Unit- 5: Numerical Differentiation and Integration

5.1. Introduction
Calculus is the mathematics of change. Because engineers and scientists must continuously deal with
systems and processes that change, calculus is an essential tool of their profession.
There are so many methods available to find the derivative and definite integration of a function. But
when we have a complicated function or a function given in tabular form, then we use numerical
methods. In this unit, we shall be concerned with the problem of numerical differentiation and integration.
The function to be differentiated or integrated will typically be in one of the following three forms:
1. A simple continuous function such as a polynomial, an exponential or a trigonometric function.
2. A complicated continuous function that is difficult or impossible to differentiate or integrate
directly.
3. A tabulated function where values of 𝑥 and 𝑓(𝑥) are given at a number of discrete points
In the first case, the derivative or integral of a simple function may be evaluated analytically using
calculus. For the second case, analytical solutions are often impractical, and sometimes impossible, to
obtain. In these instances, as well as in the third case of discrete data, approximate methods must be
employed.
5.2. Numerical Differentiation
The method of obtaining the derivatives of a function using a numerical technique is known as numerical
differentiation. There are essentially two situations where numerical differentiation is required.
1. The function values are known but the function is unknown, such functions are called tabulated
function.
2. The function to be differentiated is complicated and, therefore, it is difficult to differentiate.
The choice of the formula is the same as the choice for interpolation. If the derivative at a point near
the beginning of a set of values given by a table is required then we use Newton forward interpolation
formula, and if the same is required at a point near the end of the set of given tabular values, then we
use Newton backward interpolation formula. The central difference formula (Bessel’s and Sterling’s)
used to calculate value for points near the middle of the set of given tabular values. If the values of 𝑥
are not equally spaced, we use Newton’s divided difference interpolation formula to get the required
value of the derivative.
5.2.1. Derivatives Using Newton’s Forward Interpolation Formula
Newton’s forward interpolation is given by
𝑷(𝑷−𝟏) 𝟐 𝑷(𝑷−𝟏)(𝑷−𝟐) 𝟑 𝑷(𝑷−𝟏)(𝑷−𝟐)...(𝑷−𝒏+𝟏) 𝒏
𝒚(𝒙) = 𝒚𝟎 + 𝑷∆𝒚𝟎 + 𝟐!
∆ 𝒚𝟎 + 𝟑!
∆ 𝒚𝟎 + ⋯+ 𝒏!
∆ 𝒚𝟎 …….(𝒊)
𝒙−𝒙𝟎
Where 𝑷 = 𝒉

Differentiating equation (𝒊) with respect to 𝑷 we get:

𝑑𝑦 2𝑃−1 2 3𝑃2 −6𝑃+2 3
𝑑𝑃
= ∆𝑦0 + 2!
∆ 𝑦0 + 3!
∆ 𝑦0 + ⋯+

1
 𝑑𝑦 𝑑𝑦 𝑑𝑃 1 𝑑𝑦
And = . =
𝑑𝑥 𝑑𝑃 𝑑𝑥 ℎ 𝑑𝑃

Therefore
𝑑𝑦 1 2𝑃−1 2 3𝑃2 −6𝑃+2 3 4𝑃3 −18𝑃2 +22𝑃−6 4
𝑑𝑥
= ℎ [∆𝑦0 + 2!
∆ 𝑦0 + 3!
∆ 𝑦0 + 4!
∆ 𝑦0 + ⋯ +] …………(𝑖𝑖)

At 𝑥 = 𝑥0 , 𝑃 = 0 therefore putting 𝑃 = 0 in (𝑖𝑖) we get

𝒅𝒚 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏
[𝒅𝒙] = 𝒉 [∆𝒚𝟎 − 𝟐 ∆𝟐 𝒚𝟎 + 𝟑 ∆𝟑 𝒚𝟎 − 𝟒 ∆𝟒 𝒚𝟎 + 𝟓 ∆𝟓 𝒚𝟎 − 𝟔 ∆𝟔 𝒚𝟎 + ⋯ ]
𝒙=𝒙𝟎

