My 2019 Mathematics A To Z: Quadrature


I got a good nomination for a Q topic, thanks again to goldenoj. It was for Qualitative/Quantitative. Either would be a good topic, but they make a natural pairing. They describe the things mathematicians look for when modeling things. But ultimately I couldn’t find an angle that I liked. So rather than carry on with an essay that wasn’t working I went for a topic of my own. Might come back around to it, though, especially if nothing good presents itself for the letter X, which will probably need to be a wild card topic anyway.

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Quadrature.

We like comparing sizes. I talked about that some with norms. We do the same with shapes, though. We’d like to know which one is bigger than another, and by how much. We rely on squares to do this for us. It could be any shape, but we in the western tradition chose squares. I don’t know why.

My guess, unburdened by knowledge, is the ancient Greek tradition of looking at the shapes one can make with straightedge and compass. The easiest shape these tools make is, of course, circles. But it’s hard to find a circle with the same area as, say, any old triangle. Squares are probably a next-best thing. I don’t know why not equilateral triangles or hexagons. Again I would guess that the ancient Greeks had more rectangular or square rooms than the did triangles or hexagons, and went with what they knew.

So that’s what lurks behind that word “quadrature”. It may be hard for us to judge whether this pentagon is bigger than that octagon. But if we find squares that are the same size as the pentagon and the octagon, great. We can spot which of the squares is bigger, and by how much.

Straightedge-and-compass lets you find the quadrature for many shapes. Like, take a rectangle. Let me call that ABCD. Let’s say that AB is one of the long sides and BC one of the short sides. OK. Extend AB, outwards, to another point that I’ll call E. Pick E so that the length of BE is the same as the length of BC.

Next, bisect the line segment AE. Call that point F. F is going to be the center of a new semicircle, one with radius FE. Draw that in, on the side of AE that’s opposite the point C. Because we are almost there.

Extend the line segment CB upwards, until it touches this semicircle. Call the point where it touches G. The line segment BG is the side of a square with the same area as the original rectangle ABCD. If you know enough straightedge-and-compass geometry to do that bisection, you know enough to turn BG into a square. If you’re not sure why that’s the correct length, you can get there quickly. Use a little algebra and the Pythagorean theorem.

Neat, yeah, I agree. Also neat is that you can use the same trick to find the area of a parallelogram. A parallelogram has the same area as a square with the same bases and height between them, you remember. So take your parallelogram, draw in some perpendiculars to share that off into a rectangle, and find the quadrature of that rectangle. you’ve got the quadrature of your parallelogram.

Having the quadrature of a parallelogram lets you find the quadrature of any triangle. Pick one of the sides of the triangle as the base. You have a third point not on that base. Draw in the parallel to that base that goes through that third point. Then choose one of the other two sides. Draw the parallel to that side which goes through the other point. Look at that: you’ve got a parallelogram with twice the area of your original triangle. Bisect either the base or the height of this parallelogram, as you like. Then follow the rules for the quadrature of a parallelogram, and you have the quadrature of your triangle. Yes, you’re doing a lot of steps in-between the triangle you started with and the square you ended with. Those steps don’t count, not by this measure. Getting the results right matters.

And here’s some more beauty. You can find the quadrature for any polygon. Remember how you can divide any polygon into triangles? Go ahead and do that. Find the quadrature for every one of those triangles then. And you can create a square that has an area as large as all those squares put together. I’ll refrain from saying quite how, because realizing how is such a delight, one of those moments that at least made me laugh at how of course that’s how. It’s through one of those things that even people who don’t know mathematics know about.

With that background you understand why people thought the quadrature of the circle ought to be possible. Moreso when you know that the lune, a particular crescent-moon-like shape, can be squared. It looks so close to a half-circle that it’s obvious the rest should be possible. It’s not, and it took two thousand years and a completely different idea of geometry to prove it. But it sure looks like it should be possible.

Along the way to modernity quadrature picked up a new role. This is as part of calculus. One of the legs of calculus is integration. There is an interpretation of what the (definite) integral of a function means so common that we sometimes forget it doesn’t have to be that. This is to say that the integral of a function is the area “underneath” the curve. That is, it’s the area bounded by the limits of integration, by the horizontal axis, and by the curve represented by the function. If the function is sometimes less than zero, within the limits of integration, we’ll say that the integral represents the “net area”. Then we allow that the net area might be less than zero. Then we ignore the scolding looks of the ancient Greek mathematicians.

