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Interval Valued Gaussian Quadrature Two Point formula for solving Integral
Equations

Article in International Journal of Pure and Applied Mathematics · July 2018

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International Journal of Pure and Applied Mathematics
Volume 119 No. 15 2018, 3347-3355
ISSN: 1314-3395 (on-line version)
url: http://www.acadpubl.eu/hub/
Special Issue
http://www.acadpubl.eu/hub/

Interval Valued Gaussian Quadrature Two Point formula for solving

Integral Equations

A. Venkatachalam, G. Veeramalai

Department of Mathematics, M. Kumarasamy College of Engineering, Karur, Tamilnadu – 639113,

India

Corresponding Author:veeramusiri@gmail.com

ABSTRACT: In this paper, new approaches to find the approximate solution of definite
integral of the polynomial functions of degree 2n-1 and compute numerically specified the
values of [ a,b] is determined by interval analysis method and also used Gaussian quadrature
2 point formula for interval method. In interval method it gives more accurate and
approximate solution of real life situation and numerical illustrations are given.

Key Words: Interval Analysis, Gaussian Quadrature, interval Method etc

1. Introduction

In various applications in physics or in engineering, we frequently come across

integral which are improper in the sense that, the limit ‘a’ or ‘b’ or both may be infinite or
integrand may be singular or unbounded at either or both of the limits of integration or else
the integrand may be singular at one or more internal points of the interval [ a, b].

Gauss developed a procedure in which both positions of the sampling points xi and

weights wi have been optimized. Gauss realized that by treating both the sample points xi

and the n weights wi as variables. We make the formula exact and accurate for polynomials
with 2n coefficients (i.e) polynomial of degree less than or equal to 2n-1. Formula derived by
using this idea is called Gauss- Legendre formula or Gauss- Quadrature formula. This is an
open quadrature formula and functional values at the end points need not be known.

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International Journal of Pure and Applied Mathematics Special Issue

x1 n
In general  f ( x)dx   wi f (xi ) , where xi ’s are sampling points and wi are the
x0 i 1

weight at these points. The truncation error is not readily available, because this formula
involves evaluation of derivatives of the higher order. To get an estimate of the error, the
integral may be evaluated for two different values of n, from which an idea about the error
may be formed. If necessary, the integral may be evaluated with larger number of abscissa
points. Most common values are n+1=4 or n+1=6.

2. Preliminaries: interval arithmetic

~
Let a~  [a1 , a2 ] , b  [b1 , b2 ]

(I). Addition

~
a~  b  [a1  b1 , a2  b2 ]

(II). Subtraction

~
a~  b  [a1  b2 , a2  b1 ]

(III). Multiplication

~
a~.b  [min( a1b1 , a1b2 , a2 b1 , a2 b2 ), max(a1b1 , a1b2 , a2 b1 , a2 b2 )]

(IV). Division

[i, j ] 1 1
 [i, j ].[ , ] If 0 [k , l ]
[k , l ] l k

(V). a~  [ a1 , a2 ] for  0

[ a2 , a1 ] for  0

(VI). Inverse

1 1
[a1 , a 2 ]1  [ , ], for 0  [a1 , a 2 ]
a 2 a1

(VII). [ a1 , a 2 ]n  [ a1 , a 2 ], ifa1  0
n n

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International Journal of Pure and Applied Mathematics Special Issue

 [a2 , a1 ], ifa 2  0
n n

 [0, max{a1 , a 2 }], otherwise

n n

3. Proposed Method

Our proposed method, we have choose the interval valued function

x1 n
~ ~ ~
 f ( x)dx   w ~ ~
i f (x i ) , where x i ’s are sampling interval points and wi are the weight
x0 i 1

of the interval points

1 n
~ ~
Gauss quadrature methods are of the form  f ( x)dx   c~i f ( xi ) such that n
1 i 1

values of ci ’s and n nodes of interval xi (totally 2n is unknown intervals) must be

determined. In such a way that Gaussian quadrature interval method are exact for
polynomials of degree 0,1, 2,.....2n  1

Derivation for n=2

We derive below the guassian quadrature two point interval method of the
1
~ ~ ~
form  f ( x)dx  c~ f ( x )  c~
1
1 1 2 f ( x 2 )  (A). This method must be exact for

polynomials of degree for 0, 1, 2 and 3. There are two constants c1 and c2 and two

nodes ~
x1 , & ~
x 2 to be determined, we determine the four unknowns by requiring that
the method (1) is exact for polynomial of degree less than or equal to three.

