adopted this approach for the selection of nonuniform grids beams and plates, Jang et al (1989) proposed the so-called 8-
in their differential quadrature solutions (Wang, 1982; technique wherein adjacent to the boundary points of the dif-
Naadimuthu et al, 1984; Sherbourne and Pandey, 1991). A ferential quadrature grid, points are chosen at a small dis-
good choice of nonuniformly spaced sampling points is of tance 5 ~ 10-5 (in dimensionless value). Then the DQ analog
the zeros of orthogonal polynomials or functions. In their in- of the two conditions at a boundary are written for the
troductory work, Bellman et al (1972) used zeros of Legen- boundary points and their adjacent 6-points. The quadrature
dre polynomials. A detailed study on the use of zeros of or- grid of a rectangular domain with the adjacent 6-points is
thogonal polynomials was made by Quan and Chang (1989a- shown in Fig 12.
b); it was concluded through the solution of many typical In the quadrature analog equations of the boundary con-
chemical engineering problems that the zeros of Chebyshev ditions, the weighting coefficients should be the ones asso-
polynomials were consistently better than the other choices ciated with the boundary points. Inasmuch as the boundary
of orthogonal polynomials considered in their work. The ef-
ficacy of Chebyshev sampling points in delivering accurate
DQ solutions in comparison to equally spaced points was
l"~- 6
also shown by Bert et al (1993, 1994b) in the anisotropic
plate problems and by Malik and Bert (1994) in lubrication Ny-1 t 17-[
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 3
Legendre and Chebyshev polynomials do not include the end
points of the normalized domains (0 _<x _< 1 or -1 _<x _< 1) i=1
i' Nx6_ji 1
" P
-x
and in that case, the end points (x = 0, 1 or x = _+ 1) have to Nx-1
be forced (Quan and Chang, 1989a; Bert et al, 1993; Malik adjacentgrldline
(d-line)
and Bert, 1994) if these points are needed for the boundary Fig 12. A two-dimensional quadrature grid with adjacent 6-points

