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Simpson’s 1/3 Rule of

rd

Integration
What is Integration?
b

Integration  f ( x )dx
a
f(x)
y
The process of measuring
the area under a curve.

b
I   f ( x )dx
a

Where:
f(x) is the integrand
a= lower limit of integration
a b x
b= upper limit of integration

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Simpson’s 1/3rd Rule

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Basis of Simpson’s 1/3rd Rule
Trapezoidal rule was based on approximating the integrand by a first
order polynomial, and then integrating the polynomial in the interval of
integration. Simpson’s 1/3rd rule is an extension of Trapezoidal rule
where the integrand is approximated by a second order polynomial.

Hence
b b
I   f ( x )dx   f 2 ( x )dx
a a

Where f2( x ) is a second order polynomial.

f 2 ( x )  a0  a1 x  a2 x 2

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Basis of Simpson’s 1/3rd Rule
Choose
 a  b  a  b 
( a , f ( a )),  ,f  , and ( b , f ( b ))
 2  2 
as the three points of the function to evaluate a0, a1 and a2.

f ( a )  f 2 ( a )  a0  a1a  a 2 a 2

a  b a  b a  b a  b
2
f   f2    a0  a1    a2  
 2   2   2   2 

f ( b )  f 2 ( b )  a0  a1b  a 2 b 2
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Basis of Simpson’s 1/3rd Rule
Solving the previous equations for a0, a1 and a2 give

a  b
a f ( b )  abf ( b )  4abf 
2
  abf ( a )  b f ( a )
2

a0   2 
a 2  2ab  b 2
a  b a  b
af ( a )  4af    3af ( b )  3bf ( a )  4bf    bf ( b )
a1    2   2 
a 2  2ab  b 2
 a  b 
2 f ( a )  2 f    f ( b ) 
  2  
a2 
a 2  2ab  b 2
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Basis of Simpson’s 1/3rd Rule
Then
b
I   f 2 ( x )dx
a

  a0  a1 x  a2 x 2 dx
b

b
 x x 
2 3
 a0 x  a1  a 2 
 2 3 a

b2  a2 b3  a3
 a0 ( b  a )  a1  a2
2 3
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Basis of Simpson’s 1/3rd Rule
Substituting values of a0, a1, a 2 give

b
ba a  b 
 f 2 ( x )dx   f ( a )  4 f    f ( b )
a 6   2 

Since for Simpson’s 1/3rd Rule, the interval [a, b] is broken


into 2 segments, the segment width

ba
h
2
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Basis of Simpson’s 1/3rd Rule

Hence

b
h a  b 
 2
f ( x )dx   f ( a )  4 f    f ( b )
a 3  2 

Because the above form has 1/3 in its formula, it is called Simpson’s 1/3rd Rule.

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Example 1

The distance covered by a rocket from t=8 to t=30 is given by

30
  140000  
x    2000 ln    9.8t dt
8 140000  2100t  

a) Use Simpson’s 1/3rd Rule to find the approximate value of x

b) Find the true error, Et

c) Find the absolute relative true error, t

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Solution
a) 30
x  f (t )dt
8
 b  a  a  b 
x  f ( a )  4 f    f ( b )
 6   2 
 30  8 
  f ( 8 )  4 f ( 19 )  f ( 30 )
 6 

 22 
  177.2667  4( 484.7455 )  901.6740
6
 11065.72 m
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Solution (cont)
b) The exact value of the above integral is


30
 140000  
x    2000 ln    9.8t dt
8 140000  2100t  

 11061.34 m
True Error

Et  11061.34  11065.72
 4.38 m
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Solution (cont)
a)c) Absolute relative true error,

11061.34  11065.72
t   100%
11061.34

 0.0396%

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Multiple Segment Simpson’s
1/3rd Rule

