Numerical Method For Solving Double Integral Using Gauss-Legendre Integration

Abstract

In this thesis, we have solved the double integrals by extending Gauss-Legendre rule on the rectangular regions [a,b]x[c,d].The given region of integration are transformed to [−1,1]x [−1,1] is evaluated as the functional values at each nodal point of integration. Finally, we applied the Gauss-Legendre rule. The error analysis of the double integrals by extending Gauss-Legendre rule is also discussed in this thesis. Examples are taken in order to check the validity of the method; and it is shown that the method is more accurate as we have considered more Gauss sample points