A combined integrating and differentiating matrix formulation for boundary value problems on rectangular domains

Integrating and differentiating matrices allow the numerical integration and differential of functions whose values are known at points of a discrete grid. Previous derivations of these matrices were restricted to one dimensional grids or to rectangular grids with uniform spacing in at least one direction. Integrating and differentiating matrices were developed for grids with nonuniform spacing in both directions. The use of these matrices as operators to reformulate boundary value problems on rectangular domains as matrix problems for a finite dimensional solution vector is considered. The method requires nonuniform grids which include near boundary points. An eigenvalue problem for the transverse vibrations of a simply supported rectangular plate is solved to illustrate the method.