# Numerical Integration

(Difference between revisions)
 Revision as of 15:21, 3 November 2009 (view source)JMora (Talk | contribs) (→Example of a one dimensional integration)← Older edit Revision as of 15:21, 3 November 2009 (view source)JMora (Talk | contribs) (→Example of a one dimensional integration)Newer edit → Line 131: Line 131: [/itex] [/itex] − :$I=W_1 f(x_1) + W_2 f(x_2) + W_3 f(x_3) = 0.7204·0.5555 + 1.0·0.8888 + 3.19931·0.5555 = 3.0666$ + :$I=W_1 f(x_1) + W_2 f(x_2) + W_3 f(x_3) = 0.7204·0.5555 + 1.0·0.8888 + 3.19931·0.5555 = 3.0666 \,$ That is the exact value, because for any polynomial function of pth order it is enough to use '''p-1''' integration points. That is the exact value, because for any polynomial function of pth order it is enough to use '''p-1''' integration points.

## Revision as of 15:21, 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: $\int_{\lambda_a}^{\lambda_b}\! f(\lambda)\, d\lambda.$

where $\lambda \,$ 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: $I=\int_{-1}^{+1} f(\xi) d\xi$

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 $\xi_i \,$   and weights $w_i \,$   for $i = 1, \cdots p \,$. $\int_{-1}^{+1} f(\xi)\,d\xi \approx \sum_{i=1}^p w_i f(\xi_i)$

The coordinates and related weights are:

Number of points, p Points, ±ξi Weights, wi $1\,$ $0.0 \,$ $2.0\,$ $2\,$ $\pm\sqrt{1/3}$ $1.0\,$ $3\,$ $0.0 \,$ $\frac{8}{9}$ $\pm\sqrt{3/5}$ $\frac{5}{9}$ $4\,$ $\pm\sqrt{\Big( 3 - 2\sqrt{6/5} \Big)/7}$ $\tfrac{18+\sqrt{30}}{36}$ $\pm\sqrt{\Big( 3 + 2\sqrt{6/5} \Big)/7}$ $\tfrac{18-\sqrt{30}}{36}$ $5\,$ $0.0 \,$ $\frac{128}{225}$ $\pm\tfrac13\sqrt{5-2\sqrt{10/7}}$ $\tfrac{322+13\sqrt{70}}{900}$ $\pm\tfrac13\sqrt{5+2\sqrt{10/7}}$ $\tfrac{322-13\sqrt{70}}{900}$

or, using numerical values:

Number of points, p Points, ±ξi Weights, wi
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: $f(x)=1+x+x^2+x^3+x^4 \,$, the exact integration in [-1,+1] is: $I=\int_{-1}^{+1} f(x) dx = \left . \left ( x + \frac{x^2}{2} + \frac{x^3}{3} + \frac{x^4}{4} + \frac{x^5}{5} \right ) \right |_{-1}^{+1} = 2 + 2 \frac{1}{3} + 2 \frac{1}{5} = 3.0666$

Numerically: $p=1, x_1=0, W_1=2; \qquad I=W_1 f(x_1)=2$ $p=2 \begin{cases} x_1 = - 0.57735, & W_1 = 1 \\ x_2 = + 0.57735, & W_2 = 1 \end{cases} \qquad I=W_1 f(x_1) + W_2 f(x_2) = 0.67464 + 2.21424 = 2.8888$ $p=3 \begin{cases} x_1 = - 0.77459, & W_1 = 0.5555 \\ x_2 = - 0.00000, & W_2 = 0.8888 \\ x_3 = + 0.77459, & W_3 = 0.5555 \end{cases}$ $I=W_1 f(x_1) + W_2 f(x_2) + W_3 f(x_3) = 0.7204·0.5555 + 1.0·0.8888 + 3.19931·0.5555 = 3.0666 \,$