Differentiating (𝑖𝑖) again w.r.t′𝑥′, we get

𝑑2 𝑦 𝑑 𝑑𝑦 𝑑𝑃 1 𝑑 𝑑𝑦
= ( ) = ( )
𝑑𝑥 2 𝑑𝑃 𝑑𝑥 𝑑𝑥 ℎ 𝑑𝑃 𝑑𝑥

1 6𝑃2 −18𝑃+11 4
= ℎ2 [∆2 𝑦0 + (𝑃 − 1)∆3 𝑦0 + 12
∆ 𝑦0 + ⋯ ] …………………..(𝑖𝑖𝑖)

Putting 𝑃 = 0 in (𝑖𝑖𝑖) we get:

𝒅𝟐 𝒚 𝟏 𝟏𝟏 𝟓 𝟏𝟑𝟕
[𝒅𝒙𝟐 ] = 𝒉𝟐 [∆𝟐 𝒚𝟎 − ∆𝟑 𝒚𝟎 + 𝟏𝟐 ∆𝟒 𝒚𝟎 − 𝟔 ∆𝟓 𝒚𝟎 + 𝟏𝟖𝟎 ∆𝟔 𝒚𝟎 … ]
𝒙=𝒙𝟎

𝒅𝟑 𝒚 𝟏 𝟑
Similarly, [𝒅𝒙𝟑 ] = 𝒉𝟑 [∆𝟑 𝒚𝟎 − 𝟐 ∆𝟒 𝒚𝟎 + ⋯ ]
𝒙=𝒙𝟎

5.2.2. Derivatives Using Newton’s Backward Differences Formula

Newton’s backward interpolation formula is given by:
𝑷(𝑷+𝟏) 𝟐 𝑷(𝑷+𝟏)(𝑷+𝟐) 𝟑 𝑷(𝑷+𝟏)…(𝑷+(𝒏−𝟏)) 𝒏
𝑦(𝑥) = 𝒚𝒏 + 𝑷𝛁𝒚𝒏 + 𝟐!
𝛁 𝒚𝒏 + 𝟑!
𝛁 𝒚𝒏 +⋯+ 𝒏!
𝛁 𝒚𝒏 …….(𝒊)
𝒙−𝒙𝒏
Where 𝑷 = 𝒉

Differentiating both sides of equation (𝒊) w.r.t 𝑃, we get:

𝒅𝒚 𝟐𝑷+𝟏 𝟐 𝟑𝑷𝟐 +𝟔𝑷+𝟐 𝟑 𝟒𝑷𝟑 +𝟏𝟖𝑷𝟐 +𝟐𝟐𝑷+𝟔 𝟒
𝒅𝒑
= 𝛁𝒚𝒏 + 𝟐!
𝛁 𝒚𝒏 + 𝟑!
𝛁 𝒚𝒏 + 𝟒!
𝛁 𝒚𝒏 +⋯

𝑑𝑦 𝑑𝑦 𝑑𝑃 1 𝑑𝑦
And 𝑑𝑥 = 𝑑𝑃 . 𝑑𝑥 = ℎ 𝑑𝑃

𝑑𝑦 1 𝟐𝑷+𝟏 𝟐 𝟑𝑷𝟐 +𝟔𝑷+𝟐 𝟑 𝟒𝑷𝟑 +𝟏𝟖𝑷𝟐 +𝟐𝟐𝑷+𝟔 𝟒

𝑑𝑥
= ℎ [𝛁𝒚𝒏 + 𝟐!
𝛁 𝒚𝒏 + 𝟑!
𝛁 𝒚𝒏 + 𝟒!
𝛁 𝒚𝒏 + ⋯ ] …….(𝑖𝑖)

Putting 𝑃 = 0 in (𝑖𝑖) we get:

𝑑𝑦 1 𝟏 𝟏 𝟏 𝟏 𝟏
[𝑑𝑥 ] = ℎ [𝛁𝒚𝒏 + 𝟐 𝛁 𝟐 𝒚𝒏 + 𝟑 𝛁 𝟑 𝒚𝒏 + 𝟒 𝛁 𝟒 𝒚𝒏 + 𝟓 𝛁 𝟓 𝒚𝒏 + 𝟔 𝛁 𝟔 𝒚𝒏 + ⋯ ] ……………(𝑖𝑖𝑖)
𝑥=𝑥𝑛

