Computers and Mathematics with Applications 53 (2007) 64–72

www.elsevier.com/locate/camwa

New error bounds for the Simpson’s quadrature

rule and applications
Nenad Ujević
Department of Mathematics, University of Split, Teslina 12/III, 21000 Split, Croatia

Received 17 June 2005; received in revised form 26 October 2006; accepted 12 December 2006

Abstract

New error bounds for the well-known Simpson’s quadrature rule are derived. If we use these bounds then we can apply the
Simpson’s rule to functions whose first, second or third derivatives are unbounded below or above. Furthermore, these error bounds
can be (much) better than some recently obtained bounds. Applications in numerical integration are also given.
c 2007 Elsevier Ltd. All rights reserved.

Keywords: Simpson’s rule; New error bounds; Improvements; Applications; Numerical integration

1. Introduction

In recent years a number of authors have written about Simpson’s inequality. For example, the mentioned inequality
is considered in [1–9]. Simpson’s inequality gives an error bound for the well-known Simpson’s quadrature rule:
Z b    
b−a a+b
f (t)dt = f (a) + 4 f + f (b) + E( f ), (1)
a 6 2
where a, b ∈ R, a < b. Here we suppose that f, f 0 , f 00 : [a, b] → R are absolutely continuous functions.
There are few known ways to express the term E( f ). The different variants of E( f ) give different estimations of
the error. The main aim of this paper is to point out some new estimations of E( f ). Similar type of inequalities are
given in [10] where a modified Simpson’s rule is considered.
Furthermore, we show that these new estimations can be (much) better than the following estimations (obtained
in [7]).
If f : [a, b] → R is such that f (n−1) is an absolutely continuous function and
γn ≤ f (n) (t) ≤ Γn , (a.e.) on [a, b] ,
for some real constants γn and Γn , then for n = 1, 2, 3, we have
Z b    
b−a a+b
(t)dt (a) (b)  ≤ Cn (Γn − γn )(b − a)n+1 ,
 
 f − f + 4 f + f (2)

a 6 2 

E-mail address: ujevic@pmfst.hr.

c 2007 Elsevier Ltd. All rights reserved.

0898-1221/$ - see front matter
doi:10.1016/j.camwa.2006.12.008
 N. Ujević / Computers and Mathematics with Applications 53 (2007) 64–72 65

where
5 1 1
C1 = , C2 = , C3 = . (3)
72 162 1152
Applications of the above mentioned results in numerical integration are also given.

2. Main results

Theorem 1. Let f : [a, b] → R be an absolutely continuous function with γ1 ≤ f 0 (t), (a.e.) on [a, b], for some
constant γ1 ∈ R. Then
Z b    
b−a a+b  1
(t)dt (a) (b)  ≤ (S − γ1 )(b − a)2 ,

 f − f + 4 f + f (4)

a 6 2  3

where S = f (b)−
b−a
f (a)
. If there exists a constant Γ1 ∈ R such that f 0 (t) ≤ Γ1 , (a.e.) on [a, b] then
Z b    
b−a a+b  1
f (t)dt − f (a) + 4 f + f (b)  ≤ (Γ1 − S)(b − a)2 .

 (5)

a 6 2 3
Proof. We define
 
5a + b a+b

t −

 , t ∈ a,
6 2
S1 (t) =   (6)
a + 5b a+b
, ,b .

t −
 t∈
6 2
Integrating by parts, we obtain
Z b     Z b
b−a a+b
S1 (t) f (t)dt =
0
f (a) + 4 f + f (b) − f (t)dt. (7)
a 6 2 a
Let C be a constant. Then we have
Z b Z b
S1 (t) f (t)dt =
0
S1 (t) f 0 (t) − C dt,
 
(8)
a a
Rb
since a S1 (t)dt = 0.
From (8) it follows
Z b  Z b

S1 (t) f (t)dt  = 
0
S1 (t) f (t) − C dt 
0
    



a a
Z b
≤ max |S1 (t)|  f (t) − C  dt.
 0 
(9)
t∈[a,b] a
If we choose C = γ1 in (9) then we have
Z b
 f (t) − γ1  dt = f (b) − f (a) − (b − a)γ1
 0 
a
f (b) − f (a)
 
