Difference between revisions of "Simpson's rule"
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==Composite Simpson's Rule== | ==Composite Simpson's Rule== | ||
| − | Simpson's Rule can be applied to segments of an integral, effectively making it a Riemann Integral. | + | Simpson's Rule can be applied to segments of an integral, effectively making it a [[Riemann Integral]]. |
<br />If the interval <math>[a,b]</math> is split into <math>N</math> segments, with <math>N</math> as an even number, there is a formula that can be used to solve for the integral. | <br />If the interval <math>[a,b]</math> is split into <math>N</math> segments, with <math>N</math> as an even number, there is a formula that can be used to solve for the integral. | ||
<br />Note that: | <br />Note that: | ||
Revision as of 01:37, December 31, 2008
| This article/section deals with mathematical concepts appropriate for late high school or early college. |
In Calculus, Simpson's Rule is a method of approximating integrals by using parabolas or other higher order polynomial expressions. It is named after its discoverer, Thomas Simpson[1].
Simpson's Rule
Specifically, Simpson's Rule states:
![{\displaystyle \int _{a}^{b}f(x)dx\approx {{b-a} \over 6}\left[f(a)+4f\left({{a+b} \over 2}\right)+f(b)\right]}](https://wikimedia.org/api/rest_v1/media/math/render/svg/cba32af01207b53b231f6eb4b24c64c112324a15)
Example 1
Given:
We can use Simpson's Rule to get a quick approximation of the actual value of the definite integral.
Now we can evaluate the integral:
![{\displaystyle {{4-1} \over 6}\left[3+4(7.875)-3\right]=\left({1 \over 2}\right)(31.5)=15.75}](https://wikimedia.org/api/rest_v1/media/math/render/svg/e08657fd97fa70e12ed006b7075aeed3e5674b00)
If we solve this using integration, we find that Simpson's Rule gave the exact value for the definite integral. However, this is rarely the case.
Composite Simpson's Rule
Simpson's Rule can be applied to segments of an integral, effectively making it a Riemann Integral.
If the interval is split into segments, with as an even number, there is a formula that can be used to solve for the integral.
Note that:
![{\displaystyle [a,b]}](https://wikimedia.org/api/rest_v1/media/math/render/svg/9c4b788fc5c637e26ee98b45f89a5c08c85f7935)
As an extension of Simpson's Rule, we can find that:
![{\displaystyle \int _{a}^{b}f(x)\,dx\approx {\frac {h}{3}}{\bigg [}f(x_{0})+2\sum _{j=1}^{n/2-1}f(x_{2j})+4\sum _{j=1}^{n/2}f(x_{2j-1})+f(x_{n}){\bigg ]}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/db53532cd1e553c0aaa4de2912b377ad2709aa85)
The above formula can be rewritten as:
![{\displaystyle \int _{a}^{b}f(x)\,dx\approx {\frac {h}{3}}{\bigg [}f(x_{0})+4f(x_{1})+2f(x_{2})+4f(x_{3})+2f(x_{4})+\cdots +4f(x_{n-1})+f(x_{n}){\bigg ]}}](https://wikimedia.org/api/rest_v1/media/math/render/svg/8029db8932a90d0c6489e71bb594924cb546065e)
- The formulas above do not work unless is even.
Other Versions of Simpson's Rule
There are a few other rules that Simpson proved. For example, Simpson's 3/8 Rule[2] shows that cubic functions can be used to approximate integrals.