Differentiating (𝑖𝑖) w.r.t 𝑷 we get:

𝑑2 𝑦 𝑑 𝑑𝑦 𝑑𝑃 1 𝑑 𝑑𝑦
𝑑𝑥 2
= 𝑑𝑃 (𝑑𝑥 ) 𝑑𝑥 = ℎ 𝑑𝑃 (𝑑𝑥 )

2
 𝑑2 𝑦 1 𝟔𝑷+𝟔 𝟑 𝟏𝟐𝑷𝟐 +𝟑𝟔𝑷+𝟐𝟐 𝟒
𝑑𝑥 2
= ℎ2 [𝛁 𝟐 𝒚𝒏 + 𝟔
𝛁 𝒚𝒏 + 𝟐𝟒
𝛁 𝒚𝒏 + ⋯ ] ……….(𝑖𝑣)

Putting 𝑥 = 𝑥𝑛 , 𝑃 = 0 in equation(𝑖𝑣) we get:

𝒅𝟐 𝒚 𝟏 𝟏𝟏 𝟓 𝟏𝟑𝟕
[𝒅𝒙𝟐 ] = 𝒉𝟐 [𝛁 𝟐 𝒚𝒏 + 𝛁 𝟑 𝒚𝒏 + 𝟏𝟐 𝛁 𝟒 𝒚𝒏 + 𝟔 𝛁 𝟓 𝒚𝒏 + 𝟏𝟖𝟎 𝛁 𝟔 𝒚𝒏 + ⋯ ]
𝒙=𝒙𝒏

𝒅𝟑 𝒚 𝟏 𝟑
Similarly, [𝒅𝒙𝟑 ] = 𝒉𝟑 [𝛁 𝟑 𝒚𝒏 + 𝟐 𝛁 𝟒 𝒚𝒏 + ⋯ ]
𝒙=𝒙𝒏

Example
From the following table, find
𝑑𝑦
i. [𝑑𝑥 ]
𝑥=1.1
𝑑2 𝑦
ii. [𝑑𝑥 2 ]
𝑥=1.1
𝑑𝑦
iii. [𝑑𝑥 ]
𝑥=1.5
𝑥 1.0 1.1 1.2 1.3 1.4 1.5 1.6
𝑦 7.989 8.403 8.781 9.129 9.451 9.750 10.031

Solution
Since the approximation is required around the beginning and end of the table we apply Newton’s
forward difference formula for 𝒊 &𝒊𝒊𝒊 Newton’s backward difference formula for𝒊𝒊.
Forward difference table:

𝑥 𝑦 ∆ ∆2 ∆3 ∆4 ∆5 ∆6
1.0 7.989
0.414
1.1 8.403 −0.036
0.378 0.006
1.2 8.781 -0.030 -0.002
0.348 0.004 0.001
1.3 9.129 -0.026 -0.001 -0.002
0.322 0.003 -0.001
1.4 9.451 -0.023 -0.002
0.299 0.005
1.5 9.750 -0.018

3
 0.281
1.6 10.031

We have
𝒅𝒚 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏
i. [𝒅𝒙] = 𝒉 [∆𝒚𝟎 − 𝟐 ∆𝟐 𝒚𝟎 + 𝟑 ∆𝟑 𝒚𝟎 − 𝟒 ∆𝟒 𝒚𝟎 + 𝟓 ∆𝟓 𝒚𝟎 − 𝟔 ∆𝟔 𝒚𝟎 + ⋯ ]
𝒙=𝒙𝟎

Here 𝒉 = 𝟎. 𝟏, & 𝒙𝟎 = 𝟏. 𝟏
𝒅𝒚 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏
[𝒅𝒙] = 𝟎.𝟏 [𝟎. 𝟑𝟕𝟖 − 𝟐 (−𝟎. 𝟎𝟑𝟎) + 𝟑 (𝟎. 𝟎𝟎𝟒) − 𝟒 (−𝟎. 𝟎𝟎𝟏) + 𝟓 (−𝟎. 𝟎𝟎𝟏) − 𝟔 (𝟎) … ]
𝒙=𝟏.𝟏