= − γ1 (b − a)
b−a
= (S − γ1 )(b − a), (10)
since f 0 (t)
≥ γ1 , t ∈ [a, b].
We also have
b−a
max |S1 (t)| = . (11)
t∈[a,b] 3
From (7)–(11) we easily get (4).
66 N. Ujević / Computers and Mathematics with Applications 53 (2007) 64–72

If we choose C = Γ1 then we have

Z b
 f (t) − Γ1  dt = Γ1 (b − a) − f (b) + f (a)
 0 
a
= (Γ1 − S)(b − a). (12)
From (7), (9), (11) and (12) we get (5). 
It is interesting to compare the inequality
Z b    
(t)dt
b−a
(a)
a+b
(b)  ≤ 5 (Γ1 − γ1 )(b − a)2
 
 f − f + 4 f + f (13)

a 6 2  72

(see Section 1) with the inequalities (4) or (5). For that purpose, we can use the monomials 1, t, t 2 , . . . or t λk , λk ≥ 0.
These monomials play a very important role in approximation theory ([11, pp. 139–144]). For example, they have
dense linear span in the space C [a, b]. If f is continuously differentiable on [a, b] and ε > 0 then there is a polynomial
p such that k f − pk∞ < ε and f 0 − p 0 ∞ < ε ([11, p. 37]). Besides, it is easy to work with them.
Further, it is known that E( f ) = E( f + t k ) (E is defined by (1)), for k = 0, 1, 2, 3, since the Simpson’s rule is
exact for t k , k = 0, 1, 2, 3. Thus, we also choose k > 3.

Example 2. Let us choose a = 0, b > 0 and f (t) = t k , k > 3. Then we have

f 0 (t) = kt k−1 , k > 3, γ1 = 0, Γ1 = kbk−1 .
The right-hand side of (13) becomes
5k k+1
R.H.S. (13) = b . (14)
72
The right-hand side of (4) becomes
1 k+1
R.H.S. (4) = b . (15)
3
From (14) and (15) we see that (4) is better than (13), if k > 24 24
5 . In fact, if k  5 then (4) is much better than (13).
Hence, we can expect that the estimations (4) and (5) will be (much) better than the estimation (13) if the considered
function (integrand) has an “exponential behavior”. This is illustrated in Section 3 — see Example 15.
In [11] the author consider the problem of best uniform approximation of a given function f ∈ C [a, b] by elements
from Pn , the subspace of algebraic polynomials of degree at most n in C [a, b]. The problem has a solution (possibly
more than one), which we’re chosen to write as pn∗ . We set

G n ( f ) = min k f − pk∞ = f − pn∗ ∞ .

(16)
p∈Pn
Rb
Remark 3. We can consider an arbitrary function S1 (t) (of the same type as the function (6)) such that a S1 (t)dt = 0.
In such a case we shall obtain a different quadrature rule, for example, the trapezoidal quadrature rule. However, if
the function S1 (t) is given as in this paper then we have the following important property.
It is not difficult to verify that
Z b
t k S1 (t)dt = 0, for k = 0, 1, 2
a
if S1 (t) is given by (6).
Thus, if f 0 ∈ C [a, b] then we have
Z b    
(t)dt
b−a
(a)
a+b
(b)  ≤ 5 G 2 ( f 0 )(b − a)2 .
 
 f − f + 4 f + f

a 6 2  36

Note also that, in this case, p0∗ = Γ1 +γ

2 .
1
 N. Ujević / Computers and Mathematics with Applications 53 (2007) 64–72 67
R1 √ √
Example 4. We now consider the integral 0 f (t)dt, where f (t) = t such that f 0 (t) = 1/(2 t). It is obvious
that f 0 (t) is unbounded in the interval (0, 1) and we cannot apply the estimation of the type (13). In other words, for
this simple example we cannot estimate the error using the estimation of the type (13) or some other (classical) type
of estimation. On the other hand, the derivative f 0 (t) is bounded below in the interval (0, 1) and we can apply the
estimation of the type (4).

Theorem 5. Let f : [a, b] → R be a function such that f 0 is absolutely continuous with γ2 ≤ f 00 (t) (a.e.) on [a, b]
for some constant γ2 ∈ R. Then
Z b    
b−a a+b 1
f (t)dt − f (a) + 4 f + f (b)  ≤ (S − γ2 )(b − a)3 ,
 
 (17)

a 6 2 24
f 0 (b)− f 0 (a)
where S = b−a . If there exists a constant Γ2 ∈ R such that f 00 (t) ≤ Γ2 , (a.e.) on [a, b] then
b
Z    
b−a a+b 1
f (t)dt − f (a) + 4 f + f (b)  ≤ (Γ2 − S)(b − a)3 .
 
