Chapter 07.

08
Simpson 3/8 Rule for Integration

After reading this chapter, you should be able to

1. derive the formula for Simpson’s 3/8 rule of integration,
2. use Simpson’s 3/8 rule it to solve integrals,
3. develop the formula for multiple-segment Simpson’s 3/8 rule of integration,
4. use multiple-segment Simpson’s 3/8 rule of integration to solve integrals,
5. compare true error formulas for multiple-segment Simpson’s 1/3 rule and multiple-
segment Simpson’s 3/8 rule, and
6. use a combination of Simpson’s 1/3 rule and Simpson’s 3/8 rule to approximate
integrals.

Introduction
The main objective of this chapter is to develop appropriate formulas for approximating the
integral of the form
b
I = ∫ f ( x)dx
a
(1)

Most (if not all) of the developed formulas for integration are based on a simple concept of
approximating a given function f (x) by a simpler function (usually a polynomial function)
f i (x) , where i represents the order of the polynomial function. In Chapter 07.03, Simpsons
1/3 rule for integration was derived by approximating the integrand f (x) with a 2nd order
(quadratic) polynomial function. f 2 ( x )
f 2 ( x) = a 0 + a1 x + a 2 x 2 (2)

07.08.1
07.08.2 Chapter 07.08

~
Figure 1 f ( x) Cubic function.

In a similar fashion, Simpson 3/8 rule for integration can be derived by approximating the
given function f (x) with the 3rd order (cubic) polynomial f 3 ( x )
f 3 ( x ) = a0 + a1 x + a 2 x 2 + a3 x 3 

a0  
a  
 (3)
= {1, x, x , x }×  
2 3 1

a 2 
  
a
 3 
which can also be symbolically represented in Figure 1.
Method 1
The unknown coefficients a0 , a1 , a 2 and a3 in Equation (3) can be obtained by substituting 4
known coordinate data points {x0 , f ( x0 )}, {x1 , f ( x1 )}, {x2 , f ( x2 )} and {x3 , f ( x3 )} into
Equation (3) as follows.
f ( x0 ) = a 0 + a1 x0 + a 2 x02 + a3 x02 

f ( x1 ) = a 0 + a1 x1 + a 2 x12 + a3 x12 
 (4)
f ( x 2 ) = a 0 + a1 x 2 + a 2 x 22 + a3 x 22 
f ( x3 ) = a 0 + a1 x3 + a 2 x32 + a3 x32 
Equation (4) can be expressed in matrix notation as
Simpson 3/8 Rule for Integration 07.08.3

1 x0 x02 x03  a 0   f ( x0 )
 3    
1 x1 x1 x1   a1  =  f ( x1 )
2
(5)
1 x 2 x 22 x 23  a 2   f ( x 2 )
 3    
1 x3 x3 x3   a3   f ( x3 )
2

The above Equation (5) can symbolically be represented as


[A]4×4 a4×1 = f 4×1 (6)
Thus,
 a1 
a  

a =  2  = [A] × f
−1
(7)
 a3 
 
a 4 
Substituting Equation (7) into Equation (3), one gets

{ }
f 3 ( x ) = 1, x, x 2 , x 3 × [A] × f
−1
(8)
As indicated in Figure 1, one has
x0 = a 
x1 = a + h 

b−a 
=a+ 
3 
2a + b 
= 
3

x 2 = a + 2h 
2b − 2a  (9)
=a+
3 
a + 2b 
= 
3

x3 = a + 3h 
3b − 3a 
=a+ 
3 
=b 

With the help from MATLAB [Ref. 2], the unknown vector a (shown in Equation 7) can be
solved for symbolically.