𝒅𝒚
[𝒅𝒙] = 𝟑. 𝟗𝟒𝟑𝟓
𝒙=𝟏.𝟏

𝒅𝟐 𝒚 𝟏 𝟏𝟏 𝟓
ii. [𝒅𝒙𝟐 ] = 𝒉𝟐 [∆𝟐 𝒚𝟎 − ∆𝟑 𝒚𝟎 + 𝟏𝟐 ∆𝟒 𝒚𝟎 − 𝟔 ∆𝟓 𝒚𝟎 … ]
𝒙=𝒙𝟎

𝒅𝟐 𝒚 𝟏 𝟏𝟏 𝟓
[𝒅𝒙𝟐 ] = (𝟎.𝟏)𝟐 [(−𝟎. 𝟎𝟑𝟎) − (𝟎. 𝟎𝟎𝟒) + 𝟏𝟐 (−𝟎. 𝟎𝟎𝟏) − 𝟔 (−𝟎. 𝟎𝟎𝟏) … ]
𝒙=𝟏.𝟏

𝒅𝟐 𝒚
[𝒅𝒙𝟐 ] = −𝟎. 𝟑𝟒𝟏
𝒙=𝟏.𝟏

Backward difference table:

𝑥 𝑦 = 𝑓(𝑥) ∇ ∇2 ∇3 ∇4 ∇5 ∇6
1.0 7.989
0.414 = ∇𝑦1
1.1 8.403 −0.036 = ∇2 𝑦2
0.378= ∇𝑦2 0.006 = ∇3 𝑦3
1.2 8.781 2
-0.030= ∇ 𝑦3 -0.002 = ∇4 𝑦4
0.348= ∇𝑦3 0.004= ∇ 𝑦4 3 0.001= ∇5 𝑦5
1.3 9.129 -0.026= ∇2 𝑦4 -0.001= ∇4 𝑦5 -0.002=
0.322= ∇𝑦4 0.003= ∇ 𝑦5 3 5
-0.001= ∇ 𝑦6 ∇6 𝑦6
1.4 9.451 -0.023= ∇2 𝑦5 -0.002= ∇4 𝑦6
0.299= ∇𝑦5 0.005= ∇3 𝑦6
1.5 9.750 -0.018= ∇2 𝑦6
0.281= ∇𝑦6

4
1.6 10.031

𝑑𝑦
iii. [𝑑𝑥 ]
𝑥=1.5

Here 𝒉 = 𝟎. 𝟏, & 𝒙𝒏 = 𝟏. 𝟓
𝑑𝑦 1 𝟏 𝟏 𝟏 𝟏 𝟏
[𝑑𝑥 ] = ℎ [𝛁𝒚𝒏 + 𝟐 𝛁 𝟐 𝒚𝒏 + 𝟑 𝛁 𝟑 𝒚𝒏 + 𝟒 𝛁 𝟒 𝒚𝒏 + 𝟓 𝛁 𝟓 𝒚𝒏 + 𝟔 𝛁 𝟔 𝒚𝒏 + ⋯ ]
𝑥=𝑥𝑛

𝑑𝑦 1 𝟏 𝟏 𝟏 𝟏 𝟏
[𝑑𝑥 ] = 0.1 [(𝟎. 𝟐𝟗𝟗) + 𝟐 (−𝟎. 𝟎𝟐𝟑) + 𝟑 (𝟎. 𝟎𝟎𝟑) + 𝟒 (−𝟎. 𝟎𝟎𝟏) + 𝟓 (𝟎. 𝟎𝟎𝟏) + 𝟔 (𝟎) ]
𝑥=1.5

𝑑𝑦
[𝑑𝑥 ] =
𝑥=1.5

𝒅𝟐 𝒚 𝟏 𝟏𝟏 𝟒 𝟓 𝟏𝟑𝟕 𝟔
[𝒅𝒙𝟐 ] =
𝒉𝟐
[𝛁 𝟐 𝒚𝒏 + 𝛁 𝟑 𝒚𝒏 +
𝟏𝟐
𝛁 𝒚𝒏 + 𝛁 𝟓 𝒚𝒏 +
𝟔 𝟏𝟖𝟎
𝛁 𝒚𝒏 +⋯]
𝒙=𝒙𝒏

