CÁLCULO NUMÉRICO

INTEGRACIÓN NUMÉRICA : Método del Simpson

b b
(c; f(c))
A   f ( x) dx   P (x) dx
2
P2(x)
a a
Consideramos en el intervalo:
(b; f(b))
xa
(a; f(a)) f(x) ( a  b)
xc
2
a c b xb
El método comienza buscando la interpolación con la curva de segundo
grado de la forma:

P2( x)  Ax2  Bx  C f ( a )  P2 ( a )  Aa 2  Ba  C
Luego podemos expresar: f (b )  P2 (b)  Ab2  Bb  C
f (c )  P2 (c )  Ac 2  Bc  C
 Procedemos a buscar A, B, C resolviendo convenientemente el sistema:

f ( a )  P2 ( a )  Aa 2  Ba  C
f (b )  P2 (b )  Ab2  Bb  C
f (c )  P2 (c )  Ac 2  Bc  C
Así:

f (a)  f (b)  A(a2  b2 )  B(a  b) f (b)  f (c)  A(b2  c2 )  B(b  c)

f (a)  f (b)  (a  b)  A(a  b)  B f (b)  f (c)  (b  c)  A(b  c)  B
f ( a )  f (b ) f (b )  f ( c )
 A( a  b)  B  A(b  c )  B
a b bc
f (a)  f (c)  A(a2  c2 )  B(a  c)
f (a)  f (c)  (a  c)  A(a  c)  B 
f ( a )  f (c )
 A( a  c )  B
ac
 Tomamos los resultados obtenidos y procedemos a calcular primero A

f ( a )  f (b )
 A( a  b )  B
a b
f (b )  f ( c )
 A(b  c )  B Restamos
bc
f ( a )  f (c)
 A( a  c )  B
ac

f ( a )  f ( c ) f ( a )  f (b )
  A( a  c )  B   A( a  b )  B 
ac a b
f ( a )  f ( c ) f ( a )  f (b )
  A ( a  c )  ( a  b )
ac ab
f ( a )  f ( c ) f ( a )  f (b )
  A (c  b )
ac a b
 f ( a )  f ( c ) f ( a )  f (b )
  A (c  b)
ac ab
O en su defecto

( a  b )  f ( a )  f (c )  ( a  c )  f ( a )  f (c )
A
( a  c )( a  b)(c  b)
Tomamos la ecuación restante, con los resultados obtenidos y procedemos a buscar B

f (b )  f ( c )
 A(b  c )  B
bc
f (b )  f ( c )
B  A(b  c )
bc
f (b )  f ( c )
B  A(b  c )
bc
 f (b )  f ( c )
B  A(b  c )
bc
f (b )  f ( c )  f ( a )  f ( c ) f ( a )  f (b ) 
B    (b  c )
bc  ( a  c )(c  b ) ( a  b )(c  b ) 

f (b)  f (c )  (b  c )  f ( a )  f ( c ) (b  c )  f ( a )  f (b) 

B   
bc  ( a  c )(c  b ) ( a  b )(c  b ) 

f (b)  f (c ) (b  c )  f ( a )  f (c ) (b  c )  f ( a )  f (b )

B  
bc ( a  c )(c  b) ( a  b )(c  b )

Hasta aquí tenemos calculados A y B.

 Tomando los resultados obtenidos y utilizando los valores iniciales de la ecuación
satisfecha en “a “, procedemos a calcular C

f (a )  f (c ) f ( a )  f (b )
A 
( a  c )(c  b ) ( a  b )(c  b )
f (b)  f (c ) (b  c )  f ( a )  f (c ) (b  c )  f ( a )  f (b)
B  
bc ( a  c )(c  b ) ( a  b )(c  b )
f ( a )  P2 ( a )  Aa 2  Ba  C

C  f ( a )   Aa 2  Ba 
Procedemos a hacer:
a 2  f ( a )  f (c ) a 2  f ( a )  f (b )
Aa 2  
( a  c )(c  b ) ( a  b )(c  b )

 f (b)  f (c) a (b  c)  f (a)  f (c) a (b  c)  f (a)  f (b) a

B.a   
bc (a  c)(c  b) (a  b)(c  b)
 Luego como C  f ( a )   Aa 2  Ba 

a2  f (a)  f (c) a2  f (a)  f (b)   f (b)  f (c) a (b c)  f (a)  f (c)a (b c)  f (a)  f (b)a 
C  f (a)                


