gaussian quadrature

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EVALUATE DOUBLE INTEGRALS USING

GENERALIZED GAUSSIAN QUADRATURE*

3.1 Introduction

The need of numerical integration of double integrals arises in many mathematical

models, as most of these integrals cannot be evaluated analytically. Even though

extensive research has taken place to evaluate integrals over triangular elements,

integration over quadrilateral elements and elements with curved boundaries is

still a field of on-going research.

In this chapter, a general numerical integration formula is derived to evaluate

double integrals of the form

( )

( )

( )

Here,

( ) and

( )

(linear, non-linear or

If

( ) and

( ) and

( ) in the domain,

and

(

(

)

)

.

( )

( )

and

maximum of two curved boundaries. Few such elements are presented in Fig. 3.1.

The work in Chapter 3 is the contribution of the published articles [1-2] in international journals

(see page 204).

26

or

using transformation techniques is explained and then another integration formula

for integration over a circular disc using a combination of polar and linear

transformations is derived. A numerical integration formula is derived over an

( ) and finally as an application, an

integration method over a lunar model with two circular boundaries is provided.

3.2

evaluate double integrals

( )

( )

(3.1)

27

(

integration

( )

(

in the

(

)

[ ((

)

)

((

)]

((

)]

(

) [ ((

((

) over

will become

( )

( )

( (

) (

))

On applying the Gaussian quadrature rule twice, the following can be achieved.

(

)[ ((

((

)] ( (

) (

)

(3.2)

where,

(

(

) [ ((

((

)]

(3.2a)

)

((

(3.2b)

)

((

((

)

(3.2c)

28

))

Here,

are their

like the Gauss-Legendre, Gauss-Jacobi etc., can be applied here, for evaluating

the weights

) (3.2b, 3.2c) in

. The generalized

logarithmic function given in Ma et.al. (1996) is used in this work, as Ma has

proved in his paper that these nodes and weights give better results compared to

any other Gauss quadrature rules for one-dimensional integration. Due to this

reason, this integration formula would be called as the generalized Gaussian

quadrature rule.

Any programming language or any mathematical software can be used in Eqs.

(3.2a), (3.2b) and (3.2c) to evaluate the weights and nodes (

) for a

particular domain. Once the generalized Gaussian quadrature weights and nodes

(

integral numerically.

(

of

( )

( ) , instead

, then in a similar way, one can derive the generalized Gaussian quadrature

( )

( )

(3.3)

where,

(

) [ ((

((

)]

(3.3a)

[ ((

((

)]

((

)

(3.3b)

(3.3c)

29

In the generalized Gaussian quadrature rules over elements that can be written as

,

is a linear function of

quadrature points (

is a linear function of

quadrature points (

) will be along horizontal lines. This has been

3.3

elements

This section lists the integration rules, cubature points and weights for different

two-dimensional elements (obtained from the general formulae (Eq. (3.2) and

(3.3)). Corresponding numerical results are also provided.

During the literature survey it was found that the quadrature points and weights

over triangles (especially over the standard triangle), given in Rathod et.al. (2004)

were used by more than 50 solvers in vast application areas. This was a

motivation to try the current general formulae over triangles first. The triangles,

which were domains of various test integrals in Rathod et.al. (2004) are

considered and the generalized Gaussian quadrature rules for them are obtained

from the general formulae. These rules are mentioned below ((i)-(v)). Also, the

resultant node points are plotted for the standard triangle.

(i)

Standard Triangle,

)

(3.4)

30

where,

(3.4a)

standard triangle are listed in Tables 3.1 and 3.2, respectively. The distribution of

these nodal points (

Fig. 3.3. The numerical results obtained using Eq. (3.4a) are compared with the

results posited in Rathod et.al. (2004) in Table 3.3.

Table 3. 1: Generalized Gaussian quadrature weights cm and nodal points (xm , ym) for N=5 (25 points)

over the standard triangle

cm

4.40470137440027E-04

2.73540341982354E-03

6.06288503309780E-03

7.32940618020361E-03

4.35981888065413E-03

2.54894897110758E-03

1.58294584351310E-02

3.50852038616632E-02

4.24144130415724E-02

2.52297599892837E-02

4.35986399676418E-03

2.70755855459964E-02

6.00116828031788E-02

7.25479695591883E-02

4.31543838150997E-02

2.80482254237839E-03

1.74184820315194E-02

3.86071952834637E-02

4.66721394461879E-02

2.77624230060559E-02

3.69367248237134E-04

2.29384093975323E-03

5.08418385425357E-03

6.14625683304730E-03

3.65603514489964E-03

xm

5.65222820508010E-03

5.65222820508010E-03

5.65222820508010E-03

5.65222820508010E-03

5.65222820508010E-03

7.34303717426523E-02

7.34303717426523E-02

7.34303717426523E-02

7.34303717426523E-02

7.34303717426523E-02

2.84957404462558E-01

2.84957404462558E-01

2.84957404462558E-01

2.84957404462558E-01

2.84957404462558E-01

6.19482264084778E-01

6.19482264084778E-01

6.19482264084778E-01

6.19482264084778E-01

6.19482264084778E-01

9.15758083004698E-01

9.15758083004698E-01

9.15758083004698E-01

9.15758083004698E-01

9.15758083004698E-01

31

ym

5.62028052139780E-03

7.30153265243790E-02

2.83346760183808E-01

6.15980808959171E-01

9.10582009338909E-01

5.23718298680677E-03

6.80383522483882E-02

2.64032876322051E-01

5.73993451145053E-01

8.48513626543325E-01

4.04158392633041E-03

5.25058436021453E-02

2.03756682104520E-01

4.42956206000591E-01

6.54806036556072E-01

2.15077307947324E-03

2.79415588029271E-02

1.08431346378371E-01

2.35723988569175E-01

3.48462192391012E-01

4.76154539290863E-04

6.18591528127868E-03

2.40053580139315E-02

5.21863734710916E-02

7.71452164162586E-02

1.0

0.8

0.6

0.4

0.2

0.0

0.0

0.2

0.4

0.6

0.8

1.0

Table 3. 2: Generalized Gaussian quadrature weights cm and nodal points (xm , ym) for N=10 (100

