4.

12 Simpson’s Rules

Figure 6.4. Simpson’s 1/3 rule.

Simpson’s 1/ 3 rule can be obtained from Newton-Cotes formulas with n = 2; that is, by passing a parabolic interpolant through three adjacent nodes, as shown in Figure 6.4.
b
The area under the parabola, which represents an approximation of ∫ f (x) dx , is

(a)
 Figure 6.5. Composite Simpson’s 1/3 rule.

To obtain the composite Simpson’s 1/3 rule, the integration range (a, b) is divided into n panels (n even) of width h = (b − a)/n each, as indicated in Figure 6.5. Applying Eq. (a)
to two adjacent panels, we have

(b)

Substituting Eq. (b) into

yields
 (6.10)

The composite Simpson’s 1/3 rule in Eq. (6.10) is perhaps the best-known method of numerical integration. However, its reputation is somewhat undeserved, because the
trapezoidal rule is more robust and Romberg integration is more efficient.

The error in the composite Simpson’s rule is

(6.11)

from which we conclude that Eq. (6.10) is exact if f(x) is a polynomial of degree three or less.

Simpson’s 1/3 rule requires the number of panels n to be even. If this condition is not satisfied, we can integrate over the first (or last) three panels with Simpson’s 3/8 rule,

(6.12)

and use Simpson’s 1/3 rule for the remaining panels. The error in Eq. (6.12) is of the same order as in Eq. (6.10).

Illustrative Example:

2.5
Estimate ∫ f (x) dx  from the following data:

x 0 0.5 1.0 1.5 2.0 2.5

f(x) 1.5000 2.0000 2.0000 1.6364 1.2500 0.9565

Solution. We use Simpson’s rules because they are more accurate than the trapezoidal rule. Because the number of panels is odd, we compute the integral over the first
three panels by Simpson’s 3/8 rule, and use the 1/3 rule for the last two panels:

Reference:

Kiusalaas, J. (2013). Numerical Methods in Engineering with Python 3. USA: Cambridge University Press.