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Simpson 3/8 Rule For Integration: DX X F I

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Simpson 3/8 Rule For Integration: DX X F I

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© Attribution Non-Commercial (BY-NC)
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Chapter 07.

08
Simpson 3/8 Rule for Integration
After reading this chapter, you should be able to
1. derive the formula for Simpsons 3/8 rule of integration,
2. use Simpsons 3/8 rule it to solve integrals,
3. develop the formula for multiplesegment Simpsons 3/8 rule of integration,
!. use multiplesegment Simpsons 3/8 rule of integration to solve integrals,
". compare true error formulas for multiplesegment Simpsons 1/3 rule and multiple
segment Simpsons 3/8 rule, and
#. use a combination of Simpsons 1/3 rule and Simpsons 3/8 rule to appro$imate
integrals.
Introduction
The main objective of this chapter is to develop appropriate formulas for approximating the
integral of the form

b
a
d$ $ f % ) (

(1)
Most (if not all) of the developed formulas for integration are based on a simple concept of
approximating a given function
) ($ f
by a simpler function (usually a polynomial function)
) ($ f
i
, where i represents the order of the polynomial function. n !hapter "#."$,
%impsons 1&$ rule for integration was derived by approximating the integrand
) ($ f
with a
'
nd
order ((uadratic) polynomial function. ) (
'
$ f
'
' 1 " '
) ( $ a $ a a $ f + + (')
"#.").1
"#.").' !hapter "#.")
Figure 1 ) (
*
$ f !ubic function.
n a similar fashion, %impson $&) rule for integration can be derived by approximating the
given function
) ($ f
with the $
rd
order (cubic) polynomial
) (
$
$ f
{ }

1
1
1
1
]
1


+ + +
$
'
1
"
$ '
$
$
'
' 1 " $
, , , 1
) (
a
a
a
a
$ $ $
$ a $ a $ a a $ f
($)
which can also be symbolically represented in +igure 1.
Method 1
The un,nown coefficients $ ' 1 "
and , , a a a a
in -(uation ($) can be obtained by substituting
. ,nown coordinate data points
( ) ( ) ( ) ( )/ , 0 and / , 0 /, , 0 /, , 0
$ $ ' ' 1 1 " "
$ f $ $ f $ $ f $ $ f $
into
-(uation ($) as follows.

+ + +
+ + +
+ + +
+ + +
'
$ $
'
$ ' $ 1 " $
'
' $
'
' ' ' 1 " '
'
1 $
'
1 ' 1 1 " 1
'
" $
'
" ' " 1 " "
) (
) (
) (
) (
$ a $ a $ a a $ f
$ a $ a $ a a $ f
$ a $ a $ a a $ f
$ a $ a $ a a $ f
(.)
-(uation (.) can be expressed in matrix notation as
%impson $&) 1ule for ntegration "#.").$
( )
( )
( )
( )
1
1
1
1
]
1

1
1
1
1
]
1

1
1
1
1
1
]
1

$
'
1
"
$
'
1
"
$
$
'
$ $
$
'
'
' '
$
1
'
1 1
$
"
'
" "
1
1
1
1
$ f
$ f
$ f
$ f
a
a
a
a
$ $ $
$ $ $
$ $ $
$ $ $
(2)
The above -(uation (2) can symbolically be represented as
[ ]
1 . 1 . . .
f a A

(3)
Thus,
[ ] f A
a
a
a
a
a


1
1
1
1
]
1

1
.
$
'
1
(#)
%ubstituting -(uation (#) into -(uation ($), one gets
( ) { } [ ] f A $ $ $ $ f


1 $ '
$
, , , 1 ())
4s indicated in +igure 1, one has

+
+
+

+
+
+

+
+

b
a b
a
h a $
b a
a b
a
h a $
b a
a b
a
h a $
a $
$
$ $
$
$
'
$
' '
'
$
'
$
$
'
1
"
(5)
6ith the help from M4T748 91ef. ':, the un,nown vector a