 (a  c)(c  b) ( a  b)(c  b)   b  c (a  c )(c  b) (a  b )(c  b) 
  

a2  f (a)  f (c) a2  f (a)  f (b)   f (b)  f (c) a (b  c)  f (a)  f (c) a (b c)  f (a)  f (b)a 
C  f (a)        
 (a  c)(c b) (a b)(c b)  
 
b c (a c)(c b) (a b)(c b) 


a2  f (a)  f (c) a2  f (a)  f (b)  f (b)  f (c) a (b c)  f (a)  f (c)a (b c)  f (a)  f (b)a
C  f (a)     
(a  c)(c b) (a b)(c b) b c (a c)(c b) (a b)(c b)

a  a  f (a)  f (c) a  f (a)  f (b) (b  c)  f (a)  f (c) (b c)  f (a)  f (b)  a  f (b)  f (c)
C  f (a)      
(c b)  (a c) (a b) (a c) (a b)  b c


a  f (a)  f (c)  f (a)  f (b)  a  f (b)  f (c)

C  f (a)   (b  c  a)  (a b  c) 
(c b)  (a  c) (a b)  b c

 a   f (a)  f (c)  f (a)  f (b)  a  f (b)  f (c)
C  f (a)   (b  c  a)  (a b  c) 
(c b)  (a  c) (a b)  b c


a  f (a)  f (c)  f (a)  f (b)  a  f (b)  f (c)

C  f (a)   (b  c  a)  (b  c  a) 
(c b)  (a  c) (a b)  b c


a  f (a)  f (c)  f (a)  f (b)   a  f (b)  f (c)

C  f (a)    (b  c  a)  
(c b)  (a c) (a b)   b c
 

  f (a)  f (c)  f (a)  f (b)  a  f (b)  f (c)

C  f (a)     (ab  ac  a ) 
2

 (a  c )(c  b) (a  b )(c  b)  b c

Ahora ya tenemos los tres coeficientes del polinomio, y procedemos a su armado.

P2( x)  Ax2  Bx  C
 f (a) f (c) f (a) f (b)  2  f (b) f (c) (bc)f (a) f (c) (bc)f (a) f (b)  f (a) f (c) f (a) f (b) af (b) f (c)
.X  bc  (ac)(cb)  (ab)(cb) .Xf (a)(ac)(cb)  (ab)(cb) (abaca ) bc 
2
P2(x)  
(a  c)(c b ) (ab)(cb )      

  f (a) f (c) f (a) f (b)  2  f (b) f (c) (bc)f (a) f (c) (bc)f (a) f (b)  f (a) f (c) f (a) f (b) af (b) f (c)
P2(x)  .X  bc  (ac)(cb)  (ab)(cb) .Xf (a)(ac)(cb)  (ab)(cb) (abaca ) bc 
2

(a  c)(c b ) (ab)(cb )      


Factorizando, distribuyendo y reagrupando términos se obtiene;

( x  c)( x  b) ( x  a)( x  c) ( x  a)( x  b)

P2 ( x)  . f ( a)  . f (b)  . f ( c)
(a  c)(a  b) (b  a)(b  c) (c  a)(c  b)
Ahora procedemos a realizar la integral que aproxima con esta interpolación cuadrática
usando el polinomio calculado
b b
A   f ( x) dx   P (x) dx
2
a a
Para ello consideramos al igual que en método del trapecio, el paso “h” que en
este caso viene dado por

ba
h
2
 De donde podemos escribir: b  2h  a

Así la integral buscada resulta,

b b
( x  c)( x  b)
b
( x  a)( x  c) ( x  a)( x  b) 
A   f (x) dx   P2 (x) dx    . f (a)  . f (b)  . f (c) dx
a a a
(a  c)(a  b) (b  a)(b  c) (c  a)(c  b) 

( x  c)( x  b) ( x  a)( x  c) ( x  a)( x  b)

b b b
A  . f (a) dx   . f (b) dx   . f (c) dx
a
(a  c)(a  b) a
(b  a)(b  c) a
(c  a)(c  b)

Calculamos de a una cada integral.

