Applied research in mathema cs 17-11-2024

Fortran code for 8-dimension definite integral

Abstract

It was a challenge to extend the triple integral formula[2] , based on Simpson’s 1/3rd formula, to higher
dimension. Deriva ons were done from 2 to 8-dimension definite integral. I am sharing an F-77 code
for the benefit of the society and applied researchers. The formula on can be converted to MATLAB
or any other programming language. The input file for 8-dimension integral is having 6561
coefficients. The speed and accuracy of results are mee ng the requirements.

Key words

Simpson’s 1/3rd integra on formula, integra on coefficients, code, execu on me, accuracy of results

N.T.Dadlani

Applied researcher

[email protected]

Introduc on
I was curious to know what is the link between two successive integra on formula [1,2]. It led me to
this development. Now, I can even write code for 20-dimension definite integral. Since, coefficients are
stored in a file, the execu on of main file hardly takes one second. I am appending code and its output.
Many applica ons may be tackled now.

Execu on
Code has been wri en in Fortran-77 and proper loops have been provided for itera on. The
coefficients have been derived ,as below, for various dimensions of definite integral:

2-dimension: 9 coefficients

3-dimension: 27 coefficients

4-dimension: 81 -do-

5-dimension: 243 -do-

6-dimension: 729 -do-

7-dimension: 2187 -do-

8-dimension: 6561 -do

9-dimension: 19683 -do-

10-dimension: 59049 -do-

Conclusion:
The code has been successfully compiled and linked with INTEL classic compiler and checked the
output for 8-dimension integral. The execu on was done in less than one second. The results are
perfectly ok.
 Applied research in mathema cs 17-11-2024

The above technique can be used for numerical differen a on to find out the coefficients of
differen a on.

Bibliography
1 [J. M. McCormick & M. G. Salvadori] Numerical Methods in Fortran,

Pren ce Hall

[Mathew N.O. Sadiku] Computa onal electromagne c with MATLAB, 4e

2

Annexures

- Example (8-dimension definite integral)

- Fortran code in F77
- Output sheet
17-11-2024

Numerical Integration from 2 to 8 dimensions 17-11-2024

XA := 0 XB := 1 YA := 0 YB := 1

1 1
  2 7
  ( x + y) dx dy =
  6
0 0

================================
XA := 0 XB := 1 YA := 0 YB := 1 ZA := 0 ZB := 1

1 1 1
   2 5
   ( x + y + z ) dx dy dz =
   2
0 0 0

============================================================

XA := 0 XB := 1 YA := 0 YB := 1 ZA := 0 ZB := 1

WA := 0 WB := 1

1 1 1 1
    2 13
    ( x + y + z + w) dx dy dz dw =
    3
0 0 0 0
=======================================================

XA := 0 XB := 1 YA := 0 YB := 1 ZA := 0 ZB := 1

WA := 0 WB := 1 VA := 0 VB := 1

1 1 1 1 1
     2 20
     ( x + y + z + w + v) dx dy dz dw dv = = 6.667
     3
0 0 0 0 0
========================================================

XA := 0 XB := 1 YA := 0 YB := 1 ZA := 0 ZB := 1

WA := 0 WB := 1 VA := 0 VB := 1 UA := 0 UB := 1

1 1 1 1 1 1
      2 19
      ( x + y + z + w + v + u ) dx dy dz dw dv du = 9.5
      2
0 0 0 0 0 0
========================================================

num_intg8.xmcd 1
17-11-2024

XA := 0 XB := 1 YA := 0 YB := 1 ZA := 0 ZB := 1

WA := 0 WB := 1 VA := 0 VB := 1 UA := 0 UB := 1

SA := 0 SB := 1

1 1 1 1 1 1 1
       2 77
       ( x + y + z + w + v + u + s) dx dy dz dw dv du ds = = 12.833
       6
0 0 0 0 0 0 0

===========================================================

XA := 0 XB := 1 YA := 0 YB := 1 ZA := 0 ZB := 1

WA := 0 WB := 1 VA := 0 VB := 1 UA := 0 UB := 1

SA := 0 SB := 1 RA := 0 RB := 1

1 1 1 1 1 1 1 1
        2 50
        ( x + y + z + w + v + u + s + r) dx dy dz dw dv du ds dr =
        3
0 0 0 0 0 0 0 0
Present case
==================================================================

