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# CHAPTER 3

## NUMERICAL INTEGRATION METHODS TO

EVALUATE DOUBLE INTEGRALS USING
GENERALIZED GAUSSIAN QUADRATURE*

3.1 Introduction
The need of numerical integration of double integrals arises in many mathematical
models, as most of these integrals cannot be evaluated analytically. Even though
extensive research has taken place to evaluate integrals over triangular elements,
integration over quadrilateral elements and elements with curved boundaries is
still a field of on-going research.
In this chapter, a general numerical integration formula is derived to evaluate
double integrals of the form
( )

( )

( )

Here,

( ) and

( )

## ( ) can be any function of

(linear, non-linear or

If

( ) and

( ) and

## ( ) are linear, then

( ) in the domain,
and

(
(

)
)

.
( )
( )

and

## element (like a semi-circle) or a triangular or a rectangular element with a

maximum of two curved boundaries. Few such elements are presented in Fig. 3.1.

The work in Chapter 3 is the contribution of the published articles [1-2] in international journals
(see page 204).

26

or

## Initially, a general derivation for the numerical integration of double integrals

using transformation techniques is explained and then another integration formula
for integration over a circular disc using a combination of polar and linear
transformations is derived. A numerical integration formula is derived over an
( ) and finally as an application, an

## element with an arbitrary boundary

integration method over a lunar model with two circular boundaries is provided.

3.2

## Derivation of the generalized Gaussian quadrature rules to

evaluate double integrals

( )

( )

(3.1)

27

(

integration

( )

(

in the

(
)

[ ((

)
)

((

)]

((

)]

(

) [ ((

((

## Now, the integral of an arbitrary function (

) over

will become

( )

( )

( (

) (

))

On applying the Gaussian quadrature rule twice, the following can be achieved.
(

)[ ((

((

)] ( (

) (

)
(3.2)

where,
(
(

) [ ((

((

)]

(3.2a)

)
((

(3.2b)
)

((

((

)
(3.2c)

28

))

Here,

are their

## corresponding weights in one dimension. Gaussian quadrature points and weights,

like the Gauss-Legendre, Gauss-Jacobi etc., can be applied here, for evaluating
the weights

## (3.2a) and the nodes (

) (3.2b, 3.2c) in

. The generalized

## Gaussian quadrature nodes and weights for products of polynomials and

logarithmic function given in Ma et.al. (1996) is used in this work, as Ma has
proved in his paper that these nodes and weights give better results compared to
any other Gauss quadrature rules for one-dimensional integration. Due to this
reason, this integration formula would be called as the generalized Gaussian
quadrature rule.
Any programming language or any mathematical software can be used in Eqs.
(3.2a), (3.2b) and (3.2c) to evaluate the weights and nodes (

) for a

particular domain. Once the generalized Gaussian quadrature weights and nodes
(

## ) are evaluated, they can be substituted in Eq. (3.2) to evaluate the

integral numerically.
(

## If the domain of integration is

of

( )

( ) , instead

, then in a similar way, one can derive the generalized Gaussian quadrature

## rules which will be

( )

( )

(3.3)
where,
(

) [ ((

((

)]
(3.3a)

[ ((

((

)]

((

)
(3.3b)

(3.3c)

29

In the generalized Gaussian quadrature rules over elements that can be written as
,

is a linear function of

quadrature points (

## in generalized Gaussian quadrature rules over elements that can be written as

is a linear function of
quadrature points (

## (Eq. (3.3c)), due to which the distribution of the

) will be along horizontal lines. This has been

3.3

## Integration formulae and numerical results over different

elements

This section lists the integration rules, cubature points and weights for different
two-dimensional elements (obtained from the general formulae (Eq. (3.2) and
(3.3)). Corresponding numerical results are also provided.

## 3.3.1 Elements with linear boundaries

During the literature survey it was found that the quadrature points and weights
over triangles (especially over the standard triangle), given in Rathod et.al. (2004)
were used by more than 50 solvers in vast application areas. This was a
motivation to try the current general formulae over triangles first. The triangles,
which were domains of various test integrals in Rathod et.al. (2004) are
considered and the generalized Gaussian quadrature rules for them are obtained
from the general formulae. These rules are mentioned below ((i)-(v)). Also, the
resultant node points are plotted for the standard triangle.

(i)

Standard Triangle,

)
(3.4)

30

where,

(3.4a)

## ) for N=5 and N=10 for the

standard triangle are listed in Tables 3.1 and 3.2, respectively. The distribution of
these nodal points (

## ) in the standard triangle is pictured in Fig. 3.2 and

Fig. 3.3. The numerical results obtained using Eq. (3.4a) are compared with the
results posited in Rathod et.al. (2004) in Table 3.3.

Table 3. 1: Generalized Gaussian quadrature weights cm and nodal points (xm , ym) for N=5 (25 points)
over the standard triangle

cm
4.40470137440027E-04
2.73540341982354E-03
6.06288503309780E-03
7.32940618020361E-03
4.35981888065413E-03
2.54894897110758E-03
1.58294584351310E-02
3.50852038616632E-02
4.24144130415724E-02
2.52297599892837E-02
4.35986399676418E-03
2.70755855459964E-02
6.00116828031788E-02
7.25479695591883E-02
4.31543838150997E-02
2.80482254237839E-03
1.74184820315194E-02
3.86071952834637E-02
4.66721394461879E-02
2.77624230060559E-02
3.69367248237134E-04
2.29384093975323E-03
5.08418385425357E-03
6.14625683304730E-03
3.65603514489964E-03

xm
5.65222820508010E-03
5.65222820508010E-03
5.65222820508010E-03
5.65222820508010E-03
5.65222820508010E-03
7.34303717426523E-02
7.34303717426523E-02
7.34303717426523E-02
7.34303717426523E-02
7.34303717426523E-02
2.84957404462558E-01
2.84957404462558E-01
2.84957404462558E-01
2.84957404462558E-01
2.84957404462558E-01
6.19482264084778E-01
6.19482264084778E-01
6.19482264084778E-01
6.19482264084778E-01
6.19482264084778E-01
9.15758083004698E-01
9.15758083004698E-01
9.15758083004698E-01
9.15758083004698E-01
9.15758083004698E-01