Method 2
Using Lagrange interpolation, the cubic polynomial function f 3 ( x ) that passes through 4
data points (see Figure 1) can be explicitly given as
07.08.4 Chapter 07.08

(x − x1 )(x − x2 )(x − x3 ) (x − x0 )(x − x2 )(x − x3 )

f 3 (x ) = × f (x0 ) + × f ( x1 )
(x0 − x1 )(x0 − x2 )(x0 − x3 ) (x1 − x0 )(x1 − x2 )(x1 − x3 )
(10)
(x − x0 )(x − x1 )(x − x3 ) (x − x0 )(x − x1 )(x − x2 )
+ × f ( x3 ) + × f ( x3 )
(x2 − x0 )(x2 − x1 )(x2 − x3 ) (x3 − x0 )(x3 − x1 )(x3 − x2 )
Simpsons 3/8 Rule for Integration
Substituting the form of f 3 ( x ) from Method (1) or Method (2),
b
I = ∫ f ( x )dx
a
b
≈ ∫ f 3 ( x )dx
a

= (b − a ) ×
{ f (x0 ) + 3 f (x1 ) + 3 f (x2 ) + f (x3 )} (11)
8
Since
b−a
h=
3
b − a = 3h
and Equation (11) becomes
3h
I≈ × { f ( x0 ) + 3 f ( x1 ) + 3 f ( x 2 ) + f ( x3 )} (12)
8
Note the 3/8 in the formula, and hence the name of method as the Simpson’s 3/8 rule.
The true error in Simpson 3/8 rule can be derived as [Ref. 1]
(b − a ) 5
Et = − × f ′′′′(ζ ) , where a ≤ ζ ≤ b (13)
6480
Example 1
The vertical distance in meters covered by a rocket from t = 8 to t = 30 seconds is given by
30 140000 
 
s = ∫  2000 ln   − 9.8t dt
8 140000 − 2100t  
Use Simpson 3/8 rule to find the approximate value of the integral.
Simpson 3/8 Rule for Integration 07.08.5

Solution
b−a
h=
n
b−a
=
3
30 − 8
=
3
= 7.3333
 140000 
f (t ) = 2000 ln   − 9.8t
140000 − 2100t 
3h
I ≈ × { f (t 0 ) + 3 f (t1 ) + 3 f (t 2 ) + f (t3 )}
8
t0 = 8
 140000 
f (t 0 ) = 2000 ln  − 9.8 × 8
 140000 − 2100 × 8 
= 177.2667

t = t + h
1 0
 = 8 + 7.3333

 = 15.3333
 140000
 f (t1 ) = 2000 ln 
 − 9.8 × 15.3333
  140000 − 2100 × 15.3333 
 = 372.4629


t = t + 2h
2 0
 = 8 + 2(7.3333)

 = 22.6666
 140000
 f (t 2 ) = 2000 ln 
 − 9.8 × 22.6666
  140000 − 2100 × 22.6666 
 = 608.8976

07.08.6 Chapter 07.08


t = t + 3h
3 0
 = 8 + 3(7.3333)

 = 30
 140000
 f (t3 ) = 2000 ln 
 − 9.8 × 30
  140000 − 2100 × 30 
 = 901.6740


Applying Equation (12), one has

3
I = × 7.3333 × {177.2667 + 3 × 372.4629 + 3 × 608.8976 + 901.6740}
8
= 11063.3104 m
The exact answer can be computed as
I exact = 11061.34 m

Multiple Segments for Simpson 3/8 Rule

Using n = number of equal segments, the width h can be defined as
b−a
h= (14)
n
The number of segments need to be an integer multiple of 3 as a single application of
Simpson 3/8 rule requires 3 segments.
The integral shown in Equation (1) can be expressed as
b
I = ∫ f ( x )dx
a
b
≈ ∫ f 3 ( x )dx
a
x3 x6 xn = b

≈ ∫ f (x )dx + ∫ f (x )dx + ........ + ∫ f (x )dx

x0 = a
3
x3
3
xn − 3
3 (15)

Using Simpson 3/8 rule (See Equation 12) into Equation (15), one gets
3h  f ( x0 ) + 3 f ( x1 ) + 3 f ( x 2 ) + f ( x3 ) + f ( x3 ) + 3 f ( x 4 ) + 3 f ( x5 ) + f ( x6 )
I=   (16)
8 + ..... + f ( x n −3 ) + 3 f ( x n − 2 ) + 3 f ( x n −1 ) + f ( x n ) 
3h  n −2 n −1 n −3

=  f ( x 0 ) + 3 ∑ f ( x i ) + 3 ∑ f ( x i ) + 2 ∑ f ( xi ) + f ( xn ) (17)
8  i =1, 4 , 7 ,.. i = 2 , 5,8,.. i =3, 6 , 9 ,.. 
Example 2
The vertical distance in meters covered by a rocket from t = 8 to t = 30 seconds is given by
Simpson 3/8 Rule for Integration 07.08.7

