Simpsons 1/3rd Rule of

Integration

04/06/17 1
Simpsons 1/3 Rule of
rd

Integration
 What is Integration?
b

Integration f ( x )dx
a
f(x)
y
The process of
measuring the area
under a curve.
b
I f ( x )dx
a

Where:
f(x) is the integrand
a= lower limit of
integration a b x

b= upper limit of
3 integration
 Simpsons 1/3rd Rule

4
 Basis of Simpsons 1/3rd
Rule
Trapezoidal rule was based on approximating the integrand by a first
order polynomial, and then integrating the polynomial in the interval
of
integration. Simpsons 1/3rd rule is an extension of Trapezoidal rule
where the integrand is approximated by a second order polynomial.

Hence
b b
I f ( x )dx f 2 ( x )dx
a a

Where f 2 ( x ) is a second order

polynomial.

f 2 ( x ) a0 a1 x a2 x 2

5
 Basis of Simpsons 1/3rd
Rule
Choose
a b a b
( a , f ( a )), ,f an ( b , f ( b ))
,
2 2
d
as the three points of the function to evaluate a0, a1
and a2.

f ( a ) f 2 ( a ) a 0 a1a a 2 a 2
2
a b a b a b a b
f f2 a0 a1 a2
2 2 2 2

f ( b ) f 2 ( b ) a0 a1b a 2 b 2
6
 Basis of Simpsons 1/3rd
Rule
Solving the previous equations for a0, a1 and a2 give

a b
a f ( b ) abf ( b ) 4abf
2
abf ( a ) b f ( a )
2

a0 2
a 2 2ab b 2
a b a b
af ( a ) 4af 3af ( b ) 3bf ( a ) 4bf bf ( b )
a1 2 2
a 2 2ab b 2
a b
2 f ( a ) 2 f f ( b )
2
a2
a 2 2ab b 2
7
 Basis of Simpsons 1/3rd
Rule
Then
b
I f 2 ( x )dx
a

a0 a1 x a 2 x 2 dx
b

b
x 2
x 3
a0 x a1 a 2
2 3 a

b2 a2 b3 a3
a0 ( b a ) a1 a2
2 3

8
 Basis of Simpsons 1/3rd
Rule
Substituting values of a0, a1, a 2 give

b
ba a b
f 2 ( x )dx f ( a ) 4 f f ( b )
a 6 2

Since for Simpsons 1/3rd Rule, the interval [a, b] is

broken
into 2 segments, the segment width

ba
h
2

9
 Basis of Simpsons 1/3rd
Rule

Hence

b
h a b
2
f ( x )dx f ( a ) 4 f f ( b )
a 3 2

Because the above form has 1/3 in its formula, it is called Simpsons 1/3r

10
 Example 1

The distance covered by a rocket from t=8 to t=30 is given by

30
140000
x 2000 ln 9.8t dt
8 140000 2100t

a) Use Simpsons 1/3rd Rule to find the approximate value of x

b) Find the true error,Et

t
c) Find the absolute relative true error,

11
 Solution
a) 30
x f (t )dt
8
b a a b
x f ( a ) 4 f f ( b )
6 2
30 8
f ( 8 ) 4 f ( 19 ) f ( 30 )
6

22
177.2667 4( 484.7455 ) 901.6740
6
11065 .72 m
12
 Solution (cont)
b) The exact value of the above integral is

30
140000
x 2000 ln 9 .8t dt
8 140000 2100t

11061 .34 m
True Error

Et 11061 .34 11065 .72

4.38 m
13
 Solution (cont)
a)c) Absolute relative true error,

11061 .34 11065 .72

t 100%
11061 .34

0.0396%

14
 Multiple Segment Simpsons
1/3rd Rule

15
 Multiple Segment Simpsons
1/3rd Rule
Just like in multiple segment Trapezoidal Rule, one can subdivide the inter
[a, b] into n segments and apply Simpsons 1/3rd Rule
repeatedly over
every two segments. Note that n needs to be even. Divide
interval
[a, b] into equal segments, hence the segment width

b xn
ba
h f ( x )dx f ( x )dx
n a x0

where

x0 a xn b

16
 Multiple Segment Simpsons
1/3rd Rule
f(x)

b x2 x4
f ( x )dx f ( x )dx f ( x )dx .....
a x0 x2
. . .
xn 2 xn
.... f ( x )dx f ( x )dx x

xn 4 xn 2 x0 x2 xn- xn
2

Apply Simpsons 1/3rd Rule over each interval,

b
f ( x0 ) 4 f ( x1 ) f ( x2 )
f ( x )dx ( x 2 x )
0 ...
a 6
f ( x2 ) 4 f ( x3 ) f ( x4 )
( x4 x2 ) ...
6
17
 Multiple Segment Simpsons
1/3rd Rule
f ( xn 4 ) 4 f ( xn 3 ) f ( xn 2 )
... ( xn 2 xn 4 ) ...
6

f ( xn 2 ) 4 f ( xn 1 ) f ( xn )
( xn xn 2 )
6

Since

xi x i 2 2 h i 2 , 4 , ..., n

18
 Multiple Segment Simpsons
1/3rd Rule
Then
b
f ( x0 ) 4 f ( x1 ) f ( x2 )
f ( x )dx 2h ...
a 6
f ( x2 ) 4 f ( x3 ) f ( x4 )
2h ...
6
f ( x n 4 ) 4 f ( xn 3 ) f ( x n 2 )
2h ...
6
f ( xn 2 ) 4 f ( xn 1 ) f ( xn )
2h
6
19
 Multiple Segment Simpsons
1/3rd Rule
b h
f ( x )dx 3 f ( x0 ) 4 f ( x1 ) f ( x3 ) ... f ( xn 1 ) ...
a