31

ym
5.62028052139780E-03
7.30153265243790E-02
2.83346760183808E-01
6.15980808959171E-01
9.10582009338909E-01
5.23718298680677E-03
6.80383522483882E-02
2.64032876322051E-01
5.73993451145053E-01
8.48513626543325E-01
4.04158392633041E-03
5.25058436021453E-02
2.03756682104520E-01
4.42956206000591E-01
6.54806036556072E-01
2.15077307947324E-03
2.79415588029271E-02
1.08431346378371E-01
2.35723988569175E-01
3.48462192391012E-01
4.76154539290863E-04
6.18591528127868E-03
2.40053580139315E-02
5.21863734710916E-02
7.71452164162586E-02

1.0

0.8

0.6

0.4

0.2

0.0
0.0

0.2

0.4

0.6

0.8

1.0

## Fig.3. 2: Distribution of the 25 quadrature points in the standard triangle

Table 3. 2: Generalized Gaussian quadrature weights cm and nodal points (xm , ym) for N=10 (100
points) over the standard triangle

cm
3.35973242441046E-06
2.46530432727419E-05
7.42117003208603E-05
1.49940687968264E-04
2.36746855852988E-04
3.10694275424825E-04
3.46528909882528E-04
3.26124844526183E-04
2.45052596106264E-04
1.15201965974771E-04
2.44925812732552E-05
1.79721653308943E-04
5.41006208806668E-04
1.09307350179083E-03
1.72589387358264E-03
2.26497346535356E-03
2.52620935737753E-03

xm
4.82961710689630E-04
4.82961710689630E-04
4.82961710689630E-04
4.82961710689630E-04
4.82961710689630E-04
4.82961710689630E-04
4.82961710689630E-04
4.82961710689630E-04
4.82961710689630E-04
4.82961710689630E-04
6.98862921431577E-03
6.98862921431577E-03
6.98862921431577E-03
6.98862921431577E-03
6.98862921431577E-03
6.98862921431577E-03
6.98862921431577E-03
32

ym
4.82728458675638E-04
6.98525397399505E-03
3.25956465387902E-02
9.27809261025812E-02
1.98231472424137E-01
3.48711647228674E-01
5.30184373309713E-01
7.16418478630848E-01
8.74811852727086E-01
9.74774692353413E-01
4.79586470368908E-04
6.93978827602058E-03
3.23834876357164E-02
9.21770325892351E-02
1.96941221233870E-01
3.46441949019833E-01
5.26733503423318E-01

2.37746291988919E-03
1.78644304610301E-03
8.39826854655245E-04
7.18262424546597E-05
5.27046573854435E-04
1.58653931530098E-03
3.20551604930765E-03
5.06130694972202E-03
6.64219632307599E-03
7.40828921908535E-03
6.97207967611772E-03
5.23887171912533E-03
2.46285218407217E-03
1.36088055364181E-04
9.98586879544484E-04
3.00599116422416E-03
6.07344099706067E-03
9.58957891781234E-03
1.25848652256190E-02
1.40363694235733E-02
1.32098900421518E-02
9.92600810223665E-03
4.66632741635315E-03
1.89885208638252E-04
1.39333960984524E-03
4.19429359803815E-03
8.47434117412276E-03
1.33804483331683E-02
1.75598053235164E-02
1.95851056096457E-02
1.84319095458437E-02
1.38498717936289E-02
6.51097962019839E-03
2.02396962174836E-04
1.48514835006342E-03
4.47066039951295E-03
9.03272520474810E-03
1.42621013747833E-02
1.87168409764450E-02
2.08755906144188E-02
1.96464091432587E-02

6.98862921431577E-03
6.98862921431577E-03
6.98862921431577E-03
3.26113965946776E-02
3.26113965946776E-02
3.26113965946776E-02
3.26113965946776E-02
3.26113965946776E-02
3.26113965946776E-02
3.26113965946776E-02
3.26113965946776E-02
3.26113965946776E-02
3.26113965946776E-02
9.28257573891660E-02
9.28257573891660E-02
9.28257573891660E-02
9.28257573891660E-02
9.28257573891660E-02
9.28257573891660E-02
9.28257573891660E-02
9.28257573891660E-02
9.28257573891660E-02
9.28257573891660E-02
1.98327256895404E-01
1.98327256895404E-01
1.98327256895404E-01
1.98327256895404E-01
1.98327256895404E-01
1.98327256895404E-01
1.98327256895404E-01
1.98327256895404E-01
1.98327256895404E-01
1.98327256895404E-01
3.48880142979353E-01
3.48880142979353E-01
3.48880142979353E-01
3.48880142979353E-01
3.48880142979353E-01
3.48880142979353E-01
3.48880142979353E-01
3.48880142979353E-01

33

7.11755446149278E-01
8.69117867708267E-01
9.68430068103431E-01
4.67211654802286E-04
6.76072025535457E-03
3.15478934068222E-02
8.97985798007465E-02
1.91859528065253E-01
3.37502674272645E-01
5.13142148453254E-01
6.93389952293996E-01
8.46691936238031E-01
9.43441574427342E-01
4.38130424104898E-04
6.33990441438486E-03
2.95842190062582E-02
8.42091361542937E-02
1.79917379063172E-01
3.16495079469254E-01
4.81202009447009E-01
6.50230427143781E-01
7.93990246812546E-01
8.84717778063488E-01
3.87177239423044E-04
5.60259355278144E-03
2.61436677645271E-02
7.44158795569344E-02
1.58993556067748E-01
2.79687701236982E-01
4.25239735412457E-01
5.74610681932740E-01
7.01651688575960E-01
7.81827894465276E-01
3.14465960010679E-04
4.55043525479560E-03
2.12339278879701E-02
6.04406938790670E-02
1.29134815153033E-01
2.27162788814059E-01
3.45380378842606E-01
4.66699695456363E-01

1.47624556838534E-02
6.93999551287299E-03
1.62794545860205E-04
1.19455375508431E-03
3.59589947207420E-03
7.26531851953763E-03
1.14714780862888E-02
1.50545719360450E-02
1.67909254028339E-02
1.58022542428171E-02
1.18739295442505E-02
5.58206707081937E-03
9.24147177386273E-05
6.78120679758714E-04
2.04130938768416E-03
4.12435414661162E-03
6.51209414779527E-03
8.54613407835027E-03
9.53182198748688E-03
8.97057611953412E-03
6.74055657996399E-03
3.16881103124204E-03
3.05888688398671E-05
2.24454989836221E-04
6.75664511556052E-04
1.36514324911618E-03
2.15547478403989E-03
2.82873313696556E-03
3.15499153938689E-03
2.96922160293285E-03
2.23109485347743E-03
1.04886264206456E-03
2.85312212663288E-06
2.09356384274086E-05
6.30214009610152E-05
1.27331299188172E-04
2.01048062023407E-04
2.63845032834210E-04
2.94276202807223E-04
2.76948843664428E-04
2.08101388985552E-04
9.78307902635741E-05

