5.

Simpsons 1/3rd Rule

5.2.1 Simpsons Rule:

A wide variety of numerical methods have been developed to simplify the
integral. Here, we will discuss Simpsons 1/3rd Rule of integral approximation,
which improves upon the accuracy of the Trapezoidal Rule.
Trapezoidal rule was based on approximating the integrand by a first order
polynomial, and then integrating the polynomial in the interval of integration.
Simpsons 1/3rd rule is an extension of Trapezoidal rule where the integrand is
non-approximated by a second order polynomial.
5.2.2 Deriving Simpson's Rule
Hence
b

f ( x) dx

( x) dx

where f 2 ( x ) is a second order polynomial.

f 2 ( x) a 0 a1 x a 2 x 2

ab ab
, f

2
2

Choose (a, f ( a )),

, and (b, f (b)) as the three points of the

function to evaluate a 0 , a1 and a 2 .

f (a) f 2 (a) a0 a1 a a 2 a 2
ab
ab
ab
ab
f
f2
a 0 a1
a2

2
2
2
2

f (b) f 2 (b) a 0 a1b a 2 b 2

Solving the above three equations for unknowns, a 0 , a1 and a 2 give

Chapter 5

ab
2
abf (a) b f (a )
2
a0
2
a 2ab b 2
ab
ab
af (a ) 4af
3af (b) 3bf (a ) 4bf
bf (b)
2
2

a1
a 2 2ab b 2

ab
2 f (a) 2 f
f (b)
2

a2
2
2
a 2ab b
a 2 f (b) abf (b) 4abf

Then
b

( x) dx

a 0 a1 x a 2 x 2 dx
a

x2
x3
a 0 x a1
a2

2
3 a

b2 a2
b3 a 3
a 0 (b a ) a1
a2
2
3

Substituting values of a 0 , a1 and a 2 give

b

( x) dx

ba
ab
f (a) 4 f
f (b)

6
2

Since for Simpsons 1/3rd Rule, the interval a, b is broken into 2 segments, the
segment width
h

ba
2

Hence the Simpsons 1/3rd rule is given by

b

f ( x )dx 3

a b
f (b)
2

f (a ) 4 f

Since the above form has 1/3 in its formula, it is also called Simpsons 1/3rd Rule.

Simpsons Rule

Example 1:
Human vision has the remarkable ability to infer 3D shapes from 2D images. The
intriguing question is: can we replicate some of these abilities on a computer?
Yes, it can be done and to do this, integration of vector fields is required. The
following integral needs to integrated.
100

f ( x )dx
0

where
f(x) 0 , 0 x 30
9.1688 10 6 x 3 2.7961 10 3 x 2 2.8487 10 1 x 9.6778, 30 x 172
0, 172 x 200

a) Use Simpsons 1/3rd Rule to find the integration.

b) Find the true error, E t

Find the absolute relative true error,

Solution:

ba
ab
I
f (a) 4 f
f (b)
a)

6
2

c)

a0
b 100
ab
50
2

f(x) 0 , 0 x 30
9.1688 10 6 x 3 2.7961 10 3 x 2 2.8487 10 1 x 9.6778, 30 x 172
0, 172 x 200

f (0) 0
f (100) 9.1688 10 6 (100) 3 2.7961 10 3 (100) 2 2.8487 10 1 (100) 9.6778

0.017
f (50) 9.1688 10 6 (50) 3 2.7961 10 3 (50) 2 2.8487 10 1 (50) 9.6778

Chapter 5

1.2784

ba
ab
I
f (a ) 4 f
f (b)
6
2

100 0

f (0) 4 f (50) f (100)

6

100

0 4(1.2784) (0.017)
6
84.94667

b) The exact value of the above integral is found using Maple for calculating the
true error and relative true error.
100

f ( x)dx
0

60.7926

so the true error is

Et True Value Approximat e Value

60.7926 (84.94667)

24.1540

c) The absolute relative true error,

t

, would then be

True Error
100
True Value

60.7926 (84.94667)
100
60.7926

39.73%

5.2.3 Multiple Segment Simpsons 1/3rd Rule

Just like in multiple-segment Trapezoidal Rule, one can subdivide the interval

a, b into n segments and apply Simpsons 1/3rd Rule repeatedly over every

Simpsons Rule

two segments. Note that

n needs to be even. Divide interval a, b into n

equal segments, hence the segment width h

xn

ba
.
n

f ( x)dx

f ( x)dx

x0

where
x0 a
xn b
x2

f ( x)dx

f ( x)dx

x0

x4

f ( x)dx ......