... 2 f ( x2 ) f ( x4 ) ... f ( xn 2 ) f ( xn )}]

h n 1 n2
f ( x 0 ) 4 f ( xi ) 2 f ( xi ) f ( x n )
3 i 1 i 2
i odd i even

ba n 1 n2
f ( x 0 ) 4 f ( xi ) 2 f ( x i ) f ( x n )
3n i 1 i 2
i odd i even
20
 Example 2
Use 4-segment Simpsons 1/3rd Rule to approximate the
distance

covered by a rocket from t= 8 to t=30 as given by

30
140000
x 2000 ln 9.8t dt
8 140000 2100t

a) Use four segment Simpsons 1/3rd Rule to find the

approximate value of x.
b) Et
Find the true error, for part (a).
a
c) Find the absolute relative true error, for part (a).
21
 Solution
a) Using n segment Simpsons 1/3rd Rule,

30 8
h 5 .5
4
So
f (t 0 ) f (8)
f (t1 ) f (8 5.5) f (13.5)
f (t 2 ) f (13.5 5.5) f (19)
f (t 3 ) f (19 5.5) f (24.5)

f (t 4 ) f (30)

22
 Solution (cont.)

ba n 1 n2
x f (t 0 ) 4 f (t i ) 2 f (t i ) f (t n )
3n i 1 i 2
i odd i even

30 8 3 2
f (8) 4 f (t i ) 2 f (t i ) f (30)
3(4) i 1 i 2
i odd i even

22
f (8) 4 f (t1 ) 4 f (t 3 ) 2 f (t 2 ) f (30)
12

23
 Solution (cont.)
cont.

11
f (8) 4 f (13.5) 4 f (24.5) 2 f (19) f (30)
6

11
177.2667 4(320.2469) 4(676.0501) 2(484.7455) 901.6740
6

11061 .64 m

24
 Solution (cont.)
b) In this case, the true error is

Et 11061 .34 11061 .64 0.30 m

The absolute relative true

c)
error
11061 .34 11061 .64
t 100%
11061 .34

0.0027%

25
 Solution (cont.)

able 1: Values of Simpsons 1/3rd Rule for Example 2 with multiple segments

n Approximate Et |t |
Value
2 11065.72 4.38 0.0396%
4 11061.64 0.30 0.0027%
6 11061.40 0.06 0.0005%
8 11061.35 0.01 0.0001%
10 11061.34 0.00 0.0000%

26
 Error in the Multiple Segment
Simpsons 1/3rd Rule
The true error in a single application of Simpsons 1/3rd Rule is given

(b a ) 5 ( 4)
Et f ( ), a b
2880
In Multiple Segment Simpsons 1/3rd Rule, the error is the sum of the er
in each application of Simpsons 1/3rd Rule. The error in n segment
Simpsons
1/3rd Rule is given by

( x2 x0 )5 ( 4 ) h5 ( 4 )
E1 f ( 1 ) f ( 1 ), x0 1 x2
2880 90
( x4 x2 )5 ( 4 )
x2 2 x 4
5

E2 f ( 2 )
h
f ( ),
( 4)
2
90
2880
27
 Error in the Multiple Segment
Simpsons 1/3rd Rule
( x2i x2( i 1 ) )5 h 5
Ei f (4)
( i ) f ( 4 ) ( i ), x2( i 1 ) i x2i
2880 90
.
.
.

( xn 2 xn 4 )5 ( 4 )
f n f ( 4 ) n , x n 4 n x n 2
5
En h
1 2880 2 1 90 1 1
2 2 2

( xn xn 2 )5 4 h 5 ( 4) , x x
En f n
f n n2 n n
2
2880 2 90 2 2

28
 Error in the Multiple Segment
Simpsons 1/3rd Rule
Hence, the total error in Multiple Segment Simpsons 1/3rd Rule is

n n n
2 h 5
2 (b a ) 5 2
Et Ei f ( 4 ) ( i ) f ( 4)
( i )
i 1 90 i 1 90n 5 i 1

n
2 ( 4)
( i )
(b a ) 5
f
i 1

90n 4 n

29
 Error in the Multiple Segment
Simpsons 1/3rd Rule
n
2
f
( 4)
( i )
The term i 1 is an approximate average value of
n
f ( 4) ( x), a x b

Hence
(b a) 5 ( 4)
Et 4
f
90n
n
where 2
f
( 4)
( i )
( 4)
f i 1
n
30
THE END