Simpson's Rule

Mathematics Calculus & Analysis Source: Wikipedia Cite
Primary: Thomas Simpson
Publication: Mathematical Dissertations (1743)
Year: 1743
URL: Wikipedia

Description

Approximate ∫ab f(x) dx using quadratic polynomials. Composite form: partition [a,b] into n (even) subintervals of width h=(b-a)/n. Formula: (h/3)[f(x₀) + 4Σf(xodd) + 2Σf(xeven) + f(xn)]. Exact for cubics. Error O(h⁴). More accurate than trapezoidal rule.

Source: Wikipedia

Algorithm Flowchart

graph TD A1["f x, interval a b\nn subintervals even"] B1["h = b-a / n\nx_i = a + i h"] C1["Sum = f x0 + 4 sum f x_odd\n+ 2 sum f x_even + f xn"] D1["Integral = h/3 times Sum"] F1["Return approximate integral"] A1 --> B1 B1 --> C1 C1 --> D1 D1 --> F1 classDef red fill:#ff6b6b,color:#fff,stroke:#c0392b classDef yellow fill:#ffd43b,color:#000,stroke:#f59f00 classDef green fill:#51cf66,color:#fff,stroke:#40c057 classDef lightblue fill:#74c0fc,color:#fff,stroke:#4dabf7 classDef violet fill:#b197fc,color:#fff,stroke:#9775fa classDef lavender fill:#e6e6fa,color:#333,stroke:#b19cd9 class A1 red class B1 yellow class C1,D1 green class F1 violet

Color Scheme (GLMP 6-Color)

Red
Triggers & Inputs
Yellow
Structures & Objects
Green
Processing & Operations
Light Blue
Intermediates & States
Violet
Products & Outputs
Lavender
Decision diamonds

Process Statistics

  • Nodes: 5
  • Edges: 4
  • OR gates: 0
  • Loops: 0
  • AND gates: 0
  • Complexity: O(n) evaluations, error O(h⁴)

Keywords

  • Simpson's rule
  • numerical integration
  • quadrature
  • calculus