No matter. We love being able to find “the” integral of a function. This is a new function, and evaluating it tells us what this net area bounded by the limits of integration is. Finding this is “integration by quadrature”. At least in books published back when they wrote words like “to-day” or “coördinate”. My experience is that the term’s passed out of the vernacular, at least in North American Mathematician’s English.

Anyway the real flaw is that there are, like, six functions we can find the integral for. For the rest, we have to make do with approximations. This gives us “numerical quadrature”, a phrase which still has some currency.

And with my prologue about compass-and-straightedge quadrature you can see why it’s called that. Numerical integration schemes often rely on finding a polynomial with a part that looks like a graph of the function you’re interested in. The other edges look like the limits of the integration. Then the area of that polygon should be close to the area “underneath” this function. So it should be close to the integral of the function you want. And we’re old hands at how the quadrature of polygons, since we talked that out like five hundred words ago.

Now, no person ever has or ever will do numerical quadrature by compass-and-straightedge on some function. So why call it “numerical quadrature” instead of just “numerical integration”? Style, for one. “Quadrature” as a word has a nice tone, clearly jargon but not threateningly alien. Also “numerical integration” often connotes the solving differential equations numerically. So it can clarify whether you’re evaluating integrals or solving differential equations. If you think that’s a distinction worth making. Evaluating integrals and solving differential equations are similar together anyway.

And there is another adjective that often attaches to quadrature. This is Gaussian Quadrature. Gaussian Quadrature is, in principle, a fantastic way to do numerical integration perfectly. For some problems. For some cases. The insight which justifies it to me is one of those boring little theorems you run across in the chapter introducing How To Integrate. It runs something like this. Suppose ‘f’ is a continuous function, with domain the real numbers and range the real numbers. Suppose a and b are the limits of integration. Then there’s at least one point c, between a and b, for which:

\int_a^b f(x) dx = f(c) \cdot (b - a)

So if you could pick the right c, any integration would be so easy. Evaluate the function for one point and multiply it by whatever b minus a is. The catch is, you don’t know what c is.

Except there’s some cases where you kinda do. Like, if f is a line, rising or falling with a constant slope from a to b? Then have c be the midpoint of a and b.

That won’t always work. Like, if f is a parabola on the region from a to b, then c is not going to be the midpoint. If f is a cubic, then the midpoint is probably not c. And so on. And if you don’t know what kind of function f is? There’s no guessing where c will be.

But. If you decide you’re only trying to certain kinds of functions? Then you can do all right. If you decide you only want to integrate polynomials, for example, then … well, you’re not going to find a single point c for this. But what you can find is a set of points between a and b. Evaluate the function for those points. And then find a weighted average by rules I’m not getting into here. And that weighted average will be exactly that integral.

Of course there’s limits. The Gaussian Quadrature of a function is only possible if you can evaluate the function at arbitrary points. If you’re trying to integrate, like, a set of sample data it’s inapplicable. The points you pick, and the weighting to use, depend on what kind of function you want to integrate. The results will be worse the less your function is like what you supposed. It’s tedious to find what these points are for a particular assumption of function. But you only have to do that once, or look it up, if you know (say) you’re going to use polynomials of degree up to six or something like that.

And there are variations on this. They have names like the Chevyshev-Gauss Quadrature, or the Hermite-Gauss Quadrature, or the Jacobi-Gauss Quadrature. There are even some that don’t have Gauss’s name in them at all.

Despite that, you can get through a lot of mathematics not talking about quadrature. The idea implicit in the name, that we’re looking to compare areas of different things by looking at squares, is obsolete. It made sense when we worked with numbers that depended on units. One would write about a shape’s area being four times another shape’s, or the length of its side some multiple of a reference length.

We’ve grown comfortable thinking of raw numbers. It makes implicit the step where we divide the polygon’s area by the area of some standard reference unit square. This has advantages. We don’t need different vocabulary to think about integrating functions of one or two or ten independent variables. We don’t need wordy descriptions like “the area of this square is to the area of that as the second power of this square’s side is to the second power of that square’s side”. But it does mean we don’t see squares as intermediaries to understanding different shapes anymore.


Thank you again for reading. This essay and all the others written for the Fall 2019 A to Z should be at this link. This should include, later this week, something for the letter R. And all of the A to Z essays ought to be at this link.

Author: Joseph Nebus

I was born 198 years to the day after Johnny Appleseed. The differences between us do not end there. He/him.

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