Numerical Integration
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| − | The Gauss-Legendre quadrature establish that the definite integral of a function can be approximate by using a weighted sum of function values at specified points within the domain of integration. An p-point Gaussian quadrature rule is constructed to yield an exact result for polynomials of degree '''2p − 1''' or less by a suitable choice of the points <math>\xi_i \,</math> and weights <math>w_i \,</math> for <math>i = 1, \cdots p \,</math>. | + | The Gauss-Legendre quadrature establish that the definite integral of a function can be approximate by using a weighted sum of function values at specified points within the domain of integration. An p-point Gaussian quadrature rule is constructed to yield an exact result for polynomials of degree '''2p − 1''' or less by a suitable choice of the points <math>\xi_i \,</math> and weights <math>w_i \,</math> for <math>i = 1, \cdots p \,</math>. |
Revision as of 11:19, 3 November 2009
Numerical integration refers to all the procedures, algorithms and techniques in the numerical analysis to obtain an approximate solution to a definite integral.
That is, how to obtain a numerical value of:
where 
can be a 1D, 2D or 3D domain.
For our interest in the Finite Element Method, the purpose is to describe how the element matrices can be integrated numerically.
Gauss-Legendre Numerical Integration
To fix the most basic concepts on Numerical Integration, we will focus our description on a one dimensional integration using the Gauss-Legendre quadrature, that is, to solve:
The Gauss-Legendre quadrature establish that the definite integral of a function can be approximate by using a weighted sum of function values at specified points within the domain of integration. An p-point Gaussian quadrature rule is constructed to yield an exact result for polynomials of degree 2p − 1 or less by a suitable choice of the points 
and weights 
for 
.
References
- Carlos A. Felippa, "A compendium of FEM integration formulas for symbolic work", Engineering Computations, Vol. 21 No. 8, 2004, pp. 867-890, (c) Emerald Group Publishing Limited [1]
- Numerical Integration
- Gaussian Quadrature