points) over the standard triangle

cm

3.35973242441046E-06

2.46530432727419E-05

7.42117003208603E-05

1.49940687968264E-04

2.36746855852988E-04

3.10694275424825E-04

3.46528909882528E-04

3.26124844526183E-04

2.45052596106264E-04

1.15201965974771E-04

2.44925812732552E-05

1.79721653308943E-04

5.41006208806668E-04

1.09307350179083E-03

1.72589387358264E-03

2.26497346535356E-03

2.52620935737753E-03

xm

4.82961710689630E-04

4.82961710689630E-04

4.82961710689630E-04

4.82961710689630E-04

4.82961710689630E-04

4.82961710689630E-04

4.82961710689630E-04

4.82961710689630E-04

4.82961710689630E-04

4.82961710689630E-04

6.98862921431577E-03

6.98862921431577E-03

6.98862921431577E-03

6.98862921431577E-03

6.98862921431577E-03

6.98862921431577E-03

6.98862921431577E-03

32

ym

4.82728458675638E-04

6.98525397399505E-03

3.25956465387902E-02

9.27809261025812E-02

1.98231472424137E-01

3.48711647228674E-01

5.30184373309713E-01

7.16418478630848E-01

8.74811852727086E-01

9.74774692353413E-01

4.79586470368908E-04

6.93978827602058E-03

3.23834876357164E-02

9.21770325892351E-02

1.96941221233870E-01

3.46441949019833E-01

5.26733503423318E-01

2.37746291988919E-03

1.78644304610301E-03

8.39826854655245E-04

7.18262424546597E-05

5.27046573854435E-04

1.58653931530098E-03

3.20551604930765E-03

5.06130694972202E-03

6.64219632307599E-03

7.40828921908535E-03

6.97207967611772E-03

5.23887171912533E-03

2.46285218407217E-03

1.36088055364181E-04

9.98586879544484E-04

3.00599116422416E-03

6.07344099706067E-03

9.58957891781234E-03

1.25848652256190E-02

1.40363694235733E-02

1.32098900421518E-02

9.92600810223665E-03

4.66632741635315E-03

1.89885208638252E-04

1.39333960984524E-03

4.19429359803815E-03

8.47434117412276E-03

1.33804483331683E-02

1.75598053235164E-02

1.95851056096457E-02

1.84319095458437E-02

1.38498717936289E-02

6.51097962019839E-03

2.02396962174836E-04

1.48514835006342E-03

4.47066039951295E-03

9.03272520474810E-03

1.42621013747833E-02

1.87168409764450E-02

2.08755906144188E-02

1.96464091432587E-02

6.98862921431577E-03

6.98862921431577E-03

6.98862921431577E-03

3.26113965946776E-02

3.26113965946776E-02

3.26113965946776E-02

3.26113965946776E-02

3.26113965946776E-02

3.26113965946776E-02

3.26113965946776E-02

3.26113965946776E-02

3.26113965946776E-02

3.26113965946776E-02

9.28257573891660E-02

9.28257573891660E-02

9.28257573891660E-02

9.28257573891660E-02

9.28257573891660E-02

9.28257573891660E-02

9.28257573891660E-02

9.28257573891660E-02

9.28257573891660E-02

9.28257573891660E-02

1.98327256895404E-01

1.98327256895404E-01

1.98327256895404E-01

1.98327256895404E-01

1.98327256895404E-01

1.98327256895404E-01

1.98327256895404E-01

1.98327256895404E-01

1.98327256895404E-01

1.98327256895404E-01

3.48880142979353E-01

3.48880142979353E-01

3.48880142979353E-01

3.48880142979353E-01

3.48880142979353E-01

3.48880142979353E-01

3.48880142979353E-01

3.48880142979353E-01

33

7.11755446149278E-01

8.69117867708267E-01

9.68430068103431E-01

4.67211654802286E-04

6.76072025535457E-03

3.15478934068222E-02

8.97985798007465E-02

1.91859528065253E-01

3.37502674272645E-01

5.13142148453254E-01

6.93389952293996E-01

8.46691936238031E-01

9.43441574427342E-01

4.38130424104898E-04

6.33990441438486E-03

2.95842190062582E-02

8.42091361542937E-02

1.79917379063172E-01

3.16495079469254E-01

4.81202009447009E-01

6.50230427143781E-01

7.93990246812546E-01

8.84717778063488E-01

3.87177239423044E-04

5.60259355278144E-03

2.61436677645271E-02

7.44158795569344E-02

1.58993556067748E-01

2.79687701236982E-01

4.25239735412457E-01

5.74610681932740E-01

7.01651688575960E-01

7.81827894465276E-01

3.14465960010679E-04

4.55043525479560E-03

2.12339278879701E-02

6.04406938790670E-02

1.29134815153033E-01

2.27162788814059E-01

3.45380378842606E-01

4.66699695456363E-01

1.47624556838534E-02

6.93999551287299E-03

1.62794545860205E-04

1.19455375508431E-03

3.59589947207420E-03

7.26531851953763E-03

1.14714780862888E-02

1.50545719360450E-02

1.67909254028339E-02

1.58022542428171E-02

1.18739295442505E-02

5.58206707081937E-03

9.24147177386273E-05

6.78120679758714E-04

2.04130938768416E-03

4.12435414661162E-03

6.51209414779527E-03

8.54613407835027E-03

9.53182198748688E-03

8.97057611953412E-03

6.74055657996399E-03

3.16881103124204E-03

3.05888688398671E-05

2.24454989836221E-04

6.75664511556052E-04

1.36514324911618E-03

2.15547478403989E-03

2.82873313696556E-03

3.15499153938689E-03

2.96922160293285E-03

2.23109485347743E-03

1.04886264206456E-03

2.85312212663288E-06

2.09356384274086E-05

6.30214009610152E-05

1.27331299188172E-04

2.01048062023407E-04

2.63845032834210E-04

2.94276202807223E-04

