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ORIGIN 1
Overview
A wide variety of techniques may be used to numerically evaluate integrals (e.g., Trapezoidal integration,
Simpson's Rule, etc.). All of these methods require that the function under consideration be evaluated at
various sampling locations. Gauss quadrature is an integration technique that utilizes optimally chosen
sampling locations to minimize the number of function evaluations that need to be performed. This results
in a method that is both numerically efficient and highly accurate.
In this basic form, Gauss quadrature permits a function f ( ) to be integrated from -1 to +1 using a
summation of weighted function evaluations. When a function is constructed such that only coordinates
in the range = [-1,+1] are of interest, the function is said to be written in terms of a "natural"
coordinate, . In such cases, integration is performed as follows.
f ( ) dx =
1
( wp f ( p ) )
p =1
p are function sampling locations (Gauss points), wp are weighting factors, and n is the number of Gauss
integration points. If integration of a general function f ( x) is required, where x may vary over an
arbitrary range of values from xi (initial) to xf (final), then a modified version of Gauss quadrature may
be used, as shown below. In the expression below, each Gauss point is mapped to a corresponding
coordinate x( ) so that the function f ( x) = f ( x( ) ) may be evaluated (sampled) at the mapped Gauss
dx
points. Additionally, a scaling factor J =
is required in order to correct for the differences in range
d
of the independent variables x and . The variable x ranges from xi to xf whereas the variable ranges
from -1 to +1, or a total distance of 2.
f
f ( x ) dx = J
x
i
( w p f ( x( p ) ) ) =
p =1
( xf xi)
2
p =1
xf + xi xf xi
wp f
+
2 2 p
1 of 6
f ( ) := 81 + 90 + 39 + 65
Plot the function from -1 to +1
i := 1
f := 1
n := 201
inc := ( f i ) ( n 1)
i := 1 .. n
:= i + inc ( i 1)
i
300
200
f ( i)
100
1.2
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
1.2
Assume that we wish to integrate the function f ( ) in the natural coordinate system from -1 to +1
1
3
2
I = 81 + 90 + 39 + 65 d
1
That is, we wish to find the area under the curve shown below
300
200
f ( i)
100
1.2
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
1.2
Use Mathcad's built-in symbolic integration capabilities to exactly compute the value of the integral
1
3
2
I := 81 + 90 + 39 + 65 d
1
I 190
2 of 6
w1 := 2
1 := 0
f1 := f ( 1 )
I := w1 f1
f1 = 65
I = 130
300
f ( i)
200
f1
100
1.2
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
1.2
i , 1
w1 := 1
w2 := 1
1 :=
2 :=
1 = 0.577
2 = 0.577
f1 = 56.895
f2 := f ( 2 )
f2 = 133.105
I := w1 f1 + w2 f2
I = 190
300
f ( i) 200
f1
f2
100
1.2
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
1.2
i , 1 , 2
3 of 6
w1 :=
w2 :=
Evaluate the
f1 := f ( 1 )
f2 := f ( 2 )
f3 := f ( 3 )
8
9
w3 :=
1 :=
2 := 0
3 :=
3
5
I = 190
300
f ( i)
200
f1
f2
f3
100
1.2
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
1.2
i , 1 , 2 , 3
w1 :=
1 :=
49
6 ( 18 +
w2 :=
30)
15 + 2 30
2 :=
49
6 ( 18
30)
15 2 30
35
Evaluate the
f1 := f ( 1 )
f2 := f ( 2 )
f3 := f ( 3 )
f4 := f ( 4 )
w3 :=
49
6 ( 18
w4 :=
30)
15 2 30
3 :=
35
4 :=
35
49
6 ( 18 +
30)
15 + 2 30
35
I = 190
300
f ( i)
f1
200
f2
f3
100
f4
1.2
0.8
0.6
0.4
0.2
0.2
0.4
0.6
0.8
1.2
i , 1 , 2 , 3 , 4
4 of 6
f ( x) := 3 x + x + 2 x + 59
Range of interest (initial and final values)
xi := 2
xf := 4
n := 201
inc := ( xf xi) ( n 1)
i := 1 .. n
x := xi + inc ( i 1)
i
300
200
f ( xi)
100
0.6 0.2
0.2
0.6
1.4
1.8
2.2
2.6
3.4
3.8
4.2
xi
Use Mathcad's built-in symbolic integration capabilities to exactly compute the value of the integral
I :=
xf
3
3 x + x + 2 x + 59 dx
I 570
xi
w1 := 1
w2 := 1
1 :=
2 :=
1
3
xf + xi = 1
2
xf xi
f i
midpoint of x-range
= 0 midpoint of -range
4 2
6
= 2 = 3
1 1
check := 1
tox ( check ) = 2
check := 1
tox ( check ) = 4
1 = 0.577
x1 := tox ( 1 )
x1 = 0.732
2 = 0.577
x2 := tox ( 2 )
x2 = 2.732
5 of 6
f1 := f ( x1)
f1 = 56.895
ff ( ) := 81 + 90 + 39 + 65
f2 := f ( x2)
f2 = 133.105
ff1 := ff ( 1 ) = 56.895
ff2 := ff ( 2 ) = 133.105
f(i)
200
100
1.2
0.9
0.6
0.3
0.3
0.6
0.9
1.2
3.7
4.6
i,1,2
1 = 0.577
2 = 0.577
f(xi)
200
100
2.6
1.7
0.8
0.1
1.9
2.8
xi,x1,x2
x1 = 0.732
x2 = 2.732
Calculate the scaling factor produced by changing the integration variable from to x (Jacobian)
J :=
xf xi
f i
J =3
where
dx = J d
I = 570
6 of 6