Effi ci ent eval uat i on of i ntegral s of order l / r l / r 2, l / r 3

usi ng Gauss quadrat ure

LIU JUN, * G. BE E R a n d J. L. ME E K
Department of Civil Engineering, University of Queensland, Australia
An efficient met hod is presented for the numerical evaluation of integrals as t hey are encountered in
the two- and three-dimensional i mpl ement at i on of the Boundary Element Method where the inte-
grands are of 0(1/r), 0(1/ r 2) and 0(1/ra).
Key Words: Boundary Element Method, ~ntegration
INTRODUCTION
The two- and three-dimensional i mpl ement at i on of t he
Boundary Element Method (BEM) requires the evaluation
of integrals where the integrand is 0( l / r ) , 0(1/ r 2) and
0(1/ra), where r is a distance from a source point. For a
general i mpl ement at i on using isoparametric boundary ele-
ment s these integrands have to be evaluated numerically.
The Gauss-Quadrature (G-Q) formul a ~ has been used almost
exclusively in the pa s t ) - s For the efficient i mpl ement at i on
of the BEM it is very i mport ant to select the mi ni mum
number of Gaussian points required to give a sufficient
precision of integration. This may include the subdivision
of the element into a number of sub-elements. This selec-
t i on of t he integration order has been discussed in previous
paper s ) ' a In this paper, we examine these met hods in more
detail and present a new met hod for one- and two-dimen-
sional integration. Some examples are presented and com-
parison is made wi t h the met hods given in reference 2.
ONE-DIMENSIONAL GAUSS-QUADRATURE
The one-dimensional formula for G-Q can be written as:
1
/(x) d x = y . A . / ( x . ) ( 1 )
n = l
- - 1
In the above N is the t ot al number of integration
(Gaussian) points, x n their co-ordinates and A n the weight
coefficients. The number of points needed depends on the
required precision of the integration and the nature of the
integrand.
Stroud and Secrest I give an estimate of the error as:
1
f ( x ) dx -- ~ Anf (Xn) <e H (2)
n = l
- - 1
where H~l d2Nf [dxZN[ and e ~ 4[(22N(2N)!)
*Visiting scholar, Institute of Geology, Academia Simica, Bering,
China.
Paper presented at the 7th Boundary Element Forum in Japan
sponsored by JASCOME. Discussion closes November 1985.
For the simple one-dimensional integration shown in
Fig. 1, the value of H can be determined in the following
way (here the Iacobi an is constant):
1 L
f =- - r =- - ( 1 - - ~ ) +R
r 2
( 2N) ! L 2N
H> 22Nr2N+l (3)
He 4
e = - - ~ (4)
/ (4,)2N/L2~v
T w o e x t r e m e values c a n b e substituted for r:
r = R gives maxi mum error
r = R + L gives mi ni mum error
I f we choose a value of r = R the error will be over-
estimated and the estimate for the number of integration
points will probabl y be conservative. This is shown in
Fig. 2 where the predicted (curve 1) and actual (curve 2)
number of integration points required for a given precision
as a funct i on of R]L is shown.
Obviously, we must work wi t h a value of r/ L = r*/L where
R/ L <r*[L <R[ L + 1. Here we have:
r* R a
. . . . ~ - ( 5 )
L L L
In equation (5) al l is a translation of the curve towards
the N-axis as shown in Fig. 2 (curve 3).
Substituting (5) into equation (4) and taking eo =
4(L/4R) 2N, the equation (4) for the function f l = 1/r can
be written as:
e(a x) = eo (6)
Figure 1. One-dimensional element
0264-682Xl85/030118-06 $02.00
1 1 8 E n g i n e e r i n g A n a l y s i s , 1 9 8 5 , V o l . 2, N o . 3 1 9 8 5 C M L P u b U c a t i o n s
Ef f i ci ent evaluation o f integrals using Guass quadrature: Li u Jun, G. Beer and J. L. Meek
N
1 0
6
2
I
" . C U R v z 3
1.0 2 0 " 30
Figure 2. Predicted error curve 1 (r*/L = R/L)~ curve 3
(r*]L = R [L + O. 3 5) - and actual error (curve 2)
Using expressions ( 6) - ( 8) we pl ot diagrams in Figs. 3, 4
and 5 whi ch give t he Gaussian poi nt s needed f or t he inte-
grat i on o f these f unct i ons versus t he closeness o f t he source
poi nt ( R/ L) f or an allowable error e~ n) o f 10 - a and l 0 -4
respectively. I n all o f t he expressions, a l l is t aken t o be
0. 35. For a given ratio R/ L t he number , N, o f Gaussian
poi nt s depends on bot h t he chosen allowable error and t he
nat ure o f t he integrand.