condition analog equations simply replace the quadrature edges. The issue of invoking boundary conditions in the
analog of the governing equations at the boundary and adja- quadrature solutions has also been considered by Chen
cent points, the need for using the adjacent points suffi- (1994) and Chen et al (1995). These authors have proposed
ciently close to the boundary becomes somewhat ambiguous. using the Lagrange or Chebyshev polynomials as the test
The necessity of having the adjacent points close to the functions and adjusting the boundary conditions in the
boundary points arises in problems where, in the process of weighting coefficients. It has been claimed that the scheme
the solution of the quadrature analog equations, the bound- used in their works offers better adjustment of the comer
ary-point values of the function are eliminated. This is ac- conditions.
tually the case with eigenvalue problems in which elimina- Beginning with the original work of Bellman and his as-
tion of the function values away from the boundary may lead sociates, the computational efficiency of the DQM has been
to erroneous eigenvectors and eigenvalues even though the focussed as the single most important advantage of the
eigenvalue solution may have converged. method. Very small computation times were observed for the
The 8-technique offers an adequate way for applying the reason that in the example problems considered for the DQM
double boundary conditions of beam and plate problems and solutions, small numbers of grid points, usually seven, nine,
was applied quite successfully to, for example, simply sup- or eleven (per coordinate direction), were required. Conse-
ported and clamped beams and plates. In fact, by choosing quently, the related advantage of small computer-storage
successive 8-points, the technique may be applied to the so- requirements was also emphasized. It should be realized,
lution of the governing field equations of order higher than however, that the partial differential equations considered in
the plate problems. However, an arbitrariness in the choice areas other than structural mechanics were of lower order in
of the 8-value becomes apparent in the actual implementa- spatial derivatives (see for example, the earlier cited works
tion of the boundary conditions. Thus, while the 8-value can of Bellman and associates and of Civan and Sliepcevich) and
not be large (possibly not greater than 0.001 in dimension- hence, by virtue of completeness requirements, quadrature
less value) for an acceptable solution accuracy, with small 6- solutions with a relatively small number of grid points could
value, the solution begins to oscillate. The general loss of ac- yield good results. Obviously, more grid points are needed
curacy with this type of technique for implementing the for higher-order differential equations such as those which
boundary conditions is actually always shown by some loss one encounters in structural mechanics. In fact, compatibility
of symmetry in the solution (for example, in deflection sets the number of minimum required sampling points; the
and/or moment values at the grid points) if symmetry condi- actual number depends on other factors as well. For exam-
tions are present by virtue of the boundary and loading ple, more sampling points may be needed in one particular
conditions. direction in which function variation is steeper (larger de-
In order to overcome the aforementioned difficulties in rivatives) than in the other in which the function variation is
the implementation of the boundary conditions, Wang and mild. The other example is the eigenvalue problem, in which
Bert (1993) proposed that the boundary conditions may be the number of grid points depends considerably on the re-
implemented in the weighting coefficient matrices them- quired order of the eigenvalue and on the accuracy of the
selves. This was illustrated by the case of a beam simply value and its eigenvector.
supported at both ends. In that work and in later works (Bert The size of the quadrature analog equations relates di-
et al, 1993; Wang et al, 1993a; Bert et al, 1994a), the pro- rectly to the number of spatial variables. A frequently used
posed technique of boundary condition implementation was technique of reducing the number of spatial variables in dif-
applied for the analysis of static and eigenvalue problems of ferential equations is by the method of Kantorovich
certain beams and plates. (Kantorovich and Krylov, 1958). In fact, the popular semi-
The incorporation of the boundary conditions offers al- analytical finite element approaches such as the finite strip
gorithmic simplicity in computer implementation and, more and spline finite strip methods (Cheung, 1976; Li et al,
importantly, results in significant enhancement in the accu- 1986) derive essentially from the Kantorovich method. In
racy of the quadrature solutions. In fact, it was shown by this view the present authors (Malik, 1994; Malik and Bert,
Wang and Bert (1993) that by implementing this technique, 1995a; Bert and Malik, 1995b-0 have proposed semi-ana-
highly accurate solutions can be obtained even with uni- lytical approaches for differential quadrature solutions as
formly spaced grid points. High accuracy attainable by the well. The semi-analytical quadrature method has been ap-
technique of using the weighting coefficients with built-in plied to vibration analysis problems of thin tapered (isotropic
boundary conditions has also been reported by Malik and and specially orthotropic) rectangular plates, symmetric
Civan (1994). Nevertheless, the technique has some major cross-ply laminates with transverse shear deformation and
limitations; these have been discussed in detail by Malik rotatory inertia, and thin circular cylindrical shells. It has
(1994) and Malik and Bert (1995b). been found that the semi-analytical approach brings superior
One more problem that one encounters in the implemen- numerical accuracy and computational efficiency to the DQ
tation of boundary conditions is of the comers at the inter- solutions.
section of two adjacent edges such as in any polygonal do- A somewhat neglected issue in the differential quadrature
mains with rectangular domains being the most common ex- solutions has been the error analysis. The method of finding
amples. In such cases, one may have two different boundary the error in the quadrature approximation of a derivative was
conditions at the same comer point obtained from the two given by Bellman et a! (1972); however, no numerical ex-

amples were provided. Later, this method was utilized by pected that interested readers should be able to start using the
Jang (1987) and Jang et al (1989) and error estimates were method after a careful reading of Section 2 alone. The litera-
presented for the DQ solution of a beam example. Recently, ture surveyed in this paper aimed to appraise the readers
He and Wang (1995) have undertaken ingeniously the prob- with the state-of-the-art of the differential quadrature
lem of error analysis in the DQ solutions and have provided method. The method does have the strength of numerical ac-
explicit formulae for the maximum error estimates of the curacy and computational efficiency which both seem to
first-order derivative and for various types of sampling give the DQM an edge over the conventional numerical
points. methods. Nonetheless, the DQM is still in a developing stage
and it must be admitted that the applicaions of the DQM
5 CLOSURE have so far been limited to smaller scale problems.
Before closing this review article, it is worth mentioning the Overcoming the limitations of the DQM pointed out in the
differential cubature m e t h o d which has been advanced in re- foregoing section and developing it to be competitive with
cent years by Civan (1989). The term cubature, similar to the finite element method for analysis of larger scale prob-
quadrature, applies in its usual terminology to numerical in- lems offer challenges to the proponents and future research-
tegration (Engels, 1980); the basic difference is of the spatial ers of the differential quadrature method.
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.
1991, 1992). Two basic issues of concern in the application The authors dedicate this work to Professor HD Conway
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
much work is needed to learn the full potential of the cu- REFERENCES
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tive example problems were presented in a manner to make bearing systemsby differential quadrature, ASME J Trib, accepted for
the method understandable to general readers and it is ex- publication.