𝒅𝟐 𝒚 𝟏 𝟏𝟏 𝟓 𝟏𝟑𝟕
[𝒅𝒙𝟐 ] = (𝟎.𝟏)𝟐 [(−𝟎. 𝟎𝟐𝟑) + (𝟎. 𝟎𝟎𝟑) + (−𝟎. 𝟎𝟎𝟏) + (𝟎. 𝟎𝟎𝟏) + (𝟎)]
𝒙=𝟏.𝟓 𝟏𝟐 𝟔 𝟏𝟖𝟎

𝒅𝟐 𝒚
[𝒅𝒙𝟐 ] =
𝒙=𝟏.𝟓

5.3. Numerical Integration

Like numerical differentiation, we need to seek the help of numerical integration techniques in the
following reasons.
1. Functions do not possess closed form solution.
2. Closed form solutions exist but these solutions are complex and difficult to use for calculations.
3. Data for variables are available in the form of a table, but no mathematical relationship b/n them
is known as is often the case with experimental data.
5.3.1. Newton-Cotes Quadrature Formula

5
Let 𝑦 = 𝑓(𝑥) be a function, where 𝑦 takes the values 𝑦0 , 𝑦1 , 𝑦2 , … , 𝑦𝑛 for 𝑥0 , 𝑥1 , 𝑥2 , … , 𝑥𝑛 . we want to
𝑏
find the value of 𝐼 = ∫𝑎 𝑓(𝑥)𝑑𝑥.
𝑏−𝑎
Let the interval of integration (𝑎, 𝑏) be divided into 𝑛 equal subintervals of width ℎ = ( 𝑛
) so
that𝑥0 = 𝑎, 𝑥1 = 𝑥0 + ℎ, 𝑥2 = 𝑥0 + 2ℎ, … , 𝑥𝑛 = 𝑥0 + 𝑛ℎ = 𝑏.
𝑏 𝑥 +𝑛ℎ
Therefore𝐼 = ∫𝑎 𝑓(𝑥)𝑑𝑥 = ∫𝑥 0 𝑓(𝑥) 𝑑𝑥…………………(𝑖)
0

We can approximate 𝑓(𝑥) by Newton’s forward interpolation formula which is given by:
𝑷(𝑷−𝟏) 𝟐 𝑷(𝑷−𝟏)(𝑷−𝟐) 𝟑 𝑷(𝑷−𝟏)(𝑷−𝟐)...(𝑷−𝒏+𝟏) 𝒏
𝒚(𝒙) = 𝒚𝟎 + 𝑷∆𝒚𝟎 + 𝟐!
∆ 𝒚𝟎 + 𝟑!
∆ 𝒚𝟎 + ⋯+ 𝒏!
∆ 𝒚𝟎
𝑥−𝑥0 1
Where P= ℎ
⟹ 𝑑𝑃 = ℎ 𝑑𝑥 ⟹ 𝑑𝑥 = ℎ𝑑𝑃

Therefore equation (𝑖) becomes,

𝑏 𝑛 𝑷(𝑷−𝟏) 𝟐 𝑷(𝑷−𝟏)(𝑷−𝟐) 𝟑
𝐼 = ∫𝑎 𝑓(𝑥)𝑑𝑥 = ℎ ∫0 [𝒚𝟎 + 𝑷∆𝒚𝟎 + 𝟐!
∆ 𝒚𝟎 + 𝟑!
∆ 𝒚𝟎 + ⋯ ] 𝑑𝑃

𝒏 𝒏(𝟐𝒏−𝟑) 𝟐 𝒏(𝒏−𝟐)𝟐 𝟑
𝐼 = ℎ𝑛 [𝒚𝟎 + 𝟐 ∆𝒚𝟎 + 𝟏𝟐
∆ 𝒚𝟎 + 𝟐𝟒
∆ 𝒚𝟎 + ⋯ + 𝒖𝒑 𝒕𝒐 (𝒏 + 𝟏)𝒕𝒆𝒓𝒎𝒔] …(𝑖𝑖)

This formula is called Newton Cotes-quadrature formula.

