Gauss Quadrature Rule of

Integration

by

Dr. Md. Rajibul Islam

CSE, UAP

10/11/22 1
 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 integration

2
 Two-Point Gaussian
Quadrature Rule

3
 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.

Give some weight to f (a)

b

 f ( x)dx  c f (a)  c
a
1 2 f (b)
Give some weight to f (b)

ba ba
 f (a )  f (b)
2 2

4
 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

5
 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 third
order polynomial, f ( x )  a0  a1 x  a2 x 2  a3 x 3 .
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 
6
 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  c2 a0  a1 x2  a 2 x2  a3 x2
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 

 c a  a x  a x  a x   c a  a x  a x  a x 
2 3 2 3
1 0 1 1 2 1 3 1 2 0 1 2 2 2 3 2

 a c  c   a c x  c x   a c x  c x   a c x  c x 
2 2 3 3
0 1 2 1 1 1 2 2 2 1 1 2 2 3 1 1 2 2
7
 Basis of the Gaussian
Quadrature Rule
Since the constants a0, a1, a2, a3 are arbitrary

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

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

8
 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      x2     
 2  3 2  2  3  2

ba ba
c1  c2 
2 2

9
 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 

10
 Higher Point Gaussian
Quadrature Formulas

11
 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
12
 Arguments and Weighing Factors
for n-point Gauss Quadrature
Formulas
Table 1: Weighting factors c and function
arguments x used in Gauss Quadrature
In handbooks, coefficients and Formulas.
arguments given for n-point Points Weighting Function
Factors Arguments
Gauss Quadrature Rule are
2 c1 = 1.000000000 x1 = -0.577350269
given for integrals c2 = 1.000000000 x2 = 0.577350269

1 n 3 c1 = 0.555555556 x1 = -0.774596669

 g( x )dx   ci g ( xi ) c2 = 0.888888889
c3 = 0.555555556
x2 = 0.000000000
x3 = 0.774596669
1 i 1
4 c1 = 0.347854845 x1 = -0.861136312
as shown in Table 1. c2 = 0.652145155 x2 = -0.339981044
c3 = 0.652145155 x3 = 0.339981044
c4 = 0.347854845 x4 = 0.861136312

13
 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 = 0.236926885 x1 = -0.906179846
c2 = 0.478628670 x2 = -0.538469310
c3 = 0.568888889 x3 = 0.000000000
c4 = 0.478628670 x4 = 0.538469310
c5 = 0.236926885 x5 = 0.906179846
6 c1 = 0.171324492 x1 = -0.932469514
c2 = 0.360761573 x2 = -0.661209386
c3 = 0.467913935 x3 = -0.2386191860
c4 = 0.467913935 x4 = 0.2386191860
c5 = 0.360761573 x5 = 0.661209386
c6 = 0.171324492 x6 = 0.932469514
14
 Arguments and Weighing Factors
for n-point Gauss Quadrature
Formulas
1
So if the table is given for  g( x )dx integrals, how to convert this to
b 1

 f ( x )dx ? The answer lies in that any integral with limits of a , b

a
can be converted into an integral with limits  1, 1 Let

x  mt  c Here, m, is for the contract or expand of your interval, and

c, is the direction (Left/ right)

If x  a, then t  1
Such that:
If x  b, then t 1
a=m(-1)+c …… (i)
b=m(+1)+c…….(ii)

ba ba
m Then c
15
2 2
 Arguments and Weighing Factors
for n-point Gauss Quadrature
Formulas
Hence
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  1  2
f t  
2  2
dt

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

16
 Example 1
b
For an integral  f ( x )dx , derive the one-point Gaussian Quadrature
a
Rule.
Solution
The one-point Gaussian Quadrature Rule is
b
 f ( x )dx  c1 f x1 
a

17
 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 

18
 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 

19
 Basis of the Gaussian
Quadrature Rule
Since the constants a0, and a1 are arbitrary

b  a  c1 …………. (i)

b2  a 2
 c1 x1 …………. (ii)
2
giving

c1  b  a
ba
x1 
2

20
 Solution

Hence One-Point Gaussian Quadrature Rule

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

21
 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

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).

22
 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

23
 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

24
 Solution (cont.)
Now we can use the Gauss Quadrature formula

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

25
 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
26
 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%
27
THE END