Inverse differential quadrature method: mathematical formulation and error analysis

Abstract

Engineering systems are typically governed by systems of high-order differential equations which require efficient numerical methods to provide reliable solutions, subject to imposed constraints. The conventional approach by direct approximation of system variables can potentially incur considerable error due to high sensitivity of high-order numerical differentiation to noise, thus necessitating improved techniques which can better satisfy the requirements of numerical accuracy desirable in solution of high-order systems. To this end, a novel inverse differential quadrature method (iDQM) is proposed for approximation of engineering systems. A detailed formulation of iDQM based on integration and DQM inversion is developed separately for approximation of arbitrary low-order functions from higher derivatives. Error formulation is further developed to evaluate the performance of the proposed method, whereas the accuracy through convergence, robustness and numerical stability is presented through articulation of two unique concepts of the iDQM scheme, known as Mixed iDQM and Full iDQM. By benchmarking iDQM solutions of high-order differential equations of linear and nonlinear systems drawn from heat transfer and mechanics problems against exact and DQM solutions, it is demonstrated that iDQM approximation is robust to furnish accurate solutions without losing computational efficiency, and offer superior numerical stability over DQM solutions.