MANE 4240 & CIVL 4240

Introduction to Finite Elements

Prof. Suvranu De

Numerical Integration in 1D
Reading assignment:

Lecture notes, Logan 10.4

Summary:

• Newton-Cotes Integration Schemes

•Gaussian quadrature
Axially loaded elastic bar
y A(x) = cross section at x
b(x) = body force distribution
F (force per unit length)
x E(x) = Young‟s modulus
x
x=0 x=L
x1 x2
For each element 1 2
Element stiffness matrix
x2 d2x
x2
k   B EB Adx
T kij   Bi EB j Adx d1x
x1 x1

dN i ( x)
where Bi 
dx
Only for a linear finite element

x1
x2
B EB Adx 
T 1
 x 2  x1 
2
 1 1 x2
 1 1  x1 AEdx 
 

x1
x2
AEdx  x  x 
2
1
1
2
 1 1
 1 1 
 

Element nodal load vector

x2
f b i   N i b dx
x2
f b   N b dx
T
x1 x1

Question: How do we compute these integrals using a computer?

Any integral from x1 to x2 can be transformed to the following
integral on (-1, 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. Newton-Cotes Schemes (trapezoidal rule, Simpson‟s rule, etc)
2. Gauss Integration Schemes

NOTE: Integration schemes in 1D are referred to as “quadrature

rules”
Trapezoidal rule: Approximate the function f by a straight line
g that passes through the end points and integrate the straight
line
g f1

f1
f


-1 1
1 1 
g ( )  f (1)  f (1)
2 2
1 1
I   f ( ) d   g ( ) d  f (1)  f (1)
1 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1
g
f
f1
f(0

-1 1
 (  1)  (1   )
g ( )  f (1)  (1   )(1   ) f (0)  f (1)
2 2
1 1 1 4 1
I   f ( ) d   g ( ) d  f (1)  f (0)  f (1)
1 1 3 3 3
•Requires the function f(x) to be evaluated at 3 points
(-1,0, 1)
• Constants, linear functions and parabolas are exactly
integrated
• Not good for cubic and higher order polynomials
How to generalize this formula?
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: Accurate for polynomial of
W1  1 1  1
M=2 degree at most 1 (=M-1)
W2  1  2  1

Simpson’s rule: W1  1 / 3 1  1 Accurate for polynomial of

M=3 W2  4 / 3  2  0 degree at most 2 (=M-1)
W2  1 / 3 2  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1
f
f1
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

See table 10-1 (p 405) of Logan

 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, a priori, the location of the

integration points.
 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 )  a0W1  a0W1
Hence, we obtain the identity

2a0  a0W1  a1W11

For this to hold for arbitrary a0 and a1 we need to satisfy 2
conditions
Condition 1 : W1  2
Condition2 : W11  0

i.e., W1  2; 1  0
 1
For M=1 I   f ( ) d  2 f (0)
1

f
f0
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 ( )  a0  a1  a 2 2  a3 3
1 2
1 f ( ) d  2a0  3 a2
But we want
1

1
f ( ) d  W1 f (1 )  W2 f ( 2 )

 2 2
 
 a0 W1  W2   a1 W11  W2 2   a2 W11  W2 2  a3 W11  W2 2
3 3

Hence, we obtain the 4 conditions to determine the 4 unknowns
(W1 ,W2 1 and 2 )
Condition 1 : W1  W2  2
Condition2 : W11  W2 2  0
2
Condition3 : W11  W2 2 
2 2

3
Condition4 : W11  W2 2 0
3 3

Check that the following is the solution

W1  W2  1
1 1
1   ; 2 
3 3
 1 1 1
For M=2 I   f ( ) d  f ( ) f( )
1
3 3
1 1
f ( ) f( )
3 3
f

* * 
-1 1

• Only two evaluations of f is required.

• Scheme is accurate for polynomials of degree at most 3
(compare with Simpson‟s rule)
 Exercise: Derive the 6 conditions required to find the
integration points and weights for a 3-point Gauss quadrature
rule

Newton-Cotes Gauss quadrature

1. „M‟ integration points are 1. „M‟ integration points are
necessary to exactly integrate necessary to exactly integrate a
a polynomial of degree „M-1‟ polynomial of degree „2M-1‟
2. More expensive 2. Less expensive
3. Exponential convergence,
error proportional to  1  2 M
 
 2 M 
Example

I   f( )d where f( )   3   2

1

1

Exact integration
2
I Integrate and check!
3
Newton-Cotes
To exactly integrate this I need a 4-point Newton-Cotes
formula. Why?
Gauss
To exactly integrate this I need a 2-point Gauss formula.
Why?
Gauss quadrature:

I   f( )d
1

1

1 1
 f(- )  f( )
3 3
2
 Exact answer!
3
Comparison of Gauss quadrature and Newton-Cotes for the
integral 1
I   cos(2x) dx
1

Newton-Cotes

Gauss quadrature
In FEM we ALWAYS use Gauss quadrature
Linear Element
1 2

  1  1

Stiffness matrix
 1

 1
T 1  1 1 1
k   B EB Ad   
4  1 1  1
AEd   1
1  1 1
1 AEd 4 1 1 
Nodal load vector
1
f b i   N i b d
1
f b   N b d
T
1 1

Usually a 2-point Gauss integration is used. Note that if A, E and b

are complex functions of x, they will not be accurately integrated
 Quadratic Element

Nodal shape functions 1 2 3

   1   0  1
N1 ( )    1
2
N 2 ( )  1   2  You should be able to derive these!

N 3 ( )    1
2
Stiffness matrix

k   B EB Ad  AE  B B d
1 T 1 T
Assuming E and A are constants
1 1

d N  dN1 dN 2 dN3   1
 2  1
1
B      2  1  2
d  d d d   2 2 
 k   B EB Ad  AE  B B d
1 T 1 T
1 1

1 
   1/ 2 2 2   1/ 2   
 2  1/ 4 

 AE   2   1/ 2  4 2
2   1/ 2  d
1  
 
   1/ 4
2
 2   1/ 2    1/ 2  
2

Need to exactly integrate quadratic terms.

Hence we need a 2-point Gauss quadrature scheme..Why?