2.76948843664428E-04

2.08101388985552E-04

9.78307902635741E-05

3.48880142979353E-01

3.48880142979353E-01

5.30440555787956E-01

5.30440555787956E-01

5.30440555787956E-01

5.30440555787956E-01

5.30440555787956E-01

5.30440555787956E-01

5.30440555787956E-01

5.30440555787956E-01

5.30440555787956E-01

5.30440555787956E-01

7.16764648511655E-01

7.16764648511655E-01

7.16764648511655E-01

7.16764648511655E-01

7.16764648511655E-01

7.16764648511655E-01

7.16764648511655E-01

7.16764648511655E-01

7.16764648511655E-01

7.16764648511655E-01

8.75234557506234E-01

8.75234557506234E-01

8.75234557506234E-01

8.75234557506234E-01

8.75234557506234E-01

8.75234557506234E-01

8.75234557506234E-01

8.75234557506234E-01

8.75234557506234E-01

8.75234557506234E-01

9.75245698684393E-01

9.75245698684393E-01

9.75245698684393E-01

9.75245698684393E-01

9.75245698684393E-01

9.75245698684393E-01

9.75245698684393E-01

9.75245698684393E-01

9.75245698684393E-01

9.75245698684393E-01

34

5.69882599942988E-01

6.35001839887383E-01

2.26779232447121E-04

3.28157684967817E-03

1.53129892599754E-02

4.35872110482188E-02

9.31264365199052E-02

1.63819966034003E-01

2.49073372563320E-01

3.36563609985974E-01

4.10974652377802E-01

4.57935828244430E-01

1.36791829882590E-04

1.97942685193844E-03

9.23670037701933E-03

2.62915360212923E-02

5.61732903164890E-02

9.88151899240611E-02

1.50239517262275E-01

2.03013087155619E-01

2.47897367530024E-01

2.76224058254371E-01

6.02569315417379E-05

8.71939416348967E-04

4.06877532647464E-03

1.15814466954783E-02

2.47443879651299E-02

4.35281854161073E-02

6.61806506595235E-02

8.94274585354453E-02

1.09199026853101E-01

1.21676961136500E-01

1.19553797103121E-05

1.72998633354226E-04

8.07272337627409E-04

2.29783676826085E-03

4.90945267628663E-03

8.63628418234296E-03

1.31306853479931E-02

1.77430080816327E-02

2.16658199583413E-02

2.41415258819831E-02

1.0

0.8

0.6

0.4

0.2

0.0

0.0

0.2

0.4

0.6

0.8

1.0

, which is in the form of

where,

standard triangle is given in Fig. 3.4.

35

(3.4b)

) (obtained by Eq. (3.4b)) in the

1.0

0.8

0.6

0.4

0.2

0.0

0.0

0.2

0.4

0.6

0.8

1.0

Fig.3. 4: Distribution of the 100 points obtained using Eq. (3.4b) in the standard triangle

It can be seen that the quadrature points are distributed along vertical lines in Fig.

3.3, whereas, the distribution of points in Fig. 3.4 is along horizontal lines. The

reason is that in Eq. (3.4a),

linear function of

is a linear function of

is a

values obtained for a function using Eq. (3.4a) and Eq. (3.4b) is almost the same.

(ii)

Triangle,

)

(

where,

(3.5)

36

(iii)

Triangle,

where,

(iv)

(3.6)

Triangle,

where,

)

(

)(

)

(

)

(3.7)

(v)

Triangle,

where,

)

(

)(

)

)

)(

)

(3.8)

The following are the integrals evaluated in Rathod et.al. (2004) over the triangles

((i)-(v)). The numerical results obtained by the proposed method (Eq. (3.4) to

Eq.(3.8)) are tabulated in Table 3.3.

37

Table 3. 3: Comparison of results obtained by the proposed method with the results given in Rathod

et.al. (2004)

Integral

(2004)

Integral value

Abs. Error

Integral value

Abs. Error

N=5

N=10

N=15

0.400000094025627

0.399999999789452

0.399999999992968

9.40E-08

2.11E-10

7.03E-12

0.400017920

0.400000697

0.400000094

1.79E-05

6.97E-07

9.40E-08

N=5

N=10

N=15

0.666779451391000

0.666669513369867

0.666666962013645

1.13E-04

2.85E-06

2.95E-07

0.664954585

0.666354438

0.666589692

1.71E-03

3.12E-04

7.70E-05

N=5

0.881371800923047

1.79E-06

0.859506833

2.19E-02

N=10

N=15

0.881373587021256

0.881373587019541

1.71E-12

2.00E-15

0.875398197

0.878533306

5.98E-03

2.84E-03

N=5

N=10

N=15

1.000025169179630

1.000000000000220

0.999999999999998

2.52E-05

2.20E-13

2.00E-15

1.000000004

0.999999996

0.999999999

4.00E-09

4.00E-09

1.00E09

N=5

N=10

0.718281745512717

0.718281828459045

8.29E-08

0.00E+00

0.718518356

0.718253208

2.37E-04

2.86E-05

N=15

0.718281828459042

3.00E-15

0.718352298

7.05E-05

38

By comparing the results in Table 3.3 one can comprehend that the generalized

Gaussian quadrature rule gives better accuracy over triangles.

Below, we offer the integration rule and numerical results over some more regions

that can be written as

(vi)

or

Trapezium, T5

where,

(vii)

Trapezium, T6

(

(

(3.9)

(viii) Trapezium, T7

where,

where,

)

)

(3.10)

)

(

(

(

)

)

(3.11)

In a similar way, using Eqs. (3.2) and (3.3) we can obtain the integration rules to

evaluate any double integrals. The results of numerical integration of double

integrals of some complicated functions over some bounded elements with linear

limits, using the proposed method are tabulated in Table 3.4.

