A numerical investigation is conducted into the flow of a dilute suspension of rigid rod-like particles between parallel flat plates, driven by a uniform pressure gradient. The particles are assumed to be small relative to lengthscales of the flow with the effect that particle orientations evolve according to the local velocity gradient; the particles are also assumed to be small in an absolute sense, with the consequence that Brownian motions are of consequence. The calculations are performed using a novel approach, with a theoretical basis that has been developed previously in a companion paper (Szeri & Leal 1992). The new approach permits one to solve flow problems of microstructured fluids (such as suspensions, liquid crystals, polymer solutions and melts) without ‘pre-averaging’ or closure approximations. In the present work, the new approach is used to expose previously unknown pathological, non-physical predictions in various constitutive models derived using closure approximations. This appears to have passed unnoticed in prior work. In addition, the new approach is shown to possess several computational advantages. The determination of the orientation distribution of particles is self-adaptive; this leads, in effect, to a very efficient solution of the associated Smoluchowski (or Fokker–Planck) equation. Moreover, the new approach is highly suited to parallel (and vector) implementation on modern computers. These issues are explored in detail in the context of the example flow.