To check t he equat i ons ( 6) - ( 8) , as an exampl e, Fig. 4
shows a compar i son curve o f t he predi ct ed and act ual
number o f i nt egrat i on poi nt s needed t o achieve a cert ai n
accur acy (Ca(2)= 10 -a) f or f unct i on f 2 = 1/ta. We can see
t hat bot h curves are very close t o each ot her. Therefore
using t he above equat i on in t he numeri cal i nt egrat i on, we
can obt ai n a result whi ch meet s t he accur acy requi red and
is economi cal in comput er resources.
Tables 1-3 show t he limiting values o f R[L f or part i cu-
lar number s o f i nt egrat i on poi nt s and t he accur acy o f inte-
N
6
2
Figure 3. Predicted number o f integration points, N f or
f unct i on 1/r
E~U a-"
1 0 -
lO-,a
10-2
ZO " R / L
N
10
6
10 - 4
lO-Z_
10-z
:
Figure 4. Predicted and actual number o f integration
poi nt s f or f unct i on 1/r 2
Similarly, t he expressi on f or t he f unct i on 1"2 = 1/ r 2 can
be wri t t en as:
e (2) = ( 2 N + 1) eo ( 7)
and f or t he f unc t i onf a = 1/ra:
e (3) = ( N + I ) ( 2 N + 1) eo ( 8 )
Where e 0), e (2) and e 0 ) are allowable errors.
N
1 0
6
F ~ r e S.
tion 1/r a
1 0 - 4
lO-Z
Predicted number o f integration points f or func-
Table 2. e = lO-3
f = 1/r jr= 1#2 f = 1#3
2 1.9882 (1.6382) 2.9730 (2.6230) 3.9127 (3.5627)
3 0.9961 (0.6461) 1.3776 (1.0276) 1.7357 (1.3857)
4 0.7050 (0.3550) 0.9279 (0.5779) 1.1346 (0.7846)
5 0.5730 (0.2230) 0.7283 (0.3783) 0.8712 (0.5212)
6 0.4990 (0.1490) 0.6179 (0.2679) 0.7267 (0.3767)
7 0.4521 (0.1021) 0.5486 (0.1986) 0.6364 (0.2864)
8 0.4198 (0.0698) 0.5012 (0.1512) 0.5749 (0.2249)
9 0.3963 (0.0463) 0.4668 (0.1168) 0.5305 (0;1805)
10 0.3785 (0.0285) 0.4407 (0.0907) 0.4968 (0.1468)
Table 1. Number of integration points needed for precision,,
e = 10- 3
f = 1/r f = l/r 2 f = 1/r 3
2 1.1180 (0.7680) 1.6719 (1.3219) 2.2003 (1.8503)
3 0.6786 (0.3286) 0.9386 (0.5886) 1.1825 (0.8325)
4 0.5287 (0.1787) 0.6958 (0.3458) 0.8508 (0.5008)
5 0.4551 (0.1051) 0.5785 (0.2285) 0.6920 (0.3420)
6 0.4119 (0.0619) 0.5100 (0.1600) 0.5998 (0.2498)
7 0.3835 (0.0335) 0.4654 (0.1154) 0.5399 (0.1899)
8 0.3636 (0.0136) 0.4340 (0.0840) 0.4979 (0.1479)
9 0.3487 (0.0000) 0.4107 (0.0607) 0.4668 (0.1168)
10 0.3374 0.3928 (0.0428) 0.4428 (0.0928)
Ef f i ci ent evaluation o f integrals using Guass quadrature: Li u Jun, G. Beer and J. L. Meek
Table 3. e = 10-"
N ~ R/L
f = 1/r f = 1/r 2 f = 1# 3
2 3. 5355 (3.1855) 5.2869 (4.9369) 6.9479 (6.6079)
3 1. 4620 (1.1120) 2. 0221 (1.6721) 2. 5477 (2.1977)
4 0.9402 (0.5902) 1. 2373 (0.8873) 1. 5130 (1.1630)
5 0. 7213 (0.3713) 0.9168 (0.5668) 1. 0967 (0.7467)
6 0. 6046 (0.2546) 0. 7486 (0.3986) 0.8804 (0.5304)
7 0.5329 (0.1829) 0.6466 (0.2966) 0.7502 (0.4002)
8 0. 4848 (0.1348) 0.5787 (0.2287) 0.6639 (0.3139)
9 0.4504 (0.1004) 0. 5305 (0.1805) 0.6028 (0.2528)
10 0. 4247 (0.0747) 0. 4945 (0.1445) 0. 5575 (0.2075)
r - - . _ R o
L ~ L ~ ~i" L ; ~ L L
Lo - I
F ~ r e 6. An element and its sub-elements
gration. The values of the R / L shown in the brackets are
obt ai ned according to curve 3, r*/L = R[ L + 0.35. Other-
wise t hey are according to curve 1, (r*[L = R[ L) , i.e. the
value used in reference 2.
