Exercise: double integral with Gauss-Legendre
Transforming a rectangle to [-1,1]×[-1,1] and solving a double integral with n=m=3.
Product of weights
ExampleIntegral of ln(x+2y)
Compute ∫_{1.4}^{2}∫_{1}^{1.5} ln(x+2y) dy dx with Gauss-Legendre and n=m=3.
The changes of variables are:
The product of Jacobians is :
With nodes 0, ±0.774597 and weights 0.888889, 0.555556, 0.555556:
The numerical result is 0.429554959579526.