Graphics Programs Reference
In-Depth Information
across aresistor. The energy E dissipatedbythe resistoris
R [ i ( t ) ] 2 dt
E
=
0
Find E using the data i 0 =
100 A, R
=
0
.
5
and t 0 =
0
.
01 s.
6.4 Gaussian Integration
Gaussian Integration Formulas
Wefound thatNewton-Cotes formulasfor approximating a f ( x ) dx work best if f ( x )
is a smooth function,such as apolynomial. This is also truefor Gaussian quadrature.
However,Gaussian formulas are also goodat estimating integrals of the form
b
w ( x ) f ( x ) dx
(6.15)
a
where w ( x ), called the weighting function ,can contain singularities, aslong as they
are integrable.Anexample of such an integral is 0 (1
x 2 )ln x dx
+
.
Sometimes infinite
limits, as in 0 e x sin x dx ,can also be accommodated.
Gaussian integration formulashave the sameform asNewton-Cotes rules:
n
I
=
A i f ( x i )
(6.16)
i
=
1
where, as before, I represents the approximation to the integral in Eq. (6.15). The
difference lies in the way that the weights A i and nodal abscissas x i are determined. In
Newton-Cotes integration the nodes wereevenly spacedin( a
b ), i.e., their locations
were predetermined. In Gaussian quadrature the nodes and weights are chosen so
that Eq. (6.16) yields the exact integral if f ( x ) is apolynomialofdegree 2 n
,
1 or less;
that is,
b
n
w ( x ) P m ( x ) dx
=
A i P m ( x i ), m
2 n
1
(6.17)
a
i
=
1
One way of determining the weights and abscissas istosubstitute P 1 ( x )
=
1
,
P 2 ( x )
=
x 2 n 1 in Eq. (6.17) and solve the resulting 2 n equations
b
x
,...,
P 2 n 1 ( x )
=
n
A i x i
w ( x ) x j dx
=
,
j
=
0
,
1
,...,
2 n
1
a
i
=
1
for the unknowns A i and x i , i
=
1
,
2
,...,
n .
Search WWH ::




Custom Search