5.3.2. The Trapezoidal Rule
The Trapezoidal rule is the simplest practical numerical integration method. It is based on the
principle of finding the area of a trapezium. The principle behind the method is to replace the curve
𝑦 = 𝑓(𝑥) by a straight line typically, we approximate the area A under the curve 𝑦 = 𝑓(𝑥) b/n the
ℎ
ordinates at 𝑥0 𝑎𝑛𝑑 𝑥1 by A≅ (𝑦0 + 𝑦1 ), where
2

𝑦0 = 𝑓(𝑥0 ), 𝑦1 = 𝑓(𝑥1 ) and ℎ is the distance b/n 𝑥0 𝑎𝑛𝑑 𝑥1

𝑦1
𝑦0
Area

𝑥0 𝑥1

Derivation of the trapezoidal formula

Putting 𝑛 = 1 in equation (𝑖𝑖) and taking the curve 𝑦 = 𝑓(𝑥) through (𝑥0 , 𝑦0 )𝑎𝑛𝑑 (𝑥1 , 𝑦1 ) as a
polynomial of degree one so that differences of order higher than one vanish, we get:

6
 𝑥 +ℎ 1 ℎ ℎ
∫𝑥 0 𝑓(𝑥) 𝑑𝑥 = ℎ (𝑦0 + 2 ∆𝑦0 ) = 2 (2𝑦0 + (𝑦1 − 𝑦0 )) = 2 (𝑦1 + 𝑦0 )
0

Similarly, for the next sub intervals(𝑥0 + ℎ, 𝑥0 + 2ℎ), (𝑥0 + 2ℎ, 𝑥0 + 3ℎ), …, we get:
𝑥 +2ℎ ℎ 𝑥 +3ℎ ℎ 𝑥 +𝑛ℎ
∫𝑥 0+ℎ 𝑓(𝑥) 𝑑𝑥 = 2 (𝑦0 + 𝑦1 ), ∫𝑥 0+2ℎ 𝑓(𝑥) 𝑑𝑥 = 2 (𝑦2 + 𝑦3 ), … , ∫𝑥 0+(𝑛−1)ℎ 𝑓(𝑥) 𝑑𝑥 =
0 0 0
ℎ
(𝑦𝑛−1 + 𝑦𝑛 )
2

Adding the above integrals, we get:

𝑏 𝑥 +2ℎ 1 ℎ 𝑥 +3ℎ
𝐼 = ∫𝑎 𝑓(𝑥) 𝑑𝑥 = ∫𝑥 0+ℎ 𝑓(𝑥) 𝑑𝑥 = ℎ (𝑦1 + 2 ∆𝑦1 ) = 2 (𝑦1 + 𝑦2 ), ∫𝑥 0+2ℎ 𝑓(𝑥) 𝑑𝑥 =
0 0
ℎ
(𝑦2 + 𝑦3 ), …,
2

𝑥 +𝑛ℎ 1 ℎ
∫𝑥 0+(𝑛−1)ℎ 𝑓(𝑥) 𝑑𝑥 = ℎ (𝑦𝑛−1 + 2 ∆𝑦𝑛−1 ) = 2 (𝑦𝑛−1 + 𝑦𝑛 )Which is known as Trapezoidal rule.
0

5.3.3. The Simpson’s 1/3-Rules

Putting 𝑛 = 2 in equation (𝑖𝑖) and taking the curve 𝑦 = 𝑓(𝑥) through (𝑥0 , 𝑦0 ), (𝑥1 , 𝑦1 ) and (𝑥2 , 𝑦2 )
as a polynomial of degree two so that differences of order higher than two vanish, we get:
𝑥 +2ℎ 1 2ℎ
∫𝑥 0 𝑓(𝑥) 𝑑𝑥 = 2ℎ (𝑦0 + ∆𝑦0 + ∆2 𝑦0 ) = [6𝑦0 + 6(𝑦1 − 𝑦0 ) + (𝑦2 − 2𝑦1 − 𝑦0 )] =
0 6 6
ℎ
(𝑦0 + 4𝑦1 + 𝑦2 )
3

