Gauss Quadrature Rule

of Integration

Major: All Engineering Majors

Authors: Autar Kaw, Charlie Barker

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edu

Transforming Numerical Methods Education for STEM

Undergraduates

03/06/15

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du

Gauss Quadrature Rule

of Integration

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.edu

What is Integration?
b

Integration
The process of
measuring the area
under a curve.

f ( x )dx
a

f(x)

I f ( x )dx
a

Where:
f(x) is the integrand
a= lower limit of
integration
3

b= upper limit of
integration

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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
1

f (b)

ba
ba

f (a )
f (b)
2
2
5

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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
integrating a general
f ( x third
) a0order
a1 x polynomial,
a2 x 2 a3 x 3 .
Hence
2
3
f ( x )dx a0 a1 x a 2 x a3 x dx

x
x
x
a0 x a1 a 2
a3
2
3
4

b2 a2
b3 a3
b4 a4
a 2
a3

a0 b a a1
2
3
4

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Basis of the Gaussian

Quadrature Rule
It follows that

f ( x )dx c1 a0 a1 x1 a 2 x1 a3 x1 c 2 a0 a1 x2 a 2 x2 a3 x2

Equating Equations the two previous two expressions yield

b2 a2
b3 a3
b4 a4
a 2
a3

a0 b a a1
2
3
4

c x a c x
3

c1 a0 a1 x1 a 2 x1 a3 x1 c 2 a0 a1 x 2 a 2 x 2 a3 x 2
a0 c1 c 2 a1 c1 x1
8

2 2

1 1

c 2 x 2 a3 c1 x1 c 2 x 2

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Basis of the Gaussian

Quadrature Rule
Since the constants a0, a1, a2, a3 are
arbitrary

b a c1 c 2
b3 a 3
2
2
c1 x1 c 2 x2
3

b2 a2
c1 x1 c 2 x 2
2
b4 a4
3
3
c1 x1 c 2 x 2
4

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Basis of Gauss Quadrature

The previous four simultaneous nonlinear Equations
have only one acceptable solution,

ba
x1

1 ba

3
2

ba
c1
2

10

ba 1 b a
x2

2
2 3
ba
c2
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

ba

11

ba 1 ba ba

f

2
2
3
2

ba 1 ba

2
2 3

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Higher Point Gaussian

Quadrature Formulas

12

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Higher Point Gaussian

Quadrature Formulas
b

f ( x)dx c f ( x ) c
1

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
2
3
4
5
a0 a1 x a 2 x a3 x a 4 x a5 x dx

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
13

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Arguments and Weighing

Factors for n-point Gauss
Quadrature Formulas
In handbooks, coefficients
and
arguments given for npoint
Gauss Quadrature Rule are
given for integrals
1

i 1

g ( x )dx ci g ( xi )

Table 1: Weighting factors c and function

arguments x used in Gauss
Quadrature
Formulas.
Point
Weighting
Function
s

Factors

c1 =
1.000000000
c2 =
1.000000000

x1 = -0.577350269
x2 = 0.577350269

c1 =
0.555555556
c2 =
0.888888889
c3 =
0.555555556

c1 =
x1 = -0.861136312
0.347854845
x2 = -0.339981044
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c =

as shown in Table 1.

14

Arguments

x1 = -0.774596669
x2 = 0.000000000
x3 = 0.774596669

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

15

Weighting
Factors

Function
Arguments

c1 =
0.236926885
c2 =
0.478628670
c3 =
0.568888889
c4 =
0.478628670
c5 =
0.236926885

x1 =
x2 =
x3 =
x4 =
x5 =

-0.906179846
-0.538469310
0.000000000
0.538469310
0.906179846

c1 =
0.171324492
c2 =

x1 = -0.932469514
x2 = -0.661209386
x3 http://numericalmethods.eng.usf.edu
=

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

f ( x )dx ?

a ,of
b
The answer lies in that any integral with limits

1, 1
can be converted into an integral with limits

Let

x mt c
If

x a,

then

t 1

If

x b,

then

t 1

Such that:

ba
m
2
16

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Arguments and Weighing

Factors for n-point Gauss
Quadrature Formulas
ba
c
2

Then

ba ba
x
t
2
2

Hence

ba
dx
dt
2

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

b

17

f ( x )dx

ba ba
ba
t
dt

2 2
2

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Example 1
For an
integral
Rule.

f ( x )dx ,

derive the one-point Gaussian Quadrature

Solution
The one-point Gaussian Quadrature Rule is
b

f ( x )dx c1 f x1

18

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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

f ( x )dx a
a

a1 x dx

x
a0 x a1
2

b2 a 2

a0 b a a1
2

19

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Solution
It follows that
b

f ( x )dx c a
1

a1 x1

Equating Equations, the two previous two expressions yield

b2 a 2

a 0 b a a1
2

20

c1 a 0 a1 x1 a0 ( c1 ) a1 ( c1 x1 )

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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
ba
x1
2
21

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Solution
Hence One-Point Gaussian Quadrature
Rule
b

22

ba
f ( x )dx c1 f x1 (b a ) f

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Example 2
a)

Use two-point Gauss Quadrature Rule to approximate the distance

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

140000

x 2000 ln

9
.
8
t
dt

140000 2100t

8
30

23

b)

Find the true error, E t

c)

a
Also, find the absolute relative true error,

for part (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 8 1 30 8
30 8
f
(
t
)
dt

f
x

dx

2 1 2
2
8

30

11 f 11x 19 dx
1

24

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

c1 1.000000000
x1 0.577350269
c 2 1.000000000
x 2 0.577350269

25

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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

26

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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
27

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Solution (cont)
b) The true error, E t

, is

Et True Value Approximat e Value

11061 .34 11058 .44
2.9000 m

t , is (Exact value = 11061.34m)

c) The absolute relative true error,
t

11061 .34 11058 .44

100%
11061 .34

0.0262%
28

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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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