30
 140000  
s = ∫  2000 ln   − 9.8t dt
8 140000 − 2100t  
Use Simpson 3/8 multiple segments rule with six segments to estimate the vertical distance.
Solution
In this example, one has (see Equation 14):
 140000 
f (t ) = 2000 ln   − 9.8t
140000 − 2100t 
30 − 8
h= = 3.6666
6
{t0 , f (t0 )} = {8,177.2667}
{t1 , f (t1 )} = {11.6666,270.4104}where t1 = t0 + h = 8 + 3.6666 = 11.6666
{t 2 , f (t 2 )} = {15.3333,372.4629} where t 2 = t0 + 2h = 15.3333
{t3 , f (t3 )} = {19,484.7455} where t3 = t0 + 3h = 19
{t 4 , f (t 4 )} = {22.6666,608.8976} where t 4 = t0 + 4h = 22.6666
{t5 , f (t5 )} = {26.3333,746.9870} where t5 = t0 + 5h = 26.3333
{t6 , f (t6 )} = {30,901.6740} where t6 = t0 + 6h = 30
Applying Equation (17), one obtains:
3  n −2=4 n −1= 5 n − 3= 3

I = (3.6666 )177.2667 + 3 ∑ f (ti ) + 3 ∑ f (ti ) + 2 ∑ f (ti ) + 901.6740
8  i =1, 4 ,.. i = 2 , 5,.. i = 3, 6 ,.. 
177.2667 + 3(270.4104 + 608.8976 ) 
= (1.3750 ) 
+ 3(372.4629 + 746.9870 ) + 2(484.7455) + 901.6740
= 11,601.4696 m
Example 3
Compute
30 140000 
 
I = ∫ 2000 ln  − 9.8t dt ,
8  140000 − 2100t  
using Simpson 1/3 rule (with n1 = 4), and Simpson 3/8 rule (with n2 = 3).
Solution
The segment width is
b−a
h=
n
b−a
=
n1 + n2
07.08.8 Chapter 07.08

30 − 8
=
(4 + 3)
= 3.1429
 140000 
f (t ) = 2000 ln   − 9.8t
140000 − 2100t 
t0 = a = 8 
t1 = x0 + 1h = 8 + 3.1429 = 11.1429 

t 2 = t 0 + 2h = 8 + 2(3.1429 ) = 14.2857  Simpson' s 1/3 rule
t3 = t 0 + 3h = 8 + 3(3.1429 ) = 17.4286 

t 4 = t 0 + 4h = 8 + 4(3.1429 ) = 20.5714 
t5 = t 0 + 5h = 8 + 5(3.1429 ) = 23.7143
t 6 = t 0 + 6h = 8 + 6(3.1429 ) = 26.8571
t 7 = t 0 + 7 h = 8 + 7(3.1429 ) = 30
Now
 140,000 
f (t 0 = 8) = 2000 ln  − 9.8 × 8
 140,000 − 2100 × 8 
= 177.2667
Similarly:
f (t1 ) = 256.5863
f (t 2 ) = 342.3241
f (t3 ) = 435.2749
f (t 4 ) = 536.3909
f (t5 ) = 646.8260
f (t 6 ) = 767.9978
f (t 7 ) = 901.6740
For multiple segments (n1 = first 4 segments) , using Simpson 1/3 rule, one obtains (See
Equation 19):
 h 
( ) 
n1 −1= 3 n1 − 2 = 2
I1 =   f (t 0 ) + 4 ∑ f (ti ) + 2 ∑ f (ti ) + f t n1 
 3  i =1, 3,... i = 2 ,... 
h
=  { f (t 0 ) + 4( f (t1 ) + f (t3 )) + 2 f (t 2 ) + f (t 4 )}
3
 3.1429 
= {177.2667 + 4(256.5863 + 435.2749 ) + 2(342.3241) + 536.3909}
 3 
= 4364.1197
Simpson 3/8 Rule for Integration 07.08.9