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Multiple Segment Simpson’s 1/3rd
Rule
Just like in multiple segment Trapezoidal Rule, one can subdivide the interval
[a, b] into n segments and apply Simpson’s 1/3rd Rule repeatedly over
every two segments. Note that n needs to be even. Divide interval
[a, b] into equal segments, hence the segment width

ba b xn
h  f ( x )dx   f ( x )dx
n a x0

where

x0  a xn  b

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Multiple Segment Simpson’s 1/3rd
Rule
f(x)

b x2 x4
 f ( x )dx   f ( x )dx   f ( x )dx  .....
a x0 x2
. . .
xn  2 xn
....   f ( x )dx   f ( x )dx x

xn  4 xn  2 x0 x2 xn-2 xn

Apply Simpson’s 1/3rd Rule over each interval,


b
 f ( x0 )  4 f ( x1 )  f ( x2 )
 f ( x )dx  ( x2  x )
0    ...
a  6 
 f ( x2 )  4 f ( x3 )  f ( x4 )
 ( x4  x2 )   ...
 6 
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Multiple Segment Simpson’s 1/3rd
Rule
 f ( xn4 )  4 f ( xn3 )  f ( xn2 )
...  ( xn2  xn4 )   ...
 6 

 f ( xn2 )  4 f ( xn1 )  f ( xn )
 ( xn  xn2 ) 
 6

Since

xi  x i  2  2 h i  2, 4, ..., n

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Multiple Segment Simpson’s 1/3rd
Rule
Then
b
 f ( x0 )  4 f ( x1 )  f ( x2 )
 f ( x )dx  2h    ...
a  6 
 f ( x2 )  4 f ( x3 )  f ( x4 )
 2h    ...
 6 
 f ( xn4 )  4 f ( xn3 )  f ( xn2 )
 2h    ...
 6 
 f ( xn2 )  4 f ( xn1 )  f ( xn )
 2h  
 6
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Multiple Segment Simpson’s 1/3rd
Rule
b h
 f ( x )dx  3  f ( x0 )  4 f ( x1 )  f ( x3 )  ...  f ( xn1 )  ...
a

...  2 f ( x2 )  f ( x4 )  ...  f ( xn2 )  f ( xn )}]


  

h n 1 n 2
 f ( x 0 )  4  f ( xi )  2  f ( xi )  f ( x n ) 
3 i 1 i 2 
 i  odd i  even 
 
ba n 1 n  2
 f ( x 0 )  4  f ( xi )  2  f ( xi )  f ( x n ) 
3n  i 1 i 2 
 i odd i even 
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Example 2
Use 4-segment Simpson’s 1/3rd Rule to approximate the distance

covered by a rocket from t= 8 to t=30 as given by

30
  140000  
x    2000 ln    9.8t dt
8 140000  2100t  

a) Use four segment Simpson’s 1/3rd Rule to find the approximate


value of x.
b) Find the true error, E t for part (a).
c) Find the absolute relative true error, a for part (a).
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Solution
a) Using n segment Simpson’s 1/3rd Rule,

30  8
h  5 .5
4
So
f (t 0 )  f (8)
f (t1 )  f (8  5.5)  f (13.5)
f (t 2 )  f (13.5  5.5)  f (19)
f (t 3 )  f (19  5.5)  f (24.5)

f (t4 )  f (30)

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Solution (cont.)
 
ba n 1 n  2
x f (t 0 )  4  f (t i )  2  f (t i )  f (t n )
3n  i 1 i 2 
 i odd i even 
 
30  8  3 2
 f (8)  4  f (t i )  2  f (t i )  f (30)
3(4)  i 1 i 2 
 i  odd i  even 

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  f (8)  4 f (t1 )  4 f (t 3 )  2 f (t 2 )  f (30)
12

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Solution (cont.)
cont.

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  f (8)  4 f (13.5)  4 f (24.5)  2 f (19)  f (30)
6

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 177.2667  4(320.2469)  4(676.0501)  2(484.7455)  901.6740
6

 11061.64 m

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Solution (cont.)
b) In this case, the true error is

Et  11061.34  11061.64  0.30 m

c) The absolute relative true error

11061.34  11061.64
t   100%
11061.34

 0.0027%

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Solution (cont.)

Table 1: Values of Simpson’s 1/3rd Rule for Example 2 with multiple segments

n Approximate Value Et |Єt |


2 11065.72 4.38 0.0396%
4 11061.64 0.30 0.0027%
6 11061.40 0.06 0.0005%
8 11061.35 0.01 0.0001%
10 11061.34 0.00 0.0000%

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