Simpson's rule is a method for numerical integration that approximates the value of a definite integral by using quadratic polynomials. It is particularly useful for functions that are difficult to integrate analytically.
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Simpson's rule uses parabolic segments to approximate the area under a curve.
The formula for Simpson's rule over an interval $[a, b]$ with $n$ subintervals (where $n$ must be even) is given by: $$\int_{a}^{b} f(x) \, dx \approx \frac{b-a}{3n} [f(a) + 4 \sum_{i=1,3,5,...}^{n-1} f(x_i) + 2 \sum_{i=2,4,6,...}^{n-2} f(x_i) + f(b)]$$
Simpson's rule requires that the number of subintervals (n) be even.
It provides more accurate results compared to the trapezoidal rule when applied to smooth functions.
The error term in Simpson's Rule is proportional to the fourth derivative of the function being integrated.
Review Questions
What condition must be satisfied regarding the number of subintervals used in Simpson's rule?
How does Simpson’s rule compare in accuracy to the trapezoidal rule?
Write down and explain the formula for Simpson’s rule.