For multiple segments (n2 = last 3 segments) , using Simpson 3/8 rule, one obtains (See
Equation 17):
 3h  
( )
n2 − 2 =1 n2 −1= 2 n2 − 3= 0
I 2 =   f (t 0 ) + 3 ∑ f (ti ) + 3 ∑ f (ti ) + 2 ∑ f (ti ) + f t n1 
 8  i =1, 3,... i = 2 ,... i = 3, 6 ,.. 
 3h 
=  { f (t 0 ) + 3 f (t1 ) + 3 f (t 2 ) + 2(no contribution ) + f (t3 )}
 8 
 3h 
=  { f (t 4 ) + 3 f (t5 ) + 3 f (t 6 ) + f (t 7 )}
 8 
3 
=  × 3.1429 {536.3909 + 3(646.8260) + 3(767.9978) + 901.6740}
8 
= 6697.3663
The mixed (combined) Simpson 1/3 and 3/8 rules give
I = I1 + I 2
= 4364.1197 + 6697.3663
= 11061m
Comparing the truncated error of Simpson 1/3 rule

Et = −
(b − a )5 × f ′′′′(ζ ) (18)
2880
With Simpson 3/8 rule (See Equation 12), it seems to offer slightly more accurate answer
than the former. However, the cost associated with Simpson 3/8 rule (using 3rd order
polynomial function) is significantly higher than the one associated with Simpson 1/3 rule
(using 2nd order polynomial function).
The number of multiple segments that can be used in the conjunction with Simpson
1/3 rule is 2, 4, 6, 8, … (any even numbers) for
b
I = ∫ f ( x)dx
a

h
≈  { f ( x0 ) + 4 f ( x1 ) + f ( x2 ) + f ( x2 ) + 4 f ( x3 ) + f ( x4 ) + ..... + f ( xn − 2 ) + 4 f ( xn −1 ) + f ( xn )}
3
 h  n −1 n−2

=   f ( x0 ) + 4 ∑ f ( xi ) + 2 ∑ f ( xi ) + f ( xn ) (19)
 3  i =1, 3,... i = 2 , 4 , 6... 
However, Simpson 3/8 rule can be used with the number of segments equal to 3,6,9,12,.. (can
be certain integers that are multiples of 3).
If the user wishes to use, say 7 segments, then the mixed Simpson 1/3 rule (for the first 4
segments), and Simpson 3/8 rule (for the last 3 segments) would be appropriate.
07.08.10 Chapter 07.08

Computer Algorithm for Mixed Simpson 1/3 and 3/8 Rule for Integration
Based on the earlier discussion on (single and multiple segments) Simpson 1/3 and 3/8 rules,
the following “pseudo” step-by-step mixed Simpson rules for estimating
b
I = ∫ f ( x)dx
a
can be given as
Step 1
User inputs information, such as
f (x) = integrand
n1 = number of segments in conjunction with Simpson 1/3 rule (a multiple of 2 (any
even numbers)
n2 = number of segments in conjunction with Simpson 3/8 rule (a multiple of 3)
Step 2
Compute
n = n1 + n2
b−a
h=
n
x0 = a
x1 = a + 1h
x 2 = a + 2h
.
.
xi = a + ih
.
.
x n = a + nh = b
Step 3
Compute result from multiple-segment Simpson 1/3 rule (See Equation 19)
 h  
n1 −1 n1 − 2
I 1 =    f ( x0 ) + 4 ∑ f ( xi ) + 2 ∑ f ( xi ) + f (xn1 ) (19, repeated)
 3  i =1, 3,... i = 2 , 4 , 6... 
Step 4
Compute result from multiple segment Simpson 3/8 rule (See Equation 17)
 3h  
n2 − 2 n2 −1 n2 − 3
( )
I 2 =    f ( x 0 ) + 3 ∑ f ( x i ) + 3 ∑ f ( x i ) + 2 ∑ f ( x i ) + f x n2  (17, repeated)
 8  i =1, 4 , 7... i = 2 , 5,8... i =3, 6 , 9 ,... 
Step 5
I ≈ I1 + I 2 (20)
Simpson 3/8 Rule for Integration
07.08.11

and print out the final approximated answer for I .

SIMPSON’S 3/8 RULE FOR INTEGRATION

Topic Simpson 3/8 Rule for Integration
Summary Textbook Chapter of Simpson’s 3/8 Rule for Integration
Major General Engineering
Authors Duc Nguyen
Date July 9, 2017
Web Site http://numericalmethods.eng.usf.edu