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Abstract
In this work, three different integration techniques, which are the numerical, semi-analytical and exact integration techniques are
briefly reviewed. Numerical integrations are carried out using three different Quadrature rules, which are the Classical Gauss
Quadrature, Gauss Legendre and Generalized Gaussian Quadrature. Line integral method is used to perform semi-analytical
integration, while the generalized equations developed by the author in previous works are used to carry out the exact integration.
It is seen that Generalized Gaussian Quadrature rules outperforms other Quadrature rules during the numerical and semianalytical integrations. It is also shown that the exact integration technique developed by the author in previous works yield
accurate results for integration of monomials.
Keywords: Numerical Integration, Semi-Analytical Integration, Exact Integration, Quadrature Rules, Classical Gauss
Quadrature, Gauss Legendre, Generalized Gaussian Quadrature, Line Integral, and Generalized Equations
--------------------------------------------------------------------***---------------------------------------------------------------------1. INTRODUCTION
Integration of a function over a certain domain is frequently
encountered in engineering computations. Finite Element
Method (FEM) is one of the computational methods which
require such integration technique to obtain the stiffness
matrix, k according to the formula below (for solid
mechanics):
k
D B d
(1)
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x i 1 x i
f x i
f x i
(3)
r1
4
with initial guess x 0 cos
n 1
2
2 1 x i2
(4)
n 1 Pn1 xi 2
2
(5)
f ( x) dx
a1 x a 2 x 2 ... a 2 n 1 x 2 n 1 dx
b2 a2
a 0 b a a1
2
n
2
b a n
... a 2 n 1
2n
2. MATHEMATICAL BACKGROUND
Mathematical backgrounds for the three different
Quadrature rules are provided in the following subheadings.
3
a2 b a
... (6)
f ( x) dx w f ( x ) w f ( x ) ... w f ( x )
...
w a a x a x ... a
x
...
... w a a x a x ... a
x
... w a a x a x ... a
x
1
2n 2m!
Pn x 1
x n2m
n
2
m
!
n
m
!
n
2
m
!
m 0
M
M n/2
or
M n 1 , whichever is an integer
2
(2)
1 1
1 2
1 n
2
2 1
2
2 2
2
2 n
2 n 1
2 n 1 1
2 n 1
2 n 1 2
2 n 1
2 n 1 n
(7)
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f ( x) dx
a1 x a 2 x 2 ... a 9 x 9 dx
(8)
1
1
1
a 0 a1 a 2 ... a 9
2
3
10
b s( x)
I1
f ( x, y) dy dx
a r ( x)
or
b s( y)
f ( x) dx w f ( x ) w f ( x ) ... w f ( x )
w a a x a x ... a x ...
... w a a x a x ... a x ...
... w a a x a x ... a x
1
I2
f ( x, y) dx dy
a r ( y)
1 1
1 2
1 5
2
2 1
9
9 1
2
2 2
2
2 5
9
9 2
9
9 5
(9)
U U
f (mxu c x , m y v c y ) mx m y dv du
LL
w w m
i
(11)
m y f ( m x ui c x , m y v i c y )
4. SEMI-ANALYTICAL INTEGRATION
3. NUMERICAL INTEGRATION
( y2 y1 ) f [ x1 ( x2 x1 ), y1 ( y2 y1 )]d
(10)
f x wx dx
b s( x)
f ( x, y ) dy dx
a r ( x)
I
or
b s( y)
f ( x, y ) dx dy
a r (y )
(12)
carried out
Generalized
Quadrature.
through the
w f x
i
(13)
i 1
5. EXACT INTEGRATION
Domain to be integrated can be enclosed by:
4 constant lines
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489
x
y
dy
dx
0 0
or
m 1n 1
1 1
m n
0 0 x y dx dy
1 1
(14)
6. NUMERICAL EXAMPLE
Set of functions f (x, y) are integrated using the integration
schemes above (numerical, semi-analytical and exact
integration techniques), over a symmetrical hexagon with
coordinates shown in Fig -1(a). Set of functions selected
include polynomial function, rational function, function with
rational power, natural logarithmic function and exponential
function. The symmetrical hexagon is separated into 2
regions; R1 and R2 according to the requirement of Fubinis
Theorem, as shown in Fig -1(b). Each region is enclosed by
two constant lines and two linear functions.
