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    Gauss Integration

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    Tommaso Bruno

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    © All Rights Reserved
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    Gauss Integration

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    Gauss Integration

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    Tommaso Bruno

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    CE221 - Nonlinear Structural Analysis Gauss Integration © Filip C.

    Filippou, 2005

    Gauss Integration - Derivation of integration locations and weights

    In the Gauss integration method the weights and locations of n integration points are determined such that
    with 2n unknowns (locations and weights) a polynomial of degree 2n-1 can be integrated exactly. We
    illustrate the process for n=2 using a cubic polynomial with four parameters. We perform the derivation for
    an integration interval extending from η=-1 to η=1.

    g ( η ) := c0 + c1⋅ η + c2⋅ η + c3⋅ η


    2 3
    The general cubic polynomial is

    1
    ⌠ 2
    The exact integral over the interval -1 to 1 is ⎮ g ( η ) dη → 2⋅ c0 + ⋅ c2
    ⌡− 1 3

    We like to obtain the same result with 2 function evaluations at locations to be determined and with
    weights to be determined, i.e. we like to have

    2
    ( ) ( )
    w1⋅ g η 1 + w2⋅ g η 2 = 2⋅ c0 +
    3
    ⋅ c2

    substituting into the function g(η) we have

    ( 2
    w1⋅ c0 + c1⋅ η 1 + c2⋅ η 1 + c3⋅ η 1
    3
    ) + w ⋅( c + c ⋅η
    2 0 1 2 + c2⋅ η 2
    2
    + c3⋅ η 2
    3
    ) = 2⋅c + 23 ⋅c
    0 2

    we collect factors of c0 , c1 , c2 and c3 on the left hand side and obtain

    ( ) (
    c0⋅ ( w1 + w2) + c1⋅ w1⋅ η 1 + w2⋅ η 2 + c2⋅ w1⋅ η 1 + w2⋅ η 2
    2 2
    ) + c ⋅( w ⋅η
    3 1 1
    3 3
    + w2⋅ η 2 ) = 2⋅c + 23 ⋅c
    0 2

    for this equality to hold for arbitrary polynomial coefficients, the factors of the coefficients on the left
    and right hand side of the equation have to be equal. We thus obtain four equations

    Given

    w1 + w2 = 2

    w1⋅ η 1 + w2⋅ η 2 = 0
    2 2 2
    w1⋅ η 1 + w2⋅ η 2 =
    3
    3 3
    w1⋅ η 1 + w2⋅ η 2 = 0

    We can solve these four equations for the four unknowns η1 , w1 , η2 , w2

    Page 1
    CE221 - Nonlinear Structural Analysis Gauss Integration © Filip C. Filippou, 2005

    We obtain to 12 significant digits

    ⎛ .577350269189 −.577350269189 ⎞
    ⎜ ⎟
    1. 1.
    Find ( η 1 , w1 , η 2 , w2) float , 12 → ⎜ ⎟
    ⎜ −.577350269189 .577350269189 ⎟
    ⎜ ⎟
    ⎝ 1. 1. ⎠
    Even though two solutions arise, they represent the permutations of a single solution which is

    ⎛ −0.577350269189 ⎞
    the integration locations are η := ⎜ ⎟
    ⎝ 0.577350269189 ⎠
    ⎛1 ⎞
    and the corresponding weights are w := ⎜ ⎟
    ⎝1 ⎠
    Now that we got the idea we can repeat for 3 integration points. In this case we have 6 parameters
    and thus want to integrate exactly a fifth degree polynomial. There are now 6 conditions, namely

    Given

    w1 + w2 + w3 = 2

    w1⋅ η 1 + w2⋅ η 2 + w3⋅ η 3 = 0


    2 2 2 2
    w1⋅ η 1 + w2⋅ η 2 + w3⋅ η 3 =
    3
    3 3 3
    w1⋅ η 1 + w2⋅ η 2 + w3⋅ η 3 = 0 and we can readily detect the rule: the sum of the products of
    the integration weights with odd power exponents of the
    4 4 4 2 integration locations sum up to zero, while the sum of the
    w1⋅ η 1 + w2⋅ η 2 + w3⋅ η 3 = products of the weights with even power exponents of the
    5
    integration locations sum up to 2/(exponent+1).
    5 5 5
    w1⋅ η 1 + w2⋅ η 2 + w3⋅ η 3 = 0
    solving for the six unknowns η1 , w1 , η2 , w2 , η3 , w3 we get to six significant digits 6 permulations of the single
    answer

    ⎛ 0 0 .774596 −.774596 −.774596 .774596 ⎞


    ⎜ ⎟
    ⎜ .888889 .888889 .555556 .555556 .555556 .555556 ⎟
    ⎜ −.774596 .774596 −.774596 .774596 0 0 ⎟
    Find ( η 1 , w1 , η 2 , w2 , η 3 , w3) → ⎜ ⎟
    ⎜ .555556 .555556 .555556 .555556 .888889 .888889 ⎟
    ⎜ .774596 −.774596 0 0 .774596 −.774596 ⎟
    ⎜ ⎟
    ⎝ .555556 .555556 .888889 .888889 .555556 .555556 ⎠

    Page 2

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