𝑥 +4ℎ 1 ℎ
Similarly ∫𝑥 0+2ℎ 𝑓(𝑥) 𝑑𝑥 = 2ℎ (𝑦2 + ∆𝑦2 + 6 ∆2 𝑦2 ) = 3 (𝑦2 + 4𝑦3 + 𝑦4 ), …,
0

𝑥0 +𝑛ℎ 1 ℎ
∫𝑥 𝑓(𝑥) 𝑑𝑥 = 2ℎ (𝑦𝑛−2 + ∆𝑦𝑛−2 + 6 ∆2 𝑦𝑛−2 ) = 3 (𝑦𝑛−2 + 4𝑦𝑛−1 + 𝑦𝑛 )
0 +(𝑛−2)ℎ

Adding the above integrals, we get:

𝑏 ℎ
𝐼 = ∫𝑎 𝑓(𝑥) 𝑑𝑥 ≅ [𝑦0 + 4(𝑦1 + 𝑦3 + ⋯ + 𝑦𝑛−1 ) + 2(𝑦2 + 𝑦4 + ⋯ + 𝑦𝑛−2 ) + 𝑦𝑛 ]
3

Which is known as Simpson’s one-third rule.

Note: To use Simpson’s one-third rule, the given interval of integration must be divided in to an even
number of subintervals.
5.3.4. The Simpson’s 3/8-Rules
Putting 𝑛 = 3 in equation (𝑖𝑖) and taking the curve 𝑦 = 𝑓(𝑥)
through(𝑥0 , 𝑦0 ), (𝑥1 , 𝑦1 ),(𝑥2 , 𝑦2 )and (𝑥3 , 𝑦3 ) as a polynomial of degree three so that differences of
order higher than three vanish, we get:
𝑥 +3ℎ 3 3 1
∫𝑥 0 𝑓(𝑥) 𝑑𝑥 = 3ℎ (𝑦0 + 2 ∆𝑦0 + 4 ∆2 𝑦0 + 8 ∆3 𝑦0 )
0

3ℎ
= [8𝑦0 + 12(𝑦1 − 𝑦0 ) + 6(𝑦2 − 2𝑦1 + 𝑦0 ) + (𝑦3 − 3𝑦2 + 3𝑦1 − 𝑦0 )]
8

3ℎ
= (𝑦0 + 3𝑦1 + 3𝑦2 + 𝑦3 )
8

Similarly

7
 𝑥 +6ℎ 3ℎ 𝑥 +𝑛ℎ 3ℎ
∫𝑥 0+3ℎ 𝑓(𝑥) 𝑑𝑥 = 8
(𝑦3 + 3𝑦4 + 3𝑦5 + 𝑦6 ), … , ∫𝑥 0+(𝑛−3)ℎ 𝑓(𝑥) 𝑑𝑥 = 8
(𝑦𝑛−3 + 3𝑦𝑛−2 +
0 0
3𝑦𝑛−1 + 𝑦𝑛 )
Adding the above integrals, we get:
𝑏 3ℎ
𝐼 = ∫𝑎 𝑓(𝑥) 𝑑𝑥 ≅ [(𝑦0 + 𝑦𝑛 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 … + 𝑦𝑛−2 + 𝑦𝑛−1 ) + 2(𝑦3 + 𝑦6 + ⋯ +
8
𝑦𝑛−3 )]
Which is known as Simpson’s three-eight rule.
Note : To use Simpson’s one-third rule, the given interval of integration must be divided in to
subintervals whose number 𝑛 is a multiple of 3.
5.3.5. Boole’s-Rules
Putting 𝑛 = 4 in equation (𝑖𝑖) and taking the curve 𝑦 = 𝑓(𝑥)
through(𝑥0 , 𝑦0 ), (𝑥1 , 𝑦1 ),(𝑥2 , 𝑦2 ), (𝑥3 , 𝑦3 ) & (𝑥4 , 𝑦4 ) as a polynomial of degree four so that
differences of order higher than four vanish, we get:
𝑏 2ℎ
𝐼 = ∫𝑎 𝑓(𝑥) 𝑑𝑥 ≅ 45 [7(𝑦0 + 𝑦𝑛 ) + 32(𝑦1 + 𝑦3 … + 𝑦2𝑛−1 ) + 12(𝑦2 + 𝑦6 + ⋯ + 𝑦4𝑛−2 ) +
14(𝑦4 + 𝑦8 + ⋯ + 𝑦4𝑛 )]
5.3.6. Weddle’s-Rules
Putting 𝑛 = 6 in equation (𝑖𝑖) and taking the curve 𝑦 = 𝑓(𝑥)
through(𝑥0 , 𝑦0 ), (𝑥1 , 𝑦1 ),(𝑥2 , 𝑦2 ), (𝑥3 , 𝑦3 ),(𝑥4 , 𝑦4 ), (𝑥5 , 𝑦5 ) 𝑎𝑛𝑑 (𝑥6 , 𝑦6 ) as a polynomial of degree
six so that differences of order higher than six vanish, we get:
𝑏 3ℎ
𝐼 = ∫𝑎 𝑓(𝑥) 𝑑𝑥 ≅ 10 [𝑦0 + 5𝑦1 + 𝑦2 + 6𝑦3 + 𝑦4 + 5𝑦5 + 2𝑦6 + 5𝑦7 + 𝑦8 ]

