9/25/2012 http://numericalmethods.eng.usf.

edu 1
Gauss Quadrature Rule of
Integration

Major: All Engineering Majors

Authors: Autar Kaw, Charlie Barker

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates

Gauss Quadrature Rule of
Integration



http://numericalmethods.eng.usf.edu



http://numericalmethods.eng.usf.edu 3
What is Integration?
Integration
}
=
b
a
dx ) x ( f I
The process of measuring
the area under a curve.
Where:
f(x) is the integrand
a= lower limit of integration
b= upper limit of integration
f(x)
a b
y
x
}
b
a
dx ) x ( f

http://numericalmethods.eng.usf.edu 4
Two-Point Gaussian
Quadrature Rule


http://numericalmethods.eng.usf.edu 5
Basis of the Gaussian
Quadrature Rule
Previously, the Trapezoidal Rule was developed by the method
of undetermined coefficients. The result of that development is
summarized below.
) (
2
) (
2
) ( ) ( ) (
2 1
b f
a b
a f
a b
b f c a f c dx x f
b
a

=
+ ~
}

http://numericalmethods.eng.usf.edu 6
Basis of the Gaussian
Quadrature Rule
The two-point Gauss Quadrature Rule is an extension of the
Trapezoidal Rule approximation where the arguments of the
function are not predetermined as a and b but as unknowns
x
1
and x
2
. In the two-point Gauss Quadrature Rule, the
integral is approximated as
}
=
b
a
dx ) x ( f I
) x ( f c ) x ( f c
2 2 1 1
+ ~

http://numericalmethods.eng.usf.edu 7
Basis of the Gaussian
Quadrature Rule
The four unknowns x
1
, x
2
, c
1
and c
2
are found by assuming that
the formula gives exact results for integrating a general third
order polynomial,
. x a x a x a a ) x ( f
3
3
2
2 1 0
+ + + =
Hence
( )
} }
+ + + =
b
a
b
a
dx x a x a x a a dx ) x ( f
3
3
2
2 1 0
b
a
x
a
x
a
x
a x a
(

+ + + =
4 3 2
4
3
3
2
2
1 0
( )
|
|
.
|

\
|
+
|
|
.
|

\
|
+
|
|
.
|

\
|
+ =
4 3 2
4 4
3
3 3
2
2 2
1 0
a b
a
a b
a
a b
a a b a

http://numericalmethods.eng.usf.edu 8
Basis of the Gaussian
Quadrature Rule
It follows that
( ) ( )
3
2 3
2
2 2 2 1 0 2
3
1 3
2
1 2 1 1 0 1
x a x a x a a c x a x a x a a c dx ) x ( f
b
a
+ + + + + + + =
}
Equating Equations the two previous two expressions yield
( )
|
|
.
|

\
|
+
|
|
.
|

\
|
+
|
|
.
|

\
|
+
4 3 2
4 4
3
3 3
2
2 2
1 0
a b
a
a b
a
a b
a a b a
( ) ( )
3
2 3
2
2 2 2 1 0 2
3
1 3
2
1 2 1 1 0 1
x a x a x a a c x a x a x a a c + + + + + + + =
( ) ( ) ( ) ( )
3
2 2
3
1 1 3
2
2 2
2
1 1 2 2 2 1 1 1 2 1 0
x c x c a x c x c a x c x c a c c a + + + + + + + =

http://numericalmethods.eng.usf.edu 9
Basis of the Gaussian
Quadrature Rule
Since the constants a
0
, a
1
, a
2
, a
3
are arbitrary
2 1
c c a b + = 2 2 1 1
2 2
2
x c x c
a b
+ =

2
2 2
2
1 1
3 3
3
x c x c
a b
+ =

3
2 2
3
1 1
4 4
4
x c x c
a b
+ =

http://numericalmethods.eng.usf.edu 10
Basis of Gauss Quadrature
The previous four simultaneous nonlinear Equations have
only one acceptable solution,
2
1
a b
c

=
2
2
a b
c

=
2 3
1
2
1
a b a b
x
+
+
|
.
|

\
|

|
.
|

\
|

=
2 3
1
2
2
a b a b
x
+
+
|
.
|

\
|
|
.
|

\
|

=

http://numericalmethods.eng.usf.edu 11
Basis of Gauss Quadrature
Hence Two-Point Gaussian Quadrature Rule
( ) ( )
|
|
.
|