 (18)

a 6 2 24
Proof. We define
   
1 2a + b a+b

 (t − a) t − , t ∈ a,


2 3 2
S2 (t) =     (19)
1 a + 2b a + b
 (t − b) t − , t∈ ,b .


2 3 2
Integrating by parts, we obtain
Z b Z b
00
S2 (t) f (t)dt = − S1 (t) f 0 (t)dt
a a
b−a
 
a+b
  Z b
=− f (a) + 4 f + f (b) + f (t)dt, (20)
6 2 a

where S1 (t) is defined by (6).

Rb
It is not difficult to verify that a S2 (t)dt = 0. Thus,
Z b Z b h 00 i
S2 (t) f 00 (t)dt = S2 (t) f (t) − C dt, (21)
a a
where C = const.
From (21) we have
Z b  Z b h 00 i 
00
(t) (t)dt S2 (t) f (t) − C dt 
  

 S2 f =
 
a a
Z b  00 
≤ max |S2 (t)|  f (t) − C  dt. (22)
 
t∈[a,b] a

If we choose C = γ2 in (22) then we have

Z b
 f (t) − γ2  dt = f 0 (b) − f 0 (a) − (b − a)γ2
 00 
a
f (b) − f 0 (a)
 0 
= − γ2 (b − a)
b−a
= (S − γ2 )(b − a), (23)
since f 00 (t) ≥ γ2 , t ∈ [a, b].
68 N. Ujević / Computers and Mathematics with Applications 53 (2007) 64–72

On the other hand, we have

(b − a)2
max |S2 (t)| = . (24)
t∈[a,b] 24
From (20)–(24) we easily get (17).
If we choose C = Γ2 in (21) then we get
Z b h 00 i  Z b
(t) (t) (t)|  f (t) − Γ2  dt
  00 
 S2 f − Γ 2 dt  ≤ max |S2

a
 t∈[a,b] a
(b − a)3
≤ (Γ2 − S).
24
This completes the proof. 
We now compare the inequality
Z b    
b−a a+b 1
f (t)dt − f (a) + 4 f + f (b)  ≤ (Γ2 − γ2 )(b − a)3
 
 (25)

a 6 2 162
(see Section 1) with the inequality (17).

Example 6. Let us choose f (t) = t k , k > 3 and a = 0, b > 0. Then we have

f 0 (t) = kt k−1 , f 00 (t) = k(k − 1)t k−2 , γ2 = 0, Γ2 = k(k − 1)bk−2 .
The right-hand side of (25) becomes
k(k − 1) k+1
R.H.S. (25) = b . (26)
162
The right-hand side of (17) becomes
k k+1
R.H.S. (17) = b . (27)
24
From (26) and (27) we see that (17) is better than (25), if k > 31
4 . In fact, if k  31
4 then (17) is much better than (25).

Remark 7. We have
Z b Z b
S2 (t)dt = t S2 (t)dt = 0.
a a
Thus,
b (b − a)3
Z    
b−a a+b
f (t)dt − f (a) + 4 f + f (b)  ≤ G 1 ( f 00 ) ,
 


a 6 2 162
where G 1 ( f ) is defined by (16). Note also that, in this case, p0∗ = Γ2 +γ
2 .
2

Theorem 8. Let f : [a, b] → R be a function such that f 00 is absolutely continuous with γ3 ≤ f 000 (t) (a.e.) on [a, b].
Then
Z b    
b−a a+b 1
f (t)dt − f (a) + 4 f + f (b)  ≤ (S − γ3 )(b − a)4 ,
 
 (28)

a 6 2 324

where S = f (b)− f (a)

00 00
b−a . If there exists a constant Γ3 ∈ R such that f 000 (t) ≤ Γ3 (a.e.) on [a, b] then
Z b    
b−a a+b 1
f (t)dt − f (a) + 4 f + f (b)  ≤ (Γ3 − S)(b − a)4 .
 
 (29)

a 6 2 324
 N. Ujević / Computers and Mathematics with Applications 53 (2007) 64–72 69

Proof. We define
   
1 a+b a+b

 (t − a) t − , t ∈ a,

 2
6 2 2
S3 (t) =     (30)
1 a + b a + b
 (t − b)2 t − , t∈ ,b .


