Simpson’s Rule

• Use higher-order polynomials to connect the points

Parabola 3rd order polynomial

 Simpson’s 1/3 Rule
• Use a second-order Langrange polynomial and three points
𝑥−𝑥1 𝑥−𝑥2 𝑥−𝑥0 𝑥−𝑥2 𝑥−𝑥0 𝑥−𝑥1
𝑓2 𝑥 = 𝑓 𝑥0 + 𝑓 𝑥1 + 𝑓 𝑥2
𝑥0 −𝑥1 𝑥0 −𝑥2 𝑥1 −𝑥0 𝑥1 −𝑥2 𝑥2 −𝑥0 𝑥2 −𝑥1

𝑏
𝐼 = න 𝑓 𝑥 𝑑𝑥
𝑎
𝑓 𝑥 = 𝑓2 𝑥
𝑏−𝑎
ℎ=
𝑥2
𝑥 − 𝑥1 𝑥 − 𝑥2 𝑥 − 𝑥0 𝑥 − 𝑥2 𝑥 − 𝑥0 𝑥 − 𝑥1 2
𝐼=න 𝑓 𝑥0 + 𝑓 𝑥1 + 𝑓 𝑥2 𝑑𝑥
𝑥0 𝑥0 − 𝑥1 𝑥0 − 𝑥2 𝑥1 − 𝑥0 𝑥1 − 𝑥2 𝑥2 − 𝑥0 𝑥2 − 𝑥1

h
ℎ 𝑓 𝑥0 + 4𝑓 𝑥1 + 𝑓 𝑥2
𝐼≅ 𝑓 𝑥0 + 4𝑓 𝑥1 + 𝑓 𝑥2 or 𝐼 ≅ 𝑏−𝑎
3 6
a b
Multiple-Application of Simpson’s 1/3 Rule
𝑥2 𝑥4 𝑥𝑛
𝐼 = න 𝑓 𝑥 𝑑𝑥 + න 𝑓 𝑥 𝑑𝑥 + ⋯ + න 𝑓 𝑥 𝑑𝑥
𝑥0 𝑥2 𝑥𝑛−2

𝐼
𝑓 𝑥0 + 4𝑓 𝑥1 + 𝑓 𝑥2 𝑓 𝑥2 + 4𝑓 𝑥3 + 𝑓 𝑥4
≅ℎ +ℎ +⋯
3 3
𝑓 𝑥𝑛−2 + 4𝑓 𝑥𝑛−1 + 𝑓 𝑥𝑛
+ℎ
3

𝑓 𝑥0 + 4 σ𝑛−1 𝑛−2
𝑖=1,3,5 𝑓 𝑥𝑖 + 2 σ𝑗=2,4,6 𝑓 𝑥𝑗 + 𝑓 𝑥𝑛
𝐼 ≅ 𝑏−𝑎
3𝑛

Example:
Can be used with:
Evaluate the following integral using Multiple-
• Even number of segments
Application Simpson’s 1/3 Rule
• Odd number of points 𝜋ൗ
2
න 8 + 4 cos 𝑥 𝑑𝑥
0
Simpson’s 3/8 Rule
• Use a third-order Langrange polynomial and four points
𝑥−𝑥1 𝑥−𝑥2 𝑥−𝑥3 𝑥−𝑥0 𝑥−𝑥2 𝑥−𝑥3
𝑓3 𝑥 = 𝑓 𝑥0 + 𝑓 𝑥1 +
𝑥0 −𝑥1 𝑥0 −𝑥2 𝑥0 −𝑥3 𝑥1 −𝑥0 𝑥1 −𝑥2 𝑥1 −𝑥3
𝑥−𝑥0 𝑥−𝑥1 𝑥−𝑥3 𝑥−𝑥0 𝑥−𝑥1 𝑥−𝑥2
𝑓 𝑥2 + 𝑓 𝑥3
𝑥2 −𝑥0 𝑥2 −𝑥1 𝑥2 −𝑥3 𝑥3 −𝑥0 𝑥3 −𝑥1 𝑥3 −𝑥2

𝑏−𝑎
𝑏 ℎ=
3
𝐼 = න 𝑓 𝑥 𝑑𝑥
𝑎
𝑓 𝑥 = 𝑓3 𝑥 and integrating h

a b
3ℎ
𝐼≅ 𝑓 𝑥0 + 3𝑓 𝑥1 + 3𝑓 𝑥2 + 𝑓 𝑥3 Example:
8
Evaluate the following integral using Multiple-
𝑓 𝑥0 + 3𝑓 𝑥1 + 3𝑓 𝑥2 + 𝑓 𝑥3 Application Simpson’s 3/8 Rule
or 𝐼 ≅ 𝑏−𝑎 𝜋ൗ
2
8
න 8 + 4 cos 𝑥 𝑑𝑥
0