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Vogt WG and Mickle MH (eds), Proc of the 20th Annual Pittsburgh curved beams with warping using DQM, ASCE J Struct Eng, accepted
Conf, Univ of Pittsburgh, published by Instrument Society of Am, N for publication.
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Huang T and Payne FR (eds), Integral Methods in Science and tion of the Hodgkin-Huxley model using differential quadrature, Math
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Civan F (1992), Finite-analytic cubature based numerical method for reser- Kukreti AR, Farsa J, and Bert CW (1992), Fundamental frequency of ta-
voir simulation, Proc of the 3rd European Conf on Math of Oil pered plates by differential quadrature, J Eng Mech 118, 1221-1238.
RecoverT, Delft Univ of Tech, Netherlands, 263-271. Laura PAA and Gutierrez RH (1993), Analysis of vibrating Timoshenko
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drature to solve two-dimensional incompressible Navier-Stokes equa- Laura PAA and Gutierrez RH (1994), Analysis of vibrating rectangular
tions by C Shu and BE Richards, Int .1 Numer Methods Fluids 17, 921- plates with non-uniform boundary conditions by using the differential
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quadrature method, Comput in Chemical Eng 18, 1005-1009. general plates, J Eng Mech 112, 43-54.
Civan F (1994b), Numerical Simulation by the quadrature and cubature Lienhard JH (1987), A heat transfer textbook, Prentice-Hall, Englewood
methods, Society of Petroleum Engineers Paper SPE 28703, 353-363. Cliffs, NJ.
Civan F (1994c), Solving multivariable mathematical models by the quad- Lin RM, Lim MK, and Du H (1994), Deflection of plates with nonlinear
rature and cubature methods, Numer Methods PDE 10, 545-567. boundary supports using generalized differential quadrature, Comput
Civan F and Sliepcevich CM (1983a), Application of differential quadra- Struct 53, 993-999.
ture to transport processes, .1 Math Anal App193, 206-22 I. Loo, YW (1991), Application of d(fferential quadrature to the analysis of
Civan F and Sliepcevich CM (1983b), Solution of the Poisson equation by static aeroelastic phenomena, MS thesis, Univ of Oklahoma.
differential quadrature, Int J Numer methods Eng, 19, 711-724. Malik M (1994), Differential quadrature method in computational mecha-
Civan F and Sliepcevich CM (1984a), Differential quadrature for multidi- nics: New developments and applications, PhD dissertation, Univ of
mensional problems, J Math Anal Appl, 101,423-443. Oklahoma.
Civan F and Sliepcevich CM (1984b), On the solution of the Thomas-
Fermi equation by differential quadrature, J Comput Phys 56, 343-348.