For the case where the source points is very near to the
integration region and the number of the integration points
which can be used in a program is limited, the region has to
be divided into some sub-elements. This has been suggested
by Watson. 2,a However, the scheme presented here is
different from Watson' s, as we subdivide this element un-
equally instead of equally. This is explained for the simple
example in Fig. 1.
Figure 6 shows an element which is subdivided into four
sub-elements. Each sub-element has its own local co-ordinate
which varies from - - 1 to + 1.
According to Fig. 6, t he general formulae can be obt ai ned
as follows:
+1
M+I N( / )
I = f / ( ~ ) d ~ = E E Hnq)f(~On D) (9)
d ] = 1 n = l
- - 1
where M + 1 is t ot al number of t he sub-elements.
For all sub-elements except the last, we have:
Lo 3
~ = 2-/~(D = - ~ ( 1 - - 2 / )
R , _ ( ~ o ) (10)
~/ 1 + 2 /
for the last sub-element:
1
(11)
LM+I \ Lo]
I f t he source point is very near to the element, the
t ot al number of the integration points needed is more than
the limiting value listed in Tables 1-3. Using the expression
(11) and Tables 1-3, the number M is obtained. Then the
number N q ) for each sub-element is found using (10), (11)
and (6), (7), (8). The numerical integration is carried out
using equat i on (9). Two examples are analysed below. The
first example is:
1
I = (1.1 - - x ) a
- - 1
wi t h the allowable error ea (a) = 10 -4. The different results
are listed in Table 4:
We can see t hat if the integration region is not sub-
divided (M = 0), the results is obtained according to t he
limiting value ( = 10) in the program, so t hat the comput a-
t i on error is greater by far t han e~a)(= 10-a). On the con-
trary, i f M = 3 the result is very good.
It should be poi nt ed out t hat the comput er t i me
depends on the limitation of integration points used in the
program as the integration region has to be subdivided. Let
us consider a second example:
1
I - - (1.1 - - x) 2
- 1
The result is listed in Table 5:
In Table 5, M, N and e* are the same as t he above
example. N L is a limitation of the integration points which
can be used in the program. We can find t hat if the largest
NL(=1 0 ) is used, the M , N are smaller when e * < e [ 2). That
means comput er t i me is shortened.
Table 4
M N e*
0 10 10 -2
3 21 1.5 X 10 -6
He r e i n , M + 1 i s t o t a l n u m b e r o f s ub- e l e -
m e n t s , N i s t o t a l n u m b e r of i n t e g r a t i o n
p o i n t s , a n d e* i s c o m p u t a t i o n e r r o r
Table 5. e~ ~)' ~ =
10-2
N L ~ M + 1 N e*
(%)
l
2 6 18 0.04
3 5 16 0.05
4 4 14 0.I0
5 4 14 0.10
6 4 12 0.I0
7 3 12 0 . 4 0
8 3 12 0 . 4 0
9 3 12 0 . 4 0
10 2 12 0 . 4 0
T W O - D I M E N S I O N A L G A U S S - Q U A D R A T U R E
The two-dimensional G-Q formula can be written as:
1 1
f f f ( ~ ( 1 ) ' ~ ( 2 ) ) d ~ ( l ) d ~ ( 2 )
- 1 - 1
Ef f i ci ent evaluation o f integrals using Guass quadrature: Li u Jun, G. Beer and J. L. Me e k
N" t N 2
= E E A 0 ) A ( 2 ) C t e 0 ) g 2 ) ~ ( 1 2 )
l = 1 ] = 1
In the above, N. r (7 = 1, 2) is the number of integration
points in ~('t) (7 = 1, 2) direction.
