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Numerical Integration

The nodes are placed symmetrically about x = 0, each symmetric pair having the

same weight.

Ai

xi

0.707 107

0.000 000

1.224745

0.524 648

1.650 680

n= 2

0.886 227

n= 3

n= 4

1.181 636

0.295 409

0.804 914

(1)0.813 128

Ai

xi

0.000 000

0.958 572

2.020 183

0.436 077

1.335 849

2.350 605

n= 5

n= 6

0.945 308

0.393 619

(1) 0.199 532

0.724 629

0.157 067

(2)0.453 001

E=

n! (2n)

f

(c), 0 < c <

22 (2n)!

(6.37)

xi

0.112 009

0.602 277

(1)0.638 907

0.368 997

0.766 880

(1)0.414 485

0.245 275

0.556 165

0.848 982

f (x) ln(x)dx

Ai

n= 2

n= 3

n= 4

0.718 539

0.281 461

0.513 405

0.391 980

(1)0.946 154

0.383 464

0.386 875

0.190 435

(1)0.392 255

Ai f (xi )

(6.38)

i=1

xi

(1)0.291 345

0.173 977

0.411 703

0.677314

0.894 771

(1)0.216 344

0.129 583

0.314 020

0.538 657

0.756 916

0.922 669

Ai

n= 5

n= 6

0.297 893

0.349 776

0.234 488

(1)0.989 305

(1)0.189 116

0.238 764

0.308 287

0.245 317

0.142 009

(1)0.554 546

(1)0.101 690

229

Solution As the integrand is smooth and free of singularities, we could use Gauss

Legendre quadrature. However, the exact integral can obtained with the Gauss

Chebyshev formula. We write

1

1

1 x2

!3/2

dx =

1

1

!2

1 x2

dx

1 x2

Chebyshev quadrature is exact with three nodes.

The abscissas of the nodes are obtained from Eq. (6.32). Substituting n = 3, we

get

(2i 1)

, i = 1, 2, 3

2(3)

xi = cos

Therefore,

3

=

6

2

x2 = cos = 0

2

5

3

x2 = cos

=

6

2

x1 = cos

1 x2

!3/2

3

!2

"

1 xi2

3 i=1

#$

$

%

% &

3 2

3 2

3

2

+ (1 0) + 1

=

=

1

3

4

4

8

dx =

EXAMPLE 6.9

' 0.5

Use Gaussian integration to evaluate 0 cos x ln x dx.

Solution We split the integral into two parts:

0.5

0

cos x ln x dx =

cos x ln x dx

cos x ln x dx

0.5

The first integral on the right-hand side, which contains a logarithmic singularity at

x = 0, can be computed with the special Gaussian quadrature in Eq. (6.38). Choosing

n = 4, we have

1

0

cos x ln x dx

4

"

i=1

Ai cos xi

230

Numerical Integration

where xi and Ai are given in Table 6.6. The sum is evaluated in the following table:

xi

cos xi

Ai

Ai cos xi

0.041 448

0.245 275

0.556 165

0.848 982

0.991 534

0.717 525

0.175 533

0.889 550

0.383 464

0.386 875

0.190 435

0.039 225

0.380 218

0.277 592

0.033 428

0.034 892

" = 0.589 490

Thus

The second integral is free of singularities, so that it can be evaluated with Gauss

Legendre quadrature. Choosing again n = 4, we have

Ai cos xi ln xi

cos x ln x dx 0.25

0.5

i=1

xi =

1 + 0.5 1 0.5

+

i = 0.75 + 0.25 i

2

2

i

xi

0.861 136

0.339 981

0.339 981

0.861 136

0.534 716

0.665 005

0.834 995

0.965 284

cos xi ln xi

0.068 141

0.202 133

0.156 638

0.035 123

Ai

Ai cos xi ln xi

0.347 855

0.652 145

0.652 145

0.347 855

0.023 703

0.131 820

0.102 151

0.012 218

" = 0.269 892

from which

Therefore,

0.5

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