39

[(

[(

) ]

) ]

40

Table 3. 4: Evaluation of double integrals using the proposed method, over few elements with linear limits

Integrals

Computed value

Abs.

Error

N=5

4.16896959209620

2.48E-04

N=10

4.16872193734188

1.49E-07

N=15

4.16872178852026

5.75E-11

N=20

4.16872178857673

1.02E-12

N=5

30.6312523036460

9.55E-08

N=10

30.6312522081853

5.97E-13

N=15

30.6312522081850

2.98E-13

N=20

30.6312522081849

1.99E-13

N=5

1.13137111584312

2.66E-07

N=10

1.13137084930298

5.96E-10

N=15

1.13137084987858

1.99E-11

N=20

1.13137084989702

1.46E-12

N=5

211.418375371115

6.36E-09

N=10

211.418375377482

6.00E-12

N=15

211.418375377475

9.95E-13

N=20

211.418375377477

9.95E-13

N=5

0.99528697888712

1.07E-02

N=10

1.00637151173877

3.58E-04

N=15

1.00602042402187

7.03E-06

N=20

1.00601335555565

4.02E-08

41

Region of

integration

In literature, not many quadrature rules can be found over elements with curved

edges, even though many problems in fluid flow, heat flow etc., have curved

geometries. This section is dedicated to show that the numerical integration rule

derived in section 3.2 will work equally well, even if the limits of integration

( ), ( ), ( ) and ( ) are not linear.

The numerical integration rule over some regions with parabolic, cubic,

exponential and trigonometric boundaries, are provided here as special cases of

Eqs. (3.2) and (3.3).

In the beginning, regions with parabolic edges are considered because according

to Robin et.al. (1979), any curved boundary can be approximated to a parabola by

the isoparametric transformation.

Double integration over regions with parabolic edges

(i)

where,

(3.12)

is depicted in Fig. 3.5. The numerical values obtained while integrating a function

over this region for different values of N, using the generalized Gaussian

quadrature rule is tabulated in Table 3.5.

(ii)

where,

)

[

]

(3.13)

(iii)

where,

(3.14)

42

1.0

0.8

0.6

0.4

0.2

0.0

0.0

0.2

0.4

0.6

0.8

1.0

Table 3.5 gives the numerical results of integration of some functions over regions

with parabolic edges, some of which are evaluated using Eqs. (3.12 - 3.14). The

exact values of the integrals given in Table 3.5 is given below.

43

Table 3. 5: Numerical results along with absolute error while integrating functions over regions with

parabolic edges

Computed value

Abs. Error

value

Region of

integration

N=5

0.335400475642279

4.19E-08

N=10

0.335400517640013

1.75E-12

N=15

0.335400517641764

0.00E+00

N=20

0.335400517641772

7.99E-15

N=5

0.304358838223544

1.25E-06

N=10

0.304360083995996

1.39E-08

N=15

0.304360096990570

9.24E-10

N=20

0.304360097782362

1.32E-10

N=5

0.934324577729263

4.52E-06

N=10

0.934320115634213

6.63E-08

N=15

0.934320049296660

3.76E-12

N=20

0.934320049292858

3.79E-14

N=5

0.729199798258523

1.87E-05

N=10

0.729218160479825

4.14E-07

N=15

0.729218533219997

4.13E-08

N=20

0.729218566644172

7.85E-09

N=5

0.102681684053078

1.88E-04

N=10

0.102870310432885

1.35E-09

N=15

0.102870309082385

1.00E-14

N=20

0.102870309082394

7.49E-16

44

The generalized Gaussian quadrature rules gives good convergence even if ( ),

( ) in

( ),

and

( ) in

functions. The integration rule for few such integrals, obtained as special cases of

Eq. (3.2) and Eq. (3.3), are given below.

(

(i)

where,

)[

)

{(

[

(

{(

}

)

(3.15)

(

(ii)

where,

)[

(3.16)

(iii)

where,

)

(3.17)

45

(iv)

where,

( (

(

[

)

))

( (

))]

)

( (

))

( (

))]

( (

))

(3.18)

(v)

where,

(3.19)

The integrals evaluated for some functions over the regions mentioned above

(Eqs. (3.15) (3.19)) are tabulated in Table 3.6. The values of the integrals

considered in Table 3.6 are given below, for comparison.

46

Table 3. 6: Integrals evaluated by the given method over some curved boundaries

Integral

Computed value

Abs.

Error

N=5

N=10

N=15

49.4466188093258

49.4484656464159

49.4484656488606

N=20

49.4484656488267

1.85E-03

2.40E-09

4.13E-11

7.40E-12

N=5

N=10

N=15

N=20

0.384567865049307

0.384572832388512

0.384572848673249

0.384572849018871

4.98E-06

1.66E-08

3.64E-10

1.86E-11

N=5

N=10

N=15

3.66434247210669

3.66522923661394

3.66522923677725

N=20

3.66522923677723

8.87E-04

1.63E-10

2.98E-14

9.77E-15

N=5

N=10

N=15

N=20

1.68220617275356

1.68294190751566

1.68294196961567

1.68294196961581

7.36E-04

6.21E-08

1.20E-13

2.02E-14

N=5

N=10

N=15

N=20

11.9229463098085

11.9230425994235

11.9230425993961

11.9230425993958

9.63E-05

2.76E-11

1.99E-13

1.01E-13

N=5

N=10

N=15

N=20

0.086115857655897

0.085469425694072

0.085472175835341

0.085472180364992

6.44E-04

2.75E-06

4.53E-09

2.14E-13

47

Region of

integration

3.3.3 Numerical

integration

over

n-sided

two-dimensional

bounded elements

In this section, the method to apply the derived quadrature formulae (in Eq. (3.2)

(3.3)) over bounded two-dimensional elements, which cannot be written as

(

( )

( )

or

( )

( ) , is explained.