3.48880142979353E-01
3.48880142979353E-01
5.30440555787956E-01
5.30440555787956E-01
5.30440555787956E-01
5.30440555787956E-01
5.30440555787956E-01
5.30440555787956E-01
5.30440555787956E-01
5.30440555787956E-01
5.30440555787956E-01
5.30440555787956E-01
7.16764648511655E-01
7.16764648511655E-01
7.16764648511655E-01
7.16764648511655E-01
7.16764648511655E-01
7.16764648511655E-01
7.16764648511655E-01
7.16764648511655E-01
7.16764648511655E-01
7.16764648511655E-01
8.75234557506234E-01
8.75234557506234E-01
8.75234557506234E-01
8.75234557506234E-01
8.75234557506234E-01
8.75234557506234E-01
8.75234557506234E-01
8.75234557506234E-01
8.75234557506234E-01
8.75234557506234E-01
9.75245698684393E-01
9.75245698684393E-01
9.75245698684393E-01
9.75245698684393E-01
9.75245698684393E-01
9.75245698684393E-01
9.75245698684393E-01
9.75245698684393E-01
9.75245698684393E-01
9.75245698684393E-01
34

5.69882599942988E-01
6.35001839887383E-01
2.26779232447121E-04
3.28157684967817E-03
1.53129892599754E-02
4.35872110482188E-02
9.31264365199052E-02
1.63819966034003E-01
2.49073372563320E-01
3.36563609985974E-01
4.10974652377802E-01
4.57935828244430E-01
1.36791829882590E-04
1.97942685193844E-03
9.23670037701933E-03
2.62915360212923E-02
5.61732903164890E-02
9.88151899240611E-02
1.50239517262275E-01
2.03013087155619E-01
2.47897367530024E-01
2.76224058254371E-01
6.02569315417379E-05
8.71939416348967E-04
4.06877532647464E-03
1.15814466954783E-02
2.47443879651299E-02
4.35281854161073E-02
6.61806506595235E-02
8.94274585354453E-02
1.09199026853101E-01
1.21676961136500E-01
1.19553797103121E-05
1.72998633354226E-04
8.07272337627409E-04
2.29783676826085E-03
4.90945267628663E-03
8.63628418234296E-03
1.31306853479931E-02
1.77430080816327E-02
2.16658199583413E-02
2.41415258819831E-02

1.0

0.8

0.6

0.4

0.2

0.0
0.0

0.2

0.4

0.6

0.8

1.0

## The same standard triangle can also be written as

, which is in the form of

where,

## The distribution of the quadrature points (

standard triangle is given in Fig. 3.4.

35

(3.4b)
) (obtained by Eq. (3.4b)) in the

1.0

0.8

0.6

0.4

0.2

0.0
0.0

0.2

0.4

0.6

0.8

1.0

Fig.3. 4: Distribution of the 100 points obtained using Eq. (3.4b) in the standard triangle

It can be seen that the quadrature points are distributed along vertical lines in Fig.
3.3, whereas, the distribution of points in Fig. 3.4 is along horizontal lines. The
reason is that in Eq. (3.4a),
linear function of

is a linear function of

is a

## . Even though the quadrature points are different, the integral

values obtained for a function using Eq. (3.4a) and Eq. (3.4b) is almost the same.

(ii)

Triangle,

)
(

where,

(3.5)

36

(iii)

Triangle,

where,

(iv)

(3.6)

Triangle,

where,

)
(

)(

)
(

)
(3.7)

(v)

Triangle,

where,

)
(

)(

)
)

)(

)
(3.8)

The following are the integrals evaluated in Rathod et.al. (2004) over the triangles
((i)-(v)). The numerical results obtained by the proposed method (Eq. (3.4) to
Eq.(3.8)) are tabulated in Table 3.3.

37

Table 3. 3: Comparison of results obtained by the proposed method with the results given in Rathod
et.al. (2004)

Integral

## Results given in Rathod et.al.

(2004)

Integral value

Abs. Error

Integral value

Abs. Error

N=5
N=10
N=15

0.400000094025627
0.399999999789452
0.399999999992968

9.40E-08
2.11E-10
7.03E-12

0.400017920
0.400000697
0.400000094

1.79E-05
6.97E-07
9.40E-08

N=5
N=10
N=15

0.666779451391000
0.666669513369867
0.666666962013645

1.13E-04
2.85E-06
2.95E-07

0.664954585
0.666354438
0.666589692

1.71E-03
3.12E-04
7.70E-05

N=5

0.881371800923047

1.79E-06

0.859506833

2.19E-02

N=10
N=15

0.881373587021256
0.881373587019541

1.71E-12
2.00E-15

0.875398197
0.878533306

5.98E-03
2.84E-03

N=5
N=10
N=15

1.000025169179630
1.000000000000220
0.999999999999998

2.52E-05
2.20E-13
2.00E-15

1.000000004
0.999999996
0.999999999

4.00E-09
4.00E-09
1.00E09

N=5
N=10

0.718281745512717
0.718281828459045

8.29E-08
0.00E+00

0.718518356
0.718253208

2.37E-04
2.86E-05

N=15

0.718281828459042

3.00E-15

0.718352298

7.05E-05

38

By comparing the results in Table 3.3 one can comprehend that the generalized
Gaussian quadrature rule gives better accuracy over triangles.
Below, we offer the integration rule and numerical results over some more regions
that can be written as

(vi)

or

## , having linear boundaries.

Trapezium, T5

where,

(vii)

Trapezium, T6

(
(

(3.9)

(viii) Trapezium, T7

where,

where,

)
)

(3.10)

)
(

(
(

)
)
(3.11)

In a similar way, using Eqs. (3.2) and (3.3) we can obtain the integration rules to
evaluate any double integrals. The results of numerical integration of double
integrals of some complicated functions over some bounded elements with linear
limits, using the proposed method are tabulated in Table 3.4.