Malik M and Bert CW (1994), Differential quadrature solution for steady Shu C, Khoo BC, Yeo KS, and Chew YT (1994b), Application of GDQ
state incompressible and compressible lubrication problems, ASME J scheme to simulate natural convection in a square cavity, lnt Commun
Trib 116, 296-302. Heat Mass Tran.~fer 21,809-817.
Malik M and Bert CW (1995a), Differential quadrature analysis of free vi- Shu C, Khoo BC, and Yeo KS (1994c), Numerical solutions of incompress-
bration of symmetric cross-ply laminates with shear deformation and ible Navier-Stokes equations by generalized differential quadrature,
rotatory inertia, Shock Vib 2, 321-338. Finite Elements in Anal and Des 18, 83-97.
Malik M and Bert CW (1995b), Implementing multiple boundary condi- Shu C and Richards BE (1990), High resolution of natural convection in a
tions in the DQ solution of higher order PDE's: Application to free square cavity by generalized differential quadrature, Proc of 3rd Con["
vibration of plates, lnt .I Numer Methods Eng, accepted for publication. on Adv in Numer Methods in Eng: TheolT and Appl, Swansea, UK, Vol
Malik M, Bert CW, and Kukreti AR (1993), Differential quadrature solu- 2, 978-985.
tion of uniformly loaded circular plate resting on elastic half-space, in Shu C and Richards BE (1992a), Application of generalized differential
Aliabadi MH and Brebbia CA (eds), Contact Mechanics: Compu- quadrature to solve two-dimensional incompressible Navier-Stokes
tational Techniques, 385-396, Computational Mechanics Publications, equations, Int J Numer Methods Fluids 15, 791-798.
Southampton, UK. Shu C and Richards BE (1992b), Parallel simulation of incompressible vis-
Malik M and Civan F (1995), A comparative study of differential quadra- cous flows by generalized differential quadrature, Comput Syst in Eng,
ture and cubature methods vis-h-vis Some conventional techniques in 3, 271-281.
context of convection-diffusion-reaction problems, Chem Eng Sci 50, Shu C, Yeo KS, Khoo BC, and Chew YT (1993), A new approach for the
531-547. solution of boundary layer equations, Proc of the First Pan-Pacific
McDonald, RW (1995), Application of the differential quadrature method Conf on Comput Eng, Seoul, Korea, 131-136.
to the plane elasticity problem, MS thesis, Univ of Oklahoma. Striz AG and Chen WL (1994), Application of the differential quadrature
Meirovitch L (1986), Elements of vibration analysis, McGraw-Hill, NY. method to the driven cavity problem, Int d Non-Linear Mech 29, 665-
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heat and mass d([fusion, John Wiley, NY. Striz AG, Chen WL, and Bert CW (1994), Static analysis of structures by
Mingle JO (1973), Computational considerations in nonlinear diffusion, lnt the quadrature element method, lnt J Solids Struct 31, 2807-2818.
.1Numer Methods Eng 7, 103-116. Striz AG, Chen WL, and Bert CW (1995a), High-accuracy plane stress and
Mingle JO (1977), The method of differential quadrature for transient non- plate elements in the quadrature element method, presented as Paper
linear diffusion, J Math Anal App160, 559-569. AIAA-95-1267-CP at the 36th AIAA/ASME/ASCE/AHS/ASC Struct,
Naadimuthu G, Bellman RE, Wang KM, and Lee ES (1984), Differential StructuralDyn, andMat ConJ~ April 10-12, 1995, New Orleans, LA.
quadrature and partial differential equations: Some numerical results, .1 Striz AG, Chen, WL, and Bert CW (1995b), Free vibration of high-accu-
Math Anal App198, 220-235. racy plate elements by the quadrature element method, presented as
Pandey MD and Sherbourne AN (1991), Buckling of anisotropic composite AIAA-95-1351 -CP the 36th A IAA/ASME/ASCE/AHS/ASC Struct, Struc-
plates under stress gradient, J Eng Mech 117, 260-275. turalDyn, andMat Conf, April 10-12, 1995, New Orleans, LA.
Passow ML (1986), Application of differential quadrature to nuclear engi- Striz AG, Jang SK, and Bert CW (1988), Nonlinear bending analysis of
neering problems, MS thesis, Univ of Oklahoma. thin circular plates by differential quadrature, Thin-Walled Struct 6, 51 -
Press WH, Flannery BP, Teukolsky SA, and Vetterling WT (1988), 62.
Numerical recipes in C, Cambridge Univ Press, Cambridge, UK. Striz AG, Wang X, and Bert CW (1995c), Harmonic differential quadrature
Quan JR (1988), Unified approach ,for solving nonlinear partial differen- method and application to analysis of structural components, Acta
tial equations in chemical engineering applications, MS thesis, Univ of Mech, 111, 85-94.
Nebraska-Lincoln. Wang KM (1982), Solving the model of isothermal reactors with axial mix-
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Eng 13, 779-788. Wang X and Bert CW (1993), A new approach in applying differential
Quan JR and Chang CT (1989b), New insights in solving distributed sys- quadrature to static and free vibrational analyses of beams and plates, J
tem equations by the quadrature method - II. Numerical experiments, Sound Vib 162, 566-572.
Comput Chem Eng 13, 1017-1024. Wang X, Bert CW, and Striz AG (1993a), Differential quadrature analysis
Shaik AR (1991), A temperature distribution technique.for ver(fying metal of deflection, buckling, and free vibration of beams and rectangular
cutting temperatures, MS thesis, Univ of Oklahoma. plates, Comput Struct 48, 473-479.
Sherbourne AN and Pandey MD (1991), Differential quadrature method in Wang X, Bert CW, and Striz AG (1994), Buckling and vibration analysis
the buckling analysis of beams and composite plates, Comput Struct 40, of skew plates by the differential quadrature method, AIAA J 32, 886-
903 -913. 889.
Shu C ( 1991 ), Generalized differential-integral quadrature and applica- Wang X, Striz AG, and Bert CW (1993b), Free vibration analysis of annu-
tion to the simulation of incompressible viscous flows including lar plates by the DQ method, .1 Sound Vib 164, 173-175.
parallel computation, PhD thesis, Univ of Glasgow. Wang X, Yang J, and Xiao J (1995), On the free vibration analysis of circu-
Shu C, Chew YT, Khoo BC, and Yeo KS (1994a), A global method for lar annular plates with non-uniform thickness by the differential quad-
solving incompressible Navier-Stokes equations in the general coordi- rature method, .1Sound Vib, accepted for publication.
nate system, Adv in Comput Methods in Fluid Dyn, Proc of 1994 ASME Zwillinger D (1992), Handbook of differential equations, Academic Press,
Fluids Eng Summer Meeting, Lake Tahoe, Vol 196. San Diego.