The number N~ depends on t he required precision of
integration. The order (N1, N2) of the formula to be used is
determined from the upper bound for the error given by
Stroud and Secrest:
2
IA~I < 2 ~ e,r/-L r (13)
3, =1
where
and
<H-r
4
e v - 22N, r (2N, r)!
The norrnalised error is ea = A~f f .
The function 1/r 2 is taken to be representative of actual
integrands and the case considered is a rectangular region of
integration of dimensions L1 xL2 (Fig. 7). Proceeding as
before, it is found that N~ should be chosen such that:
e (2) = (2N, r + 1)eo (14)
For the case x a qt Sb, where is a quadrilateral element,
N~ is chosen by R/ L ~ in terms of (14) as for the one-
dimensional problem.
Being similar to the one.dimensional problem, when N~
exceeds the limiting value of the number of Gaussian
points which can be used in the program, the region has
to be divided into some sub-regions (Fig. 7). Then the
integration formula must be written as:
1 1
f f
- - 1 - - 1
f(/j(1),/j(2)) d/j0) d/j(2)
M, + I M2 + I N z N 2 a ( 1 ) ~ ( 2 ) { ~ ( 1 ) ~ ( 2 h
= E E E E - , - j , , . , , ' , i -
!=1 k=l i=1/=1
for all of the sub-regions except the last one, we have:
Sj~ = 2-(/' k)~r + ~ (1 -- 2 g ~ )
R g ~)
L (ct, k)
k ) ( R' r )
= 1 + 2 ( k-~-~,/
(15)
(16)
[ . 2
_ i
I
t
!
L1
Figure 7. A n el ement and sub-regions
a
1
I
" [ - " " 2
J
J
I D
]
Figure 8.
I t
,, ,O
2 . ,
Distribution o f Gaussian poi nt s - exampl e 1
for last one:
2 \ 2 ~ /
(17)
R(M'v +1) = 2M 7 __R~
L~. y+l ) L. v
Some examples are now given for the two-dimensional
problem. The following examples can be solved exactly in
order to check whether the method is correct or not.
Firstly, the integral:
1 1
- 1 - - 1
is computed. The integration region and the source point
x a are shown in Fig. 8. The allowable error e~ 3) is 10 -2. The
exact solution is 2.327344790. In the process of numerical
integration, the region is divided into four sub-regions.
Fifty-eight integration points are used which are distri-
buted in Fig. 8. The result is 2.32729505, and computation
error e* is 0.21 x 10 -3. Obviously, the result is sufficiently
accurate.
In the second example, the integral is:
+1 1
- a t dr/
r
- i - i
the integration region is shown in Fig. 9. The exact solu-
tion is 3.343673397. We compute this integral according to
two different cases: (1) the allowable error is 10 -2, the
result is 3.34523876 without any subdivision. The number
of the integration points is 81 (Fig. 9a), the computation
error e* is equal to 0.49 x 10- 3. (2) The allowable error is
taken to be 10- 4. In the computation process, the region is
divided into ten sub-regions, the total number of the inte-
gration points is 187 distribution of which is shown in
Fig. 9b the result is 3.34369565 e* = 0.68 x 10- 6.
The above results show that this met hod given by
authors is very efficient for the functions 0(I/r), 0( I / r 2)
Efficient evaluation of integrals using Guass quadrature." Liu Jun, G. Beer and J. L. Meek
1 ] t
_ L 1 0
2
( a ) +
I 2
I
9 I 1 6
I
1 9 1 1 1 6
I 1 6 I - - - - I -
I 1 6 1 9 q 1 6 -
( b )
Figure 9. Distribution o f integration point -- example 2
and 0( 1/ r a) with different singularity and for different
allowable error.
