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Gauss quadrature

Element integrals are rarely evaluated analytically – instead numerical integration at a few points is used. Gauss quadrature chooses the point locations and weights so that low-degree polynomials are integrated exactly with very few points, which makes FEM computations fast.

∫−11g(ξ) dξ≈∑iwig(ξi)\int_{-1}^1 g(\xi)\,d\xi \approx \sum_i w_ig(\xi_i)numerical integration at Gauss points

Symbols

ξi\xi_iGauss point
wiw_iweight
nnnumber of points

Example

1 point (ξ=0\xi=0, weight 2) for g(ξ)=3ξ2+2ξ+4g(\xi)=3\xi^2+2\xi+4:

gives 2⋅4=82\cdot 4 = 8, while the exact value is 3⋅23+8=103\cdot\tfrac23+8=10 – the ξ2\xi^2 term is lost.

nn Gauss points integrate polynomials up to degree 2n−12n-1 exactly.
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Part of Finite Element Method: Weak form and shape functions.