Simpson's rule

E259761

Simpson's rule is a numerical integration technique that approximates the area under a curve by fitting parabolas through groups of data points.

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All labels observed (3)

Label Occurrences
Simpson's rule canonical 2
Simpson's 1/3 rule 1
composite Simpson's rule 1

Statements (48)

Predicate Object
instanceOf numerical integration method
quadrature rule
alternativeName Simpson's rule
surface form: Simpson's 1/3 rule
appliesTo one-dimensional integrals
approximates area under a curve
definite integral
assumes equally spaced points
canBeAppliedAs Simpson's rule self-linksurface differs
surface form: composite Simpson's rule
category numerical quadrature
comparedTo midpoint rule
trapezoidal rule
compositeVersionDescription applies basic Simpson's rule on each pair of subintervals and sums results
conditionOnN n is even
convergenceRate fourth order
derivationMethod Lagrange interpolating polynomial of degree 2
errorOrder O(h⁴)
errorTerm −(b−a)/180 · h⁴ f⁽⁴⁾(ξ)
exactForPolynomialsUpToDegree 3
field calculus
numerical analysis
formula ∫_a^b f(x) dx ≈ (h/3)[f(x₀)+4f(x₁)+2f(x₂)+4f(x₃)+…+4f(x_{n−1})+f(x_n)]
generalizedTo multiple integrals via iterated application
historicalNote formula known before Thomas Simpson but popularized by him
implementationDetail often used with adaptive step size control
integrationIntervalNotation [a,b]
limitation less effective when function is highly oscillatory
requires even number of subintervals so may need to adjust partition
moreAccurateThan midpoint rule for smooth functions
trapezoidal rule for smooth functions
namedAfter Thomas Simpson
nodesPerPanel 3
orderOfNewtonCotes 2
panelsPerTwoSubintervals 1
relatedRule Newton–Cotes formulas
surface form: Simpson's 3/8 rule
requires even number of subintervals
odd number of sample points
requiresEvaluationOf function at equally spaced nodes
requiresFunctionSmoothness f has continuous fourth derivative on [a,b] for standard error bound
specialCaseOf Newton–Cotes formulas
stepSizeSymbol h = (b − a)/n
textbookTopicIn calculus courses
introductory numerical analysis courses
usedIn engineering
physics
scientific computing
statistics
uses parabolic interpolation
usesWeights 1, 4, 2, 4, …, 2, 4, 1

Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Riemann integral approximatedBy Simpson's rule
Riemann sums contrastWith Simpson's rule
Simpson's rule canBeAppliedAs Simpson's rule self-linksurface differs
this entity surface form: composite Simpson's rule
Simpson's rule alternativeName Simpson's rule
this entity surface form: Simpson's 1/3 rule