Computational Biomechanics

Dr. Kewei Li

Numerical Integration

One-dimensional Integration

Numerical integration is a method to approximate a definite integral up to a given degree of accuracy.

\[I = \int_{-1}^{1} f(x) \mathrm{d} x \approx \sum_{i=1}^{p} f(x_i) w_i\]

where \(w_i\) are integration weights and \(x_i\) are integration points. It is also called Gauss point. In the following table, you can find Gauss-Legendre quadrature points and weights.

\(p\) \(x_i\) \(w_i\)
1 \(x_1 = 0.0\) \(w_1=2.0\)
2 \(x_1 = -1/\sqrt{3}\)
\(x_2 = 1/\sqrt{3}\)
\(w_1=1.0\)
\(w_2=1.0\)
3 \(x_1=-\sqrt{0.6}\)
\(x_2 = 0.0\)
\(x_3 = \sqrt{0.6}\)
\(w_1=5.0/9.0\)
\(w_2 = 8.0/9.0\)
\(w_3=5.0/9.0\)

Thus, if the two-point integration rule is used, then

\[I \approx f(x_1 = -\frac{1}{\sqrt{3}} ) + f(x_2 =\frac{1}{\sqrt{3}})\]

For example, if \(f(x) = x^2\), then

\[\int_{-1}^{1} x^2 \mathrm{d} x \approx f(x_1 = -\frac{1}{\sqrt{3}} ) + f(x_2 =\frac{1}{\sqrt{3}}) = \frac{2}{3}\]

The exact solution is

\[\int_{-1}^{1} x^2 \mathrm{d} x = \left[ \frac{x^3}{3} \right]^{1}_{-1} = \frac{2}{3}\]

For higher order functions, you may need to use more integration points, see the Gaussian Quadrature page on Wikipedia for more information.

Two-dimensional Integration

For two-dimensional domain \(\{(x, y) \mid -1 \le x \le 1, -1 \le y \le 1\}\), we usually use the \(2 \times 2\) product rule with \(p=4\) integration points, thus

\[I = \int_{-1}^{1}\int_{-1}^{1} f(x,y) \mathrm{d} x \mathrm{d} y \approx \sum_{i=1}^{p} f(x_i, y_i) w_i\]

The integration points and weights are given in the following table.

\(i\) \(x_i\) \(y_i\) \(w_i\)
1 \(-1/\sqrt{3}\) \(-1/\sqrt{3}\) \(1.0\)
2 \(1/\sqrt{3}\) \(-1/\sqrt{3}\) \(1.0\)
3 \(1/\sqrt{3}\) \(1/\sqrt{3}\) \(1.0\)
4 \(-1/\sqrt{3}\) \(1/\sqrt{3}\) \(1.0\)

This integration scheme is often used in the calculation of stiffness matrix for four-node quadrilateral elements.

Three-dimensional Integration

For a three-dimensional domain such as,

\[\{(x, y, z) \mid -1 \le x \le 1, -1 \le y \le 1, -1 \le z \le 1\}\]

we usually use the \(2 \times 2 \times 2\) product rule with \(p=8\) integration points, thus

\[I = \int_{-1}^{1}\int_{-1}^{1}\int_{-1}^{1} f(x,y, z) \mathrm{d} x \mathrm{d} y \mathrm{d} z \approx \sum_{i=1}^{p} f(x_i, y_i, z_i) w_i\]

The integration points and weights are given in the following table.

\(i\) \(x_i\) \(y_i\) \(z_i\) \(w_i\)
1 \(-1/\sqrt{3}\) \(-1/\sqrt{3}\) \(-1/\sqrt{3}\) \(1.0\)
2 \(1/\sqrt{3}\) \(-1/\sqrt{3}\) \(-1/\sqrt{3}\) \(1.0\)
3 \(1/\sqrt{3}\) \(1/\sqrt{3}\) \(-1/\sqrt{3}\) \(1.0\)
4 \(-1/\sqrt{3}\) \(1/\sqrt{3}\) \(-1/\sqrt{3}\) \(1.0\)
5 \(-1/\sqrt{3}\) \(-1/\sqrt{3}\) \(1/\sqrt{3}\) \(1.0\)
6 \(1/\sqrt{3}\) \(-1/\sqrt{3}\) \(1/\sqrt{3}\) \(1.0\)
7 \(1/\sqrt{3}\) \(1/\sqrt{3}\) \(1/\sqrt{3}\) \(1.0\)
8 \(-1/\sqrt{3}\) \(1/\sqrt{3}\) \(1/\sqrt{3}\) \(1.0\)

This integration scheme is often used in the calculation of stiffness matrix for eight-node hexahedral elements.

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