( x  c)(x  b)
b
( x  c)( x  b)
b
ba a b
a (a  c)(a  b) . f (a) dx  f (a) a (a  c)(a  b) .dx y como h
2
& c
2

Así:
a  b 2a  a  b a  b
(a  c)  a     h (a  b)  a  (2h  a)  a  2h  a  2h
2 2 2
 2ha
( x  c)( x  b) ( x  c)( x  b) ( x  c)( x  b)
b b

a (a  c)(a  b) . f (a) dx  f (a) a (a  c)(a  b) .dx  f (a) 

a
(h).(2h)
.dx 

2ha
f (a)
 2
2h  (x  c).(x  b)dx 
a
Haciendo un cambio de variables u  xa

2ha 2ha
f (a) f (a) h
 2
2h  (u  a  c).(u  a  b)dx 
2h 2 
a
(u  h).(u  2h)du  f ( a )
3
a

( x  c)( x  b)
b
h
a (a  c)(a  b) . f (a) dx  f (a)
3

En forma análoga obtenemos;

( x  a)( x  b) 4
b
( x  a)( x  c)
b
h
a (b  a)(b  c) . f (b) dx  f (b).
3 a (c  a)(c  b) . f (c) dx  f (c).
3
h
 Volviendo a:
b b b
( x  c)( x  b) ( x  a)(x  c) ( x  a)( x  b) 
A   f (x) dx  a 2
P ( x) dx  a (a  c)(a  b) . f (a)  . f (b)  . f (c) dx
a
(b  a)(b  c) (c  a)(c  b) 

b b
( x  c)( x  b) ( x  a)( x  c) ( x  a)( x  b) 
A   f ( x) dx  a (a  c)(a  b) . f (a)  (b  a)(b  c) . f (b)  (c  a)(c  b) . f (c) dx
a

Reemplazando con los resultados obtenidos en cada integral

b b
( x  c)( x  b) ( x  a)( x  c) ( x  a)( x  b) 
A   f ( x) dx  a (a  c)(a  b) . f (a)  (b  a)(b  c) . f (b)  (c  a)(c  b) . f (c) dx
a

4
b
h h
A   f ( x) dx  f (a)  f (b)  f (c) h
a
3 3 3
Finalmente:

h  a b 
b
A   f (x) dx   f (a)  4 f    f (b)
a
3  2  
 Al igual que con el método del trapecio podemos subdividir el intervalo en
“n” partes y establecer un nuevo paso entre sus extremos.

h  a b 
b
ba a b
A   f ( x) dx   f (a)  4 f    f (b) h
2
& c
2
a
3  2  
b x2 x4 x6 xn2 xn b

A   f ( x) dx   f ( x)dx   f ( x)dx   f ( x)dx   f ( x)dx  ...   f (x)dx

a ax0 x2 x4 x6 xn2

ba xn  x0 x0  x2 x2  x4 x4  x6 xn2  xn
h  h & x1  ; x3  ; x5  ;..... xn1 
n n 2 2 2 2
b
h  x0  x2     x2  x4  
A   f ( x) dx    f ( x0 )  4 f  2   f ( x2 )   f ( x2 )  4 f    f ( x4 ) 
a
3        2  
  x4  x6     xn2  xn  
 f ( x4 )  4 f    f ( x6 )  ... f (xn2 )  4 f  2   f (xn ) 
  2       
 b
h  x0  x2     x2  x4  
A  f ( x) dx    f (x0 )  4 f    f ( x2 )   f ( x2 )  4 f    f ( x4 ) 
a
3    2     2  
  x4  x6     xn2  xn  
 f ( x4 )  4 f    f ( x6 )  ... f ( xn2 )  4 f  2   f ( xn ) 
  2       

b
h   f ( x )  4 f ( x )  f ( x )
A   f ( x) dx   0 1 2    f ( x2 )  4 f (x3 )  f ( x4 ) 
3
a

 f ( x4 )  4 f ( x5 )  f ( x6 )  ...  f ( xn2 )  4 f ( xn1 )  f ( xn ) 

b
A   f ( x) dx
a

h
f (x0 )  4 f (x1 )  f (x2 )  f (x2 )  4 f (x3 )  f (x4 )  f (x4 )  4 f (x5 )  f (x6 )  f (x6 )  ....  f (xn2 )  f (xn2 )  4 f (xn1 )  f (xn )
3
h
 f (x0 )  f (xn )  4  f ( x1 )  f ( x3 )  f (x5 )  ...  f (xn1 )  2  f ( x2 )  f ( x4 )  f ( x6 )  ...  f ( xn2 )
3
h
 f (x0 )  f (xn )  4  f ( x1 )  f ( x3 )  f (x5 )  ...  f (xn1 )  2  f ( x2 )  f ( x4 )  f ( x6 )  ...  f ( xn2 )
3
También lo podemos escribir en términos de sumatorias

b n/2 ( n2)/2
h
A   f ( x) dx 
3  
j 1

  f ( x0 )  f ( xn )  4 f ( x2 j1 )  2 
j 1
f ( x2 j ) 
a

O también;

b n/2
h

A  f ( x) dx 
3
  f (x
j 1
2( j 1)
)  4 f ( x2 j1  f ( x2 j )
a