Example
6 𝑑𝑥
Evaluate ∫0 1+𝑥 2
by using

a. Trapezoidal rule
b. Simpson’s 1/3 rule
c. Simpson’s 3/8 rule
d. Boole’s rule
e. Weddle’s rule
Solution
1
Divide the interval(0,6) in to six parts each of widthℎ = 1. The value of 𝑓(𝑥) = 1+𝑥2 are 𝑓(0) =
1, 𝑓(1) = 0.5, 𝑓(2) = 0.2, 𝑓(3) = 0.1, 𝑓(4) = 0.0588, 𝑓(5) = 0.0385 𝑎𝑛𝑑 𝑓(6) = 0.027
a. By Trapezoidal rule

8
 6 𝑑𝑥 ℎ
∫01+𝑥 2
= 2 [𝑦0 + 2(𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + 𝑦5 ) + 𝑦6 ]
1
= [1 + 2(0.5 + 0.2 + 0.1 + 0.0588 + 0.0385) + 0.027 ]
2
= 𝟏. 𝟒𝟏𝟎𝟖
b. By Simpson’s 1/3 rule
6 𝑑𝑥 ℎ
∫0 2 =
[𝑦0 + 4(𝑦1 + 𝑦3 + 𝑦5 ) + 2(𝑦2 + 𝑦4 ) + 𝑦6 ]
1+𝑥 3
1
= [1 + 4(0.5 + 0.1 + 0.0385) + 2(0.2 + 0.0588) + 0.027] = 𝟏. 𝟑𝟔𝟔𝟐
3
c. By Simpson’s 3/8 rule
6 𝑑𝑥 3ℎ
∫0 2 =
[(𝑦0 + 𝑦6 ) + 3(𝑦1 + 𝑦2 + 𝑦4 + 𝑦5 ) + 2(𝑦3 )]
1+𝑥 8
3
= [(1 + 0.027) + 3(0.5 + 0.2 + 0.0588 + 0.0385) + 2(0.1)] = 𝟏. 𝟑𝟓𝟕𝟏
8

d. By Boole’s 3/8 rule

6 𝑑𝑥 2ℎ
∫0 2 =
[7(𝑦0 + 𝑦6 ) + 32(𝑦1 + 𝑦3 + 𝑦5 ) + 12(𝑦2 ) + 14(𝑦4 )]
1+𝑥 45
2
= [7(1 + 0.027) + 32(0.5 + 0.1 + 0.0385) + 12(0.2) + 14(0.588)]
45
e. By Weddle’s 3/8 rule
6 𝑑𝑥 3ℎ
∫0 2 =
[𝑦0 + 5𝑦1 + 𝑦2 + 6𝑦3 + 𝑦4 + 5𝑦5 + 2𝑦6 ]
1+𝑥 10
3
= [1 + 5(0.5) + 0.2 + 6(0.1) + 0.0588 + 5(0.0385) + 2(0.027)]
10
= 𝟏. 𝟑𝟕𝟑𝟓