Chapter 07.

08
Simpson 3/8 Rule for Integration

After reading this chapter, you should be able to

1. derive the formula for Simpson’s 3/8 rule of integration,
2. use Simpson’s 3/8 rule it to solve integrals,
3. develop the formula for multiple-segment Simpson’s 3/8 rule of integration,
4. use multiple-segment Simpson’s 3/8 rule of integration to solve integrals,
5. compare true error formulas for multiple-segment Simpson’s 1/3 rule and multiple-
segment Simpson’s 3/8 rule, and
6. use a combination of Simpson’s 1/3 rule and Simpson’s 3/8 rule to approximate
integrals.

Introduction
The main objective of this chapter is to develop appropriate formulas for approximating the
integral of the form
b
I   f ( x)dx
a
(1)

Most (if not all) of the developed formulas for integration are based on a simple concept of
approximating a given function f (x ) by a simpler function (usually a polynomial function)
f i (x ) , where i represents the order of the polynomial function. In Chapter 07.03, Simpsons
1/3 rule for integration was derived by approximating the integrand f (x ) with a 2nd order
(quadratic) polynomial function. f 2 ( x )
f 2 ( x)  a 0  a1 x  a 2 x 2 (2)

07.08.1
07.08.2 Chapter 07.08

~
Figure 1 f ( x) Cubic function.

In a similar fashion, Simpson 3/8 rule for integration can be derived by approximating the
given function f (x) with the 3rd order (cubic) polynomial f 3 ( x )
f 3 ( x )  a0  a1 x  a2 x 2  a3 x 3 

a0  
a  

 1, x, x , x    
2 3 1 (3)
a 2  
  
a
 3 
which can also be symbolically represented in Figure 1.
Method 1
The unknown coefficients a 0 , a1 , a 2 and a 3 in Equation (3) can be obtained by substituting
4 known coordinate data points {x0 , f  x0 }, {x1 , f  x1 }, {x2 , f  x2 } and {x3 , f  x3 } into
Equation (3) as follows.
f ( x0 )  a0  a1 x0  a2 x02  a3 x02 

f ( x1 )  a0  a1 x1  a 2 x12  a3 x12 
 (4)
f ( x2 )  a0  a1 x2  a2 x22  a3 x22 
f ( x3 )  a0  a1 x3  a 2 x32  a3 x32 
Equation (4) can be expressed in matrix notation as
Simpson 3/8 Rule for Integration 07.08.3

1 x0 x02 x03  a0   f  x0  

    
1 x1 x12 x13   a1   f  x1  
 (5)
1 x 2 x 22 x 23  a 2   f  x 2  
    
1 x3 x32 x33   a3   f  x3  
The above Equation (5)can symbolically be represented as
 A 44 a41  f 41 (6)
Thus,
 a1 
  
 a 2 
  A  f
1
a (7)
 a3 
 
a 4 
Substituting Equation (7) into Equation
 (3), one gets
f 3  x   1, x, x 2 , x 3    A
1
f (8)
As indicated in Figure 1, one has
x0  a 
x1  a  h 

ba 
a 
3 
2a  b 
 
3

x 2  a  2h 

2b  2a  (9)
a 
3 
a  2b 
 
3

x3  a  3h 
3b  3a 
a 
3 
b 


With the help from MATLAB [Ref. 2], the unknown vector a (shown in Equation 7) can be
solved for symbolically.

Method 2
Using Lagrange interpolation, the cubic polynomial function f 3  x  that passes through 4
data points (see Figure 1) can be explicitly given as
07.08.4 Chapter 07.08

 x  x1  x  x2  x  x3   x  x0  x  x2  x  x3 
f 3  x   f  x0    f  x1 
 x0  x1  x0  x2  x0  x3   x1  x0  x1  x2  x1  x3 
(10)
 x  x0  x  x1  x  x3   x  x0  x  x1  x  x2 
  f  x3    f  x3 
 x2  x0  x2  x1  x2  x3   x3  x0  x3  x1  x3  x2 
Simpsons 3/8 Rule for Integration
Substituting the form of f 3  x  from Method (1) or Method (2),
b
I   f  x  dx
a
b
  f  x  dx
a
3

 b  a 
 f  x0   3 f  x1   3 f  x2   f  x3 
(11)
8
Since
ba
h
3
b  a  3h
and Equation (11) becomes
3h
I   f  x0   3 f  x1   3 f  x 2   f  x3  (12)
8
Note the 3/8 in the formula, and hence the name of method as the Simpson’s 3/8 rule.
The true error in Simpson 3/8 rule can be derived as [Ref. 1]
(b  a ) 5
Et    f    , where a    b (13)
6480
Example 1
The vertical distance in meters covered by a rocket from t  8 to t  30 seconds is given by
30 
 140000 
s    2000 ln    9.8t dt
8 140000  2100t  
Use Simpson 3/8 rule to find the approximate value of the integral.
Solution
ba
h
n
ba

