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CHAPTER 11Numerical Methods

Numerical Integration: Gauss Quadrature

Physical Intuition and Analogies

In Finite Element Analysis (FEA), we frequently encounter the need to evaluate integrals over element domains. The most prominent example is the computation of the element stiffness matrix $\mathbf{k}^e$, which is defined as:

$$\mathbf{k}^e = \int_{V^e} \mathbf{B}^T \mathbf{D} \mathbf{B} \, dV$$

where $\mathbf{B}$ is the strain-displacement matrix, $\mathbf{D}$ is the material constitutive matrix, and $V^e$ is the volume of the element. For any element beyond the simplest 1D bar or constant-strain triangle, finding a closed-form analytical solution to this integral is practically impossible.

To build physical intuition, imagine you are attempting to calculate the average elevation of a highly undulating, rugged landscape. One approach is to measure the height at equally spaced grid points and compute their average (similar to Newton-Cotes integration methods like the Trapezoidal or Simpson's rules). However, if your sampling grid happens to align with the peaks and misses the valleys, your average will be highly inaccurate.

Alternatively, suppose you could choose exactly *where* to place your measuring poles and *how much weight* to assign to each measurement. By strategically placing a small number of poles—some in the deep valleys, some on the high peaks, and others on the slopes—you could calculate the exact average volume of the terrain with remarkably few measurements.

This is the essence of Gauss Quadrature. It is a mathematical framework that treats both the sampling locations (integration points or roots) and the importance of each sample (weights) as variables to be optimized. By placing these integration points at the roots of orthogonal polynomials, we maximize the precision of our integration scheme, allowing us to integrate complex polynomials exactly with a minimal number of function evaluations.


Core Concepts

1. Why Numerical Integration is Preferred in FEA

In practical FEA, numerical integration is not merely a computational convenience; it is a fundamental mathematical necessity due to the following reasons:

Isoparametric Mapping: General quadrilateral and hexahedral elements are often distorted in physical space to conform to complex boundaries. To evaluate their stiffness matrices, we map these physical elements to a standardized "parent" domain (typically a square $[-1, 1]^2$ or cube $[-1, 1]^3$). This mapping introduces the Jacobian matrix $\mathbf{J}$. The integrand of the stiffness matrix becomes a rational function (a fraction of polynomials) because the strain-displacement matrix $\mathbf{B}$ contains derivatives with respect to the physical coordinates $(x, y)$, which are computed using the inverse Jacobian $\mathbf{J}^{-1}$. Since the determinant of the Jacobian $\det(\mathbf{J})$ varies across distorted elements, the terms in the integrand are divided by $\det(\mathbf{J})$. Analytical integration of such rational functions is mathematically impossible in closed form.
Material Non-linearities: In non-linear finite element analysis (e.g., elastoplasticity, creep, hyperelasticity), the material constitutive matrix $\mathbf{D}$ is not constant. It changes throughout the element depending on the history of stress, strain, temperature, and damage. Because we can only evaluate the material state at discrete points, we must use a numerical integration scheme that samples the material state at these specific points (known as Gauss points or integration points) to compute the overall element response.
Algorithmic Efficiency: Computers are exceptionally efficient at performing repetitive arithmetic operations (multiplications and additions). Evaluating a function at a few discrete points and summing the results is computationally much faster and easier to program than trying to resolve highly complex analytical integrals symbolically.

2. Newton-Cotes vs. Gauss Quadrature

To understand why Gauss Quadrature is the gold standard in finite elements, we compare it to the more familiar Newton-Cotes formulas:

Newton-Cotes (Trapezoidal Rule) Fixed points at boundaries: ξ = -1, 1 -1 1 Underestimated Area Gauss Quadrature (2-Point) Optimal roots: ξ = ±0.577 -1 1 Errors Cancel Out Exactly -0.577 0.577
FeatureNewton-Cotes (e.g., Trapezoidal, Simpson's Rules)Gauss Quadrature (Gauss-Legendre)
:---:---:---
Point PlacementEqually spaced, fixed intervals (e.g., boundaries and midpoints).Optimally spaced, free variables located inside the domain.
WeightsFixed by the choice of spacing (often resulting in negative weights for high orders).Always positive, mathematically derived based on orthogonal polynomials.
Degree of PrecisionAn $n$-point rule integrates a polynomial of degree $n-1$ exactly (or $n$ if $n$ is odd).An $n$-point rule integrates a polynomial of degree $2n-1$ exactly.
EfficiencyLower efficiency; requires more points for the same level of accuracy.Extremely high efficiency; requires half the number of points as Newton-Cotes for the same degree.
Integration Convergence Rate Comparison 1 2 3 4 5 6 Number of Integration Points (n) 10⁰ 10⁻³ 10⁻⁶ 10⁻⁹ 10⁻¹² Relative Error Newton-Cotes Gauss-Legendre