39

## The exact values of the integrals evaluated in Table 3.4 are:

[(

[(

) ]

) ]

40

Table 3. 4: Evaluation of double integrals using the proposed method, over few elements with linear limits

Integrals

Computed value

Abs.
Error

N=5

4.16896959209620

2.48E-04

N=10

4.16872193734188

1.49E-07

N=15

4.16872178852026

5.75E-11

N=20

4.16872178857673

1.02E-12

N=5

30.6312523036460

9.55E-08

N=10

30.6312522081853

5.97E-13

N=15

30.6312522081850

2.98E-13

N=20

30.6312522081849

1.99E-13

N=5

1.13137111584312

2.66E-07

N=10

1.13137084930298

5.96E-10

N=15

1.13137084987858

1.99E-11

N=20

1.13137084989702

1.46E-12

N=5

211.418375371115

6.36E-09

N=10

211.418375377482

6.00E-12

N=15

211.418375377475

9.95E-13

N=20

211.418375377477

9.95E-13

N=5

0.99528697888712

1.07E-02

N=10

1.00637151173877

3.58E-04

N=15

1.00602042402187

7.03E-06

N=20

1.00601335555565

4.02E-08

41

Region of
integration

## 3.3.2 Elements with non-linear and transcendental boundaries

In literature, not many quadrature rules can be found over elements with curved
edges, even though many problems in fluid flow, heat flow etc., have curved
geometries. This section is dedicated to show that the numerical integration rule
derived in section 3.2 will work equally well, even if the limits of integration
( ), ( ), ( ) and ( ) are not linear.
The numerical integration rule over some regions with parabolic, cubic,
exponential and trigonometric boundaries, are provided here as special cases of
Eqs. (3.2) and (3.3).
In the beginning, regions with parabolic edges are considered because according
to Robin et.al. (1979), any curved boundary can be approximated to a parabola by
the isoparametric transformation.
Double integration over regions with parabolic edges
(i)

where,

(3.12)

## ) over this region for N=10 (100 points)

is depicted in Fig. 3.5. The numerical values obtained while integrating a function
over this region for different values of N, using the generalized Gaussian
quadrature rule is tabulated in Table 3.5.

(ii)

where,

)
[

]
(3.13)

(iii)

where,
(3.14)

42

1.0

0.8

0.6

0.4

0.2

0.0
0.0

0.2

0.4

0.6

0.8

1.0

## obtained using Eq. (3.12)

Table 3.5 gives the numerical results of integration of some functions over regions
with parabolic edges, some of which are evaluated using Eqs. (3.12 - 3.14). The
exact values of the integrals given in Table 3.5 is given below.

43

Table 3. 5: Numerical results along with absolute error while integrating functions over regions with
parabolic edges

## Integral with exact

Computed value

Abs. Error

value

Region of
integration

N=5

0.335400475642279

4.19E-08

N=10

0.335400517640013

1.75E-12

N=15

0.335400517641764

0.00E+00

N=20

0.335400517641772

7.99E-15

N=5

0.304358838223544

1.25E-06

N=10

0.304360083995996

1.39E-08

N=15

0.304360096990570

9.24E-10

N=20

0.304360097782362

1.32E-10

N=5

0.934324577729263

4.52E-06

N=10

0.934320115634213

6.63E-08

N=15

0.934320049296660

3.76E-12

N=20

0.934320049292858

3.79E-14

N=5

0.729199798258523

1.87E-05

N=10

0.729218160479825

4.14E-07

N=15

0.729218533219997

4.13E-08

N=20

0.729218566644172

7.85E-09

N=5

0.102681684053078

1.88E-04

N=10

0.102870310432885

1.35E-09

N=15

0.102870309082385

1.00E-14

N=20

0.102870309082394

7.49E-16

44

## Double integration over regions with other curved edges

The generalized Gaussian quadrature rules gives good convergence even if ( ),
( ) in

( ),

and

( ) in

## are any other non-linear or transcendental

functions. The integration rule for few such integrals, obtained as special cases of
Eq. (3.2) and Eq. (3.3), are given below.
(

(i)

where,

)[
)

{(

[
(

{(
}

)
(3.15)
(

(ii)

## (a, b, p, k are constants)

where,

)[

(3.16)
(iii)

where,

)
(3.17)

45

(iv)

where,

( (

(
[

)
))

( (

))]

)
( (

))

( (

))]

( (

))
(3.18)

(v)
where,

(3.19)

The integrals evaluated for some functions over the regions mentioned above
(Eqs. (3.15) (3.19)) are tabulated in Table 3.6. The values of the integrals
considered in Table 3.6 are given below, for comparison.

46

Table 3. 6: Integrals evaluated by the given method over some curved boundaries

Integral

Computed value

Abs.
Error

N=5
N=10
N=15

49.4466188093258
49.4484656464159
49.4484656488606

N=20

49.4484656488267

1.85E-03
2.40E-09
4.13E-11
7.40E-12

N=5
N=10
N=15
N=20

0.384567865049307
0.384572832388512
0.384572848673249
0.384572849018871

4.98E-06
1.66E-08
3.64E-10
1.86E-11

N=5
N=10
N=15

3.66434247210669
3.66522923661394
3.66522923677725

N=20

3.66522923677723

8.87E-04
1.63E-10
2.98E-14
9.77E-15

N=5
N=10
N=15
N=20

1.68220617275356
1.68294190751566
1.68294196961567
1.68294196961581

7.36E-04
6.21E-08
1.20E-13
2.02E-14

N=5
N=10
N=15
N=20

11.9229463098085
11.9230425994235
11.9230425993961
11.9230425993958

9.63E-05
2.76E-11
1.99E-13
1.01E-13

N=5
N=10
N=15
N=20

0.086115857655897
0.085469425694072
0.085472175835341
0.085472180364992

6.44E-04
2.75E-06
4.53E-09
2.14E-13

47

Region of
integration

3.3.3 Numerical

integration

over

n-sided

two-dimensional

bounded elements
In this section, the method to apply the derived quadrature formulae (in Eq. (3.2)
(3.3)) over bounded two-dimensional elements, which cannot be written as
(

( )

( )

or

( )

( ) , is explained.
Any n-sided two-dimensional element having linear edges can be bifurcated into
finite number of triangular or trapezoidal elements each of which could be either
(

written as
( )

( )

( ) or

## number of linear or curved edges can be discretized into finite number of

elements, each of which are of the form

and

## Three different domains are considered here to demonstrate the method.

As the first example, there is a quadrilateral

## (Fig. 3.6) with end points (-1, 2),

(2, 1), (3, 3) and (1, 4). In Shafiqul Islam and Alamgir Hussain (2009), a very
complicated numerical integration technique is derived to evaluate integrals over
this quadrilateral element.

