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Numerical Integration in 1D

Axially loaded elastic bar
y

A(x) = cross section at x
b(x) = body force distribution
(force per unit length)
x E(x) = Young’s modulus

F
x
x=L

x=0

x1
1

For each element

x2
2

Element stiffness matrix
x2

k   B EB Adx
T

x1

dN i ( x)
where Bi 
dx

x2

kij   Bi EB j Adx d1x
x1

d2x

Only for a linear finite element  x2 x1 1 T B EB Adx   x 2  x1  2  1 1  1 1    x2 x1 AEdx   x2 x1 AEdx   x  x   1 2 1 2 1  1 1  1 Element nodal load vector x2 f b   N b dx x1 T x2 f b i   N i b dx x1 Question: How do we compute these integrals using a computer? .

1) 1 I   f ( ) d 1 Use the following change of variables 1 1  x x1  x2 2 2 Goal: Obtain a good approximate value of this integral 1.Any integral from x1 to x2 can be transformed to the following integral on (-1. Newton-Cotes Schemes (trapezoidal rule. Gauss Integration Schemes NOTE: Integration schemes in 1D are referred to as “quadrature rules” . etc) 2. Simpson’s rule.

Trapezoidal rule: Approximate the function f by a straight line gthat passes through the end points and integrate the straight line g f f f -1 g ( )  1 1  f (1)  f (1) 2 2 1 1 1 1 1 I   f ( ) d   g ( ) d  f (1)  f (1)  .

•Requires the function f(x) to be evaluated at 2 points (-1. 1) • Constants and linear functions are exactly integrated • Not good for quadratic and higher order polynomials How can I make this better? .

Simpson’s rule: Approximate the function f by a parabola gthat passes through the end points and through f(0) and integrate the parabola f g f f f( -1 g ( )  1  (  1)  (1   ) f (1)  (1   )(1   ) f (0)  f (1) 2 2 1 4 1 I   f ( ) d   g ( ) d  f (1)  f (0)  f (1) 1 1 3 3 3 1 1  .

•Requires the function f(x) to be evaluated at 3 points (-1.0. linear functions and parabolas are exactly integrated • Not good for cubic and higher order polynomials How to generalize this formula? . 1) • Constants.

Notice that both the integration formulas had the general form M I   f ( ) d   Wi f ( i ) 1 1 i 1 Weight Integration point Trapezoidal rule: W1  1 M=2  1  1 W2  1  2  1 Simpson’s rule: W1  1 / 3 1  1 W2  4 / 3  2  0 M=3 W2  1 / 3 2  1 Accurate for polynomial of degree at most 1 (=M-1) Accurate for polynomial of degree at most 2 (=M-1) .

Generalization of these two integration rules: Newton-Cotes • Divide the interval (-1.1) into M-1 equal intervals using M points • Pass a polynomial of degree M-1 through these M points (the value of this polynomial will be equal to the value of the function at these M-1 points) • Integrate this polynomial to obtain an approximate value of the integral f f f g -1 1  .

With ‘M’ points we may integrate a polynomial of degree ‘M-1’ exactly. Is this the best we can do ? With ‘M’ integration points and ‘M’ weights. I should be able to integrate a polynomial of degree 2M-1 exactly!! Gauss integration rule .

a priori. the location of the integration points.Gauss quadrature M I   f ( ) d   Wi f ( i ) 1 1 i 1 Weight Integration point How can we choose the integration points and weights to exactly integrate a polynomial of degree 2M-1? Remember that now we do not know. .

Example: M=1 (Midpoint qudrature) 1 I   f ( ) d  W1 f (1 ) 1 How can we choose W1 and 1 so that we may integrate a (2M-1=1) linear polynomial exactly? f ( )  a0  a1 1  1 f ( ) d  2a0 But we want 1  1 f ( ) d  W1 f (1 )  a 0W1  a0W1 .

e.. W1  2.Hence. we obtain the identity 2a 0  a0W1  a1W11 For this to hold for arbitrary a0 and a1 we need to satisfy 2 conditions (equating coefficients a0 and a1 ) Condition 1 : W1  2 Condition 2 : W11  0 i. 1  0 .

