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Simpson's Rule: Method & Formula

Contributors: Riley Kench, Gerald Lemay
What is Simpson’s Rule? In this lesson, learn about Simpson’s third rule and Simpson’s 3/8 rule. Moreover, see
examples of Simpson’s rule calculus in use with n = 2 and n = 4 for quadratics. Updated: 03/13/2022

Table of Contents

 Simpson's Rule

 Simpson Method

 Simpson's Rule Formula

 Simpson's 1/3 Rule Example

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Frequently Asked Questions

What is the order of Simpson's 3/8 rule?

Simpson's 3/8 approximates the value of a definite integral and is given by the formula: 3/8 *
Delta x f(x_0) + 3f(x_1) + 3f(x_2) + 2f(x_3) + ... + 3f(x_{n-1}) + f(x_n) and it approximates the
integral from a to b of f(x) dx. Here, n must be a multiple of three and Delta x is given by (b-
a)/n. The order of the coefficients follows the pattern of 1, 3, 3, 2, 3, 3, 2, ..., 3, 3, 1.

How is Simpson's rule calculated?

Simpson's rule is calculated by first identifying n, the number of divisions of the integration
region and calculating Delta x. Then, identify the different input values that the formula will use
by using Delta x and the upper and lower limits of the integral. Input these values into the
formula while controlling for the coefficient pattern. Finally, simply calculate the output values
of the function substitute them into the formula; then simplify to get the final approximation.

What is Simpson's 3/8 rule formula?

Simpson's 3/8 rule formula is: 3/8 * Delta x f(x_0) + 3f(x_1) + 3f(x_2) + 2f(x_3) + ... + 3f(x_{n-1}) +
f(x_n) which approximate the value of the definite integral from a to b of f(x) dx. In the formula,
n must be a multiple of three and Delta x is given by (b-a)/n.

What is Simpson's rule in calculus?

Simpson's rule, or Simpson's 1/3/ rule, in calculus, is a formula for approximating the value of a
definite integral. It is given by: Delta x/ 3 f(x_0) + 4f(x_1) + 2f(x_2) + 4f(x_3) + 2f(x_4) + ... + 4f(x_{n-
1}) + f(x_n) which approximates the integral from a to b of f(x) dx and where n must be even
and Delta x is given by (b-a)/n. It is exact for polynomials up to degree two.

What is Simpson's 1/3 rule?

Simpson's 1/3 rule is an approximation for definite integrals. It states that for an integral from
a to b of f(x) dx, it is approximately Delta x/ 3 f(x_0) + 4f(x_1) + 2f(x_2) + 4f(x_3) + 2f(x_4) + ... +
4f(x_{n-1}) + f(x_n). Here, n must be even and Delta x = (b-a)/n. This formula is exact for
polynomials, f(x), up to degree two.

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Simpson's Rule 
A rule for approximate integration using parabolas instead of straight line segments is Simpson's
Rule. Here is its statement:

Simpson's Rule:
b Δx
∫ f (x)dx ≈ [f (x 0 ) + 4f (x 1 ) + 2f (x 2 ) + 4f (x 3 ) + ⋯ + 2f (x n−2 ) + 4f (x n−1 ) + f (x n )]
a 3

where n is even and Δx .

b−a
=
n

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Simpson Method 
History of Simpson's Method
Simpson's rule for approximating definite integrals was first published by Thomas Simpson in 1743.
Although named after him, Thomas Simpson was not actually the one who first discovered it.
Bonaventura Cavalieri discovered an early version of this rule in 1639 and James Gregory published
this variation in 1668 along with some other numerical methods for approximating definite
integrals.
The Method
Simpson's method is based on the principle that, given any three points, a quadratic equation can
be found that goes through those three points. This first inspired Thomas Simpson to approximate
integrals using parabolas. Therefore, rather than trying to integrate a complicated polynomial that
may not be integrable, parabolas are used to approximate the value of the integral.