By allowing the coordinate locations of the integration points to be variables, Gauss Quadrature doubles the highest degree of polynomial that can be integrated exactly. For example, a 2-point Gauss Quadrature rule can integrate a cubic polynomial ($a_0 + a_1 x + a_2 x^2 + a_3 x^3$) exactly, whereas a 2-point Newton-Cotes rule (the Trapezoidal rule) can only integrate a linear polynomial ($a_0 + a_1 x$) exactly.

3. Legendre Polynomials and Gauss Points

The optimal integration points for Gauss Quadrature on the standard interval $[-1, 1]$ are the roots of the Legendre polynomials $P_n(x)$. Legendre polynomials are a sequence of orthogonal polynomials defined on $[-1, 1]$ that satisfy the orthogonality condition:

$$\int_{-1}^1 P_i(x) P_j(x) \, dx = 0 \quad \text{for } i \neq j$$

The first few Legendre polynomials, derived using Rodrigues' formula or recurrence relations, are:

$P_0(x) = 1$
$P_1(x) = x$
$P_2(x) = \frac{1}{2}(3x^2 - 1)$
$P_3(x) = \frac{1}{2}(5x^3 - 3x)$
$P_4(x) = \frac{1}{8}(35x^4 - 30x^2 + 3)$
1D Gauss-Legendre Roots (Points) and Weights n = 1 -1.0 0 1.0 w₁ = 2.0 ξ₁ = 0.0 n = 2 -1.0 0 1.0 w₁ = 1.0 ξ₁ = -0.577 w₂ = 1.0 ξ₂ = 0.577 n = 3 -1.0 0 1.0 w₁ = 5/9 ξ₁ = -0.775 w₂ = 8/9 ξ₂ = 0 w₃ = 5/9 ξ₃ = 0.775

For an $n$-point Gauss Quadrature rule, the sampling points $x_i$ are the roots of $P_n(x) = 0$. These roots:

1.
Are always real and distinct.
2.
Lie strictly within the open interval $(-1, 1)$.
3.
Are symmetric about the origin ($x=0$).

The corresponding weights $w_i$ represent the "influence area" of each point and are calculated using:

$$w_i = \frac{2}{(1 - x_i^2) [P'_n(x_i)]^2}$$

where $P'_n(x_i)$ is the derivative of the $n$-th Legendre polynomial evaluated at the root $x_i$. Because the roots are symmetric, the weights are also symmetric about the center of the interval.

4. Coordinate Mapping to the Parent Domain

Gauss-Legendre integration is strictly defined over the symmetric parent interval $[-1, 1]$. However, physical finite elements exist in arbitrary global coordinate spaces (e.g., a 1D bar stretching from $x = a$ to $x = b$, or a 2D quadrilateral with arbitrary corner coordinates).

To apply Gauss Quadrature, we must map the physical domain to the natural (parent) coordinate system. This requires a coordinate transformation:

In 1D, we map $x \in [a, b]$ to the natural coordinate $\xi \in [-1, 1]$.
In 2D, we map a physical quadrilateral $(x, y)$ to a parent square $(\xi, \eta) \in [-1, 1] \times [-1, 1]$.
In 3D, we map a physical hexahedron $(x, y, z)$ to a parent cube $(\xi, \eta, \zeta) \in [-1, 1]^3$.

This mapping scales and translates the integration domain, and the differential elements of length, area, or volume are scaled by the determinant of the Jacobian matrix, which acts as a local magnification factor.

5. Integration Limits and Order Selection in FEA: Full vs. Reduced Integration

Choosing the number of Gauss points (the integration order) is a critical design decision in FEA that directly affects the behavior of elements:

Full Integration

Full integration uses a quadrature rule that is of sufficient order to integrate all terms of the element stiffness matrix exactly for a regular, undistorted element geometry.

