Simpson’s 3/8 rule
Simpson’s rule is a method for approximating adefinite integral by evaluating the integrand at finitely manypoints. The formal rule is given by
where , , .
Simpson’s rule is the third Newton-Cotes quadratureformula. It has degree of precision 3. This means it is exact forpolynomials of degree less than or equal to three. Simpson’s rule is an improvement to the traditional Simpson’srule. The extra function evaluation gives a slightly more accurateapproximation . We can see this with an example.
Using the fundamental theorem of the calculus, one shows
In this case Simpson’s rule gives,
However, Simpson’s rule does slightly better.