x2

xn 2

xn 4

f ( x )dx

xn

f ( x)dx

xn 2

Apply Simpsons 1/3rd Rule over each interval,

b

f ( x )dx ( x

f ( x0 ) 4 f ( x1 ) f ( x 2 )
f ( x 2 ) 4 f ( x3 ) f ( x 4 )
( x4 x2 )

...
6
6

x0 )

f ( x n 4 ) 4 f ( x n 3 ) f ( x n 2 )
f ( x n 2 ) 4 f ( x n 1 ) f ( x n )
( x n x n 2 )

6
6

( x n2 xn 4 )

Since
x i xi 2 2h
i 2, 4, ..., n

then
b

f ( x0 ) 4 f ( x1 ) f ( x 2 )
f ( x 2 ) 4 f ( x3 ) f ( x 4 )
2h

...
6
6

f ( x )dx 2h
a

f ( x n 4 ) 4 f ( x n 3 ) f ( x n 2 )
f ( x n 2 ) 4 f ( x n 1 ) f ( x n )
2h

6
6

2h

h
f ( x0 ) 4 f ( x1 ) f ( x3 ) ... f ( xn1 ) 2 f ( x2 ) f ( x4 ) ... f ( xn2 ) f ( x n )
3

Chapter 5

n 1
n2
n1
n 2
h
ba
f ( x0 ) 4 f ( xi ) 2 f ( xi ) f ( xn ) f ( x)dx f ( x0 ) 4 f ( xi ) 2 f ( xi ) f ( xn )
3

3n
i 1
i 2
i 1
i2
a
i odd
i even
i odd
i even

H.W: Draw a flow chart to calculate the integral of the function f(x) from a to b
using n equal intervals by Simpson Rule.
Example 2:
Human vision has the remarkable ability to infer 3D shapes from 2D images. The
intriguing question is: can we replicate some of these abilities on a computer?
Yes, it can be done and to do this, integration of vector fields is required. The
following integral needs to integrated.
100

f ( x )dx
0

where
f(x) 0 , 0 x 30
9.1688 10 6 x 3 2.7961 10 3 x 2 2.8487 10 1 x 9.6778, 30 x 172
0, 172 x 200

a) Use four segment Simpsons 1/3rd Rule to find the value of the integral.
b) Find the true error, Et for part (a).
c) Find the absolute relative true error for part (a).

Solution:
a) Using
I

n segment Simpsons 1/3rd Rule,

n 1
n 2
ba
f ( x 0 ) 4 f ( x i ) 2 f ( x i ) f ( x n )

3n
i 1
i 2
i odd
i even

n4
a0
b 100

Simpsons Rule

ba
n
100 0

25
f(x) 0 , 0 x 30
9.1688 10 6 x 3 2.7961 10 3 x 2 2.8487 10 1 x 9.6778, 30 x 172
0, 172 x 200

So
f ( x 0 ) f ( 0)
f (0) 0

f ( x1 ) f (0 25) f (25)
f ( 25) 0

f ( x 2 ) f (25 25) f (50)

f (50) 9.1688 10 6 (50) 3 2.7961 10 3 (50) 2 2.8487 10 1 (50) 9.6778

1.2784
f ( x3 ) f (50 25) f (75)
f (75) 9.1688 10 6 (75) 3 2.7961 10 3 (75) 2 2.8487 10 1 (75) 9.6778

0.17252
f ( x 4 ) f ( y n ) f ( 270)
f (100) 9.1688 10 6 (100) 3 2.7961 10 3 (100) 2 2.8487 10 1 (100) 9.6778

0.017

n 1
n 2
ba
f ( x 0 ) 4 f ( x i ) 2 f ( x i ) f ( x n )

3n
i 1
i 2

i odd
i even

Chapter 5

2
100 0 3
f (0) 4 f ( xi ) 2 f (xi ) f (100)

3(4)
i1
i2
iodd ieven

100
f (0) 4 f ( x1 ) 4 f ( x3 ) 2 f ( x 2 ) f (100)
12
25

f (0) 4 f (25) 4 f (75) 2 f (50) f (100)

3
25

0 4(0) 4(0.17252) 2(1.2784) (0.017)

3

26.91667

b) The exact value of the above integral is found using Maple for calculating the
true error and relative true error.
100

f ( x)dx
0

60.7926

so the true error is

Et True Value Approximat e Value

60.7926 (26.91667)

33.8759

c) The absolute relative true error,

t

, would then be

True Error
100
True Value

60.7926 ( 26.91667)
100
60.7926

55.723%

Table 1: Values of Simpsons 1/3rd Rule for Example 2 with multiple segments

Approximate Value

Et

84.94667

-24.154

39.731%

26.91667

33.875

55.723%

Simpsons Rule

66.6063

-5.8137

9.5632%

62.3177

-1.5251

2.5088%