3
30  8

3
 7.3333
Simpson 3/8 Rule for Integration 07.08.5

 140000 
f (t )  2000 ln   9.8t
140000  2100t 
3h
I   f  t 0   3 f  t1   3 f  t 2   f  t3 
8
t0  8
 140000 
f  t 0   2000 ln   9.8  8
 140000  2100  8 
 177.2667

t  t  h
1 0
  8  7.3333

  15.3333

 f  t1   2000 ln 
140000
  9.8  15.3333
  140000  2100  15.3333 
  372.4629


t  t  2h
2 0
  8  2(7.3333)

  22.6666

 f  t 2   2000 ln 
140000
  9.8  22.6666
  140000  2100  22.6666 
  608.8976


t  t  3h
3 0
  8  3(7.3333)

  30

 f  t3   2000 ln 
140000
  9.8  30
  140000  2100  30 
  901.6740


Applying Equation (12), one has

3
I  7.3333  177.2667  3  372.4629  3  608.8976  901.6740
8
 11063.3104 m
The exact answer can be computed as
I exact  11061 .34 m
07.08.6 Chapter 07.08

Multiple Segments for Simpson 3/8 Rule

Using n = number of equal segments, the width h can be defined as
ba
h (14)
n
The number of segments need to be an integer multiple of 3 as a single application of
Simpson 3/8 rule requires 3 segments.
The integral shown in Equation (1) can be expressed as
b
I   f  x  dx
a
b
  f 3  x  dx
a
x3 x6 xn  b

  f  x  dx   f  x  dx  ........   f  x  dx
x0  a
3
x3
3
xn  3
3 (15)

Using Simpson 3/8 rule (See Equation 12) into Equation (15), one gets

3h  f  x0   3 f  x1   3 f  x2   f  x3   f  x3   3 f  x4   3 f  x5   f  x6 
I  
8  . ..  f  xn3   3 f  xn2   3 f  xn1   f  xn 
(16)


3h  n 2 n 1 n 3

  f  x 0   3  f  x i   3  f  x i   2  f  xi   f  x n   (17)
8  i 1, 4 , 7 ,.. i  2 ,5,8,.. i 3, 6, 9 ,.. 
Example 2
The vertical distance in meters covered by a rocket from t  8 to t  30 seconds is given by

30 
 140000 
s    2000 ln    9.8t dt
8 140000  2100t  
Use Simpson 3/8 multiple segments rule with six segments to estimate the vertical distance.
Solution
In this example, one has (see Equation 14):
 140000 
f (t )  2000 ln   9.8t
140000  2100t 
30  8
h  3.6666
6
 t0 , f  t0   8,177.2667
 t1 , f  t1   11 .6666,270.4104 where t1  t0  h  8  3.6666  11 .6666
Simpson 3/8 Rule for Integration 07.08.7

 t2 , f  t2   15.3333,372.4629 where t2  t0  2h  15.3333

 t3 , f  t3   19,484.7455 where t3  t0  3h  19
 t4 , f  t4    22.6666,608.8976 where t4  t0  4h  22.6666
 t5 , f  t5    26.3333,746.9870 where t5  t0  5h  26.3333
 t6 , f  t6    30,901.6740 where t6  t0  6h  30
Applying Equation (17), one obtains:
3
 3.6666 177.2667  3  f  ti   3  f  ti   2  f  ti   901.6740
n  2 4 n 1 5 n  3 3
I
8  i 1, 4 ,.. i  2 , 5,.. i 3, 6 ,.. 
177.2667  3 270.4104  608.8976 
 1.3750  
  3 372.4629  746.9870  2 484.7455  901. 6740
 11,601.4696 m
Example 3
Compute
30 
 140000 
I   2000 ln   9.8t dt ,
8  140000  2100t  
using Simpson 1/3 rule (with n1  4), and Simpson 3/8 rule (with n 2  3).
Solution
The segment width is
ba
h
n
ba

n1  n2
30  8

 4  3
 3.1429
 140000 
f (t )  2000 ln   9.8t
140000  2100t 
07.08.8 Chapter 07.08

t0  a  8 
t1  x0  1h  8  3.1429  11 .1429 


t 2  t 0  2 h  8  2 3.1429   14.2857  Simpson' s 1/3 r
t 3  t 0  3h  8  3 3.1429   17.4286 