XA := 0 XB := 1 YA := 0 YB := 1 ZA := 0 ZB := 1

WA := 0 WB := 1 VA := 0 VB := 1 UA := 0 UB := 1

SA := 0 SB := 1 RA := 0 RB := 1 QA := 0 QB := 1

PA := 0 PB := 1

1 1 1 1 1 1 1 1 1 1
          2
           x + y + z ...  dx dy dz dw dv du ds dr dq dp = 22.44
           + w + v + u ...
           + s + r + q ... 
          + p 
         
0 0 0 0 0 0 0 0 0 0

num_intg8.xmcd 2
 17-11-2024

C INTEG8.FOR (20-02-2017)
C Ref:- Numerical methods in Fortran
C J.M.McCormick and M.G.Salvadori
C Program no.9.9a/Page 316
C Theory on page 121
C
C 8-Dimension Definite Integral, TERMS=3^8=6561, SUMM(K), K=4
C
DIMENSION CO (6561),FZ(6561),SUMM(4),X(3),Y(3),Z(3),
1 W(3),V(3),U(3),S(3),R(3)
C
NI=50
NO=66
C
OPEN (UNIT=50,FILE='INTEG8.TXT')
OPEN (UNIT=66,FILE='INTEG8.OP')
C
DO 20 N=1,6561
READ(NI,*) CO(N)
WRITE (NO,010) CO(N)
010 FORMAT (16X,8HCO(N) = ,E)
20 CONTINUE
C
C WRITE(*,*)'NUMX,NUMY,...,XA ,XB ,YA , YB... '

C WRITE(*,*)' 1 , 1 ,...,0 , 1 , 0 , 1... '

