Gaussian quadrature

About: Gaussian quadrature is a research topic. Over the lifetime, 3737 publications have been published within this topic receiving 76667 citations.

Calculation of Gauss quadrature rules

Abstract: Most numerical integration techniques consist of approximating the integrand by a polynomial in a region or regions and then integrating the polynomial exactly. Often a complicated integrand can be factored into a non-negative ''weight'' function and another function better approximated by a polynomial, thus $\int_{a}^{b} g(t)dt = \int_{a}^{b} \omega (t)f(t)dt \approx \sum_{i=1}^{N} w_i f(t_i)$. Hopefully, the quadrature rule ${\{w_j, t_j\}}_{j=1}^{N}$ corresponding to the weight function $\omega$(t) is available in tabulated form, but more likely it is not. We present here two algorithms for generating the Gaussian quadrature rule defined by the weight function when: a) the three term recurrence relation is known for the orthogonal polynomials generated by $\omega$(t), and b) the moments of the weight function are known or can be calculated.

A stabilized conforming nodal integration for Galerkin mesh-free methods

Abstract: Domain integration by Gauss quadrature in the Galerkin mesh-free methods adds considerable complexity to solution procedures. Direct nodal integration, on the other hand, leads to a numerical instability due to under integration and vanishing derivatives of shape functions at the nodes. A strain smoothing stabilization for nodal integration is proposed to eliminate spatial instability in nodal integration. For convergence, an integration constraint (IC) is introduced as a necessary condition for a linear exactness in the mesh-free Galerkin approximation. The gradient matrix of strain smoothing is shown to satisfy IC using a divergence theorem. No numerical control parameter is involved in the proposed strain smoothing stabilization. The numerical results show that the accuracy and convergent rates in the mesh-free method with a direct nodal integration are improved considerably by the proposed stabilized conforming nodal integration method. It is also demonstrated that the Gauss integration method fails to meet IC in mesh-free discretization. For this reason the proposed method provides even better accuracy than Gauss integration for Galerkin mesh-free method as presented in several numerical examples. Copyright © 2001 John Wiley & Sons, Ltd.

GPOPS-II: A MATLAB Software for Solving Multiple-Phase Optimal Control Problems Using hp-Adaptive Gaussian Quadrature Collocation Methods and Sparse Nonlinear Programming

Abstract: A general-purpose MATLAB software program called GPOPS--II is described for solving multiple-phase optimal control problems using variable-order Gaussian quadrature collocation methods. The software employs a Legendre-Gauss-Radau quadrature orthogonal collocation method where the continuous-time optimal control problem is transcribed to a large sparse nonlinear programming problem (NLP). An adaptive mesh refinement method is implemented that determines the number of mesh intervals and the degree of the approximating polynomial within each mesh interval to achieve a specified accuracy. The software can be interfaced with either quasi-Newton (first derivative) or Newton (second derivative) NLP solvers, and all derivatives required by the NLP solver are approximated using sparse finite-differencing of the optimal control problem functions. The key components of the software are described in detail and the utility of the software is demonstrated on five optimal control problems of varying complexity. The software described in this article provides researchers a useful platform upon which to solve a wide variety of complex constrained optimal control problems.