Numerical Integration

From KratosWiki
(Difference between revisions)
Jump to: navigation, search
(Gauss-Legendre Numerical Integration)
(Gauss-Legendre Numerical Integration)
Line 28: Line 28:
{| class="wikitable" style="margin:auto; background:white;"
{| class="wikitable" style="margin:auto; background:white;"
! Number of points, ''p'' !! Points, ''&xi''<sub>''i'' !! Weights, ''w''<sub>''i''</sub>
! Number of points, ''p'' !! Points, ''&xi;''<sub>''i'' !! Weights, ''w''<sub>''i''</sub>
|- align="center"
|- align="center"
| 1 || 0 || 2
| 1 || 0 || 2

Revision as of 11:28, 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 2
2 \pm\sqrt{1/3} 1
3 0 89
\pm\sqrt{3/5} 59
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 128225
\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}


  1. 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]
  2. Numerical Integration
  3. Gaussian Quadrature
Personal tools