(shown in -(uation #) can be


solved for symbolically.
Method '
;sing 7agrange interpolation, the cubic polynomial function
( ) $ f
$
that passes through .
data points (see +igure 1) can be explicitly given as
"#.").. !hapter "#.")
( )
( ) ( ) ( )
( ) ( ) ( )
( )
( ) ( ) ( )
( ) ( ) ( )
( )
( ) ( ) ( )
( ) ( ) ( )
( )
( ) ( ) ( )
( ) ( ) ( )
( )
$
' $ 1 $ " $
' 1 "
$
$ ' 1 ' " '
$ 1 "
1
$ 1 ' 1 " 1
$ ' "
"
$ " ' " 1 "
$ ' 1
$
$ f
$ $ $ $ $ $
$ $ $ $ $ $
$ f
$ $ $ $ $ $
$ $ $ $ $ $
$ f
$ $ $ $ $ $
$ $ $ $ $ $
$ f
$ $ $ $ $ $
$ $ $ $ $ $
$ f



+


+

(1")
Simpsons 3/8 Rule for Integration
%ubstituting the form of
( ) $ f
$
from Method (1) or Method ('),
( )
( )

b
a
b
a
d$ $ f
d$ $ f %
$
( )
( ) ( ) ( ) ( ) { }
)
$ $
$ ' 1 "
$ f $ f $ f $ f
a b
+ + +
(11)
%ince
$
a b
h

h a b $
and -(uation (11) becomes
( ) ( ) ( ) ( ) { }
$ ' 1 "
$ $
)
$
$ f $ f $ f $ f
h
% + + +
(1')
<ote the $&) in the formula, and hence the name of method as the %impson=s $&) rule.
The true error in %impson $&) rule can be derived as 91ef. 1:
( ) f
a b
&
t


3.)"
) (
2
, where
b a
(1$)
Example 1
The vertical distance covered by a roc,et from ) $ to $" $ seconds is given by


,
_

1
]
1

$"
)
) . 5
'1"" 1.""""
1.""""
ln '""" d$ $
t
s
;se %impson $&) rule to find the approximate value of the integral.
Solution
$$$$ . #
$
) $"
$

a b
n
a b
h
%impson $&) 1ule for ntegration "#.").2
( ) ( ) ( ) ( ) { }
$ ' 1 "
$ $
)
$
$ f $ f $ f $ f
h
% + + +
( )
'33# . 1##
) ) . 5
) '1"" 1.""""
1.""""
ln '"""
)
"
"

,
_

$ f
$
( )

'


,
_

+
+
.3'5 . $#'
$$$$ . 12 ) . 5
$$$$ . 12 '1"" 1.""""
1.""""
ln '"""
$$$$ . 12
$$$$ . # )
1
" 1
$ f
h $ $
( )

'


,
_

+
+
)5#3 . 3")
3333 . '' ) . 5
3333 . '' '1"" 1.""""
1.""""
ln '"""
3333 . ''
) $$$$ . # ( ' )
'
'
" '
$ f
h $ $
( )

'


,
_

+
+
3#." . 5"1
$" ) . 5
$" '1"" 1.""""
1.""""
ln '"""
$"
) $$$$ . # ( $ )
$
$
" $
$ f
h $ $
4pplying -(uation (1'), one has
{ }
$1". . 11"3$
3#." . 5"1 )5#3 . 3") $ .3'5 . $#' $ '33# . 1## $$$$ . #
)
$

+ + + %
The exact answer can be computed as
$. . 11"31
e$act
%
"#.").3 !hapter "#.")
Multiple Segments for Simpson 3/8 Rule
;sing
n
> number of e(ual segments, the width h can be defined as
n
a b
h

(1.)
The number of segments need to be an integer multiple of $ as a single application of
%impson $&) rule re(uires $ segments.
The integral shown in -(uation (1) can be expressed as
( )
( )

b
a
b
a
d$ $ f
d$ $ f %
$
( ) ( ) ( )


+ + +
b $
$
$
$
$
a $
n
n
d$ $ f d$ $ f d$ $ f
$
3
$
$
"
$ $ $
........
(12)
;sing %impson $&) rule (%ee -(uation 1') into -(uation (12), one gets
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )

)

'

+ + + + +
+ + + + + + +

n n n n
$ f $ f $ f $ f
$ f $ f $ f $ f $ f $ f $ f $ f
h
%
1 ' $
3 2 . $ $ ' 1 "
$ $ .....
$ $ $ $
)
$
(13)
( ) ( ) ( ) ( ) ( )

'

+ + + +

n
n
i
i
n
i
i
n
i
i
$ f $ f $ f $ f $ f
h
$
,.. 5 , 3 , $
1
,.. ) , 2 , '
'
,.. # , . , 1
"
' $ $
)
$