COMPARISON
Lachat and Watson 2'a give the following formula for the
integral of (1/r2):
(2Np + 1)Otp2NP <K (18)
where ap = (ds/dr/p) = Lp[4R and K is a constant which is
chosen in the light of experience. It should be pointed out
t hat the physical meaning of K is explicit. The value is
believed t o be dependent on the required integration error
and a value of K= 10 -s is suggested in reference 5. The pl ot
of expression (18) comput ed wi t h this value is shown in
Fig. 10. Comparing this wi t h the curves if Fig. 5 it is found
t hat the humber of integration points given by equation
(18) is always larger t han by equation (7) when (R[L) is
specified. This means t hat expression (18) is conservative.
We comput e the integral:
+1 +1
dx
f f ( 1 . 4 - x ) a
- - 1 --1
wi t h the met hod given by the authors and in reference 2.
The exact solution is 0. 9447190. The results are listed in
Table 6.
The distribution of integration points are shown in
Fig. 11.
N
Figure 10.
~ ~ ~ 1 ~ 1 ) =
i o-~
IO-L
1.o 26 : R / L .
Table 6
Methods's~'-...~ M N I e*
%
Author's 4 84 0.9441790 0.64 X 10 -s
Reference 2 9 188 0.9441792 0.20 X 10 -6
1 6 1 6 _ 1 6 1 6
1 1 6 I
. 4
X a
( a ) ( b )
Figure 11. Distribution of Gaussian points: (a) author's
method; (b) method o f ref 2
SUMMARY AND CONCLUSIONS
The efficient evaluation of integrals where the integrand
varies rapidly and is of order ( l / r ) , (1/r2), (1/ r a) has been
investigated in detail. Integrands of this t ype occur in the
numerical i mpl ement at i on of the BEM met hod in two- and
three-dimensional elastostatics, where r is the distance to
a source point.
\
X o
Ef f i c i e nt eval uat i on o f integrals usi ng Guass quadrat ure: Li u Jun, G. Beer and J. L. Me e k
I t has been f ound t hat in part i cul ar f or t hree-di mensi onal
Boundar y El ement analysis t he comput at i onal effort and
t her ef or e comput i ng time, needed t o i nt egrat e t he Ker nel -
Shape f unct i on pr oduct s is significant and in some cases
may be mor e significant t han t he ot her stages o f comput a-
t i on i ncl udi ng t he sol ut i on o f t he syst em o f equat i ons.
The me t hod present ed in this paper allows t o select,
f r om a table, t he number o f i nt egrat i on poi nt s needed f or
t he numeri cal i nt egrat i on t o achieve a prescri bed precision.
This number is dependent on t he order o f t he i nt egrand
and t he pr oxi mi t y o f t he source poi nt t o t he i nt egrat i on
region.
The values o f t he tables are checked by simple exampl es
where t he integral can be eval uat ed anal yt i cal l y and good
agreement was f ound bet ween predi ct ed and act ual preci-
sion o f t he i nt egrat i on.
When t he source poi nt is very close t o t he i nt egrat i on
regi on a subdivision i nt o subregions has been suggested as
t he number o f i nt egrat i on poi nt s needed may exceed t he
number available in t he comput er program.
I n t he present paper t he aut hor s are present i ng a new
and mor e effi ci ent met hod o f less i nt egrat i on poi nt s f or a
mor e accurat e result.
The met hods o f i nt egrat i on present ed here are expect ed
t o make t he eval uat i on o f Boundar y El ement coeffi ci ent
mat ri ces mor e effi ci ent and save a significant amount o f
comput at i onal ef f or t especially f or t hree-di mensi onal
analysis. They have been i mpl ement ed in t he comput er
program BEFE whi ch was devel oped b y Beer. s Recent
exampl es on t hree-di mensi onal stress analysis pr obl ems
have given excel l ent results wi t h regard t o accur acy and
effi ci ency.
There is a possi bi l i t y t hat t he i nt egrat i on can be made
even mor e effi ci ent by using coor di nat e t r ansf or mat i ons
near t he singular poi nt . This has been pr oposed r ecent l y by
Higashimachi et al. 9 and Mustoe. I These met hods have
been investigated in mor e detail by t he aut hor s and are
discussed in a sequel t o t hi s paper.
ACKNOWLEDGEMENTS
The aut hor s woul d like t o t hank t he Aust ral i a/ Chi na
Counci l f or provi di ng suppor t f or Mr Liu Jun.
REFERENCES
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