Numerical Integration
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::<math>I=W_1 f(x_1) + W_2 f(x_2) + W_3 f(x_3) = 0.7204·0.5555 + 1.0·0.8888 + 3.19931·0.5555 = 3.0666 \,</math> | ::<math>I=W_1 f(x_1) + W_2 f(x_2) + W_3 f(x_3) = 0.7204·0.5555 + 1.0·0.8888 + 3.19931·0.5555 = 3.0666 \,</math> | ||
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:That is the exact value, because for any polynomial function of p<sup>th</sup> order it is enough to use '''p-1''' integration points. | :That is the exact value, because for any polynomial function of p<sup>th</sup> order it is enough to use '''p-1''' integration points. |
Revision as of 15:22, 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 .
The coordinates and related weights are:
Number of points, p | Points, ±ξ_{i } | Weights, w_{i} |
---|---|---|
or, using numerical values:
Number of points, p | Points, ±ξ_{i } | Weights, w_{i} |
---|---|---|
1 | 0.0 | 2.0 |
2 | 0.5773502692 | 1.0 |
3 | 0.0 | 0.8888888889 |
0.774596697 | 0.5555555556 | |
4 | 0.3399810436 | 0.6521451549 |
0.8611363116 | 0.3478548451 | |
5 | 0.0 | 0.5688888889 |
0.5384693101 | 0.4786286705 | |
0.9061798459 | 0.2369268851 | |
6 | 0.2386191861 | 0.4679139346 |
0.6612093865 | 0.3607615730 | |
0.9324695142 | 0.1713244924 | |
7 | 0.0 | 0.4179591837 |
0.4058451514 | 0.3818300505 | |
0.7415311856 | 0.2797053915 | |
0.9491079123 | 0.1294849662 | |
8 | 0.1834346425 | 0.3626837834 |
0.5255324099 | 0.3137066459 | |
0.7966664774 | 0.2223810345 | |
0.9602898565 | 0.1012285636 |
Example of a one dimensional integration
For the function: , the exact integration in [-1,+1] is:
Numerically:
- First order Gauss-Legendre Quadrature:
- Second order Gauss-Legendre Quadrature:
- Third order Gauss-Legendre Quadrature:
- That is the exact value, because for any polynomial function of p^{th} order it is enough to use p-1 integration points.
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