Efficient numerical integration using Gaussian Quadrature

Authors
Citation
J. Place et J. Stach, Efficient numerical integration using Gaussian Quadrature, SIMULATION, 73(4), 1999, pp. 232-238
Citations number
5
Categorie Soggetti
Computer Science & Engineering
Journal title
SIMULATION
ISSN journal
00375497 → ACNP
Volume
73
Issue
4
Year of publication
1999
Pages
232 - 238
Database
ISI
SICI code
0037-5497(199910)73:4<232:ENIUGQ>2.0.ZU;2-4
Abstract
Simulation engineers are occasionally required to include numerical integra tion in their simulation models. The technique most often used is the simpl e "trapezoid method". In this short tutorial, we review Gaussian Quadrature techniques for numerical integration and show how careful deployment of co efficient weights and selection of the number of coefficients can dramatica lly reduce the work required to produce excellent numerical results.