Any n-sided two-dimensional element having linear edges can be bifurcated into

finite number of triangular or trapezoidal elements each of which could be either

(

written as

( )

( )

( ) or

elements, each of which are of the form

and

As the first example, there is a quadrilateral

(2, 1), (3, 3) and (1, 4). In Shafiqul Islam and Alamgir Hussain (2009), a very

complicated numerical integration technique is derived to evaluate integrals over

this quadrilateral element.

(1,4)

(1,4)

(2,3)

3

(3,3)

(3,3)

Q3

(-1,2)

Q2

Q1

(-1,2)

1

(1,1)

(2,1)

(2,1)

0

0

1

Fig.3. 6: Bifurcation of the quadrilateral into three elements to evaluate the integral over Q

Here, this quadrilateral is bifurcated into two triangular and one trapezoidal

element (Fig. 3.6) each of which can be expressed as:

48

(

(

)

)

each of the three regions so that the integral of any function over this quadrilateral

can be evaluated as

)

(3.20)

where,

(3.20a)

(

)

(

The

(

(

)

cubature

points

)(

in

) (

the

quadrilateral

are

(3.20b)

.

the

set

of

(3.20c)

points

(3.20c). The distribution of these quadrature points for N=10 in the quadrilateral

is shown in Fig. 3.7.

49

4.0

3.5

3.0

2.5

2.0

1.5

1.0

using

Eqs. (3.20), (3.20a), (3.20b) and (3.20c) are tabulated in Table 3.7. The integral

values for the function

mentioned method gives the same accuracy that is obtained in Shafiqul Islam and

Alamgir Hussain (2009), but in a very simple way.

50

[(

Computed value

Abs.

error

) ]

N=5 298.234338347174

8.63E-07

N=10 298.234339210033

1.02E-12

N=20 298.234339210032

2.05E-12

N=5 3.54960971225221

3.31E-06

N=10 3.54961302681661

2.69E-11

N=20 3.54961302678972

1.02E-14

Cavendish et.al. (1976) and Rathod and Shajedul Karim (2002) (Fig. 3.8) is

considered. The domain

(

51

1.4

1.4

1.2

1.2

1.0

1.0

0.8

0.8

0.6

0.6

0.4

0.4

A2

0.2

0.2

A1

0.0

0.0

0.0

0.2

0.4

0.6

0.8

0.9

1.0

1.0

1.1

1.2

1.3

1.4

1.5

1.6

After applying the quadrature rules suggested in this work, integral of any

function over the domain A can be evaluated in the following way:

)

(3.21)

where,

(

)

(3.21a)

(3.21b)

Numerical results of integration over this domain evaluated using Eqs. (3.21),

(3.21a) and (3.21b) are tabulated in Table 3.8.

52

Finally, a domain similar to one given in Robin J.Y. et.al. (1979) (Fig. 3.9) is B6

chosen.

B6

4

B5

2

B

0

B1

B2

B4

B3

The domain

given by

{(

each of the six regions and the integral of any function over

53

is evaluated as,

A polynomial function,

(

given in Cavendish et.al. (1976) and Rathod and Shajedul Karim (2002), is

integrated over the domains

and

(

) over A and B

Computed value

Abs. Error

N=10

3.0095238095238140

4.44E-15

N=10

2459.6169169613460

1.71E-10

54

3.4

Generalized Gaussian quadrature rules are giving very good accuracy for all

functions over almost all elements. Still, integration results over elements with

circular and elliptical boundaries are not very impressive, which lead to the

derivation of a different numerical integration technique for such elements.

This section is a result of an experimentation with three methods to integrate an

arbitrary function over a circular disc,

(3.22)

All the methods are derived by transforming the circular disc to a zero-one square,

using different transformations. Each method is illustrated with figures on

distribution of nodal points and tables on results of integration.

3.4.1 Method 1

Method 1 is the generalized Gaussian quadrature method derived in section 3.2.

Applying the Eqs. (3.2), (3.2a), (3.2b) and (3.2c), integral in Eq. (3.22) can be

obtained as,

(3.23)

where,

(3.23a)

where,

weights given in Ma et.al. (1996). Distribution of the 100 nodal points for

55

integration (

quadrature rules (Eq. 3.2) are applied, the distribution of the quadrature points are

along vertical lines as mentioned in section 3.2. Ten points lie on ten vertical

lines.

1.0

0.5

0.0

0.5

1.0

1.0

0.5

0.0

0.5

Fig.3. 10: Distribution of the 100 nodal points using generalized Gaussian quadrature over a

unit circular disc

56

1.0

3.4.2 Method 2

In this method, a numerical integration formula is introduced to evaluate the integral

in Eq. (3.22) using a different transformation technique. The integration domain,

, is initially transformed to a rectangle. Later, a linear

transformation transforms this rectangle to a zero-one square. The derivation is as

follows:

The disc

the

is transformed to a rectangle

in

(3.22*)

Next, the new domain of integration, (

, which is a

transformation,

, that gives a Jacobian,

(

x2+y2a2

))

Fig.3. 11: Transformation of a circular disc in X-Y plane to a rectangle in r- plane and then to a square in - plane

57

))

(3.24)

(

where,

)

(3.24a)

and their

corresponding weights in Eq. (3.24a), one can get the nodal points (

) and

the weights

function (

the unit circular disc with N=10 is plotted in Fig. (3.12). It can be seen that 10

points lie along 10 concentric circles on the unit disc.

1.0

0.5

0.0

0.5

1.0

1.0

0.5

0.0

0.5

1.0

Fig.3. 12: Distribution of the 100 node points for integration in the unit disc x2+y21 using Method 2

58

for N=10,

using Method 1 and Method 2, for the functions given below are tabulated in

Table 3.9.

section 3.4

Method 1

Integral

Method 2

Integral value

Abs.

