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Engr. Lemuel Al D.

Fernandez, RCE,RMP

CHAPTER 7

Numerical Integration Composite Simpsons Method

Numerical Integration
Composite Simpsons Method

Composite Simpsons method is a technique in numerical analysis which require the Simpsons
rule. The concept of this method is to breakdown the function into certain subinterval m then applying
the Simpsons rule. This method is very useful in attaining a good results in approximating the value of a
function with a specified interval.
Fig. 1 Simpsons Rule

Fig. 2 Composite Simpsons Method

Theorem (Composite Simpson Rule) Suppose that [a,b] is subdivided into 2M subintervals [xn,
xn+1] of which h=(b-a)/2M by using xn=x0+nh for n =0,1,., 2M. The composite Simpson rule for 2M
subintervals can be expressed in any of the equivalent ways:
S f , h

h
3

f x
n 1

2n2

4 f x2 n 1 f x 2 n

Eq. 1

or

S f , h

h
f 0 4 f1 2 f 2 4 f 3 .... 2 f 2 M 2 4 f 2 M 1 f 2 M
3

Eq. 2

or

S f , h

h
f a f b 2h
3
3

M 1

k 1

f x2 n

4h
3

M 1

f x
k 1

2 n 1

Eq. 3

5|Page

Engr. Lemuel Al D. Fernandez, RCE,RMP

Numerical Integration Composite Simpsons Method

This is an approximation to the integral of f(x) over [a,b]

x dx

S f , h

Eq. 4

Error Calculation:
If C2 [a, b], there exists a value c with a < c < b so that the error term Es ( f, h) has the form
(

ES (f,h) =

( )

Eq. 5

Then, The Complete General equation of the composite Simpsons rule is:

( )

)
Eq. 6

Algorithm Procedure:

1.
2.
3.
4.
5.
6.
7.

Choose a certain number of Subinterval M.


Calculate h; h = (b-a)/2M
Calculate S (f, h)
Calculate True Value of f(x).
Calculate the Simpsons rule Error ; Es =True Value of f(x) - S (f, h)
Conclusion
Graphical Presentation

6|Page

Engr. Lemuel Al D. Fernandez, RCE,RMP

Numerical Integration Composite Simpsons Method

Example:
Consider f (x) = 2+sin(2x). Investigate the error when the composite Simpsons rule is used over [1,6]
and the number of subinterval M is 5 ,10 and 20.

Solution:

1. Subinterval M are given; M1 = 5 , M2 = 10 and M3 = 20

2-5:

Table 2

h=

0.5

M=

Xn

f(xn)

f(xa)

f(xb)

4*f(xodd)

2*f(xeven)

S(f,h)

2.909297

2.909297

0.484883

1.5

2.638158

10.55263

1.758772

2.308072

2.5

1.979316

7.917266

1.683053

3.5

1.435304

5.741216

1.243198

4.5

1.108318

4.433271

1.028722

5.5

1.000241

4.000966

0.666828

10

1.017358

0
1.017358

0.16956

Sum s(f,h)

f(x)Exact

Error

4.616143 0.769357
0

1.319544

3.366106 0.561018
0

0.956869

2.486395 0.414399
0

0.738878

2.057444 0.342907

8.183015494
dx

8.183479208
0.000463714

7|Page

Engr. Lemuel Al D. Fernandez, RCE,RMP

Numerical Integration Composite Simpsons Method

Table 3
h=
n
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

0.25
Xn
1
1.25
1.5
1.75
2
2.25
2.5
2.75
3
3.25
3.5
3.75
4
4.25
4.5
4.75
5
5.25
5.5
5.75
6

f(xn)
2.909297
2.786749
2.638158
2.475772
2.308072
2.14112
1.979316
1.82586
1.683053
1.552508
1.435304
1.332095
1.243198
1.168661
1.108318
1.06183
1.028722
1.008414
1.000241
1.003479
1.017358

M=
f(xa)
f(xb)
2.909297
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1.017358
Sum of S(f,h)

f(x)Exact
Error

dx

10
4*f(xodd)
0
11.147
0
9.903087
0
8.56448
0
7.303441
0
6.210033
0
5.328379
0
4.674643
0
4.247319
0
4.033656
0
4.013917
0