t 4  t 0  4 h  8  4 3.1429   20.5714 
t 5  t 0  5h  8  5 3.1429   23.7143
t 6  t 0  6h  8  6 3.1429   26.8571
t 7  t 0  7 h  8  7 3.1429   30
Now
 140,000 
f  t 0  8  2000 ln   9.8  8
 140,000  2100  8 
 177.2667
Similarly:
f  t1   256.5863
f  t 2   342.3241
f  t3   435.2749
f  t 4   536.3909
f  t5   646.8260
f  t 6   767.9978
f  t 7   901.6740
For multiple segments  n1  first 4 segments , using Simpson 1/3 rule, one obtains (See
Equation 19):
 h 
  
n1 1 3 n1  2  2
I1    f  t 0   4  f  ti   2  f  ti   f t n1 
 3  i 1, 3,... i  2 ,... 
h
   f  t 0   4 f  t1   f  t3    2 f  t 2   f  t 4 
3
 3.1429 
 177.2667  4 256.5863  435.2749  2 342.3241  536.3909
 3 
 4364.1197
For multiple segments  n2  last 3 segments , using Simpson 3/8 rule, one obtains (See
Equation 17):
Simpson 3/8 Rule for Integration 07.08.9

 3h  
 
n2  2 1 n2 1 2 n2  3  0
I 2    f  t 0   3  f  ti   3  f  ti   2  f  t i   f t n1 
 8  i 1, 3,... i  2 ,... i  3, 6 ,.. 
 3h 
   f  t 0   3 f  t1   3 f  t 2   2( no contributi on )  f (t3 )
 8 
 3h 
   f  t 4   3 f  t 5   3 f  t 6   f (t 7 )
 8 
3 
   3.1429  536.3909  3 646.8260  3 767.9978  901.6740
8 
 6697.3663
The mixed (combined) Simpson 1/3 and 3/8 rules give
I  I1  I 2
 4364.1197  6697.3663
 11061 m
Comparing the truncated error of Simpson 1/3 rule
Et  
 b  a  5  f    (18)
2880
With Simpson 3/8 rule (See Equation 12), it seems to offer slightly more accurate answer
than the former. However, the cost associated with Simpson 3/8 rule (using 3rd order
polynomial function) is significantly higher than the one associated with Simpson 1/3 rule
(using 2nd order polynomial function).
The number of multiple segments that can be used in the conjunction with Simpson
1/3 rule is 2, 4, 6, 8, … (any even numbers) for
b
I   f ( x)dx
a

h
   f  x0   4 f  x1   f  x2   f  x2   4 f  x3   f  x4   .....  f  xn  2   4 f  xn 1   f  xn 
3
How
 h  n 1 n2

   f  x0   4  f  xi   2  f  xi   f  xn   (19)
 3  i 1, 3,... i  2 , 4 , 6... 
ever, Simpson 3/8 rule can be used with the number of segments equal to 3,6,9,12,.. (can be
certain integers that are multiples of 3).
If the user wishes to use, say 7 segments, then the mixed Simpson 1/3 rule (for the first 4
segments), and Simpson 3/8 rule (for the last 3 segments) would be appropriate.

Computer Algorithm for Mixed Simpson 1/3 and 3/8 Rule for Integration
Based on the earlier discussion on (single and multiple segments) Simpson 1/3 and 3/8 rules,
the following “pseudo” step-by-step mixed Simpson rules for estimating
b
I   f ( x)dx
a
07.08.10 Chapter 07.08

can be given as
Step 1
User inputs information, such as
f (x ) = integrand
n1 = number of segments in conjunction with Simpson 1/3 rule (a multiple of 2 (any
even numbers)
n2 = number of segments in conjunction with Simpson 3/8 rule (a multiple of 3)
Step 2
Compute
n  n1  n 2
ba
h
n
x0  a
x1  a  1h
x 2  a  2h
.
.
xi  a  ih
.
.
x n  a  nh  b
Step 3
Compute result from multiple-segment Simpson 1/3 rule (See Equation 19)
 h  
n1 1 n1  2
 
I 1     f  x0   4  f  xi   2  f  xi   f xn1  (19, repeated)
 3  i 1, 3,... i  2 , 4 , 6... 
Step 4
Compute result from multiple segment Simpson 3/8 rule (See Equation 17)
 3h  
n2  2 n2 1 n2  3
 
I 2     f  x 0   3  f  x i   3  f  x i   2  f  x i   f x n2  (17,
 8  i 1, 4 , 7... i  2 , 5 ,8... i 3, 6 , 9 ,... 
repeated)
Step 5
I  I1  I 2 (20)
and print out the final approximated answer for I .

SIMPSON’S 3/8 RULE FOR INTEGRATION

Topic Simpson 3/8 Rule for Integration
Summary Textbook Chapter of Simpson’s 3/8 Rule for Integration
Major General Engineering
Authors Duc Nguyen
Simpson 3/8 Rule for Integration
07.08.11

Date March 7, 2019

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