\
|
+
+
|
.
|

\
|
+
|
|
.
|

\
|
+
+
|
.
|

\
|

=
+ ~
}
2
3
1
2 2 2
3
1
2 2
) (
2 2 1 1
a b a b
f
a b a b a b
f
a b
x f c x f c dx x f
b
a

http://numericalmethods.eng.usf.edu 12
Higher Point Gaussian
Quadrature Formulas


http://numericalmethods.eng.usf.edu 13
Higher Point Gaussian
Quadrature Formulas
) ( ) ( ) ( ) (
3 3 2 2 1 1
x f c x f c x f c dx x f
b
a
+ + ~
}
is called the three-point Gauss Quadrature Rule.
The coefficients c
1
, c
2
, and c
3
, and the functional arguments x
1
, x
2
, and x
3

are calculated by assuming the formula gives exact expressions for
( )
}
+ + + + +
b
a
dx x a x a x a x a x a a
5
5
4
4
3
3
2
2 1 0
General n-point rules would approximate the integral
) x ( f c . . . . . . . ) x ( f c ) x ( f c dx ) x ( f
n n
b
a
+ + + ~
}
2 2 1 1
integrating a fifth order polynomial

http://numericalmethods.eng.usf.edu 14
Arguments and Weighing Factors
for n-point Gauss Quadrature
Formulas
In handbooks, coefficients and
Gauss Quadrature Rule are
}

=
~
1
1
1
n
i
i i
) x ( g c dx ) x ( g
as shown in Table 1.
Points Weighting
Factors
Function
Arguments
2 c
1
= 1.000000000
c
2
= 1.000000000
x
1
= -0.577350269
x
2
= 0.577350269
3 c
1
= 0.555555556
c
2
= 0.888888889
c
3
= 0.555555556
x
1
= -0.774596669
x
2
= 0.000000000
x
3
= 0.774596669
4 c
1
= 0.347854845
c
2
= 0.652145155
c
3
= 0.652145155
c
4
= 0.347854845
x
1
= -0.861136312
x
2
= -0.339981044
x
3
= 0.339981044
x
4
= 0.861136312
arguments given for n-point
given for integrals
Table 1: Weighting factors c and function
arguments x used in Gauss Quadrature
Formulas.

http://numericalmethods.eng.usf.edu 15
Arguments and Weighing Factors
for n-point Gauss Quadrature
Formulas
Points Weighting
Factors
Function
Arguments
5 c
1
= 0.236926885
c
2
= 0.478628670
c
3
= 0.568888889
c
4
= 0.478628670
c
5
= 0.236926885
x
1
= -0.906179846
x
2
= -0.538469310
x
3
= 0.000000000
x
4
= 0.538469310
x
5
= 0.906179846
6 c
1
= 0.171324492
c
2
= 0.360761573
c
3
= 0.467913935
c
4
= 0.467913935
c
5
= 0.360761573
c
6
= 0.171324492
x
1
= -0.932469514
x
2
= -0.661209386
x
3
= -0.2386191860
x
4
= 0.2386191860
x
5
= 0.661209386
x
6
= 0.932469514
Table 1 (cont.) : Weighting factors c and function arguments x used in
Gauss Quadrature Formulas.


http://numericalmethods.eng.usf.edu 16
Arguments and Weighing Factors
for n-point Gauss Quadrature
Formulas
So if the table is given for
}

1
1
dx ) x ( g
integrals, how does one solve
}
b
a
dx ) x ( f
? The answer lies in that any integral with limits of
| | b , a
can be converted into an integral with limits
| | 1 1,
Let
c mt x + =
If then
, a x = 1 = t
, b x =
If then
1 = t
Such that:
2
a b
m

=

http://numericalmethods.eng.usf.edu 17
Arguments and Weighing Factors
for n-point Gauss Quadrature
Formulas
2
a b
c
+
=
Then Hence
2 2
a b
t
a b
x
+
+

