Trapezoidal Rule[edit]

Consider some function, possibly unknown, , with known values over the interval [a,b] at n+1
evenly spaced points x
i
of spacing , and .
Further, denote the function value at the ith mesh point as .
Using the notion of integration as "finding the area under the function curve", we can denote the
integral over the ith segment of the interval, from to as:
= (1)
Since we may not know the antiderivative of , we must approximate it. Such approximation in
the Trapezoidal Rule, unsurprisingly, involves approximating (1) with a trapezoid of width h, left
height , right height . Thus,
(1) = (2)
(2) gives us an approximation to the area under one interval of the curve, and must be repeated to
cover the entire interval.
For the case where n = 2,
= (3)

Collecting like terms on the right hand side of (3) gives us:

or

Now, substituting in for h and cleaning up,


To motivate the general version of the trapezoidal rule, now consider n = 4,

Following a similar process as for the case when n=2, we obtain

Proceeding to the general case where n = N,

This is an example of what the trapezoidal rule would
represent graphicly, here .

Example[edit]
Approximate to within 5%.
First, since the function can be exactly integrated, let us do so, to provide a check on our answer.
= (4)
We will start with an interval size of 1, only considering the end points.


(4)
Relative error =
Hmm, a little high for our purposes. So, we halve the interval size to 0.5 and add to the list

(4)

Relative error =
Still above 0.01, but vastly improved from the initial step. We continue in the same fashion,
calculating and , rounding off to four decimal places.


(4)
Relative error =
We are well on our way. Continuing, with interval size 0.125 and rounding as before,





(4)

Relative error =
Since our relative error is less than 5%, we stop.
Error Analysis[edit]
Let y=f(x) be continuous,well-behaved and have continuous derivatives in [x
0
,x
n
]. We expand y in a
Taylor series about x=x
0
,thus-

Simpson's Rule[edit]
Consider some function possibily unknown with known values over the interval [a,b] at
n+1 evently spaced points then it defined as

where and and .
Example[edit]
Evaluate by taking ( must be even)
Solution: Here
Since & so
Now when then
And since , therefore for , , ,
, , the corresponding values are
, , , ,
,
Incomplete ... Completed soon
Error Analysis[edit]
Simpson's 3/8
The numerical integration technique known as "Simpson's 3/8 rule" is credited to the mathematician
Thomas Simpson (1710-1761) of Leicestershire, England. His also worked in the areas of numerical
interpolation and probability theory.

Theorem (Simpson's 3/8 Rule) Consider over , where , , and . Simpson's 3/8 rule is
.
This is an numerical approximation to the integral of over and we have the expression
.
The remainder term for Simpson's 3/8 rule is , where lies somewhere between , and have the
equality
.

Proof Simpson's 3/8 Rule Simpson's 3/8 Rule

Composite Simpson's 3/8 Rule
Our next method of finding the area under a curve is by approximating
that curve with a series of cubic segments that lie above the intervals .
When several cubics are used, we call it the composite Simpson's 3/8 rule.

Theorem (Composite Simpson's 3/8 Rule) Consider over . Suppose that the interval is subdivided
into subintervals of equal width by using the equally spaced sample points for . The composite
Simpson's 3/8 rule for subintervals is
.
This is an numerical approximation to the integral of over and we write
.

Proof Simpson's 3/8 Rule Simpson's 3/8 Rule

Remainder term for the Composite Simpson's 3/8 Rule
Corollary (Simpson's 3/8 Rule: Remainder term) Suppose that is subdivided into subintervals of
width . The composite Simpson's 3/8 rule
.
is an numerical approximation to the integral, and
.
Furthermore, if , then there exists a value with so that the error term has the form
.
This is expressed using the "big " notation .

Remark. When the step size is reduced by a factor of the remainder term should be reduced by
approximately .

Algorithm Composite Simpson's 3/8 Rule. To approximate the integral
,

by sampling at the equally spaced sample points for , where . Notice that and .

Animations (Simpson's 3/8 Rule Simpson's 3/8 Rule). Internet hyperlinks to animations.

Computer Programs Simpson's 3/8 Rule Simpson's 3/8 Rule

Mathematica Subroutine (Simpson's 3/8 Rule). Object oriented programming.

Example 1. Numerically approximate the integral by using Simpson's 3/8 rule with m = 1, 2, 4.
Solution 1.

Example 2. Numerically approximate the integral by using Simpson's 3/8 rule with m = 10, 20, 40,
80, and 160. Solution 2.

Example 3. Find the analytic value of the integral (i.e. find the "true value"). Solution 3.

Example 4. Use the "true value" in example 3 and find the error for the Simpson' 3/8 rule
approximations in example 2. Solution 4.

Example 5. When the step size is reduced by a factor of the error term should be reduced by
approximately . Explore this phenomenon. Solution 5.

Example 6. Numerically approximate the integral by using Simpson's 3/8 rule with m = 1, 2, 4.
Solution 6.

Example 7. Numerically approximate the integral by using Simpson's 3/8 rule with m = 10, 20, 40,
80, and 160. Solution 7.

Example 8. Find the analytic value of the integral (i.e. find the "true value"). Solution 8.

Example 9. Use the "true value" in example 8 and find the error for the Simpson's 3/8 rule
approximations in example 7. Solution 9.

Example 10. When the step size is reduced by a factor of the error term should be reduced by
approximately . Explore this phenomenon. Solution 10.

Various Scenarios and Animations for Simpson's 3/8 Rule.
Example 11. Let over . Use Simpson's 3/8 rule to approximate the value of the integral. Solution 11.

Animations (Simpson's 3/8 Rule Simpson's 3/8 Rule). Internet hyperlinks to animations.

Research Experience for Undergraduates
Simpson's Rule for Numerical Integration Simpson's Rule for Numerical Integration Internet
hyperlinks to web sites and a bibliography of articles.