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 of 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 of the differential quadrature method, which should be of general interest to the computational mechanics community.
A Gaussian quadrature method for the numerical solution of the characteristic intitial value problem $u\sb{xy}=f(x,\,y,\,u)$