=
dt
a b
dx
2

=
Substituting our values of x, and dx into the integral gives us
} }

|
.
|

\
|
+
+

=
1
1
2 2 2
) ( dt
a b a b
t
a b
f dx x f
b
a

http://numericalmethods.eng.usf.edu 18
Example 1
For an integral derive the one-point Gaussian Quadrature
Rule.
, dx ) x ( f
b
a
}
Solution
The one-point Gaussian Quadrature Rule is
( )
1 1
x f c dx ) x ( f
b
a
~
}

http://numericalmethods.eng.usf.edu 19
Solution
The two unknowns x
1
, and c
1
are found by assuming that the
formula gives exact results for integrating a general first order
polynomial,
. ) (
1 0
x a a x f + =
( )
} }
+ =
b
a
b
a
dx x a a dx x f
1 0
) (
b
a
x
a x a
(

+ =
2
2
1 0
( )
|
|
.
|

\
|
+ =
2
2 2
1 0
a b
a a b a

http://numericalmethods.eng.usf.edu 20
Solution
It follows that
( )
1 1 0 1
) ( x a a c dx x f
b
a
+ =
}
Equating Equations, the two previous two expressions yield
( )
|
|
.
|

\
|
+
2
2 2
1 0
a b
a a b a
( )
1 1 0 1
x a a c + = ) ( ) (
1 1 1 1 0
x c a c a + =

http://numericalmethods.eng.usf.edu 21
Basis of the Gaussian
Quadrature Rule
Since the constants a
0
, and a
1
are arbitrary
1
c a b =
1 1
2 2
2
x c
a b
=

a b c =
1
2
1
a b
x
+
=
giving

http://numericalmethods.eng.usf.edu 22
Solution
Hence One-Point Gaussian Quadrature Rule
( )
|
.
|

\
|
+
= ~
}
2
) ( ) (
1 1
a b
f a b x f c dx x f
b
a

http://numericalmethods.eng.usf.edu 23
Example 2
Use two-point Gauss Quadrature Rule to approximate the distance
covered by a rocket from t=8 to t=30 as given by
}
|
.
|

\
|

(

=
30
8
8 9
2100 140000
140000
2000 dt t .
t
ln x


Find the true error, for part (a).

Also, find the absolute relative true error, for part (a).
a
e
a)
b)
c)
t
E

http://numericalmethods.eng.usf.edu 24
Solution
First, change the limits of integration from [8,30] to [-1,1]
by previous relations as follows
} }

|
.
|

\
|
+
+

=
1
1
30
8
2
8 30
2
8 30
2
8 30
dx x f dt ) t ( f
( )
}

+ =
1
1
19 11 11 dx x f

http://numericalmethods.eng.usf.edu 25
Solution (cont)
Next, get weighting factors and function argument values from Table 1
for the two point rule,
000000000 1
1
. c =
577350269 0
1
. x =
000000000 1
2
. c =
577350269 0
2
. x =

http://numericalmethods.eng.usf.edu 26
Solution (cont.)
Now we can use the Gauss Quadrature formula
( ) ( ) ( ) 19 11 11 19 11 11 19 11 11
2 2 1 1
1
1
+ + + ~ +
}

x f c x f c dx x f
( ) ( ) 19 5773503 0 11 11 19 5773503 0 11 11 + + + = ) . ( f ) . ( f
) . ( f ) . ( f 35085 25 11 64915 12 11 + =
) . ( ) . ( 4811 708 11 8317 296 11 + =
m .44 11058 =

http://numericalmethods.eng.usf.edu 27
Solution (cont)
since
) . ( .
) . (
ln ) . ( f 64915 12 8 9
64915 12 2100 140000
140000
2000 64915 12
(

=
8317 296. =
) . ( .
) . (
ln ) . ( f 35085 25 8 9
35085 25 2100 140000
140000
2000 35085 25
(

=
4811 708. =

http://numericalmethods.eng.usf.edu 28
Solution (cont)
The absolute relative true error, t
e
, is (Exact value = 11061.34m)
%
.
. .
t
100
34 11061
44 11058 34 11061

= e
% .0262 0 =
c)
The true error, , is b)
t
E
Value e Approximat Value True E
t
=
44 . 11058 34 . 11061 =
m 9000 . 2 =
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/gauss_qua
drature.html


THE END



http://numericalmethods.eng.usf.edu