Error

Integral value

Abs.

Error

3.14350571951868

1.91E-03

3.14159265358979

2.09329939593068

1.09E-03

2.09439510239320

6.28546564818032

2.28E-03

6.28318530717966

7.02E-14

3.86377780600156

7.75E-03

3.85602625314438

3.80E-13

1.21494190782297

1.36E-03

1.21357952710252

8.51E-11

59

The results in Table 3.9 indicate that for integrating functions over circular

domains, method 2 is more suitable. The efficiency of method 2 is due to the

circular distribution of the nodal points obtained after the special transformation.

For integrating a function using Method 2, we require to compute the value of the

function at N2 points. To reduce this computational cost, another integration

method is hosted with a slight modification to Method 2. This method is

illustrated in the next sub-section as Method 3.

3.4.3 Method 3

The derivation of this method is same as the method in section 3.4.2 with respect

to the transformations used. The only difference is that, while applying the

quadrature rule in each direction, different number of node points (N1, N2) are

taken in and directions, thus giving the integral rule as,

(

))

))

)

(3.25)

where,

)

(3.25a)

function over

circular disc

), on the unit

in Fig. 3.13.

60

Both the figures, Fig. 3.12 and Fig. 3.13, display 100 integration points. But the

distribution of points is more uniform in Fig. 3.13 than in Fig. 3.12, due to which

the integral value obtained using Eq. (3.25) is more accurate compared to the

integral value obtained by Eq. (3.24). To demonstrate this, the results of

integration of five different types of integrand functions over the unit circular

disc

integral of these functions using all the three methods along with the number of

function evaluations required in each case is also tabulated.

1.0

0.5

0.0

0.5

1.0

1.0

0.5

0.0

0.5

1.0

Fig.3. 13: Distribution of the 100 node points for integration in the unit disc x 2+y21 using Method 3

taking N1=5 and N2=20

61

Integral of the following functions over the unit disc is estimated for a

comparative study on all the three methods.

The integral value of each of these functions over the unit circular disc is

respectively,

,

and

Table 3. 10: Comparison of errors and number of function evaluations required to evaluate the

integrals using the three methods in section 3.4

Method 1

Integral

Method 2

Method 3

Abs.

Error

Number of

function

evaluations

(N2)

Abs.

Error

Number of

function

evaluations

(N2)

Abs.

Error

Number of

function

evaluations

(N1N2)

2.65E-04

202 = 400

1.37E-15

202 = 400

2.80E-15

510=50

2.22E-04

202 = 400

1.48E-9

202 = 400

2.09E-15

1040=400

2.70E-04

202 = 400

5.79E-11

202 = 400

1040=400

1.34E-04

202 = 400

8.12E-06

202 = 400

6.96E-10

1040=400

1.01E-03

202 = 400

4.71E-11

202 = 400

4.74E-11

1020=200

62

It is clear from the above table that for elements with circular boundaries, Method

2 is useful in improving the accuracy of the integral and Method 3 helps in

reducing the number of computations. The exact value of

is obtained by using

used by Method 2 to get the same accuracy. While evaluating integral of

, half

the number of points is used by Method 3 than Method 2, even though the

accuracy obtained in both the cases are the same. Whereas, for

and

the

same number of points (400) are used to show that the modified method (Method

3) gives almost double accuracy than Method 2.

When we take N1 points along direction and N2 points along direction, in

Method 3, the distribution of points will be on N1 concentric circles, each of

which will have N2 points on it. Hence, depending on the radius of the circular

disc a, we must choose N1 and N2.

In all the cases in table 3.10, we have taken N1 < N2, since for a unit circle the

radius (r = 1) is less than the angle ( = 2).

For the convenience of solvers who would like to integrate a function over the

unit disc,

(

) for N1=5 and N2=10 is provided in Table 3.11.

63

Table 3. 11: List of weights and nodes (cm , xm , ym) for integration over the unit disc x 2+y21 using

