Simpson’s Rule

Simpson’s rule is a numerical method that approximates the value of a definite integral by using quadratic
polynomials.

Let’s first derive a formula for the area under a parabola of equation y = ax2 + bx + c passing through the
three points: (−h, y0 ), (0, y1 ), (h, y2 ).
y
y = ax2 + bx + c

(0, y1 )
(h, y2 )

(−h, y0 )
y1
y2
y0
∆x
x
−h 0 h

Z h
A= (ax2 + bx + c) dx
−h
h
ax3 bx2

= + + cx 

3 2 
−h
2ah3
= + 2ch
3
h
2ah2 + 6c


=
3

Since the points (−h, y0 ), (0, y1 ), (h, y2 ) are on the parabola, they satisfy y = ax2 + bx + c. Therefore,

y0 = ah2 − bh + c
y1 = c
y2 = ah2 + bh + c

Observe that
y0 + 4y1 + y2 = (ah2 − bh + c) + 4c + (ah2 + bh + c) = 2ah2 + 6c.
Therefore, the area under the parabola is
h ∆x
A= (y0 + 4y1 + y2 ) = (y0 + 4y1 + y2 ) .
3 3

Gilles Cazelais. Typeset with LATEX on April 23, 2008.

We consider the definite integral
Z b
f (x) dx.
a

We assume that f (x) is continuous on [a, b] and we divide [a, b] into an even number n of subintervals of
equal length
b−a
∆x =
n
using the n + 1 points

x0 = a, x1 = a + ∆x, x2 = a + 2∆x, ..., xn = a + n∆x = b.

We can compute the value of f (x) at these points.

y0 = f (x0 ), y1 = f (x1 ), y2 = f (x2 ), ..., yn = f (xn ).

y

y4
y0 yn
y1 y3
y2 yn−2
yn−1

x
a = x0 x1 x2 x3 x4 ··· ··· xn−2 xn−1 xn = b
∆x

We can estimate the integral by adding the areas under the parabolic arcs through three successive points.
Z b
∆x ∆x ∆x
f (x) dx ≈ (y0 + 4y1 + y2 ) + (y2 + 4y3 + y4 ) + · · · + (yn−2 + 4yn−1 + yn )
a 3 3 3

By simplifying, we obtain Simpson’s rule formula.

Z b
∆x
f (x) dx ≈ (y0 + 4y1 + 2y2 + 4y3 + 2y4 + · · · + 4yn−1 + yn )
a 3

Example. Use Simpson’s rule with n = 6 to estimate

Z 4p
1 + x3 dx.
1

4−1
Solution. For n = 6, we have ∆x = 6 = 0.5. We compute the values of y0 , y1 , y2 , . . . , y6 .

x 1 1.5 2 2.5 3 3.5 4

√ √ √ √ √ √ √
y = 1 + x3 2 4.375 3 16.625 28 43.875 65

Therefore,
4
0.5 √ √ √ √ √ √ 
Z p
1 + x3 dx ≈ 2 + 4 4.375 + 2(3) + 4 16.625 + 2 28 + 4 43.875 + 65
1 3
≈ 12.871