LECTURE 16 GAUSS QUADRATURE • In general for Newton-Cotes









Chapter 07.05 Gauss Quadrature Rule of Integration

7 mai 2011 2. use Gauss quadrature method to solve examples of approximate integrals. ... So in the two-point Gauss quadrature rule the integral is ...
mws gen int txt gaussquadrature


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In Example 1 the true error using single segment trapezoidal rule was The two-point Gauss Quadrature Rule is an extension of the.
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LECTURE 16 GAUSS QUADRATURE • In general for Newton-Cotes

However the number of and placement of the integration points influences the accuracy Derive a 2 point Gauss Quadrature Formula.
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Gaussian Quadratures

In fact a quadrature point has several degrees of freedom. 2. x. 3. ) such that the method yields “exact integral” for f(x) = x0
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Gauss Quadrature – Consider 2 points along a straight line in between a and b where positive and negative errors balance to reduce total error and give a an 
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Lecture 26: More on Gaussian Quadrature [draft] 4.4.3. Examples of

4 nov. 2009 The quadratic Legendre polynomial is φ2(x) = x2 − 1/3 and from this polynomial one can derive the 2-point quadrature rule that is exact ...
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Numerical Quadrature • When you took calculus you quickly

To investigate Gauss quadrature formulas for approximating integrals in Here the quadrature point q1 = (a+b)/2 is the midpoint of [a b] and the weight.


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2-point Gaussian Quadrature. Higher-Order Gaussian Quadrature — Legendre Polynomials. Examples: Gaussian Quadrature in Action; HW#7.
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Gauss Quadrature Rule of Integration

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 
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Example: Gauss Quadrature

Example: Gauss Quadrature. Approximate. ∫ π. 0 sinx dx using the 4–point Gauss quadrature. Here a = 0 b = π
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217809 LECTURE 16 GAUSS QUADRATURE • In general for Newton-Cotes

CE 30125 - Lecture 16

p. 16.1

LECTURE 16GAUSS QUADRATURE• In general for Newton-Cotes (equispaced interpolation points/ data points/ integration

points/ nodes). 84• Note that for Newton-Cotes formulae only the weighting coefficients were unknown

and the were fixed fxxd x S x E hw'o f o w' 1 f 1 w' N f N +++E+=f 0 f 1 f2 f Nh = x 0 x s x1 x 2 = x N x E closed formula w i x i

CE 30125 - Lecture 16

p. 16.2 • However the number of and placement of the integration points influences the accuracy of the Newton-Cotes formulae: • even degree interpolation function exactly integrates an degree poly- nomial This is due to the placement of one of the data points. • odd degree interpolation function exactly integrates an degree polyno- mial. • Concept: Let's allow the placement of the integration points to vary such that we further increase the degree of the polynomial we can integrate exactly for a given number of integration points. • In fact we can integrate an degree polynomial exactly with only integra- tion points N N th N1+ th N N th N th 2N1+ N1+

CE 30125 - Lecture 16

p. 16.3

• Assume that for Gauss Quadrature the form of the integration rule is 85•In deriving (not applying) these integration formulae

• Location of the integration points, are unknown • Integration formulae weights, are unknown • unknowns we will be able to exactly integrate any degree polyno- mial! fxxd x S x E w o f o w 1 f 1 w N f N +++E+= f 0 f 1 f 2 f N x 0 x s x 1 x 2 x N x E f 3 x 3 x i iON=

CE 30125 - Lecture 16

p. 16.1

LECTURE 16GAUSS QUADRATURE• In general for Newton-Cotes (equispaced interpolation points/ data points/ integration

points/ nodes). 84• Note that for Newton-Cotes formulae only the weighting coefficients were unknown

and the were fixed fxxd x S x E hw'o f o w' 1 f 1 w' N f N +++E+=f 0 f 1 f2 f Nh = x 0 x s x1 x 2 = x N x E closed formula w i x i

CE 30125 - Lecture 16

p. 16.2 • However the number of and placement of the integration points influences the accuracy of the Newton-Cotes formulae: • even degree interpolation function exactly integrates an degree poly- nomial This is due to the placement of one of the data points. • odd degree interpolation function exactly integrates an degree polyno- mial. • Concept: Let's allow the placement of the integration points to vary such that we further increase the degree of the polynomial we can integrate exactly for a given number of integration points. • In fact we can integrate an degree polynomial exactly with only integra- tion points N N th N1+ th N N th N th 2N1+ N1+

CE 30125 - Lecture 16

p. 16.3

• Assume that for Gauss Quadrature the form of the integration rule is 85•In deriving (not applying) these integration formulae

• Location of the integration points, are unknown • Integration formulae weights, are unknown • unknowns we will be able to exactly integrate any degree polyno- mial! fxxd x S x E w o f o w 1 f 1 w N f N +++E+= f 0 f 1 f 2 f N x 0 x s x 1 x 2 x N x E f 3 x 3 x i iON=