(1,4)

(1,4)

(2,3)
3

(3,3)

(3,3)

Q3

(-1,2)

Q2

Q1

(-1,2)
1

(1,1)

(2,1)

(2,1)
0

0
1

Fig.3. 6: Bifurcation of the quadrilateral into three elements to evaluate the integral over Q

Here, this quadrilateral is bifurcated into two triangular and one trapezoidal
element (Fig. 3.6) each of which can be expressed as:
48

(
(

)
)

## The generalized Gaussian quadrature rules derived in section 3.2 is applied to

each of the three regions so that the integral of any function over this quadrilateral
can be evaluated as

)
(3.20)

where,
(3.20a)
(

)
(

The
(

(
)

cubature

points

)(

in
) (

the

quadrilateral

are

(3.20b)
.

the

set

of

(3.20c)

points

## ) obtained in Eqs. (3.20a), (3.20b) and

(3.20c). The distribution of these quadrature points for N=10 in the quadrilateral
is shown in Fig. 3.7.

49

4.0

3.5

3.0

2.5

2.0

1.5

1.0

## The results obtained while integrating functions over this quadrilateral

using

Eqs. (3.20), (3.20a), (3.20b) and (3.20c) are tabulated in Table 3.7. The integral
values for the function

## obtained using the above

mentioned method gives the same accuracy that is obtained in Shafiqul Islam and
Alamgir Hussain (2009), but in a very simple way.

50

## Integral with exact value

[(

Computed value

Abs.
error

) ]

N=5 298.234338347174

8.63E-07

N=10 298.234339210033

1.02E-12

N=20 298.234339210032

2.05E-12

N=5 3.54960971225221

3.31E-06

N=10 3.54961302681661

2.69E-11

N=20 3.54961302678972

1.02E-14

## As the second example, a domain with curved boundaries, given in James C.

Cavendish et.al. (1976) and Rathod and Shajedul Karim (2002) (Fig. 3.8) is
considered. The domain

(

51

1.4
1.4

1.2

1.2

1.0

1.0

0.8

0.8

0.6

0.6

0.4

0.4

A2

0.2

0.2

A1
0.0

0.0
0.0

0.2

0.4

0.6

0.8

0.9

1.0

1.0

1.1

1.2

1.3

1.4

1.5

1.6

## Fig.3. 8: Domain A divided into regions A1 and A2

After applying the quadrature rules suggested in this work, integral of any
function over the domain A can be evaluated in the following way:

)
(3.21)

where,
(

)
(3.21a)

(3.21b)

Numerical results of integration over this domain evaluated using Eqs. (3.21),
(3.21a) and (3.21b) are tabulated in Table 3.8.

52

Finally, a domain similar to one given in Robin J.Y. et.al. (1979) (Fig. 3.9) is B6
chosen.

B6
4

B5
2

B
0

B1

B2

B4

B3

The domain

given by

{(

## The generalized Gaussian quadrature rules derived in section 3.2 is applied to

each of the six regions and the integral of any function over

53

is evaluated as,

A polynomial function,
(

given in Cavendish et.al. (1976) and Rathod and Shajedul Karim (2002), is
integrated over the domains

and

(
) over A and B

## Integral with exact value up to 15 digits

Computed value

Abs. Error

N=10

3.0095238095238140

4.44E-15

N=10

2459.6169169613460

1.71E-10

54

3.4

## Effective numerical integration over a circular disc

Generalized Gaussian quadrature rules are giving very good accuracy for all
functions over almost all elements. Still, integration results over elements with
circular and elliptical boundaries are not very impressive, which lead to the
derivation of a different numerical integration technique for such elements.
This section is a result of an experimentation with three methods to integrate an
arbitrary function over a circular disc,

(3.22)
All the methods are derived by transforming the circular disc to a zero-one square,
using different transformations. Each method is illustrated with figures on
distribution of nodal points and tables on results of integration.

3.4.1 Method 1
Method 1 is the generalized Gaussian quadrature method derived in section 3.2.
Applying the Eqs. (3.2), (3.2a), (3.2b) and (3.2c), integral in Eq. (3.22) can be
obtained as,

(3.23)
where,

(3.23a)

where,

## are their corresponding

weights given in Ma et.al. (1996). Distribution of the 100 nodal points for

55

integration (

## , taking N=10, is shown in Fig. 3.10. As generalized Gaussian

quadrature rules (Eq. 3.2) are applied, the distribution of the quadrature points are
along vertical lines as mentioned in section 3.2. Ten points lie on ten vertical
lines.

1.0

0.5

0.0

0.5

1.0
1.0

0.5

0.0

0.5

Fig.3. 10: Distribution of the 100 nodal points using generalized Gaussian quadrature over a
unit circular disc

56

1.0

3.4.2 Method 2
In this method, a numerical integration formula is introduced to evaluate the integral
in Eq. (3.22) using a different transformation technique. The integration domain,
, is initially transformed to a rectangle. Later, a linear
transformation transforms this rectangle to a zero-one square. The derivation is as
follows:
The disc
the

is transformed to a rectangle

in

## Hence, the integral in Eq. (3.22) becomes

(3.22*)
Next, the new domain of integration, (

, which is a

## plane using the linear

transformation,
, that gives a Jacobian,

## Hence, the integral I in Eq. (3.22*) would be now

(

x2+y2a2

))

Fig.3. 11: Transformation of a circular disc in X-Y plane to a rectangle in r- plane and then to a square in - plane

57

))

(3.24)
(

where,

)
(3.24a)

## After applying the generalized Gaussian quadrature points

and their

corresponding weights in Eq. (3.24a), one can get the nodal points (

) and

the weights

function (

## ), thus evaluated for

the unit circular disc with N=10 is plotted in Fig. (3.12). It can be seen that 10
points lie along 10 concentric circles on the unit disc.
1.0

0.5

0.0

0.5

1.0
1.0

0.5

0.0

0.5

1.0

Fig.3. 12: Distribution of the 100 node points for integration in the unit disc x2+y21 using Method 2

58

## The results of integration over the unit circular disc

for N=10,

using Method 1 and Method 2, for the functions given below are tabulated in
Table 3.9.

