New Gaussian integration schemes are presented for the efficient and accurate evaluation of weak form integrals in the extended finite element method. For discontinuous functions, we construct Gauss-like quadrature rules over arbitrarily-shaped elements in two dimensions without the need for partitioning the finite element. A point elimination algorithm is used in the construction of the quadra...

In this paper we suggest a Stata routine for multinomial logit models with unobserved heterogeneity using maximum simulated likelihood based on Halton sequences. The purpose of this paper is twofold: First, we provide a description of the technical implementation of the estimation routine and discuss its properties. Further, we compare our estimation routine to the Stata program gllamm which so...

This paper first presents a Gauss Legendre quadrature method for numerical integration of I 1⁄4 R R T f ðx; yÞdxdy, where f(x,y) is an analytic function in x, y and T is the standard triangular surface: {(x,y)j0 6 x, y 6 1, x + y 6 1} in the Cartesian two dimensional (x,y) space. We then use a transformation x = x(n,g), y = y(n,g) to change the integral I to an equivalent integral R R S f ðxðn;...

The electrostatic interpretation of the Jacobi–Gauss quadrature points is exploited to obtain interpolation points suitable for approximation of smooth functions defined on a simplex. Moreover, several new estimates, based on extensive numerical studies, for approximation along the line using Jacobi–Gauss–Lobatto quadrature points as the nodal sets are presented. The electrostatic analogy is ex...

A common type of integral to solve numerically in computational room acoustics and other applications is the diffraction integral. Various formulations are encountered but they are usually of the Fourier-type, which means an oscillating integrand which becomes increasingly expensive to compute for increasing frequencies. Classical asympotic solution methods, such as the stationary-phase method,...

The RK5GL3 method is a numerical method for solving initial value problems in ordinary differential equations, and is based on a combination of a fifth-order Runge-Kutta method and 3-point Gauss-Legendre quadrature. In this paper we describe an effective local error control algorithm for RK5GL3, which uses local extrapolation with an eighth-order Runge-Kutta method in tandem with RK5GL3, and a ...

It is advisable to refer to the publisher's version if you intend to cite from the work. Abstract. Galerkin discretizations of integral operators in R d require the evaluation of integrals S (1) S (2) f (x, y) dydx,w h e r eS (1) ,S (2) are d-dimensional simplices and f has a singularity at x = y. In [A. Chernov, T. von Petersdorff, and C. Schwab, M2A NM a t h .M o d e l .N u m e r .A n a l. , ...

In this paper Gauss-Radau and Gauss-Lobatto quadrature rules are presented to evaluate the rational integrals of the element matrix for a general quadrilateral. These integrals arise in finite element formulation for second order Partial Differential Equation via Galerkin weighted residual method in closed form. Convergence to the analytical solutions and efficiency are depicted by numerical ex...

High-order triangle-based discontinuous Galerkin (DG) methods for hyperbolic equations on a rotating sphere are presented. The DG method can be characterized as the fusion of finite elements with finite volumes. This DG formulation uses high-order Lagrange polynomials on the triangle using nodal sets up to 15th order. The finite element-type area integrals are evaluated using order 2N Gauss cub...

An efficient algorithm for the accurate computation of Gauss–Legendre and Gauss– Jacobi quadrature nodes and weights is presented. The algorithm is based on Newton’s root-finding method with initial guesses and function evaluations computed via asymptotic formulae. The n-point quadrature rule is computed in O(n) operations to an accuracy of essentially double precision for any n ≥ 100.