Chapter 18

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ISAT U CEA

Chapter 18:
Simpson's Rule Method
OBJECTIVE:
At the end of this chapter, students will be familiarized of the Simpson’s Rule and its
Microsoft Power Point Application.

DISCUSSION:
Simpson's rule is a Newton-Cotes formula for approximating the integral of a function f
using quadratic polynomials (i.e., parabolic arcs instead of the straight line segments used
in the trapezoidal rule). Simpson's rule can be derived by integrating a third-
order Lagrange interpolating polynomial fit to the function at three equally spaced points.
In particular, let the function f be tabulated at points xo , x1 , and x2 equally spaced by
distance h, and denote fn = f(xn ). Then Simpson's rule states that
𝑥2 𝑥0 +2ℎ
∫ 𝑓 (𝑥 )𝑑𝑥 = ∫ 𝑓 (𝑥 )𝑑𝑥
𝑥𝑜 𝑥𝑜

Formulas:

Simpson’s (1/3) Rule


𝑏

∫ 𝑓 (𝑥 )𝑑𝑥 = [𝑓(𝑎) + 4𝑓 (𝑥1 ) + 2𝑓(𝑥2 ) + 4𝑓 (𝑥3 ) + ⋯ + 2𝑓(𝑥2𝑚−2 ) + 4𝑓 (𝑥2𝑚−1 ) + 𝑓 (𝑏)]
𝑎 3

Simpson’s (3/8) Rule


𝑏
3ℎ 2𝑎 + 𝑏 𝑎 + 2𝑏
∫ 𝑓 (𝑥 )𝑑𝑥 ≈ [𝑓 (𝑎) + 3𝑓 ( ) + 3𝑓 ( ) + 𝑓 (𝑏 )]
𝑎 8 3 3

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ISAT U CEA

Microsoft Office Excel Application

Using Simpson’s a.) (1/3) and b.) (3/8) rule, solve for the value of integral given
7
𝑥
𝑓 (𝑥 ) = ∫ 𝑑𝑥 ; 𝑛 = 6
2 1 − √2 + 𝑥

a. First, “type” in blank spaces in Microsoft Office Excel these data,

1
𝑖 ℎ 𝑥 𝑓(𝑥) 𝑐𝑎𝑙𝑐( )
3

Where:

𝒊 is the number of iterations from 0, 1, 2, 3, … , n


ℎ𝑖𝑔ℎ𝑒𝑟 𝑙𝑖𝑚𝑖𝑡 − 𝑙𝑜𝑤𝑒𝑟 𝑙𝑖𝑚𝑖𝑡 7 − 2
𝒉= =
𝑛 6
𝒙 is the lower limit value
𝑥
𝒇(𝒙) is the function inside the integral (1− 2+𝑥)

𝟏
𝒄𝒂𝒍𝒄(𝟑) is equal to 𝑓(𝑥) at first and last iteration and the middle iterations are under
these conditions:
1
 If the value is odd, 𝑐𝑎𝑙𝑐 (3) = 4𝑓 (𝑥)
1
 If the value is even, 𝑐𝑎𝑙𝑐 (3) = 2𝑓 (𝑥)

And the formula on first iteration will be

1
𝑖 ℎ 𝑥 𝑓(𝑥) 𝑐𝑎𝑙𝑐( )
3

= (𝒙(𝒊=𝟎) /(1 − 𝑠𝑞𝑟𝑡(2


0 =(7-2)/10 =2 =𝒇(𝒙)(𝒊=𝟎)
+ 𝒙(𝒊=𝟎) )))

Note: The squares in yellow colour are table headings. Terms in BOLD fonts are
formulas to be “clicked” in corresponding rows and columns. Terms in LIGHT fonts are
to be “typed” in keyboard.

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ISAT U CEA

And at first iteration:

At the second iteration, 𝑖 = 1:

𝒉 will be the same as in first iteration and 𝒇(𝒙) will be dragged down.
𝒙 will be equal to the sum of the first iteration 𝒙 and the second iteration 𝒉.

Thus:

1
𝑖 ℎ 𝑥 𝑓(𝑥) 𝑐𝑎𝑙𝑐( )
3

0 0.833333 2 -2 -2
=𝒙(𝒊=𝟎) +
1 =𝒉(𝒊=𝟎) 𝒉(𝒊=𝟏) “drag” =IF(ISODD(𝒊𝟏 ),4*𝒇(𝒙)(𝒊=𝟏) ,2*𝒇(𝒙)(𝒊=𝟏) )

Second iteration:

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The third and preceding iterations will be dragged down from second iteration until
reached the nth iteration. Thus

And the value/area will be written as

=(B7/3)*SUM(E6:E12)

𝟑
b. The process would be the same as before except that 𝒄𝒂𝒍𝒄(𝟖) will be solved in
middle iterations as

=IF(MOD(A33,3),3*D33,2*D33)

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ISAT U CEA

And the area will be written in blank space as

=(3*B7/8)*SUM(E6:E12)

FOLLOW UP QUESTION:
What is the difference between Simpson’s (1/3) and (3/8) rule in terms of convergence,
approximation, advantages, and disadvantages?

APPLICATIONS:
Using Simpson’s (1/3) and (3/8) rule, approximate the integrals of
9 𝑥+1 2 sin(𝑥)2
a. ∫4 𝑑𝑥 ; 𝑛 = 6 b. ∫0 𝑑𝑥 ; 𝑛 = 6
𝑥+2√ 𝑥−3 1+sin(𝑥)2

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