## using Method 1 and Method 2 in

section 3.4

Method 1
Integral

Method 2

Integral value

Abs.
Error

Integral value

Abs.
Error

3.14350571951868

1.91E-03

3.14159265358979

2.09329939593068

1.09E-03

2.09439510239320

6.28546564818032

2.28E-03

6.28318530717966

7.02E-14

3.86377780600156

7.75E-03

3.85602625314438

3.80E-13

1.21494190782297

1.36E-03

1.21357952710252

8.51E-11

59

The results in Table 3.9 indicate that for integrating functions over circular
domains, method 2 is more suitable. The efficiency of method 2 is due to the
circular distribution of the nodal points obtained after the special transformation.
For integrating a function using Method 2, we require to compute the value of the
function at N2 points. To reduce this computational cost, another integration
method is hosted with a slight modification to Method 2. This method is
illustrated in the next sub-section as Method 3.

3.4.3 Method 3
The derivation of this method is same as the method in section 3.4.2 with respect
to the transformations used. The only difference is that, while applying the
quadrature rule in each direction, different number of node points (N1, N2) are
taken in and directions, thus giving the integral rule as,
(

))

))

)
(3.25)

where,

)
(3.25a)

function over

circular disc

), on the unit

## , evaluated using Eq. (3.25a) for N1=5, N2=20, is given

in Fig. 3.13.

60

Both the figures, Fig. 3.12 and Fig. 3.13, display 100 integration points. But the
distribution of points is more uniform in Fig. 3.13 than in Fig. 3.12, due to which
the integral value obtained using Eq. (3.25) is more accurate compared to the
integral value obtained by Eq. (3.24). To demonstrate this, the results of
integration of five different types of integrand functions over the unit circular
disc

## , is given in Table 3.10. The errors involved in evaluating the

integral of these functions using all the three methods along with the number of
function evaluations required in each case is also tabulated.

1.0

0.5

0.0

0.5

1.0
1.0

0.5

0.0

0.5

1.0

Fig.3. 13: Distribution of the 100 node points for integration in the unit disc x 2+y21 using Method 3
taking N1=5 and N2=20

61

Integral of the following functions over the unit disc is estimated for a
comparative study on all the three methods.

The integral value of each of these functions over the unit circular disc is
respectively,
,
and

Table 3. 10: Comparison of errors and number of function evaluations required to evaluate the
integrals using the three methods in section 3.4

Method 1
Integral

Method 2

Method 3

Abs.
Error

Number of
function
evaluations
(N2)

Abs.
Error

Number of
function
evaluations
(N2)

Abs.
Error

Number of
function
evaluations
(N1N2)

2.65E-04

202 = 400

1.37E-15

202 = 400

2.80E-15

510=50

2.22E-04

202 = 400

1.48E-9

202 = 400

2.09E-15

1040=400

2.70E-04

202 = 400

5.79E-11

202 = 400

1040=400

1.34E-04

202 = 400

8.12E-06

202 = 400

6.96E-10

1040=400

1.01E-03

202 = 400

4.71E-11

202 = 400

4.74E-11

1020=200

62

It is clear from the above table that for elements with circular boundaries, Method
2 is useful in improving the accuracy of the integral and Method 3 helps in
reducing the number of computations. The exact value of

is obtained by using

## only 50 points by Method 3, which is only one-eighth of the function evaluations

used by Method 2 to get the same accuracy. While evaluating integral of

, half

the number of points is used by Method 3 than Method 2, even though the
accuracy obtained in both the cases are the same. Whereas, for

and

the

same number of points (400) are used to show that the modified method (Method
3) gives almost double accuracy than Method 2.
When we take N1 points along direction and N2 points along direction, in
Method 3, the distribution of points will be on N1 concentric circles, each of
which will have N2 points on it. Hence, depending on the radius of the circular
disc a, we must choose N1 and N2.
In all the cases in table 3.10, we have taken N1 < N2, since for a unit circle the
radius (r = 1) is less than the angle ( = 2).
For the convenience of solvers who would like to integrate a function over the
unit disc,
(

## directly using the proposed method, the values of

) for N1=5 and N2=10 is provided in Table 3.11.

63

Table 3. 11: List of weights and nodes (cm , xm , ym) for integration over the unit disc x 2+y21 using
Method 3 for N1=5 and N2=10

