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  • Simpson Rule

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    Eric Blythe
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    The document discusses using Lagrange interpolation with 3 points to approximate a function f on an interval [a,b]. It shows that the integral of the Lagrange polynomial P(x) can be calculated exactly. It then explains that if the interval is divided into n even sub-intervals, the integral of f(x) can be approximated using a weighted sum of f evaluated at the interval endpoints and midpoints.

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    The document discusses using Lagrange interpolation with 3 points to approximate a function f on an interval [a,b]. It shows that the integral of the Lagrange polynomial P(x) can be calculated exactly. It then explains that if the interval is divided into n even sub-intervals, the integral of f(x) can be approximated using a weighted sum of f evaluated at the interval endpoints and midpoints.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    15 views1 page

    Simpson Rule

    Uploaded by

    Eric Blythe
    The document discusses using Lagrange interpolation with 3 points to approximate a function f on an interval [a,b]. It shows that the integral of the Lagrange polynomial P(x) can be calculated exactly. It then explains that if the interval is divided into n even sub-intervals, the integral of f(x) can be approximated using a weighted sum of f evaluated at the interval endpoints and midpoints.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    For a function f on interval [a, b], with midpoint m =

    (a + b)/2, using Lagrange Interpolation with these 3 points


    (a, f (a))), (b, f (b)), (m, f (m)),

    P (x) = f (a) (x−m)(x−b)


    (a−m)(a−b) + ... + ...

    The integral of a polynomial function is easy to calculate,


    Rb b−a
    a P (x)dx = 6 [f (a) + 4f ( a+b
    2 ) + f (b))]

    Suppose the interval [a, b] is divided into n sub-intervals


    with length h, with n an even number, we have,

    Rb n/2
    h
    P
    a f (x)dx ≈ 3 [f (x2i−2) + 4f (x2i−1) + f (x2i)]
    i=1
    n/2 n/2−1
    = h3 [f (x0) + 4
    P P
    f (x2i−1) + 2 f (x2i) + f (xn)]
    i=1 i=1

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