(a)
(b)
Fig -1: Example of domain with linear sides in two
dimensions (a) Symmetrical hexagonal element without
partitioning (b) Partitioned hexagonal element
f ( x, y) dxdy f ( x, y) dxdy
R1
R2
3 1 y
3
2
1
3
0 y
1
3
y
1
f ( x, y) dxdy
f ( x, y) dxdy
(15)
(16)
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7. CONCLUSIONS
Accuracy of three different Quadrature rules - Classical
Gauss Quadrature, Gauss Legendre and Generalized
Gaussian Quadrature in performing numerical integration
within two dimensional domains have been successfully
compared through simulations. Three different integration
techniques have been demonstrated in this work, which are
the numerical, semi-analytical and exact integration
techniques. The integration limits were converted
accordingly through utilization of the generalized equations
developed by the author in previous work [13, 14]. It is seen
that Generalized Gaussian Quadrature performs better
compared to other Quadrature rules. Semi-analytical method
is recommended for simple integrals and when high
accuracy is required, since the method requires high
computational time and solution might not exist for complex
integrals. The exact integration technique is applicable for
FEM based on stiffness matrices which consist of simple
polynomials, such as virtual node method and strain based
elements.
1 + ( y / x)
3 3
2
(1+x)1/2
15
27 31 3
(x+y)(ln y)
e 1+x
2 3 1 e
(1 e e)
x2+2y4
46 3
80
6
70
3x3y4+2x2y3
Table -2: Numerical integration technique - Results obtained for various Quadrature rules and integration orders, n.
Function
n
Classical
Gauss Generalized Gaussian 5th
order
Gaussian
f (x, y)
Legendre
Quadrature
Quadrature as used by G.
Dasgupta, [7]
x2+y
1 + ( y / x)
(1+x)1/2
(x+y)(ln y)
e 1+x
0.5412658773652735
0.5412658773652659
10
15
0.5412658773918141
0.5412658773652723
0.5412658773652766
0.541265877365275
20
0.5412658773090507
0.5412658773652741
Infinity (Division by
zero)
2.5980762113532894
10
15
2.598076211353329
2.5980762113532236
20
5
2.598076211353316
Infinity (Division by
zero)
2.598076211352796
2.5168891296282347
10
2.5167025897573976
2.5166950838508293
15
20
5
2.5166955774486093
2.516694684756974
-1.5707963267948952 i
2.516694489735185
2.5166944145358086
-1.5707963267948541 i
10
-1.5707963267861438 i
-1.570796326794901 i
15
20
5
10
15
20
-1.5707963267948912 i
-1.5707963268130878 i
7.824178417294142
7.824178417977526
7.824178417939274
7.824178417856461
-1.5707963267948981 i
-1.5707963267948954 i
7.824165889257099
7.824178417939303
7.824178417939303
7.824178417939299
2.5980762113533147
2.5167180435246514
0.5412639521009471
Infinity
zero)
(Division
by
2.5168790706365485
1.5707898672794112 i
7.824147591048949
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Function
f (x, y)
x2+y
5
10
1.0255810-13
-4.9033210-9
1.5178610-12
-4.7176710-13
15
20
5
10
15
20
5
3.2818610-13
1.0387410-8
N/A
0
N/A
2.0015910-11
-7.7379310-3
-1.6409310-13
0
1.0255810-12
-4.9569710-13
3.5553410-12
5.127910-14
-9.398854510-4
10
-4
-2.7590610
-5
1 + ( y / x)
(1+x)1/2
(x+y)(ln y)
e 1+x
-3.2583510
3.5569710-4
N/A
7.3382410-3
-5
15
20
5
-4.7203510
-1.1732710-5
8.4814810-14
-3.9835910-6
-9.9557110-7
2.6999410-12
10
5.5721910-10
-2.8271610-13
15
20
5
10
15
20
3.3925910-13
-1.1580910-9
8.2456910-9
-4.8856610-10
3.29210-13
1.0587510-9
-9.8950610-14
7.067910-14
1.6012810-4
-3.4055110-14
-3.4055110-14
1.1351710-14
4.1122610-4
3.9399510-4
Table -4: Semi-analytical integration technique - Results obtained for various Quadrature rules and integration orders, n.