Method 3 for N1=5 and N2=10

cm

xm

ym

0.137039537184474E-05

0.565220218105327E-02

0.171518745228040E-04

0.100556866247413E-04

0.564677987207582E-02

0.248114406317841E-03

0.302700804140025E-04

0.553398717898820E-02

0.115007373028742E-02

0.611590444971170E-04

0.471781243484229E-02

0.311286516122213E-02

0.965662602183739E-04

0.180303533006911E-02

0.535693450406346E-02

0.126728543620720E-03

-0.329003931488945E-02

0.459601185690211E-02

0.141345069882091E-03

-0.554915868797384E-02

-0.107448663927824E-02

0.133022491414831E-03

-0.117176041393484E-02

-0.552943588575166E-02

0.999540740573977E-04

0.400261480231423E-02

-0.399083430207244E-02

0.469895280505694E-04

0.558399825049407E-02

-0.875583931317974E-03

0.110562242264655E-03

0.734300336540446E-01

0.222826905884805E-03

0.811283578143936E-03

0.733595902555349E-01

0.322335412329099E-02

0.244216233713513E-02

0.718942549784075E-01

0.149410707569383E-01

0.493425564132096E-02

0.612910003511912E-01

0.404404842974759E-01

0.779087734547978E-02

0.234239577292924E-01

0.695940924113566E-01

0.102243427185391E-01

-0.427422250437692E-01

0.597086400160973E-01

0.114035906573310E-01

-0.720913541584638E-01

-0.139590884323816E-01

0.107321326564730E-01

-0.152228111935088E-01

-0.718351272959886E-01

0.806420306017006E-02

0.519995800262299E-01

-0.518465348057112E-01

0.379107204458468E-02

0.725439689387574E-01

-0.113750632911080E-01

0.950974791709054E-03

0.284956092459774E+00

0.864712723610995E-03

0.697806245549569E-02

0.284682726446169E+00

0.125087018196744E-01

0.210056776373758E-01

0.278996276448326E+00

0.579810321226461E-01

0.424408245946412E-01

0.237848780586308E+00

0.156935273063910E+00

0.670113757562329E-01

0.909001280855936E-01

0.270070155833740E+00

0.879422485286651E-01

-0.165867518036170E+00

0.231708197564434E+00

0.980852687858109E-01

-0.279761148931436E+00

-0.541703046567076E-01

0.923098827278948E-01

-0.590743675046138E-01

-0.278766822742535E+00

64

0.693623217869230E-01

0.201792051514437E+00

-0.201198136928831E+00

0.326080031854190E-01

0.281517587445269E+00

-0.441426133915194E-01

0.249923671625921E-02

0.619479411860403E+00

0.187983953888041E-02

0.183388982012683E-01

0.618885128664459E+00

0.271932534570495E-01

0.552045766711513E-01

0.606523088359126E+00

0.126047684639227E+00

0.111537832569273E+00

0.517070617572845E+00

0.341168949288236E+00

0.176111177874690E+00

0.197612051030100E+00

0.587118176182002E+00

0.231119161464035E+00

-0.360587175493698E+00

0.503721316190887E+00

0.257775818256022E+00

-0.608185880517369E+00

-0.117763365504365E+00

0.242597648432430E+00

-0.128424537695924E+00

-0.606024268188322E+00

0.182289649364229E+00

0.438685203433276E+00

-0.437394064665157E+00

0.856964028020517E-01

0.612004284567361E+00

-0.959636972338810E-01

0.219765205730442E-02

0.915753866665220E+00

0.277889836769560E-02

0.161259304084799E-01

0.914875359447449E+00

0.401987968021640E-01

0.485430014310786E-01

0.896601005219143E+00

0.186331704303002E+00

0.980784835699879E-01

0.764366673557845E+00

0.504337639823318E+00

0.154859717710099E+00

0.292122702329998E+00

0.867915429850086E+00

0.203229849085344E+00

-0.533042896835861E+00

0.744632887214414E+00

0.226669828283254E+00

-0.899059050344160E+00

-0.174085296859605E+00

0.213323218927714E+00

-0.189845319663727E+00

-0.895863617516761E+00

0.160292628683137E+00

0.648492368917288E+00

-0.646583725471406E+00

0.753553573762337E-01

0.904703658068520E+00

-0.141859640722362E+00

65

3.5

(Fig.3.14) is derived in this section. Assume that

( ) , where,

boundary

( ).

Y

()

function (

) over

, the integral of a

is,

( )

(3.26)

(

(

this transformation is

(

( (

)) (

(3.27)

66

([ (

)]

) [ (

)]

)) [ (

)]

)

(3.28)

where,

[ (

[ (

)]

)]

(3.28a)

)

(3.28b)

Eq. (3.28a) gives the weights and Eq. (3.28b) gives the nodal points in the

irregular domain, which should be used to evaluate the integral in Eq. (3.28).

It can be noted that by substituting

( )

in Eqs. (3.28a, b)

will be same as Eq. (3.25a), that has been derived in section 3.4 to evaluate the

nodes and weights over a circular disc. Similarly, an integration rule can be

obtained for integration over an elliptic disc, cardioid, cycloid etc. using the

method given here.

As illustrative examples, two elements,

and

(i)

: a cardioid,

(ii)

( )

( )

(

67

1.0

1

0.5

2.0

1.5

1.0

0.5

0.5

1.0

with boundary

(

with boundary

) (right)

By using Eqs. (3.28), (3.28a) and (3.28b), one can get the integration formula over

these elements as:

(i)

(3.29)

where,

[

)]

)]

(3.29a)

)

(3.29b)

(ii)

(3.30)

)]

(3.30b)

(3.30c)

where,

[

and

are

)]

and

and

(3.30a)

, respectively. Using

, the area of both the

domains and also integrals of few functions over these domains are evaluated.

Results thus obtained are tabulated in Table 3.12.

68

Exact solution

Area

Computed

integral value

Abs.

error

4.71238898038469

4.71238898038470 1.06E-14

12.6645453847838

12.6645453847836 2.54E-13

5.23598775598299

5.23598775598298 9.76E-15

6.87223392972767

6.87223392972767

26.3131394449963

26.3131394449865 9.84E-12

17.14785990084429

17.1478599008443 1.06E-14

Area

(

3.6

and

functions over a lunar model given in Sommariva and Vianello (2006, 2009),

Santin et.al. (2011) and Rathod et.al. (2013).

The domain that has been deliberated here is that of a lune, the boundary of

which is two circular arcs, (

(

) (Fig. 3.16).

69

and

(0, 0.5)

(0.5, 0)

3.6.1 Derivation

A combination of few transformations are used in order to derive a nearly-optimal

quadrature rule to integrate a function over this lunar model. Initially, the region is

divided into two parts, ABCDEA and ACBA as in Fig. 3.17, so that

)

(3.31)

Y

E

Evaluation of

ABCDEA is the three-fourth of the circle, (

order to evaluate

) . In

and then again by a linear transformation the rectangle is transformed to a zeroone square in the

70

First transformation:

giving the Jacobian,

and

)

(3.32)

Second transformation:

giving the Jacobian,

Now, Eq. (3.32) will be,

))

))

)

(3.33)

where,

(

and

(3.33a)

(

(3.33b)

(3.33c)

are their corresponding weights in one dimension, for the product of

(

71

domain ABCDEA.

Evaluation of IL2

is the integral over the three sided region ACBA with a circular boundary and

two linear boundaries, i.e., ACBA is the region where,

(

) ,

and

,

and

and

(Fig. 3.18).