For a 4-node bilinear quadrilateral element, the shape functions contain linear and bilinear terms ($1, \xi, \eta, \xi\eta$). The strain-displacement matrix $\mathbf{B}$ contains linear terms, which means the product $\mathbf{B}^T \mathbf{D} \mathbf{B}$ contains quadratic terms (up to $\xi^2 \eta^2$). To integrate this exactly, we require a $2 \times 2$ Gauss Quadrature rule (exact for polynomials of degree up to 3).
Full integration prevents any artificial deformation modes, but it can lead to severe numerical problems in certain structural systems.
Reduced Integration

Reduced integration uses a lower-order quadrature rule than what is required for full integration. For instance, using a $1 \times 1$ Gauss Quadrature rule (a single point at the center $\xi = 0, \eta = 0$ with weight $w = 4.0$) for a 4-node quadrilateral element.

Benefits:
Significant reduction in computational cost (one integration point instead of four).
Alleviates shear locking in thin bending applications. Fully integrated elements are artificiallly stiff when subjected to bending because they cannot represent curvature without generating fictitious shear strains. Reduced integration ignores these artificial shear strains.
Alleviates volumetric locking in nearly incompressible materials (Poisson's ratio $\nu \approx 0.5$, such as rubber or plastically deforming metals).
Drawbacks (Hourglassing / Spurious Zero-Energy Modes):
Because the element stiffness is only evaluated at a single point, certain physical deformation modes produce zero strain at that integration point.
For a 4-node quad, the "hourglass" mode is a shape change where the element deforms into a zig-zag pattern, but the center of the element remains unstrained.
Consequently, the element stiffness matrix evaluates this mode as having zero stiffness. The global assembly will contain these zero-energy modes, causing the mesh to deform uncontrollably in a checkerboard pattern without resisting any load.
To use reduced integration safely, finite element codes must apply hourglass stabilization algorithms to add artificial stiffness to these modes.

Extended chapter reference

Numerical integration order, Gauss points, reduced integration, and error control

Gaussian quadrature evaluates element matrices with the fewest possible sampling points for a target polynomial order. Correct integration is essential because under-integration can create false mechanisms while excessive integration adds cost without information.

Choose a quadrature order from the degree of the integrand.
Transform physical integrals into natural coordinates.
Distinguish exact, full, selective, and reduced integration.
Identify hourglass modes and integration-related locking.

Visual map

From formulation to verified result

Numerical Integration: Gauss Quadrature finite element workflowA six-stage engineering workflow from model definition through verification.Numerical Integration: Gauss QuadratureModel-to-evidence sequence1
Map domain
2
Inspect polynomial order
3
Select points
4
Evaluate integrand
5
Apply weights and det J
6
Check convergence
Each stage produces evidence for the next. A reliable result preserves traceability from the physical idealization to the final engineering check.

Equation sheet

Governing relationships

One-dimensional rule
$$\int_{-1}^{1}f(\xi)d\xi\approx\sum_{i=1}^{n}w_if(\xi_i)$$

n points exactly integrate polynomials through degree 2n-1.

Two-dimensional rule
$$I\approx\sum_i\sum_jw_iw_jf(\xi_i,\eta_j)$$

Tensor-product quadrature for quadrilateral elements.

Physical mapping
$$d\Omega=\det[J]d\hat{\Omega}$$

The Jacobian scales every integration weight.

Engineering comparison

Selection and interpretation table

StrategyPoint countBenefitRisk
FullEnough for stiffness polynomialStable standard responseCan lock in constrained behavior
ReducedOne order lowerFaster and may relieve lockingZero-energy hourglass modes
SelectiveDifferent terms use different rulesTargets volumetric/shear lockingMore formulation complexity
AdaptiveError-drivenEfficient for irregular integrandsBranching and overhead

Verification and application

Checks before accepting the result

  • Weights sum to parent-domain measure
  • det J is included
  • Rule order matches integrand
  • Reduced modes are stabilized

Industry application

A nearly incompressible elastomer can become artificially stiff with full integration. Selective reduced integration treats volumetric and deviatoric terms differently, preserving stability while avoiding volumetric locking.