Here is an image in Figure 1 showing the intuition of Simpson's rule:

Fig. 1: Simpson

The graph of f is shown in Figure 1. The three points, f(a), f(b), and f(m) are on the graph of f. The
parabola through these three points is used to approximate the area under the curve of the f curve
in Simpson's rule rather than integrating f. This is because integrating, or finding the area under the
curve, of a parabola is much easier than integrating other types of functions. Here is another image
in Figure 2 showing how parabolas are used to approximate curves and approximate the area
under the curve of said curves.
Fig. 2: Parabola Approximation Simpson

Three points are chosen on the curve f and a parabola is created. This parabola closely models the
shape of the graph and, therefore, will closely approximate the area under the curve for the
modeled area. Multiple parabolas can approximate an integral, as shown in Figure 2.

Integrating over these parabolas will yield an approximation of the area under the original curve.
However, Simpson's rule will easily give the area under these parabolas and the approximate area
under the curve:
b Δx
∫ f (x)dx ≈ [f (x 0 ) + 4f (x 1 ) + 2f (x 2 ) + 4f (x 3 ) + ⋯ + 2f (x n−2 ) + 4f (x n−1 ) + f (x n )]
a 3

Simpson Integration - Rule for n=2

When there are only two regions in the integration area, n = 2 Simpson's rule formula will apply.
Here is Simpson's rule calculus for the case of two divisions of the integration area:
b Δx
∫ f (x)dx ≈ [f (x 0 ) + 4f (x 1 ) + f (x 2 )]
a 3

But, since n and Δx , then this can be written as:

b−a
= 2 =
n

b b−a
∫ f (x)dx ≈ [f (x 0 ) + 4f (x 1 ) + f (x 2 )]
a 6

Finally, notice that the order of the coefficients is 1, 4, 1 since there are only three values
considered in this particular case of Simpson's rule.

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Simpson's Rule Formula 

Another rule developed by Thomas Simpson is Simpson's 3/8 rule. Here is Simpson's 3/8 rule
definition for the approximation of a definite integral:

b 3
∫ f (x)dx ≈ Δx [f (x 0 ) + 3f (x 1 ) + 3f (x 2 ) + 2f (x 3 ) + 3f (x 4 ) + 3f (x 5 ) + 2f (x 6 ) + ⋯ + 3f (x n−
a 8

Where, in the formula above, n is a multiple of 3 and Δx

b−a
=
n
The method and formula for Simpson's 3/8 rule is similar to that of Simpson's 1/3 rule, but in this
case, the approximation is done using cubic functions rather than quadratic functions. Because this
method and formula approximates using cubic functions, Simpson's 3/8 rule is exact for
polynomials up to degree three.

What does this formula look like for different values of n? Here are the first couple formulas
defined from the different n values:

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Simpson's 1/3 Rule Example 

Here is a Simpson's 1/3 rule example of how to approximate the definite integral of a quadratic
function with four divisions of the integration region:

Example:

Approximate the value of ∫ 1 (1 + x 2 )dx using Simpson's 1/3 rule.

4

Solution:

Since there are four divisions of the integration region, Simpson's formula takes the form of
b
.
Δx
∫ f (x)dx ≈ [f (x 0 ) + 4f (x 1 ) + 2f (x 2 ) + 4f (x 3 ) + f (x 4 )]
a 3

Since there are four divisions of the integration region, n and Δx .

4−0 4
= 4 = = = 1
4 4

The formula then becomes: ∫ 0 (1 + x 2 )dx .

4 1
≈ [f (x 0 ) + 4f (x 1 ) + 2f (x 2 ) + 4f (x 3 ) + f (x 4 )]
3

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Simpson's 3/8 Rule Example 

Here is a Simpson's 3/8 rule example using three divisions of the integration region and a cubic
polynomial.