~
For f ( x )  1, ~ x 2 and ~
x, ~ x3

1 1

 dx  x   2  c1  c2
~ ~ ~ ~ ~
f ( x)  1 ,
1 1

1
~ 1
~
x2  ~ ~~ ~ ~
f ( x)  ~ 1
~ 
x, x dx    0  c1 x1  c 2 x 2
  1
2
1
~ 1
~
x3  2 ~ ~2 ~ ~2
f ( x)  ~ 1
~ 
x2,     c1 x 1  c 2 x 2
2
x dx
 3  1 3

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International Journal of Pure and Applied Mathematics Special Issue

1
1
~x4 
1
f ( x)  x , ~  ~ ~3 ~ ~3
  0  c1 x 1  c 2 x 2
3 3
x dx 
 4  1
We use the properties of lengenre polynomials to solve this system
1
We have c~1  c~2  dx ……(1) 
1
1
c~1 ~ x2   ~
x1  c~2 ~ x dx …….(2)
1
1
c~1 ~ x 22   ~
x12  c~2 ~ x 2 dx …..(3)
1
1
c~1 ~ x 32   ~
x 31  c~2 ~ x 3 dx ……(4)
1

3 1
Multiply (3) by and (1) by and substract the resulting (1) from (2)
2 2
3 2 1 ~ 3 2 1
1
3 1~
 ( 2 ~x  x )dx  c~1  ~x1    c 2  x1  
2
This gives
1
2 2 2 2 2
~ 1 ~2 ~
But P2 ( x)  (3x  1) , P0 ( x)  1
2
1

 P ( x) P ( x)dx  c P ( x) c P ( x)
1
2 0 1 2 2 2 or c1 P1 ( x)  c 2 P2 ( x)  0 by orthogonal Property

3 1
Multiply (4) by and (2) by and subtract the resulting (2) from (4)
2 2
3 3 1 ~  ~ 3 ~3 1 ~ 
1
3 1~
 ( 2 ~x  x )dx  c~1  ~x1  x1   c 2  x1  x 2 
3
This gives
1
2 2 2  2 2 
3 2 1 ~ ~ 3 ~2 1
1
3 1
 ~x ( 2 ~x  )dx  c~1 ~
x1  ~x1    c 2 x 2  x1  
2

1
2 2 2 2 2
1
~ ~ ~ ~
 P ( x) P ( x)dx  c~ ~x P ( x ) c~ ~x P ( x
1
2 1 1 1 2 1 2 2 2 2 )

~ 1 ~2 ~
But P2 ( x)  (3x  1) , P0 ( x)  1
2
~ ~
c1 x1 P2 ( x1 )  c~2 ~
~ ~ x 2 P2 ( x 2 )  0 .
Will be satisfied for any choice of c~1 , c~2 , if we choose ~
x1 , ~
x 2 to be zeros of P2 ( x)  0
1 ~2
~ ~
Since P2 ( x) (3 x  1) , P2 ( x )  0  3~
x 2 1  0
2
1 1
Take ~
x1  and ~ x1  
3 3
Substituting in (1) and (2)
c~1  c~2  2

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International Journal of Pure and Applied Mathematics Special Issue

1 1
c~1 ( )  c~2 ( )  0  c~1  c~2
3 3
2c1  2  c1  1  c~2
~ ~

Gaussian two point quadrature rules in

   1    1   1 
  f ( x), f ( x)dx   f  
1 
1
f   ,
    f  , f   . This is a two ordinate
1  3
3   3  3 
scheme which in exact for polynomials of degree  3

b
If we are given an integral of the form  f ( x)dx
a
and we want to evaluate if using Gauss

b 1
quadrature methods, then we transform 
a
f ( x)dx to  f ( x)dx
1

ba ba
Using the following put x  t
2 2
ba
dx  dt
2
ba ba ba
b 1

a
f ( x)dx  
1
2
f
 2
t dt
2 
ba ba ba
1
  f
2 1  2
t dt
2 

4. Numerical Examples
1
dx
Find the value of the function  1,1  0, 2x
1
2

1
f ( x) 
1,1  0, 2x 2
By interval valued Gaussian two point quadrature formula
   1    1   1 
  f ( x), f ( x)dx   f  
1 
1
, f       f  , f  
1 3  3   3  3 

1 1 
 ,
1 1  2 x 
2

 
 1 1 
 1,  
 1  1 
 1  2  1  2  
 3  3

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International Journal of Pure and Applied Mathematics Special Issue

 3 3
 1,  = 1, 1.2
 5 5 
Another example for Gaussian quadrature two point formula
1
dx
Find the value of the equations  1, 3  1,1x
1
2

~ 1
f ( x) 
1, 3  1,1x 2
Using Gaussian Formula, we get

 1 1 
 ,
 1  x 2
3  x 2 
3 3 3 3
  ,  
 5 5 10 10 
 0.6, 1.2

5. Conclusion

The proposed interval valued guassian quadrature two point method is easy to learn
and understand work efficiently to obtain the solution of real life situation and also interval
valued guassian quadrature delivers high accuracy at low computational cost. If this method
is used as a computer program it is easy to correlate to real life situations.

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International Journal of Pure and Applied Mathematics Special Issue

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International Journal of Pure and Applied Mathematics Special Issue

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