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 co-
authored 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

CONTENTS cient real-time analysis and design, bypassing fully or par-

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t=l OYS y ; j ' g = 1,2,...,Ny (7)

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same A)~)t. coefficients may hold for the corresponding ~r~j~, Nx Nx Nx N~

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

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(1973). The weighting coefficients for the derivatives may

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which is used in the following examples for the error and

2.3 Examples of Differential Quadrature Solutions d__OO= 0 at ~ = 0 (27)

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respectively; these equations have the boundary condition at

is obtained as ZLijOj-m2Oi=-LiN; i = 2 , 3 ..... N - I (35)

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(b) Solution with unequally spaced Typeli points solution

0.1 0.483653 -0.635 -0.164 -0.071 -0.041 -0.025 -0.006

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~l =-0, ~2 =-(5' ~N-I =1--(5, ~N ----l

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2.0 In Figs 7 and 8, the percent error in quadrature solution

20° that better accuracy and faster convergence in the quadrature

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where w = w(~) is the dimensionless mode function of the N N

due to the bending moment and shear force both vanishing at

J=' (57) W(N-2) W/N-2)

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~l =-0, ~2 =-(5' ~N-I =1--(5, ~N ----l

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~d2® (d®) 2 wherein, beginning with an assumed temperature field ®(~)

Equation (65) is a nonlinear differential equation and, 2 2

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and L'(0) is the Frechet derivative defined as (Finlayson, N d2® N

In the calculation of quadrature results o f Table 4, the

0 = 0 at ~ = 0 and 1. (74) N-102

( 2 ) [ ( ! + Oi)A~.2)+ 20'iA~')]Oj+O~Oi Example 5: An integro-differentialequation

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df Z L,jfj = sin ~,i - La; i = 2,3 ..... N (87)

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The results in Table 5 show the exact values of the function

04'f + "T~h 0 "f - 4 _h._ 0

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TABLE 7 Comparison of exact and DQ solutions for time dependent

which are obtained from Eq (101). The integration yields

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the Chebyshev pseudospectral method (of increasing popu-

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