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Understanding Simpson's Integration Rules

This document describes Simpson's method for approximating the calculation of definite integrals. Simpson's method assumes that each subarea under the curve between two points can be approximated as an arc of a parabola. The 1/3 and 3/8 Simpson rules are presented, which divide the interval into subintervals and use second and third order polynomials respectively. The document concludes with three numerical examples showing how to apply these rules to approximate the value of definite integrals.

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0% found this document useful (0 votes)
12 views9 pages

Understanding Simpson's Integration Rules

This document describes Simpson's method for approximating the calculation of definite integrals. Simpson's method assumes that each subarea under the curve between two points can be approximated as an arc of a parabola. The 1/3 and 3/8 Simpson rules are presented, which divide the interval into subintervals and use second and third order polynomials respectively. The document concludes with three numerical examples showing how to apply these rules to approximate the value of definite integrals.

Translated by

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© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Simpson's Rules

Higher School of Engineering


Mechanical and Electrical ESIME
Culhuacán
Differential and Integral Calculus
Integration Methods
~1~
Topic: Simpson's Rules

1. Introduction
General Objectives

Solve the problem of calculating the area under the curve between two known limits.
dividing into N sub-areas to calculate its value, assuming each sub-area as a
small arc of a parabola.
Understanding the conceptual foundations of approximate integration.
Understanding the general features of approximate integration using the method of
Simpson.

Specific Objectives

Understand the geometric interpretation of the definite integral.


Recognizing that Simpson's method represents, geometrically, the area under a
second order polynomial function (Quadratic or Parabolic).

Approximate integration
There are two situations in which it is impossible to find the exact value of a definite integral.
The first situation arises from the fact that in order to evaluate through the theorem
In fundamental calculus, it is necessary to know an antiderivative of f. However, it is difficult, or
even impossible, to find an antiderivative.
The second situation arises when the function is determined from an experiment.
scientific, through readings of instruments or collected data. There might not be a formula for
the function.
In these cases, the value of the integral must be approximated. This can be achieved through the
following ways:

Power series.
Graphic method.
Numerical methods.

To perform the calculation of a definite integral using models or numerical methods, in addition to
apply the Trapezoidal or Rectangular rule with progressively smaller segments, another
A way to obtain a more accurate estimate of an integral is to use polynomials of
higher order. The resulting formulas to calculate the integral under these polynomials are
Simpson's Rules.

2
Topic: Simpson's Rules

Simpson's Rules

One way to obtain an estimation of the value of an integral is by using polynomials.


of higher order to connect points. The formulas that result from taking the integrals under
these polynomials are known as Simpson's rules.

Simpson's Rule of 1/3

Simple Application

Simpson's 1/3 rule results when using a second degree polynomial interpolation.
order:

If a and b are designated as y y is represented by a Lagrange polynomial of


second order, the integral transforms into:

After integration and algebraic manipulation, the following formula results:

Where h:

The specification of 1/3 arises from the fact that h is divided by three. One option
an alternative is to substitute the value of h in the equation, in order to simplify the equation:

3
Topic: Simpson's Rules

Simpson's Rule 1/3 involves taking the


area under a parabola that connects three
points.

Multiple Application

The Simpson's rule can be improved by dividing the integration interval into a number of
segments of equal width.

The total integral can be represented as

Which can also be represented

4
Topic: Simpson's Rules

Simpson's 3/8 Rule

In a manner similar to the derivation of the trapezoidal rule and Simpson's 1/3 rule, a polynomial
Third order Lagrange can be fitted to four points for integration:

To obtain

Where

The obtained equation is called Simpson's Rule of 3/8 because h is multiplied by 3/8, and
Likewise, this formula can be simplified by simply substituting the value of h.

The 3/8 rule consists of taking the area under


a cubic equation that connects four
points.

5
Topic: Simpson's Rules

2. Exercises

Example 1:
Use Simpson's 1/3 rule to integrate the following function:

f (x) = 0.2 + 25x - 200x2+ 675x3-900x4+ 400x5

From a = 0
Until b = 0.8.

The exact integral is 1.640533. (Obtained by analytical methods)

For Simpson 1/3

x0= 0
x1= x0+h= 0.4
x2= 0.8

f(x0= f(0) = 0.2


f(x1= f(0.4) = 2.456
f(x2) = f(0.8) = 0.232

We use

We substitute the values in the equation:

6
Topic: Simpson's Rules

Example 2:

The following graph shows the data traffic from the US to SWITCH, the network.
Swiss Academy of Arts and Sciences, February 10, 1998. it is the data flow
measured in megabits per second Use Simpson's rule to estimate the quantity
of data transmitted in the link until noon on that day.

Solution using the multiple Simpson's 1/3 rule.

Since it is desired that the units be congruent and is measured in megabits per
second, the units are converted from hours to seconds. If A(t) is the amount of
data (in megabits) transmitted in the instant, where it is measured in seconds, after
A'(t)=D(t), the amount of data transmitted at noon t=12x602=43200 is

The values of D(t) are estimated at hourly intervals from the graph and compiled in
a table.

0 0 3.2 7 25200 1.3


1 3600 2.7 8 28800 2.8
2 7200 1.9 9 32400 5.7
3 10800 1.7 10 36000 7.1
4 14400 1.3 11 39600 7.7
5 18000 1.0 12 43200 7.9
6 21600 1.1
This rule specifies that in order to perform the operation, the number of subdivisions of a
interval must be an even number

In that case, we have Simpson's rule with

7
Topic: Simpson's Rules

To estimate the integral we use:

Odd

Pairs

The terms classified as odd are multiplied by 4 and those that are
considered as peers.

The corresponding substitutions are made.

8
Simpson's Rules

Example 3:

For Simpson 3/8

x0= 0
x1= x0+h=0.2667
x2= x0 +2h=0.5333
x30.8

f(x0) = f(0) = 0.2


f(x1= f(0.2667) = 1.432724
f(x2) = f(0.5333) = 3.487177
f(x3) = f(0.8) = 0.232

We use

We substitute the values into the equation:

I≈1.519170

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