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of Integration
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edu
03/06/15
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du
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.edu
What is Integration?
b
Integration
The process of
measuring the area
under a curve.
f ( x )dx
a
f(x)
I f ( x )dx
a
Where:
f(x) is the integrand
a= lower limit of
integration
3
b= upper limit of
integration
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Two-Point Gaussian
Quadrature Rule
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f ( x)dx c f (a) c
1
f (b)
ba
ba
f (a )
f (b)
2
2
5
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I f ( x )dx c1 f ( x1 ) c 2 f ( x 2 )
a
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x
x
x
a0 x a1 a 2
a3
2
3
4
b2 a2
b3 a3
b4 a4
a 2
a3
a0 b a a1
2
3
4
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f ( x )dx c1 a0 a1 x1 a 2 x1 a3 x1 c 2 a0 a1 x2 a 2 x2 a3 x2
b2 a2
b3 a3
b4 a4
a 2
a3
a0 b a a1
2
3
4
c x a c x
3
c1 a0 a1 x1 a 2 x1 a3 x1 c 2 a0 a1 x 2 a 2 x 2 a3 x 2
a0 c1 c 2 a1 c1 x1
8
2 2
1 1
c 2 x 2 a3 c1 x1 c 2 x 2
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b a c1 c 2
b3 a 3
2
2
c1 x1 c 2 x2
3
b2 a2
c1 x1 c 2 x 2
2
b4 a4
3
3
c1 x1 c 2 x 2
4
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ba
x1
1 ba
3
2
ba
c1
2
10
ba 1 b a
x2
2
2 3
ba
c2
2
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f ( x)dx
c1 f x1 c2 f x2
ba
11
ba 1 ba ba
f
2
2
3
2
ba 1 ba
2
2 3
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12
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f ( x)dx c f ( x ) c
1
f ( x2 ) c3 f ( x3 )
f ( x )dx c1 f ( x1 ) c 2 f ( x 2 ) . . . . . . . c n f ( x n )
a
13
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i 1
g ( x )dx ci g ( xi )
Factors
c1 =
1.000000000
c2 =
1.000000000
x1 = -0.577350269
x2 = 0.577350269
c1 =
0.555555556
c2 =
0.888888889
c3 =
0.555555556
c1 =
x1 = -0.861136312
0.347854845
x2 = -0.339981044
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c =
as shown in Table 1.
14
Arguments
x1 = -0.774596669
x2 = 0.000000000
x3 = 0.774596669
15
Weighting
Factors
Function
Arguments
c1 =
0.236926885
c2 =
0.478628670
c3 =
0.568888889
c4 =
0.478628670
c5 =
0.236926885
x1 =
x2 =
x3 =
x4 =
x5 =
-0.906179846
-0.538469310
0.000000000
0.538469310
0.906179846
c1 =
0.171324492
c2 =
x1 = -0.932469514
x2 = -0.661209386
x3 http://numericalmethods.eng.usf.edu
=
f ( x )dx ?
a ,of
b
The answer lies in that any integral with limits
1, 1
can be converted into an integral with limits
Let
x mt c
If
x a,
then
t 1
If
x b,
then
t 1
Such that:
ba
m
2
16
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Then
ba ba
x
t
2
2
Hence
ba
dx
dt
2
17
f ( x )dx
ba ba
ba
t
dt
2 2
2
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Example 1
For an
integral
Rule.
f ( x )dx ,
Solution
The one-point Gaussian Quadrature Rule is
b
f ( x )dx c1 f x1
18
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Solution
The two unknowns x1, and c1 are found by assuming that
the formula gives exact results for integrating a general
first order polynomial,
f ( x ) a0 a1 x.
b
f ( x )dx a
a
a1 x dx
x
a0 x a1
2
b2 a 2
a0 b a a1
2
19
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Solution
It follows that
b
f ( x )dx c a
1
a1 x1
b2 a 2
a 0 b a a1
2
20
c1 a 0 a1 x1 a0 ( c1 ) a1 ( c1 x1 )
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b a c1
b2 a 2
c1 x1
2
giving
c1 b a
ba
x1
2
21
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Solution
Hence One-Point Gaussian Quadrature
Rule
b
22
ba
f ( x )dx c1 f x1 (b a ) f
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Example 2
a)
140000
x 2000 ln
9
.
8
t
dt
140000 2100t
8
30
23
b)
c)
a
Also, find the absolute relative true error,
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Solution
First, change the limits of integration from [8,30] to [-1,1]
by previous relations as
follows
30 8 1 30 8
30 8
f
(
t
)
dt
f
x
dx
2 1 2
2
8
30
11 f 11x 19 dx
1
24
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Solution (cont)
Next, get weighting factors and function argument values from Table
for the two point
rule,
c1 1.000000000
x1 0.577350269
c 2 1.000000000
x 2 0.577350269
25
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Solution (cont.)
Now we can use the Gauss Quadrature formula
1
26
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Solution (cont)
since
140000
f ( 12.64915 ) 2000 ln
9.8( 12.64915 )
140000
f ( 25.35085 ) 2000 ln
9.8( 25.35085 )
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Solution (cont)
b) The true error, E t
, is
0.0262%
28
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Additional Resources
For all resources on this topic such as digital
audiovisual lectures, primers, textbook chapters,
multiple-choice tests, worksheets in MATLAB,
MATHEMATICA, MathCad and MAPLE, blogs,
related physical problems, please visit
http://numericalmethods.eng.usf.edu/topics/gaus
s_quadrature.html
THE END
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