(1#)
Example 2
The vertical distance covered by a roc,et from ) $ to $" $ seconds is given by


,
_

1
]
1

$"
)
) . 5
'1"" 1.""""
1.""""
ln '""" d$ $
t
s
;se %impson $&) multiple segments rule with six segments to estimate the vertical distance.
Solution
n this example, one has (see -(uation 1.)?
3333 . $
3
) $"

h
( ) { } { } '33# . 1## , ) ,
" "
$ f $
( ) { } { } 3333 . 11 3333 . $ ) where .1". . '#" , 3333 . 11 ,
" 1 1 1
+ + h $ $ $ f $
( ) { } { } $$$$ . 12 ' where .3'5 . $#' , $$$$ . 12 ,
" ' ' '
+ h $ $ $ f $
( ) { } { } 15 $ where #.22 . .). , 15 ,
" $ $ $
+ h $ $ $ f $
( ) { } { } 3333 . '' . where )5#3 . 3") , 3333 . '' ,
" . . .
+ h $ $ $ f $
%impson $&) 1ule for ntegration "#.").#
( ) { } { } $$$$ . '3 2 where 5)#" . #.3 , $$$$ . '3 ,
" 2 2 2
+ h $ $ $ f $
( ) { } { } $" 3 where 3#." . 5"1 , $" ,
" 3 3 3
+ h $ $ $ f $
4pplying -(uation (1#), one obtains?
( ) ( ) ( ) ( )

'

+ + + +

3#." . 5"1 ' $ $ '33# . 1## 3333 . $


)
$
$ $
,.. 3 , $
2 1
,.. 2 , '
. '
,.. . , 1
n
i
i
n
i
i
n
i
i
$ f $ f $ f %
( ) ( ) ( ) ( ) { } 3#." . 5"1 #.22 . .). ' 5)#" . #.3 .3'5 . $#' $ )5#3 . 3") .1". . '#" $ '33# . 1## $#2" . 1 + + + + + +
.353 . 3"1 , 11
Example 3
!ompute

'


,
_

$"
)
, ) . 5
'1"" """ , 1."
""" , 1."
ln '"""
b
a
d$ $
$
%

using %impson 1&$ rule (with
1
n .), and %impson $&) rule (with
'
n $).
Solution
The segment width is
n
a b
h

' 1
n n
a b
+

( )
1.'5 . $
$ .
) $"

( )
( )
( )
( )
( )
( ) $" 1.'5 . $ # ) #
)2#1 . '3 1.'5 . $ 3 ) 3
#1.$ . '$ 1.'5 . $ 2 ) 2
rule 1&$ s %impson@
2#1. . '" 1.'5 . $ . ) .
.')3 . 1# 1.'5 . $ $ ) $
')2# . 1. 1.'5 . $ ' ) '
1.'5 . 11 1.'5 . $ ) 1
)
" #
" 3
" 2
" .
" $
" '
" 1
"
+ +
+ +
+ +

+ +
+ +
+ +
+ +

h $ $
h $ $
h $ $
h $ $
h $ $
h $ $
h $ $
a $
( ) '33# . 1## ) ) . 5
) '1"" """ , 1."
""" , 1."
ln '""" )
"

,
_


$ f
%imilarly?
"#.").) !hapter "#.")
( )
( )
( )
( )
( )
( )
( ) 3#." . 5"1
55#) . #3#
)'3" . 3.3
$5"5 . 2$3
'#.5 . .$2
$'.1 . $.'
2)3$ . '23 1.'5 . 11
#
3
2
.
$
'
1


$ f
$ f
$ f
$ f
$ f
$ f
$ f
+or multiple segments ( ) segments . first
1
n , using %impson 1&$ rule, one obtains (%ee
-(uation 15)?
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( ) { }
( ) ( ) { }
115# . .$3.
$5"5 . 2$3 $'.1 . $.' ' '#.5 . .$2 2)3$ . '23 . '33# . 1##
$
1.'5 . $
' .
$
' .
$
. ' $ 1 "
' '
,... '
$ 1
,... $ , 1
" 1
1
1 1

+ + + +
,
_

+ + + +
,
_

'