2*f(xeven)
S(f,h)
0
0.242441
0
0.928916
5.276315 0.439693
0
0.825257
4.616143 0.384679
0
0.713707
3.958633 0.329886
0
0.60862
3.366106 0.280509
0
0.517503
2.870608 0.239217
0
0.444032
2.486395
0.2072
0
0.389554
2.216635 0.18472
0
0.353943
2.057444 0.171454
0
0.336138
2.000483 0.166707
0
0.334493
0
0.08478
8.183447497
8.183479208
3.17114E-05

8|Page

Engr. Lemuel Al D. Fernandez, RCE,RMP

h=
n
0
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35

0.125
Xn
1
1.125
1.25
1.375
1.5
1.625
1.75
1.875
2
2.125
2.25
2.375
2.5
2.625
2.75
2.875
3
3.125
3.25
3.375
3.5
3.625
3.75
3.875
4
4.125
4.25
4.375
4.5
4.625
4.75
4.875
5
5.125
5.25
5.375

f(xn)
2.909297
2.852251
2.786749
2.714833
2.638158
2.558091
2.475772
2.392161
2.308072
2.224195
2.14112
2.059351
1.979316
1.901383
1.82586
1.75301
1.683053
1.616169
1.552508
1.492189
1.435304
1.381923
1.332095
1.285848
1.243198
1.20414
1.168661
1.136733
1.108318
1.083369
1.06183
1.043638
1.028722
1.017008
1.008414
1.002855

f(xa)
2.909297
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

Numerical Integration Composite Simpsons Method

M=
f(xb)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0

20
4*f(xodd)
0
11.409
0
10.85933
0
10.23236
0
9.568645
0
8.896779
0
8.237403
0
7.605531
0
7.012042
0
6.464677
0
5.968756
0
5.527693
0
5.143394
0
4.81656
0
4.546931
0
4.333475
0
4.17455
0
4.068032
0
4.011419

2*f(xeven)
0
0
5.573498
0
5.276315
0
4.951544
0
4.616143
0
4.28224
0
3.958633
0
3.65172
0
3.366106
0
3.105016
0
2.870608
0
2.664189
0
2.486395
0
2.337322
0
2.216635
0
2.123659
0
2.057444
0
2.016828
0

S(f,h)
0.121221
0.475375
0.232229
0.452472
0.219846
0.426348
0.206314
0.398694
0.192339
0.370699
0.178427
0.343225
0.164943
0.316897
0.152155
0.292168
0.140254
0.269362
0.129376
0.248698
0.119609
0.230321
0.111008
0.214308
0.1036
0.20069
0.097388
0.189455
0.09236
0.180561
0.088486
0.17394
0.085727
0.169501
0.084034
0.167142

9|Page

Engr. Lemuel Al D. Fernandez, RCE,RMP

36
37
38
39

5.5
5.625
5.75
5.875

1.000241
1.000481
1.003479
1.009138

40

1.017358

Numerical Integration Composite Simpsons Method

0
0
0
0

0
Sum of (f,h)

f(x)Exact

0
0
0
0

0
4.001925
0
4.036551

2.000483
0
2.006959
0

1.017358

dx

0.04239
8.183477168
8.183479208
2.0402E-06

Error

6.

0.083353
0.166747
0.083623
0.16819

Conclusion

It has been observed that if we reduce the value of h, the error is also decreasing.
Since h = (b-a)/2M, it signifies that the error will be more likely minimize if there is
several number of intervals (M). Furthermore, the error is reduced by approximately 93
% if we double the value of M.

Graphical Presentation

Fig. 2

Simpson's Method
3.5
3
2.5

f(Xn)

7.

2
1.5
1
0.5
0

Xn

10 | P a g e

Engr. Lemuel Al D. Fernandez, RCE,RMP

Numerical Integration Composite Simpsons Method

Graphical presentation shown is merely similar to the Composite Trapezoidal method due to
data similarity.

11 | P a g e

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