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.
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.
this entity surface form:
composite Simpson's rule
this entity surface form:
Simpson's 1/3 rule