Gauss Quadrature Rule

of Integration

Major: All Engineering Majors

Authors: Autar Kaw, Charlie Barker

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Transforming Numerical Methods Education for STEM
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01/06/25 numericalmethods.eng.usf.edu 1
 Gauss Quadrature Rule
of Integration

http://numericalmethods.eng.usf.
edu
 What is Integration?
b

Integration f ( x )dx
a
f(x)
y
The process of
measuring the area
under a curve.
b
I f ( x )dx
a

Where:
f(x) is the integrand
a= lower limit of
integration a b x

b= upper limit of
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 Two-Point Gaussian
Quadrature Rule

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 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.

f ( x)dx c f (a)  c
a
1 2 f (b)

b a b a
 f (a)  f (b)
2 2

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 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
x1 and x2. In the two-point Gauss Quadrature Rule,
the integral is approximated as

b
I  f ( x )dx c1 f ( x1 )  c 2 f ( x 2 )
a

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 Basis of the Gaussian
Quadrature Rule
The four unknowns x1, x2, c1 and c2 are found by
assuming that the formula gives exact results for
) a0order
f ( x third
integrating a general  a2 x 2  a3 x 3 .
 a1 x polynomial,
Hence
b b
f ( x )dx a0  a1 x  a 2 x  a3 x dx
2 3

a a
2 3 4 b
 x x x 
 a0 x  a1  a 2  a3 
 2 3 4 a
 b2  a2   b3  a3   b4  a4 
a0 b  a   a1    a 2    a3  
 2   3   4 
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 Basis of the Gaussian
Quadrature Rule
It follows that

   
b
2 3 2 3
f ( x )dx c1 a0  a1 x1  a 2 x1  a3 x1  c 2 a0  a1 x 2  a 2 x 2  a3 x 2
a

Equating Equations the two previous two expressions yield

 b2  a2   b3  a3   b4  a4 
a0 b  a   a1    a 2    a3  
 2   3   4 

 2
 
3
c1 a0  a1 x1  a 2 x1  a3 x1  c 2 a0  a1 x 2  a 2 x 2  a3 x 2
2 3

a0 c1  c 2   a1 c1 x1  c x   a c x  a c x 
2 2 3 3
2 2 2 1 1  c2 x2 3 1 1  c2 x2
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 Basis of the Gaussian
Quadrature Rule
Since the constants a0, a1, a2, a3 are
arbitrary

b2  a2
b  a c1  c 2 c1 x1  c2 x2
2

b3  a3 2 2 b4  a4
c1 x1  c2 x2 3
c1 x1  c 2 x 2
3
3 4

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 Basis of Gauss Quadrature
The previous four simultaneous nonlinear Equations
have only one acceptable solution,

 b  a  1  b  a  b  a  1  b  a
x1     x 2    
 2  3 2  2  3  2

b a b a
c1  c2 
2 2

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 Basis of Gauss Quadrature
Hence Two-Point Gaussian Quadrature
Rule
b

f ( x)dx  c1 f x1   c2 f x2 

a

b a b a  1  ba b a b a  1  ba

 f      f    
2  2  3 2  2  2  3 2 

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 Higher Point Gaussian
Quadrature Formulas

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 Higher Point Gaussian
Quadrature Formulas
b

f ( x)dx c f ( x )  c
a
1 1 2 f ( x2 )  c3 f ( x3 )

is called the three-point Gauss Quadrature Rule.

The coefficients c1, c2, and c3, and the functional arguments x1, x2, and x3
are calculated by assuming the formula gives exact expressions
for
integrating a fifth order polynomial
b
a0  a1 x  a 2 x  a3 x  a 4 x  a5 x dx
2 3 4 5

General n-point rules would approximate the integral

b
f ( x )dx c1 f ( x1 )  c 2 f ( x 2 )  . . . . . . .  c n f ( x n )
a
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 Arguments and Weighing
Factors for n-point Gauss
Quadrature Formulas
Table 1: Weighting factors c and function
In handbooks, coefficients arguments x used in Gauss
and Quadrature
arguments given for n- Point Formulas.
Weighting Function
point
Gauss Quadrature Rule are
s Factors Arguments
2 c1 = x1 = -0.577350269
given for integrals 1.000000000 x2 = 0.577350269
c2 =
1 n 1.000000000
g ( x )dx   ci g ( xi ) 3 c1 = x1 = -0.774596669
1 i 1
0.555555556 x2 = 0.000000000
c2 = x3 = 0.774596669
as shown in Table 1. 0.888888889
c3 =
0.555555556
4 c1 = x1 = -0.861136312
0.347854845 x2 = -0.339981044
14 c = http://numericalmethods.eng.usf.edu
 Arguments and Weighing
Factors for n-point Gauss
Quadrature Formulas
Table 1 (cont.) : Weighting factors c and function arguments x
used in Gauss Quadrature Formulas.