Function
n
Classical Gauss Legendre
Generalized
Gaussian 5th order Gaussian Quadrature
f (x, y)
Quadrature
as used by G. Dasgupta, [7]
x2+y
5
0.5412658773652739
0.5412658773652702
0.5412648150178867
1 + ( y / x)
(1+x)1/2
(x+y)(ln y)
e 1+x
10
15
0.5412658773676868
0.5412658773652732
0.5412658773652751
0.5412658773652742
20
0.5412658773601184
0.541265877365274
5
10
15
20
5
2.5980762113533147
2.5980762113533156
2.598076211353312
2.5980762113530558
2.516701554669756
2.5980800823789885
2.5980762113637423
2.598076211353317
2.598076211353316
2.5167125922506286
10
2.5166946579427094
2.51669508551611
15
20
5
2.516694427387341
2.5166943988138315
-1.5707963267948957 i
2.5166944898637604
2.5166944145272927
-1.5707963267948821 i
10
-1.570796326786144 i
-1.570796326794899 i
15
20
5
10
15
20
-1.5707963267948941 i
-1.5707963268132448 i
7.824178417939292
7.82417841794291
7.824178417939288
7.824178417930874
-1.5707963267948966 i
-1.5707963267948968 i
7.824178412557625
7.824178417939315
7.824178417939303
7.8241784179393
2.598070986673093
2.5166965172778113
-1.5707930878087952 i
7.824162799649706
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1 + ( y / x)
(1+x)1/2
(x+y)(ln y)
e 1+x
15
20
5
10
15
20
5
1.6409310-13
9.5251810-10
5.127910-14
1.709310-14
1.5383710-13
1.0016510-11
-2.8470610-4
-2.0511610-14
2.0511610-14
-1.4899610-4
-4.0130910-10
-3.418610-14
0
-7.2328110-4
10
-1.0667310-5
-2.7656710-5
15
20
5
-1.5062210-6
-3.7086410-7
5.6543210-14
-3.988710-6
-9.9523310-7
9.1882710-13
10
5.5720510-10
-1.5549410-13
15
20
5
10
15
20
1.5549410-13
-1.1680810-9
1.0216510-13
-4.6144710-11
1.4757210-13
1.0769410-10
0
-1.4135810-14
6.8782610-8
-1.9297910-13
-3.4055110-14
0
2.0109810-4
-8.4547310-5
2.06210-4
1.9961610-4
Table -6: Exact integration technique - Results obtained for polynomial functions.
Function
Solution from Percentage
Average
Average
f (x, y)
Exact
error (%)
maximum time maximum time
Integration
elapsed
for elapsed
for
Technique
exact
analytical
integration
technique
technique
(seconds)
(seconds)
x2+2y4
23 3
R1
0
0.13 for R1 0.44 for R1
80
0.13 for R2
0.45 for R2
23 3
R2
80
3x3y4+2x2y3
3
70
3
R2
70
R1
REFERENCES
[1]. Mousavi, S. E., Xiao, H. and Sukumar, N. (2010),
Generalized Gaussian quadrature rules on arbitrary
polygons. Int. J. Numer. Meth. Eng., Volume 82 (pp. 99
113).
[2]. Samuel Karlin, and William Studden (1966).
Tchebycheff systems: With applications in analysis and
statistics, Pure and Applied Mathematics, Volume XV,
0.14 for R1
0.14 for R2
0.44 for R1
0.42 for R2
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BIOGRAPHIE
Logah Perumal received his Bachelor
degree in Mechanical Engineering and
Master in Mechanical Engineering from
Universiti Tenaga Nasional, Malaysia.
Currently working as a lecturer with
Faculty of Engineering and Technology
at Multimedia University, Malaysia. His research interests
include numerical methods, finite element method,
computation and fuzzy logic. He has published research
articles at national and international journals, conference
proceedings, and contributed to chapter of a book.
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