gauss integration - civil department | iit bombayminamdar/ce603/notes/gauss-quadrature.pdf · with...
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Gauss Integration
Orthogonal Polynomials obey recurrence relation
Tuesday 6 September 2011
Gauss Quadrature
Gauss-Legendre
w(x) = 1
approximate g(x)
i is the ith root of Pi(x)
Exact when g(x) polynomialof order < 2n -1
Tuesday 6 September 2011
For our purposes we only need the table with
w(x) and x.The weights are
symmetric in + and -
Error is
Tuesday 6 September 2011
Gauss-Laguerre Gauss-Hermite
Tuesday 6 September 2011
Tuesday 6 September 2011
Note the singularity at x = 1
Tuesday 6 September 2011
Tuesday 6 September 2011
Tuesday 6 September 2011
Tuesday 6 September 2011
Tuesday 6 September 2011
Tuesday 6 September 2011
Tuesday 6 September 2011
Tuesday 6 September 2011
Tuesday 6 September 2011
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