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Gauss Quadrature Rule: Example

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Uploaded by on Feb 2, 2009

Learn via example how to apply the Gauss quadrature formula to estimate definite integrals.

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Education

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Uploader Comments (numericalmethodsguy)

  • you used -0.7746 for the 1st  x but it should be 0.7746 then you did the opposite for the third x thats why the result its ok but its confusing, would you clear that up for me?

  • @JRodriguez609 It is how one writes out the three quadrature points and the corresponding weights. Even if you shuffle them (of course the quad point has to be aligned with its corresponding weight), the result will not change.

    f(a)+f(-a) is same as f(-a)+f(a)

  • Dr. Autar--thanks for this.

    Are there closed form solutions for finding ci and xi based on n (for n-pt Gaussian quadrature)? i.e., without going through the tedious process of solving the Legendre polynomial, etc.?

  • @ariadne3s I do not think so!

  • Can u kindly post a triple integral example?

    Secondly from where can i get the table of weights and roots of Quadrature rule for upto 12 points?

  • Sorry, it is out of scope of the course I teach.

    About the weights and abcissas, you can do a search for "gauleg.for numerical recipes fortran" in google. The first site that shows up gives you the fortran code to find these numbers.

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  • Thankx to you sir, you help me 2nd time in Gauss Quadrature 3 point rule .... U r GR8 :D :*

  • I love the sound of his marker on the board

  • you sir are a genius!!! thank you sooo much!

  • Thanks a lot for the great lesson.

    I wrote a very simple VBA program based on your explanation.

  • Thanks, seeing the example worked out really helped!

  • Thanks a lot big help !

  • @numericalmethodsguy

    I suppose that would be too convenient...

    Thanks for such a quick response.

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