+ + +
,
_

$ f $ f $ f $ f $ f
h
$ f $ f $ f $ f
h
%
n
n
i
i
n
i
i
+or multiple segments ( ) segments $ last
'
n , using %impson $&) rule, one obtains (%ee
-(uation 1#)?
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) { }
( ) ( ) ( ) { }
( ) ( ) { }
$33$ . 335#
3#." . 5"1 55#) . #3# $ )'3" . 3.3 $ $5"5 . 2$3 1.'5 . $
)
$
) ( $ $
)
$
) ( ) ( ' $ $
)
$
' $ $
)
$
# 3 2 .
$ ' 1 "
" $
,.. 3 , $
' 1
,... '
1 '
,... $ , 1
" '
1
' ' '

+ + +
,
_


+ + +
,
_

+ + + +
,
_

'

+ + + +
,
_

$ f $ f $ f $ f
h
t f on contributi no t f t f t f
h
t f t f t f t f t f
h
%
n
n
i
i
n
i
i
n
i
i
The mixed (combined) %impson 1&$ and $&) rules give
11"31
$33$ . 335# 115# . .$3.
' 1

+
+ % % %
!omparing the truncated error of %impson 1&$ rule
( )
( ) f
a b
&
t


'))"
2
(1))
6ith %impson $&) rule (%ee -(uation 1'), it seems to offer slightly more accurate answer
than the former. Aowever, the cost associated with %impson $&) rule (using $rd order
%impson $&) 1ule for ntegration "#.").5
polynomial function) is significantly higher than the one associated with %impson 1&$ rule
(using 'nd order polynomial function).
The number of multiple segments that can be used in the conjunction with %impson
1&$ rule is ', ., 3, ), B (any even numbers).
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) { }
( ) ( ) ( ) ( ) ) 15 ( ' .
$
. ..... . .
$
'
... 3 , . , '
1
,... $ , 1
"
1 ' . $ ' ' 1 " 1

'

+ + +

,
_

+ + + + + + + + +

,
_


n
n
i
i
n
i
i
n n n
$ f $ f $ f $ f
h
$ f $ f $ f $ f $ f $ f $ f $ f $ f
h
%
Ao
wever, %impson $&) rule can be used with the number of segments e(ual to $,3,5,1',.. (can be
certain odd or even numbers that are multiples of $).
f the user wishes to use, say # segments, then the mixed %impson 1&$ rule (for the first .
segments), and %impson $&) rule (for the last $ segments) would be appropriate.
Computer Algoritm for Mixed Simpson 1/3 and 3/8 Rule for Integration
8ased on the earlier discussion on (single and multiple segments) %impson 1&$ and $&) rules,
the following CpseudoD stepEbyEstep mixed %impson rules can be given as
%tep 1
;ser inputs information, such as
) ($ f
> integrand
1
n > number of segments in conjunction with %impson 1&$ rule (a multiple of ' (any
even numbers)
'
n > number of segments in conjunction with %impson $&) rule (a multiple of $)
%tep '
!ompute
' 1
n n n +
n
a b
h

b nh a $
ih a $
h a $
h a $
a $
n
i
+
+
+
+

.
.
.
.
'
1
'
1
"
%tep $
!ompute result from multipleEsegment %impson 1&$ rule (%ee -(uation 15)
"#.").1" !hapter "#.")
( ) ( ) ( ) ( )

'

+ + +

,
_

1
1 1
'
... 3 , . , '
1
,... $ , 1
" 1
' .
$
n
n
i
i
n
i
i
$ f $ f $ f $ f
h
%
(15, repeated)
%tep .
!ompute result from multiple segment %impson $&) rule (%ee -(uation 1#)
( ) ( ) ( ) ( ) ( )

'

+ + + +

,
_

'
' ' '
$
,... 5 , 3 , $
1
... ) , 2 , '
'
... # , . , 1
" '
' $ $
)
$
n
n
i
i
n
i
i
n
i
i
$ f $ f $ f $ f $ f
h
%
(1#,
repeated)
%tep 2
' 1
% % % + ('")
and print out the final approximated answer for % .
SIM!S"#$S 3/8 R%&E F"R I#'E(RA'I"#
Topic %impson $&) 1ule for ntegration
%ummary Textboo, !hapter of %impson=s $&) 1ule for ntegration
Major Feneral -ngineering
4uthors Guc <guyen
Gate +ebruary 1', '"1.
6eb %ite http?&&numericalmethods.eng.usf.edu

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