Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Gaussian Quadrature`

  1. Oct 2, 2005 #1
    Anyone care to explain the concept of gaussian quatrature? I've tried some websites but they're a little over my head. An example would be appreciated, thanks!
     
  2. jcsd
  3. Oct 3, 2005 #2
    i think it just means solving using integration.
     
  4. Oct 3, 2005 #3
    Well I know its a system of Legendre polynomials used to approximate functions, but I'm not sure of how to actually do it, if any one knows I'd appreciate an explination.
     
  5. Oct 3, 2005 #4

    Dr Transport

    User Avatar
    Science Advisor
    Gold Member

    Gaussian integration involves Hermite polynomials, Legendre polynomials, Laugarre polynomials amongst others. In general, the integral of a function [tex] \int f(x) g dx [/tex] where [tex] g [/tex] is a weighting function, which can be [tex] e^{-x}, e^{-x^2/2} [/tex] etc.... can be written as [tex] \sum_{i} f(x_i) w_i [/tex]. The [tex] x_i [/tex] are the roots of the polynomials you wsh to use to fit and [tex] w [/tex] are weighting functions at those roots.


    Look at the Numerical Recipies web site and they explain it very well.

    www.nr.com
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Have something to add?