C WRITE(*,*)
C1 READ (*,*) NUMX,NUMY,....XA,XB,YA,YB,....
C WRITE(*,*)
C Limits:
NUMX=1
NUMY=1
NUMZ=1
NUMW=1
NUMV=1
NUMU=1
NUMS=1
NUMR=1
C
XA=0.
XB=1.
YA=0.
YB=1.
ZA=0.
ZB=1.
WA=0.
WB=1.
VA=0.
VB=1.
UA=0.
 UB=1.
SA=0.
SB=1.
RA=0.
RB=1.
C
PRINT 998, NUMX,NUMY,XA,XB,YA,YB
C
DO 200 K=1,2
NUMMX=NUMX*K
NUMMY=NUMY*K
NUMMZ=NUMZ*K
NUMMW=NUMW*K
NUMMV=NUMV*K
NUMMU=NUMU*K
NUMMS=NUMS*K
NUMMR=NUMR*K
C
XSTRIP=2.*NUMMX
YSTRIP=2.*NUMMY
ZSTRIP=2.*NUMMZ
WSTRIP=2.*NUMMW
VSTRIP=2.*NUMMV
USTRIP=2.*NUMMU
SSTRIP=2.*NUMMS
RSTRIP=2.*NUMMR
C
XH=(XB-XA)/XSTRIP
YH=(YB-YA)/YSTRIP
ZH=(ZB-ZA)/ZSTRIP
WH=(WB-WA)/WSTRIP
VH=(VB-VA)/VSTRIP
UH=(UB-UA)/USTRIP
SH=(SB-SA)/SSTRIP
RH=(RB-RA)/RSTRIP
C
SUM=0.0
C
X(1)=XA
X(2)=X(1)+XH
X(3)=X(2)+XH
DO 100 I1=1,NUMMX
C
Y(1)=YA
Y(2)=Y(1)+YH
Y(3)=Y(2)+YH
DO 90 I2=1,NUMMY
C
Z(1)=ZA
Z(2)=Z(1)+ZH
 Z(3)=Z(2)+ZH
DO 80 I3=1,NUMMZ
C
W(1)=WA
W(2)=W(1)+WH
W(3)=W(2)+WH
DO 70 I4=1,NUMMW
C
V(1)=VA
V(2)=V(1)+VH
V(3)=V(2)+VH
DO 60 I5=1,NUMMV
C
U(1)=UA
U(2)=U(1)+UH
U(3)=U(2)+UH
DO 50 I6=1,NUMMU
C
S(1)=SA
S(2)=S(1)+SH
S(3)=S(2)+SH
DO 40 I7=1,NUMMS
C
R(1)=RA
R(2)=R(1)+RH
R(3)=R(2)+RH
DO 30 I8=1,NUMMR
C
KOUNT=0
DO 111 J1= 1,3
DO 112 J2=1,3
DO 113 J3=1,3
DO 114 J4=1,3
DO 115 J5=1,3
DO 116 J6=1,3
DO 117 J7=1,3
DO 118 J8=1,3
KOUNT=KOUNT+1
FN=F(X(J1),Y(J2),Z(J3),W(J4),V(J5),U(J6),S(J7),R(J8))
FZ(KOUNT)=FN
SUM=SUM+(XH*YH*ZH*WH*VH*UH*SH*Rh/6561)*FZ(KOUNT)*CO(KOUNT)
118 CONTINUE
117 CONTINUE
116 CONTINUE
115 CONTINUE
114 CONTINUE
113 CONTINUE
112 CONTINUE
111 CONTINUE
C
C DO 301 KOUNT=1,6561
C301 PRINT 300,FZ(KOUNT)
C300 FORMAT (16X,F10.5)
C
R(1)=R(3)
R(2)=R(1)+RH
30 R(3)=R(2)+RH
C
S(1)=S(3)
S(2)=S(1)+SH
40 S(3)=S(2)+SH
C
U(1)=U(3)
U(2)=U(1)+UH
50 U(3)=U(2)+UH
C
V(1)=V(3)
V(2)=V(1)+VH
60 V(3)=V(2)+VH
C
W(1)=W(3)
W(2)=W(1)+WH
70 W(3)=W(2)+WH
C
Z(1)=Z(3)
Z(2)=Z(1)+ZH
80 Z(3)=Z(2)+ZH
C
Y(1)=Y(3)
Y(2)=Y(1)+YH
90 Y(3)=Y(2)+YH
C
X(1)=X(3)
X(2)=X(1)+XH
100 X(3)=X(2)+XH
C
PRINT 997,K,XH,YH,SUM
C
200 SUMM(K)=SUM
C INTRODUCE STATEMENT "GO TO 1" TO SEE VARIOUS OUTPUTS BY
C CHANGING INPUT VALUES
C
C GO TO 1
C
997 FORMAT (I18,2F10.5,E17.7)
998 FORMAT (//23X,26HRESULTS FROM PROGRAM 9.9A
$ //25X,21HLIMITS OF INTEGRATION
$ / 16X,7HNUMX = ,I4,4X,7HNUMY = ,I4
$ /16X,4HXA = ,E14.7,4X,4HXB = ,E14.7 / 16X,4HYA = ,E14.7,
$ 4X,4HYB = ,E14.7/
 $ //17X,1HK ,6X,2HXH ,8X,2HYH ,8X,8HINTEGRAL)
C
C
END
C Ex-1
C Limits: XA=0, XB=1., YA=0 ,YB=1.,ZA=0., ZB=1.,WA=0, WB=1.
C VA=0.,VB=1., UA=0.,UB=1.,SA=0., SB=1.,RA=0.,RB=1.
C NUMX=1, NUMY=1, NUMZ=1, NUMW=1....
C I= 16.667 ..MATLAB (I=16.667,@ K= 1)
FUNCTION F(X,Y,Z,W,V,U,S,R)
F=(X+Y+Z+W+V+U+S+R)**2
RETURN
END
 INTEG8_OP1

17-11-2024

RESULTS FROM PROGRAM 9.9A

LIMITS OF INTEGRATION
NUMX = 1 NUMY = 1
XA = 0.0000000E+00 XB = 0.1000000E+01
YA = 0.0000000E+00 YB = 0.1000000E+01

K XH YH INTEGRAL
1 0.50000 0.50000 0.1666689E+02
2 0.25000 0.25000 0.1667004E+02