cm

xm

ym

0.137039537184474E-05

0.565220218105327E-02

0.171518745228040E-04

0.100556866247413E-04

0.564677987207582E-02

0.248114406317841E-03

0.302700804140025E-04

0.553398717898820E-02

0.115007373028742E-02

0.611590444971170E-04

0.471781243484229E-02

0.311286516122213E-02

0.965662602183739E-04

0.180303533006911E-02

0.535693450406346E-02

0.126728543620720E-03

-0.329003931488945E-02

0.459601185690211E-02

0.141345069882091E-03

-0.554915868797384E-02

-0.107448663927824E-02

0.133022491414831E-03

-0.117176041393484E-02

-0.552943588575166E-02

0.999540740573977E-04

0.400261480231423E-02

-0.399083430207244E-02

0.469895280505694E-04

0.558399825049407E-02

-0.875583931317974E-03

0.110562242264655E-03

0.734300336540446E-01

0.222826905884805E-03

0.811283578143936E-03

0.733595902555349E-01

0.322335412329099E-02

0.244216233713513E-02

0.718942549784075E-01

0.149410707569383E-01

0.493425564132096E-02

0.612910003511912E-01

0.404404842974759E-01

0.779087734547978E-02

0.234239577292924E-01

0.695940924113566E-01

0.102243427185391E-01

-0.427422250437692E-01

0.597086400160973E-01

0.114035906573310E-01

-0.720913541584638E-01

-0.139590884323816E-01

0.107321326564730E-01

-0.152228111935088E-01

-0.718351272959886E-01

0.806420306017006E-02

0.519995800262299E-01

-0.518465348057112E-01

0.379107204458468E-02

0.725439689387574E-01

-0.113750632911080E-01

0.950974791709054E-03

0.284956092459774E+00

0.864712723610995E-03

0.697806245549569E-02

0.284682726446169E+00

0.125087018196744E-01

0.210056776373758E-01

0.278996276448326E+00

0.579810321226461E-01

0.424408245946412E-01

0.237848780586308E+00

0.156935273063910E+00

0.670113757562329E-01

0.909001280855936E-01

0.270070155833740E+00

0.879422485286651E-01

-0.165867518036170E+00

0.231708197564434E+00

0.980852687858109E-01

-0.279761148931436E+00

-0.541703046567076E-01

0.923098827278948E-01

-0.590743675046138E-01

-0.278766822742535E+00

64

0.693623217869230E-01

0.201792051514437E+00

-0.201198136928831E+00

0.326080031854190E-01

0.281517587445269E+00

-0.441426133915194E-01

0.249923671625921E-02

0.619479411860403E+00

0.187983953888041E-02

0.183388982012683E-01

0.618885128664459E+00

0.271932534570495E-01

0.552045766711513E-01

0.606523088359126E+00

0.126047684639227E+00

0.111537832569273E+00

0.517070617572845E+00

0.341168949288236E+00

0.176111177874690E+00

0.197612051030100E+00

0.587118176182002E+00

0.231119161464035E+00

-0.360587175493698E+00

0.503721316190887E+00

0.257775818256022E+00

-0.608185880517369E+00

-0.117763365504365E+00

0.242597648432430E+00

-0.128424537695924E+00

-0.606024268188322E+00

0.182289649364229E+00

0.438685203433276E+00

-0.437394064665157E+00

0.856964028020517E-01

0.612004284567361E+00

-0.959636972338810E-01

0.219765205730442E-02

0.915753866665220E+00

0.277889836769560E-02

0.161259304084799E-01

0.914875359447449E+00

0.401987968021640E-01

0.485430014310786E-01

0.896601005219143E+00

0.186331704303002E+00

0.980784835699879E-01

0.764366673557845E+00

0.504337639823318E+00

0.154859717710099E+00

0.292122702329998E+00

0.867915429850086E+00

0.203229849085344E+00

-0.533042896835861E+00

0.744632887214414E+00

0.226669828283254E+00

-0.899059050344160E+00

-0.174085296859605E+00

0.213323218927714E+00

-0.189845319663727E+00

-0.895863617516761E+00

0.160292628683137E+00

0.648492368917288E+00

-0.646583725471406E+00

0.753553573762337E-01

0.904703658068520E+00

-0.141859640722362E+00

65

3.5

## An integration formula to integrate a function over an arbitrary domain,

(Fig.3.14) is derived in this section. Assume that
( ) , where,

boundary

( ).
Y

()

## After applying the polar transformation,

function (

) over

, the integral of a

is,
( )

(3.26)
(

## Next, the transformation,

(

this transformation is
(

( (

)) (

(3.27)

66

## Applying the quadrature rule twice in the integral in Eq. (3.27),

([ (

)]

) [ (

)]

)) [ (

)]

)
(3.28)

where,
[ (

[ (

)]

)]

(3.28a)
)

(3.28b)

Eq. (3.28a) gives the weights and Eq. (3.28b) gives the nodal points in the
irregular domain, which should be used to evaluate the integral in Eq. (3.28).
It can be noted that by substituting

( )

## integral in Eq. (3.26) will be a circular disc. Hence, ( )

in Eqs. (3.28a, b)

will be same as Eq. (3.25a), that has been derived in section 3.4 to evaluate the
nodes and weights over a circular disc. Similarly, an integration rule can be
obtained for integration over an elliptic disc, cardioid, cycloid etc. using the
method given here.
As illustrative examples, two elements,

and

(i)

: a cardioid,

(ii)

( )

( )
(

67

1.0

1
0.5

2.0

1.5

1.0

0.5

0.5

1.0

with boundary

## (left) and domain

(

with boundary

) (right)

By using Eqs. (3.28), (3.28a) and (3.28b), one can get the integration formula over
these elements as:

(i)

(3.29)

where,
[

)]

)]

(3.29a)

)
(3.29b)

(ii)

(3.30)

)]

(3.30b)

(3.30c)

where,
[

and

are

## the derived integration rule for

)]

and
and

(3.30a)

, respectively. Using
, the area of both the

domains and also integrals of few functions over these domains are evaluated.
Results thus obtained are tabulated in Table 3.12.

68

## Table 3. 12: Integration results over irregular domains

Exact solution

Area

Computed
integral value

Abs.
error

4.71238898038469

4.71238898038470 1.06E-14

12.6645453847838

12.6645453847836 2.54E-13

5.23598775598299

5.23598775598298 9.76E-15

6.87223392972767

6.87223392972767

26.3131394449963

26.3131394449865 9.84E-12

17.14785990084429

17.1478599008443 1.06E-14

Area
(

3.6

and

## In this section, an optimal numerical integration method is explicated to integrate

functions over a lunar model given in Sommariva and Vianello (2006, 2009),
Santin et.al. (2011) and Rathod et.al. (2013).
The domain that has been deliberated here is that of a lune, the boundary of
which is two circular arcs, (
(

) (Fig. 3.16).

69

and

(0, 0.5)

(0.5, 0)

## Fig.3. 16: The lunar model

3.6.1 Derivation
A combination of few transformations are used in order to derive a nearly-optimal
quadrature rule to integrate a function over this lunar model. Initially, the region is
divided into two parts, ABCDEA and ACBA as in Fig. 3.17, so that

)
(3.31)

Y
E

## Fig.3. 17: Discretization of into two elements

Evaluation of
ABCDEA is the three-fourth of the circle, (
order to evaluate

) . In

## , the element is transformed to a rectangle in the r - plane

and then again by a linear transformation the rectangle is transformed to a zeroone square in the

## plane. The derivation is as follows:

70

First transformation:
giving the Jacobian,

and
)
(3.32)

Second transformation:
giving the Jacobian,
Now, Eq. (3.32) will be,

))

))

)
(3.33)

where,

(
and

(3.33a)
(

(3.33b)

(3.33c)

## ) in Eq. (3.33a-c) are the generalized Gaussian quadrature points in (0, 1)

are their corresponding weights in one dimension, for the product of

(

71

## ) numerically over the

domain ABCDEA.

Evaluation of IL2
is the integral over the three sided region ACBA with a circular boundary and
two linear boundaries, i.e., ACBA is the region where,
(

) ,

and

,

and

and

(Fig. 3.18).