Example:
7
Approximate the value of ∫ 1 (1 + 2x 3 )dx using Simpson's 3/8 rule.
7

Solution:

Since there are three divisions of the integration region, n = 3 and the formula takes the form of:
b
.
3
∫ f (x)dx ≈ Δx [f (x 0 ) + 3f (x 1 ) + 3f (x 2 ) + f (x 3 )]
a 8

Since n ,
= 3 Δx =
7−1

3
=
6

3
= 2 and the formula becomes:
.
7 3
3
∫ (1 + 2x )dx ≈ [f (x 0 ) + 3f (x 1 ) + 3f (x 2 ) + f (x 3 )]
1 4

The values of the x i in the formula are: 1, 3, 5, 7.

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Lesson Summary 
Simpson's rule, or Simpson's 1/3 rule, gives an approximation for a definite integral using
parabolas to approximate the curve. The formula for Simpson's rule is:
b Δx
∫ f (x)dx ≈ [f (x 0 ) + 4f (x 1 ) + 2f (x 2 ) + 4f (x 3 ) + ⋯ + 2f (x n−2 ) + 4f (x n−1 ) + f (x n )]
a 3

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Video Transcript

Simpson's Rule
Integration, or anti-differentiation, is a fascinating math idea. We have methods and rules for
integrating that work for most f(x) functions we encounter. There are some functions, however, that
are difficult if not impossible to integrate using the usual techniques. One application in the real
world is calculating the moment of inertia of a Gaussian shaped part. There is no closed-form
solution for the integral of a Gaussian curve between two values (other than -∞ to +∞). So what do
we do? We use numerical methods like Simpson's Rule, named after the English mathematician,
Thomas Simpson.
Parabolas & Area
The big picture idea behind Simpson's Rule is finding the area under a parabola between two
points. A parabola is a curve resembling the letter U or an upside-down U.
We start by fitting a parabola to the curve between x = 1 and x = 3
For the area between x = 3 and x = 5, we again fit a parabola to the curve:

Origins of the Rule

Simpson's Rule is an algorithm for finding area. Taking the mystery out of the algorithm can be fun.
We'll do this step by step:

In this first Simpson equation:

The integral f(x), from xo to x2 equals h over 3 times yo plus 4 times y1 plus y2. But what are all
these variables?

First of all, f(x) is a parabola.

The separation between the x values is h. Do you see how

 x1 = xo + h
x2 = xo + 2h

It's time for some algebra:

Here, we substituted for x2 and simplified.

Here's another algebra challenge:

From the difference of the squares.

We'll use the previous result for x2 - xo and substitute xo + 2h for x2:

Then, we'll simplify and factor the 2:

Using the difference of the cubes:

We'll substitute just as we did before:

and expand the bracketed terms:

Grouping and simplifying gives us:

The point of this algebra is to come up with some expressions for proving the first Simpson
equation. In the left-hand side (or LHS) of the equation:

f(x), is a parabola:

where α, β and γ are constants defining the parabola curve.

Integrating we get:

plus a constant of integration.

Integrating from xo to x2 gives us:

Now, we'll substitute the limits:

The parentheses hold the algebra we just worked out. Substituting and simplifying, we get this:

For the right-hand side (or RHS) of the equation, we have this:
Using the expression for the parabola and substituting xo for x gives us yo. We'll use the same
process to get y1 and y2:

Factoring α, β and γ:

Substituting xo + h for x1 and xo + 2h for x2:

Simplifying, we get this:

Which is the same as the LHS! We've just shown that the integral of a parabola can be expressed in
terms of y values and the separation, h, between the x values.

Now, let's integrate a function from a to b:

Here's the first area, Ao:

We write ≈ because the parabola does not fit the curve exactly.

Here's the second area, A1:

And, the third area, A2:

Adding the areas together, we get the total area of A:

This last line with the alternating 4s and 2s is Simpson's Rule. In general, we write

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Simpson's Rule | Examples, Method, & Formula

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