For M=1 1 I   f ( ) d  2 f (0) 1 f f g -1 1  Midpoint quadrature rule: • Only one evaluation of fis required at the midpoint of the interval. • Scheme is accurate for constants and linear polynomials (compare with Trapezoidal rule) .

Example: M=2 1 I   f ( ) d  W1 f (1 )  W2 f ( 2 ) 1 How can we choose W1 .W2 1 and 2 so that we may integrate a polynomial of degree (2M-1=4-1=3) exactly? f ( )  a 0  a1  a 2 2  a3 3 2 1 f ( ) d  2a0  3 a2 1 But we want 1  1 f ( ) d  W1 f (1 )  W2 f ( 2 )     a 0 W1  W2   a1 W11  W2 2   a 2 W11  W2 2  a3 W11  W2 2 2 2 3 3  .

a2 and a3 ) Condition 1 : W1  W2  2 Condition 2 : W11  W2 2  0 Condition3 : W11  W2 2 2 Condition 4 : W11  W2 2 3 2 3 2  3 0 Check that the following is the solution W1  W2  1 1   1 3 .Hence. 2  1 3 . we obtain the 4 conditions to determine the 4 unknowns (W1 . a1 .W2 1 and 2 ) (equating coefficients a0 .

• Scheme is accurate for polynomials of degree at most 3 (compare with Simpson’s rule) .1 For M=2 I   f ( ) d  f ( 1 1 f ( -1 * 1 3 ) f( f 3 1 3 * ) f( 1 3 ) ) 1  • Only two evaluations of fis required.

Less expensive 3. Exponential convergence. ‘M’ integration points are necessary to exactly integrate a polynomial of degree ‘M-1’ 2. ‘M’ integration points are necessary to exactly integrate a polynomial of degree ‘2M-1’ 2. error proportional to  1  2 M    2M  . More expensive Gauss quadrature 1.Exercise: Derive the 6 conditions required to find the integration points and weights for a 3-point Gauss quadrature rule Newton-Cotes 1.

Why? Gauss To exactly integrate this I need a 2-point Gauss formula. Why? .Example 1 I   f( )d where f( )   3   2 1 Exact integration I 2 3 Integrate and check! Newton-Cotes To exactly integrate this I need a 4-point Newton-Cotes formula.

Gauss quadrature: 1 I   f( )d 1  f( 2 3 1 3 )  f( 1 3 ) Exact answer! .

Comparison of Gauss quadrature and Newton-Cotes for the 1 integral I   cos(2x) dx 1 Newton-Cotes Gauss quadrature .

they will not be accurately integrated .In FEM we ALWAYS use Gauss quadrature Linear Element 2 1   1  1 Stiffness matrix 1  1 1 k   B EB Ad     1 4  1 1  1 T   1 1  1 1 AEd  1 AEd 4 1  1 1 1 Nodal load vector 1 f b   N b d 1 T 1 f b i   N i b d 1 Usually a 2-point Gauss integration is used. Note that if A. E and b are complex functions of x.

Quadratic Element Nodal shape functions  N1 ( )     1 2 N 2 ( )   1   2  1 2 3   1  0  1 You should be able to derive these!  N 3 ( )     1 2 Stiffness matrix 1 1 k   B EB Ad  AE  B B d 1 T 1 T Assuming E and A are constants d N  dN1 dN 2 dN 3  1 B    2  1  2   d   d d d    2 1  2  1 2  .

Hence we need a 2-point Gauss quadrature scheme.5 ~ 2 ..Why? 2M-1= 2 (2nd order eq) M=3/2=1.1 1 k   B EB Ad  AE  B B d T 1 T 1    1/ 2  1   AE   2    1/ 2   1  2    2  1/ 4  2    1/ 2  4 2 2    1/ 2  2    1/ 4    2    1/ 2 d  2    1/ 2   Need to exactly integrate quadratic terms.