INTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, VOL.

8, 913-918 (1974)

SHORT COMMUNICATIONS
A NOTE ON SOLVING INTEGRAL EQUATIONS WITH
GAUSS-LEGENDRE QUADRATURE

WILLIAM W . A N O N JR.
Polaroid Corporaiion, W a l t h , Massachusetts, U.S.A.
AND
KENNETH W . ASTILL*
Depariment of Mechanical Engineering, Tufis University, Medford, Massachuseits, U.S.A.

In an analysis of a fluid mechanics problem,' the following integral was encountered :

Y= loKyf (z, 9 ) dz
Note that the result of the integral appears in the Iimit. A further complication arises from the
non-linear expression for 9, specifically,

where A, B, n, and k are constants for the viscosity model of a non-Newtonian fluid.
It was evident that to solve equation (I), which in turn required the solution of equation (2),
a numerical technique must be employed to iterate about y and p. This procedure was greatly
simplified by using a single application of four-point Gauss-Legendre quadrature to evaluate
the integral.
The calculation procedure began by guessing a trial value for y. There were limitations on this
guess imposed by the physics of the problem. With y seiected, the upper limit of the integral was
known, and in turn, the values of a at which to evaluatef(r, 9 ) were known, these being the roots
of the Legendre polynomial of degree four transformed to the limits zero to Ky.' Having estab-
lished four values of 2, the corresponding four values of j~ were found by using the method of
successive approximations
9, + 1 = g(r, PI) (3)
to solve equation (2). Iteration was continued until a pre-selected percentage error criterion was
satisfied for successive improvements of j ~ The
. value of f(z, p) was then calculated for each of the
four T, and Gauss-Legendre quadrature was employed to approximate y from equation (1).
This new value of y was compared to the trial value. If the difference was larger than a pre-set
error criterion, the new y was used to compute the limit for equation (1) and the entire iteration
loop was repeated until the criterion was satisfied. Convergence was rapid for our particular
problem.

* Professor.
Received I March 1974
8 1974 by John Wiley &Sons, Ltd
914 SHORT COMMUNICATIONS

The use of Gauss-Legendre quadrature when iterating the integral equation allows the
integral to be evaluated with rather good accuracy while having to compute the integral at only
four points on each iteration. Once the interval is established by selecting y, these points are
known. An improvement could be made by going to higher order Gauss-Legendre forms or by
repeating application of a four-point form once convergence for a single application is estab-
lished.

REFERENCES

1. W. W. Alston, Jr, and K . N. Astill, ‘An analysis of calendering non-Newtonian fluids’, J . Appl. Polymer Sci. 17,
31 57-3174 11973).
2. B. Arden and K.’N.Astill, Numerical Algorithms: Origins and Applications, Addison Wesley, Reading, Mass., 1970,
pp. 8 6 9 6 .

A FEW REMARKS ON THE PAPER:

‘PARAMETERS OF GAMMA AND BETA DISTRIBUTION’
by D. T. Phillips and C. S. Beightler
E. J. ELIAS
Institute for Hydraulic Planning, Budapest, Hungary

SUMMARY
The paper shows a procedure for estimating the shape parameter of a Gamma distribution from a sample.
This procedure uses a rapidly converging iteration to solve the maximum-likelihood equation and suggests
a simple formula for determining the starting value.

INTRODUCTION
The paper’ presents a method for calculating the maximum-likelihood sampled parameters for
the Gamma distribution.

EVALUATION OF THE POLYGAMMA FUNCTION

In the chapter ‘Evaluation of the Polygamma Functions’ (p. 321) formula 13 gives a method for
calculating In T(a)and the statement is made, that the series used there is uniformly convergent.
In reality the series is an asymptotic one, that is to say, it is divergent for any value of a, and the
error of the formula cannot be arbitrarily reduced for a given value of a by increasing the number
of the terms considered. If the value of a is small, the error may significantly increase.
If the
d
q(a) = In a - - In T(a)
da
expression is introduced, the asympotic series of q ( a ) will be

q(a) - -+---
1
2a
1 1
+---
1 1 1
12m2 120a4 252a6 240a8 (132a10)
+-
Received 14 March 1974