MANE 4240 & CIVL 4240 Introduction to Finite Elements Numerical Integration in 1D Prof. Suvranu De.

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MANE 4240 & CIVL 4240 Introduction to Finite Elements Numerical Integration in 1D Prof. Suvranu De

Reading assignment: Lecture notes, Logan 10.4 Summary: Newton-Cotes Integration Schemes Gaussian quadrature

Axially loaded elastic bar A(x) = cross section at x b(x) = body force distribution (force per unit length) E(x) = Young’s modulus x y x=0 x=L x F Element stiffness matrix 1 2 d 1x d 2x For each element x1x1 x2x2 where

Element nodal load vector Only for a linear finite element Question: How do we compute these integrals using a computer?

Any integral from x 1 to x 2 can be transformed to the following integral on (-1, 1) Use the following change of variables Goal: Obtain a good approximate value of this integral 1. Newton-Cotes Schemes (trapezoidal rule, Simpson’s rule, etc) 2. Gauss Integration Schemes NOTE: Integration schemes in 1D are referred to as “quadrature rules”

Trapezoidal rule: Approximate the function f  by a straight line g  that passes through the end points and integrate the straight line  f  1 f  f  g 

Requires the function f(x) to be evaluated at 2 points (-1, 1) Constants and linear functions are exactly integrated Not good for quadratic and higher order polynomials How can I make this better?

Simpson’s rule: Approximate the function f  by a parabola g  that passes through the end points and through f(0) and integrate the parabola  f  1 f  f  g  f( 

Requires the function f(x) to be evaluated at 3 points (-1,0, 1) Constants, linear functions and parabolas are exactly integrated Not good for cubic and higher order polynomials How to generalize this formula?

Notice that both the integration formulas had the general form Trapezoidal rule: M=2 Simpson’s rule: M=3 Accurate for polynomial of degree at most 1 (=M-1) Accurate for polynomial of degree at most 2 (=M-1) Weight Integration point

Generalization of these two integration rules: Newton-Cotes Divide the interval (-1,1) into M-1 equal intervals using M points Pass a polynomial of degree M-1 through these M points (the value of this polynomial will be equal to the value of the function at these M-1 points) Integrate this polynomial to obtain an approximate value of the integral  f  1 f  f  g 

With ‘M’ points we may integrate a polynomial of degree ‘M-1’ exactly. Is this the best we can do ? With ‘M’ integration points and ‘M’ weights, I should be able to integrate a polynomial of degree 2M-1 exactly!! Gauss integration rule See table 10-1 (p 405) of Logan

Gauss quadrature Weight Integration point How can we choose the integration points and weights to exactly integrate a polynomial of degree 2M-1? Remember that now we do not know, a priori, the location of the integration points.

Example: M=1 (Midpoint qudrature) How can we choose W 1 and  1 so that we may integrate a (2M-1=1) linear polynomial exactly? But we want

Hence, we obtain the identity For this to hold for arbitrary a 0 and a 1 we need to satisfy 2 conditions i.e.,

 f  1 f  g  For M=1 Midpoint quadrature rule: Only one evaluation of f  is required at the midpoint of the interval. Scheme is accurate for constants and linear polynomials (compare with Trapezoidal rule)

Example: M=2 How can we choose W 1,W 2  1 and  2 so that we may integrate a polynomial of degree (2M-1=4-1=3) exactly? But we want

Hence, we obtain the 4 conditions to determine the 4 unknowns (W 1,W 2  1 and  2 ) Check that the following is the solution

 f  1 For M=2 Only two evaluations of f  is required. Scheme is accurate for polynomials of degree at most 3 (compare with Simpson’s rule) * *

Exercise: Derive the 6 conditions required to find the integration points and weights for a 3-point Gauss quadrature rule Newton-CotesGauss quadrature 1. ‘M’ integration points are necessary to exactly integrate a polynomial of degree ‘M-1’ 2. More expensive 1. ‘M’ integration points are necessary to exactly integrate a polynomial of degree ‘2M-1’ 2. Less expensive 3. Exponential convergence, error proportional to

Example Exact integration Integrate and check! Newton-Cotes To exactly integrate this I need a 4-point Newton-Cotes formula. Why? Gauss To exactly integrate this I need a 2-point Gauss formula. Why?

Gauss quadrature: Exact answer!

Comparison of Gauss quadrature and Newton-Cotes for the integral Newton-Cotes Gauss quadrature

In FEM we ALWAYS use Gauss quadrature Linear Element 1 2 Stiffness matrix Nodal load vector Usually a 2-point Gauss integration is used. Note that if A, E and b are complex functions of x, they will not be accurately integrated

Quadratic Element 2 Stiffness matrix Nodal shape functions 13 You should be able to derive these! Assuming E and A are constants

Need to exactly integrate quadratic terms. Hence we need a 2-point Gauss quadrature scheme..Why?