6 2 2
Integrating by parts, we have
Z b Z b Z b
00
S3 (t) f 000 (t)dt = − S2 (t) f (t)dt = S1 (t) f 0 (t)dt
a a a
b−a
 
a+b
  Z b
= f (a) + 4 f + f (b) − f (t)dt. (31)
6 2 a

(S1 (t) is given by (6) and S2 (t) is given by (19).)

On the other hand, we have
Z b Z b
S3 (t) f 000 (t)dt = S3 (t) f 000 (t) − C dt,
 
(32)
a a
Rb
where C = const., since a S3 (t)dt = 0.
From (32) it follows
Z b  Z b 
S3 (t) f (t)dt  = 
000
S3 (t) f (t) − C dt 
    000  
  

a a
Z b
≤ max |S3 (t)|  f (t) − C  dt.
 000 
(33)
t∈[a,b] a

If we choose C = γ3 in (33) then we have

Z b
 f (t) − γ3  dt = f 00 (b) − f 00 (a) − (b − a)γ3
 000 
a
f (b) − f 00 (a)
 00 
= − γ3 (b − a)
b−a
= (S − γ3 )(b − a), (34)
since f 000 (t) ≥ γ3 , t ∈ [a, b].
On the other hand, we have

(b − a)3
max |S3 (t)| = . (35)
t∈[a,b] 324
From (31)–(35) we easily get (28).
In a similar way we get (29). 

We now compare the inequality

Z b    
(t)dt
b−a
(a)
a+b
(b)  ≤ 1 (Γ3 − γ3 )(b − a)4
 
 f − f + 4 f + f (36)

a 6 2  1152

(see Section 1) with the inequality (28).

Example 9. Let us choose f (t) = t k , k > 3 and a = 0, b > 0. Then we have

f 00 (t) = k(k − 1)t k−2 , f 000 (t) = k(k − 1)(k − 2)t k−3 , γ3 = 0, Γ3 = k(k − 1)(k − 2)bk−3 .
70 N. Ujević / Computers and Mathematics with Applications 53 (2007) 64–72

The right-hand side of (36) becomes

k(k − 1)(k − 2) k+1
R.H.S. (36) = b . (37)
1152
The right-hand side of (28) becomes
k(k − 1) k+1
R.H.S. (28) = b . (38)
324
From (37) and (38) we see that (28) is better than (36), if k > 41
9 . In fact, if k  41
9 then (28) is much better than (36).

3. Applications

From (2) we easily get the following theorem.

Theorem 10. Let f : [a, b] → R be a function such that f (n) is absolutely continuous with γn ≤ f (n) (t) ≤ Γn , (a.e.)
on [a, b], for some constants γn , Γn ∈ R, n ∈ {1, 2, 3}. Then
Z b
f (t)dt = T (π, f ) + Rn (π, f ),
a
where π represents the subdivision {a = x0 < x1 < · · · < xm = b} of the interval [a, b], h i = xi+1 − xi and
1 m−1
X    
xi + xi+1
T (π, f ) = h i f (xi ) + 4 f + f (xi+1 ) .
6 i=0 2
The error Rn (π, f ) satisfies
m−1
X
|Rn (π, f )| ≤ Cn (Γn − γn ) h in+1 , (39)
i=0
5 1 1
where C1 = 72 , C2 = 162 , C3 = 1152 .

Proof. Apply (13), (25) and (36) to the intervals xi , xi+1 and sum. Then the triangle inequality gives the proof.
 


Theorem 11. Let f : [a, b] → R be a function such that f (n) is absolutely continuous with γn ≤ f (n) (t), (a.e.) on
[a, b], for some constant γn ∈ R, n ∈ {1, 2, 3}. Then
Z b
f (t)dt = T (π, f ) + Q n (π, f ) (40)
a
and
m−1
X
|Q n (π, f )| ≤ K n (Sni − γn )h in+1 , (41)
i=0
(xi+1 )− f(n−1)
(xi ) (n−1)
where K 1 = 31 , K 2 = 24 1 1
, K 3 = 324 , Sni = f hi , i = 0, 1, . . . , m − 1 and π represents the subdivision
{a = x0 < x1 < · · · < xm = b} of the interval [a, b], h i = xi+1 − xi . If there exist a constant Γn ∈ R such that
f (n) (t) ≤ Γn , (a.e.) on [a, b], then
Z b
f (t)dt = T (π, f ) + Pn (π, f ), (42)
a
where
m−1
X
|Pn (π, f )| ≤ K n (Γn − Sni )h in+1 . (43)
i=0

