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This paper proposes a numerical approximation technique, called the Finite Difference Quadrature (FDQ) Method, to efficiently model interconnects. A discrete modeling approach, FDQ adapts grid points along the interconnects to compute the finite difference between adjacent grid points by using global approximation frameworks. Similarly to Gaussian quadrature methods to compute the numerical integrals, FDQ uses a global quadrature method to compute the numerical finite differences. As a global approximation technique, FDQ needs much sparser grid points than conventional Finite Difference (FD) methods to achieve comparable accuracy. Low order FDQ-based equivalent-circuit models have been incorporated into HSPICE, showing comparable accuracy yet higher efficiency and wider applicability.