(

)

(3.34)

H(0.5, /2)

H(0.5, /2)

(0,/2)

Y

A

r = 0.5

cosec

r = 0.5

cosec

B(0.5,0.5)

G(

(0,/4)

I(

G(

r = 0.5 sec

r = 0.5 sec

O

X

O

F(0.5,0

)

F(0.5,0

)

Fig.3. 18: ACBA transformed to FGHF in the r- plane, which is then divided into FGIF and IGHI to

evaluate the given integral

72

The integrals in Eq. (3.34) are evaluated by using the generalized Gaussian

quadrature nodes and weights in the product formula which is derived after

transforming FGIF and IGHI separately to a zero-one square.

The transformation,

zero-one square in the

(

, transforms FGIF to a

).

( (

) (

and

))

) (

) ( (

) (

))

)

(3.35)

(

)( (

( (

(3.35b)

( (

(3.35c)

where,

and

(3.35a)

)

(3.36)

where,

)( (

)

(3.36a)

73

( (

(3.36b)

( (

(3.36c)

Fig. 3.19 shows the distribution of the cubature points in , as obtained by Eqs.

(3.33b, c, 3.35b, c and 3.36b, c).

) for , using Eqs. (3.33a, b,

c, 3.35a, b, c and 3.36a, b, c), the corresponding integral values can be found

using Eqs. (3.33, 3.35 and 3.36) and Eq. (3.31) will now be,

)

(3.37)

1.0

0.8

0.6

0.4

0.2

0.0

0.0

0.2

0.4

0.6

0.8

1.0

Fig.3. 19: Distribution of the nodal points over obtained using the proposed method

74

The following seven different types of bivariate test functions are considered for

numerical tests. These functions were also evaluated by methods in Sommariva

and Vianello (2006, 2009), Santin et.al. (2011) and Rathod et.al. (2013).

(

(

)

(

((

(

(

((

)

) )

) )

parameter)

((

) )

((

) )

((

(

(

)

) )

Vianello (2006, 2009), Santin et.al. (2011) and Rathod et.al. (2013) are as

follows:

(

) = 638.557432747020000,

) = 0.006289581219565,

) = 0.206467702935630,

) = 0.572637204325300,

) = 0.031371851992420,

) = 0.203076269853420

Table 3.13 gives the integral values of the above functions over , obtained using

the proposed method, along with the absolute error. The tabulated results are

75

obtained by using N1=20 and N2=40 nodal points in the and directions,

respectively, to evaluate the integrals,

and

. Hence, to evaluate a

function over the lunar model, a total of 2400 nodal points are used, thus resulting

in 2400 function evaluations. It is evident from Table 3.13 that the proposed

method gives the integral values close to the exact solution for most of these

functions.

Table 3. 13: Integral values of the seven test functions and the absolute error obtained by the proposed

method over the lunar model

f1

Integral obtained,

Abs.

error

IL1

0.589048622548082

0.053650459150638

0.642699081698720

3.9E-15

0.002371621096821

638.557432747020000

1.1E-13

f2 638.555061125923000

f3

0.016242537947092

- 0.009952937328634

0.006289600618458

1.9E-08

f4

0.196349540849357

0.010118161914548

0.206467702763905

1.7E-10

f5

0.521188376162014

0.051448828163278

0.572637204325292

7.9E-15

f6

0.0235619449023071

0.007809907090861

0.031371851993168

7.5E-13

f7

0.174339117621893

0.028737152173214

0.203076269795107

5.8E-11

decimal places by taking only 600 nodal points in . The number of cubature

points used in Sommariva and Vianello (2009) and by the current method, to

obtain an accuracy close to the best for each of the six functions

and

, is portrayed in Table 3.14. The number of nodal points used to get the

best accuracy in Sommariva and Vianello (2006, 2009), Santin et.al. (2011) and

Rathod et.al. (2013) are at least 10 times more than the number of points used for

integration in this work, for most of the functions. This proves that the method

76

evaluations) for evaluating integrals over such complex domains.

Table 3. 14: Number of cubature points used in Sommariva and Vianello (2009) and by the proposed

formula, to obtain an accuracy close to the best

Function

f2

f3

f4

f5

f6

f7

34048

55296

67840

17920

20782

324186

2400

4800

4800

600

2400

4800

Sommariva and

Vianello (2009)

Cubature points used in

the present formula

3.7

Conclusions

In this chapter, a general integration formula for integrating a double integral with

finite limits i.e., to integrate a function over any two dimensional bounded

element which can be expressed as

(

( )

( )

( ) or

integration method over a circular disc is also discussed and a way to reduce the

function evaluations while using the method is demonstrated, thus evolving an

optimal integration rule. Another integration formula to integrate a function over

an arbitrary simply connected domain is also detailed.

In the derivation of all these methods the integration domain in (

) space is

transformed to a square with end points (0, 0), (0, 1), (1, 1) and (1, 0) in the (

plane. The numerical integration rule to evaluate the cubature points and weights

for specific domains using the derived general formulae is provided along with

figures which show the distribution of these points in the integration domain. A

comparative study of the results of integration of few functions over some

triangles referred in one of the reference paper is given and numerical results of

many complicated integrands over different domains are also tabulated. It is clear

77

from these tables that the proposed method is better than all other existing

methods in terms of accuracy as well as computational cost. A method to integrate

functions over complex geometries by discretization is also exemplified with

numerical examples.

Finally, a combination of few transformations is used to derive a nearly-optimal

quadrature rule to integrate a function over a lunar model. Integral evaluations of

seven different types of test functions including the Frankes test function along

with comparison of results from few reference papers is also given.

The formulae derived here are simple and direct and any programming language

or any mathematical software can be used to evaluate the results. Most of the

results obtained here are exact up to more than ten decimal places and the

proposed method can be used to integrate a wide class of functions including

functions with end-point singularities. It may be noted that integration over

triangular, rectangular, quadrilateral elements and elements with curved

boundaries are common in FEM and so the proposed quadrature rules due to its

high precision, simplicity and generality can be applied in many problems in

FEM.

78

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