Proof. If we apply Theorems 1, 5 and 8 to the interval xi , xi+1 then we get

 
 N. Ujević / Computers and Mathematics with Applications 53 (2007) 64–72 71

xi+1
Z    
hi xi + xi+1
f (t)dt − f (xi ) + 4 f + f (xi+1 )  ≤ K n (Sni − γn )h in+1 ,
 
 (44)

xi 6 2
for i = 0, 1, 2, . . . , m − 1, n = 1, 2, 3.
On the other hand, we have
Z xi+1     Z xi+1
hi xi + xi+1 h i
f (t)dt − f (xi ) + 4 f + f (xi+1 ) = Sn (t) f (n) (t) − γn dt,
xi 6 2 xi
for i = 0, 1, 2, . . . , m − 1, n = 1, 2, 3.
If we now sum the above relation over i from 0 to m − 1 then we get (40). We use the triangle inequality and (44)
to get (41).
In a similar way we can get (42) and (43). 

Remark 12. If we choose h i = h = (b − a)/m then the inequalities (41) and (43) become
(b − a)n+1
|Q n (π, f )| ≤ K n (S − γn ) ,
mn
(b − a)n+1
|Pn (π, f )| ≤ K n (Γn − S) ,
mn
where S = ( f (b) − f (a))/(b − a), n = 1, 2, 3.

Remark 13. In practice the estimations (41) and (43) can be (much) better than (39), since in most cases we have
m−1
X m−1
X
(Sni − γn )h in+1 ≤ (Γn − γn )h in+1 ,
i=o i=o
m−1
X m−1
X
(Γn − Sni )h in+1 ≤ (Γn − γn )h in+1 .
i=o i=o
We now show that the above remark is valid.
Example 14. Let us choose f (t) = t k k > 3, a = 0, b > 0, h i = h = b−a m , i = 0, 1, . . . , m − 1. Then we have
f 0 (t) = kt k−1 and γ1 = 0, Γ1 = kbk−1 . From (39), for n = 1, we get the right-hand side:
5k k+1
R.H.S. (39) = b . (45)
72m
From (41), for n = 1, we get the right-hand side:
1 k+1
R.H.S. (41) = b . (46)
3m
From (45) and (46) we see that the estimation (39) is better than the estimation (41) if 3 < k < 24
5 . If k > 24
5 then
(41) is better than (39). In fact, if k  24
5 then (41) is much better than (39).
Finally, we consider one “real” example, i.e. we consider the function f (t) = exp(t 2 − 16) which cannot be
integrated analytically. We choose [a, b] = [0, 4] and, for the sake of simplicity, we choose h i = h = (b − a)/m.
From the inequality (39) we get
5
|R1 (π, f )| ≤ (Γ1 − γ1 )(b − a)2 . (47)
72m
From the inequality (41) we get
1 f (b) − f (a) (b − a)2
 
|Q 1 (π, f )| ≤ − mγ1
3 h m2
(b − a)2 f (b) − f (a)
 
= − γ1 . (48)
3m b−a
72 N. Ujević / Computers and Mathematics with Applications 53 (2007) 64–72

Example 15. Let f (t) = exp(t 2 − 16) such that f 0 (t) = 2t exp(t 2 − 16) and γ1 = 0, Γ2 = 8 on [a, b] = [0, 4],
f (0) = exp(−16) ≈ 0, f (4) = 1. Then from (47) it follows
80
|R1 (π, f )| ≤ (49)
9m
and from (48) it follows that
4
|Q 1 (π, f )| ≤ .
3m
Suppose that we have to calculate the integral
Z 4
exp(t 2 − 16)dt (50)
0

with the tolerance of error ε = 10−3 . Then we easily find that it has to be m > 8888, if we use (47), and m > 1333, if
we use (48). (The last results are obtained from (49) and (50).) We see that we have to apply the elementary Simpson’s
rule (at least) 8889 times if we use the first estimation and we have to apply the same rule (at least) 1334 times if we
use the second estimation. From (49) and (50) we also see that for any m we get, at least, 6 times better results if we
use the second inequality.

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