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10069lec 5 - Simpson Rule

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37 views13 pages

10069lec 5 - Simpson Rule

Uploaded by

baselpicasso7
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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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3.1.

2 Simpson’s Rule
Aside from applying the trapezoidal rule with finer segmentation,
another way to obtain a more accurate estimate of an integral is to
use higher-order polynomials to connect the points. For example, if
there is an extra point midway between f (a) and f (b), the three
points can be connected with a parabola (Fig. 3.1 a). If there are two
points equally spaced between f (a) and f (b), the four points can be
connected with a third-order polynomial (Fig. 3.1b). The formulas
that result from taking the integrals under these polynomials
are called Simpson’s rules.
• 3.1.2.2 Simpson’s 1/3 Rule
• Simpson’s 1/3 rule results when a second-order interpolating
polynomial is substituted into the following equation:

• If a and b are designated as x0 and x2 and f2(x) is represented


by a second-order Lagrange polynomial , the integral becomes
FIGURE 3.1
(a) Graphical depiction of Simpson’s 1/3 rule: It consists of taking the area under a parabola connecting three
points. (b) Graphical depiction of Simpson’s 3/8 rule: It consists of taking the area under a cubic equation
connecting four points.
• After integration and algebraic manipulation, the following
formula results:

• where, for this case, h = (b − a)/2. This equation is known as


Simpson’s 1/3 rule. It is the second Newton-Cotes closed
integration formula.
• The label “1/3” stems from the fact that h is divided by 3.
• Simpson’s 1/3 rule can also be expressed using the format of:
• where a = x0, b = x2, and x1 = the point midway between a
and b, which is given by (b + a)/2.
• It can be shown that a single-segment application of
Simpson’s 1/3 rule has a truncation error, or, because
h = (b − a)/2,
• where ξ lies somewhere in the interval from a to b. Thus,
Simpson’s 1/3 rule is more accurate than the trapezoidal rule.
• error is proportional to the fourth derivative. This is because,
the coefficient of the third-order term goes to zero during the
integration of the interpolating polynomial.
• Consequently, Simpson’s 1/3 rule is third-order accurate even
though it is based on only three points. In other words, it
yields exact results for cubic polynomials even though it is
derived from a parabola!
Single Application of Simpson’s 1/3 Rule
• Example : Use Simpson’s rule to integrate
f(x) = 0.2 + 25x − 200x2 + 675x3 − 900x4 + 400x5
from a = 0 to b = 0.8. Recall that the exact integral is 1.640533.
Solution.
f (0) = 0.2 f (0.4) = 2.456 f (0.8) = 0.232
Therefore, the following equation can be used :

Then,

which represents an exact error of


Et = 1.640533 − 1.367467 = 0.2730667 εt = 16.6%
The Multiple-Application Simpson’s 1/3 Rule
• Just as with the trapezoidal rule, Simpson’s rule can be
improved by dividing the integration interval into a number of
segments of equal width (Fig.3.2):
.

FIGURE 3.2
Graphical representation of the multiple application of Simpson’s 1/3 rule.
Note that the method can be employed only if the number of segments is
even.
• Notice that, as illustrated in Fig. 3.2, an even number of
segments must be utilized to implement the method. In
addition, the coefficients “4” and “2” might seem peculiar at
first glance. However, they follow naturally from Simpson’s
1/3 rule. The odd points represent the middle term for each
application and hence carry the weight of 4. The even points
are common to adjacent applications and hence are counted
twice. An error estimate for the multiple-application
Simpson’s rule is obtained in the same fashion as for the
trapezoidal rule by summing the individual errors for the
segments and averaging the derivative to yield:

where f¯(4) is the average fourth derivative for the interval.


• Example. Use the multiple application version of Simpson’s
rule with n = 4 to estimate the integral of
f(x) = 0.2 + 25x − 200x2 + 675x3 − 900x4 + 400x5 from a =
0 to b = 0.8. Recall that the exact integral is 1.640533.
Solution. n = 4 (h = 0.2):
f(0) = 0.2 f(0.2) = 1.288
f(0.4) = 2.456 f(0.6) = 3.464
f(0.8) = 0.232
From

Then,
• By comparing the solution error of this method (multiple
application) to the single application, it is clear that, the
multiple application rule gives accurate solution : 1.0403%
error to 16.64 %.
.

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