## Hence, integration over ACBA would be,

(

)
(3.34)

H(0.5, /2)

H(0.5, /2)

(0,/2)

Y
A

r = 0.5
cosec

r = 0.5
cosec

B(0.5,0.5)
G(
(0,/4)

I(

G(

r = 0.5 sec

r = 0.5 sec
O

X
O

F(0.5,0
)

F(0.5,0
)

Fig.3. 18: ACBA transformed to FGHF in the r- plane, which is then divided into FGIF and IGHI to
evaluate the given integral

72

The integrals in Eq. (3.34) are evaluated by using the generalized Gaussian
quadrature nodes and weights in the product formula which is derived after
transforming FGIF and IGHI separately to a zero-one square.
The transformation,
zero-one square in the
(

, transforms FGIF to a

).

( (

) (

and

))

) (

) ( (

) (

))

)
(3.35)
(

)( (

( (

(3.35b)

( (

(3.35c)

where,

and

(3.35a)

## one can derive the integral over IGHI as

)
(3.36)

where,

)( (

)
(3.36a)

73

( (

(3.36b)

( (

(3.36c)

Fig. 3.19 shows the distribution of the cubature points in , as obtained by Eqs.
(3.33b, c, 3.35b, c and 3.36b, c).
) for , using Eqs. (3.33a, b,

## After evaluating the weights and nodes (

c, 3.35a, b, c and 3.36a, b, c), the corresponding integral values can be found
using Eqs. (3.33, 3.35 and 3.36) and Eq. (3.31) will now be,

)
(3.37)

1.0

0.8

0.6

0.4

0.2

0.0
0.0

0.2

0.4

0.6

0.8

1.0

Fig.3. 19: Distribution of the nodal points over obtained using the proposed method

74

## 3.6.2 Numerical results over the lunar model

The following seven different types of bivariate test functions are considered for
numerical tests. These functions were also evaluated by methods in Sommariva
and Vianello (2006, 2009), Santin et.al. (2011) and Rathod et.al. (2013).
(

(

)

(
((

(
(

((

)
) )

) )

parameter)

((

) )

((

) )

((

(
(

)
) )

## as given in Sommariva and

Vianello (2006, 2009), Santin et.al. (2011) and Rathod et.al. (2013) are as
follows:
(

## ) = Area of the Lune = 0.642699081698724,

) = 638.557432747020000,

) = 0.006289581219565,

) = 0.206467702935630,

) = 0.572637204325300,

) = 0.031371851992420,

) = 0.203076269853420

Table 3.13 gives the integral values of the above functions over , obtained using
the proposed method, along with the absolute error. The tabulated results are

75

obtained by using N1=20 and N2=40 nodal points in the and directions,
respectively, to evaluate the integrals,

and

. Hence, to evaluate a

function over the lunar model, a total of 2400 nodal points are used, thus resulting
in 2400 function evaluations. It is evident from Table 3.13 that the proposed
method gives the integral values close to the exact solution for most of these
functions.

Table 3. 13: Integral values of the seven test functions and the absolute error obtained by the proposed
method over the lunar model

f1

Integral obtained,

Abs.

error

IL1

## IL2 = IL21 + IL22

0.589048622548082

0.053650459150638

0.642699081698720

3.9E-15

0.002371621096821

638.557432747020000

1.1E-13

f2 638.555061125923000
f3

0.016242537947092

- 0.009952937328634

0.006289600618458

1.9E-08

f4

0.196349540849357

0.010118161914548

0.206467702763905

1.7E-10

f5

0.521188376162014

0.051448828163278

0.572637204325292

7.9E-15

f6

0.0235619449023071

0.007809907090861

0.031371851993168

7.5E-13

f7

0.174339117621893

0.028737152173214

0.203076269795107

5.8E-11

## The area of (integral with function as one) can be obtained correct up to 15

decimal places by taking only 600 nodal points in . The number of cubature
points used in Sommariva and Vianello (2009) and by the current method, to
obtain an accuracy close to the best for each of the six functions
and

, is portrayed in Table 3.14. The number of nodal points used to get the

best accuracy in Sommariva and Vianello (2006, 2009), Santin et.al. (2011) and
Rathod et.al. (2013) are at least 10 times more than the number of points used for
integration in this work, for most of the functions. This proves that the method
76

## posited here is an optimal one (good precision in less number of function

evaluations) for evaluating integrals over such complex domains.

Table 3. 14: Number of cubature points used in Sommariva and Vianello (2009) and by the proposed
formula, to obtain an accuracy close to the best

Function

f2

f3

f4

f5

f6

f7

34048

55296

67840

17920

20782

324186

2400

4800

4800

600

2400

4800

## Cubature points used in

Sommariva and
Vianello (2009)
Cubature points used in
the present formula

3.7

Conclusions

In this chapter, a general integration formula for integrating a double integral with
finite limits i.e., to integrate a function over any two dimensional bounded
element which can be expressed as
(

( )

( )

( ) or

## ( ) is postulated. An effective numerical

integration method over a circular disc is also discussed and a way to reduce the
function evaluations while using the method is demonstrated, thus evolving an
optimal integration rule. Another integration formula to integrate a function over
an arbitrary simply connected domain is also detailed.
In the derivation of all these methods the integration domain in (

) space is

transformed to a square with end points (0, 0), (0, 1), (1, 1) and (1, 0) in the (

plane. The numerical integration rule to evaluate the cubature points and weights
for specific domains using the derived general formulae is provided along with
figures which show the distribution of these points in the integration domain. A
comparative study of the results of integration of few functions over some
triangles referred in one of the reference paper is given and numerical results of
many complicated integrands over different domains are also tabulated. It is clear

77

from these tables that the proposed method is better than all other existing
methods in terms of accuracy as well as computational cost. A method to integrate
functions over complex geometries by discretization is also exemplified with
numerical examples.
Finally, a combination of few transformations is used to derive a nearly-optimal
quadrature rule to integrate a function over a lunar model. Integral evaluations of
seven different types of test functions including the Frankes test function along
with comparison of results from few reference papers is also given.
The formulae derived here are simple and direct and any programming language
or any mathematical software can be used to evaluate the results. Most of the
results obtained here are exact up to more than ten decimal places and the
proposed method can be used to integrate a wide class of functions including
functions with end-point singularities. It may be noted that integration over
triangular, rectangular, quadrilateral elements and elements with curved
boundaries are common in FEM and so the proposed quadrature rules due to its
high precision, simplicity and generality can be applied in many problems in
FEM.

78