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单词 Simpson's rule
释义

Simpson's rule

A rule to find approximations for the definite integral

Divide [a, b] into n equal subintervals of length h by the partition

where xi+1−xi = h=(b−a)/n, where n is even. Denote f(xi) by fi, and let Pi be the point (xi, fi). Take an arc of the parabola through the points P0, P1, and P2, an arc of a parabola through P2, P3, and P4, similarly, and so on. This is why n is necessarily even. The resulting Simpson's rule gives

as an approximation to the integral. In general, Simpson's rule is much more accurate than the trapezium rule, and the error is bounded by

The rule is named after the English mathematician Thomas Simpson (1710–61), though the rule is due to Newton, as Simpson himself acknowledged.

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更新时间:2025/5/20 1:09:23