Points Weighting Function

Factors Arguments
5 c1 = x1 = -0.906179846
0.236926885 x2 = -0.538469310
c2 = x3 = 0.000000000
0.478628670 x4 = 0.538469310
c3 = x5 = 0.906179846
0.568888889
c4 =
0.478628670
c5 =
0.236926885
6 c1 = x1 = -0.932469514
0.171324492 x2 = -0.661209386
15 c2 = http://numericalmethods.eng.usf.edu
x3 = -
 Arguments and Weighing
Factors for n-point Gauss
Quadrature Formulas
1
So if the table is given for g ( x )dx integrals, how does one solve
b 1
a , b 
f ( x )dx ?The answer lies in that any integral with limits of
a
can be converted into an integral with limits  1, 1 Let

x mt  c
If x a , then t  1
Such that:
If x b , then t 1

b a
m
2
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 Arguments and Weighing
Factors for n-point Gauss
Quadrature Formulas
Then ba Hence
c
2

b a ba b a
x t dx  dt
2 2 2

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

b 1
b a ba b a

a
f ( x ) dx   f
1 

2
t  
2  2
dt

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 Example 1
b
For an f ( x )dxderive
, the one-point Gaussian Quadrature
integral a
Rule.
Solution
The one-point Gaussian Quadrature Rule is
b
f ( x )dx c1 f x1 
a

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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 b

f ( x )dx a
a a
0  a1 x dx

2 b
 x 
  a0 x  a1 
 2 a

 b2  a 2 
a0 b  a   a1  
 2 

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 Solution
It follows that
b

f ( x )dx c a
a
1 0  a1 x1 

Equating Equations, the two previous two expressions yield

 b2  a 2 
a0 b  a   a1   c1 a 0  a1 x1  a0 ( c1 )  a1 ( c1 x1 )
 2 

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 Basis of the Gaussian
Quadrature Rule
Since the constants a0, and a1 are
arbitrary
b  a c1

b2  a 2
c1 x1
2
giving

c1 b  a
ba
x1 
2

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 Solution
Hence One-Point Gaussian Quadrature
Rule

b
ba
a f ( x)dx  c1 f x1   (b  a ) f  2 

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 Example 2

Use two-point Gauss Quadrature Rule to approximate the distance

a)

covered by a rocket from t=8 to t=30 as given by

30
  140000  
x   2000 ln    9 .8t  dt
8  140000  2100t  

b)Find the true error, Et for part (a).

c)Also, find the absolute relative true error,a for part (a).

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 Solution
First, change the limits of integration from [8,30] to [-1,1]
by previous relations as
follows

30
30  8 1  30  8 30  8 
f ( t )dt  f  x  dx
8 2 1  2 2 

1
11 f 11x  19 dx
1

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 Solution (cont)
Next, get weighting factors and function argument values from Table 1
for the two point
rule,

c1  1.000000000
x1  0.577350269
c 2  1.000000000

x 2  0.577350269

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 Solution (cont.)
Now we can use the Gauss Quadrature formula

1
11 f 11x  19 dx 11c1 f 11x1  19   11c 2 f 11x 2  19 
1

11 f 11(  0.5773503 )  19   11 f 11( 0.5773503 )  19 

11 f ( 12.64915 )  11 f ( 25.35085 )
11( 296.8317 )  11( 708.4811 )
11058 .44 m

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 Solution (cont)
since

 140000 
f ( 12.64915 ) 2000 ln    9.8( 12.64915 )
 140000  2100( 12.64915 )
296.8317

 140000 
f ( 25.35085 ) 2000 ln    9.8( 25.35085 )
 140000  2100( 25.35085 )

708.4811
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 Solution (cont)
b) The true error,Et , is
Et True Value  Approximat e Value
11061 .34  11058 .44
2.9000 m
c)The absolute relative true error,,t is (Exact value = 11061.34m)

11061.34  11058.44
t  100%
11061.34

0.0262%
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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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