Numerical Integration Methods: Learn It 4

Error Bound for Simpson’s Rule

Just as the trapezoidal rule is the average of the left-hand and right-hand rules for estimating definite integrals, Simpson’s rule may be obtained from the midpoint and trapezoidal rules by using a weighted average. It can be shown that:

[latex]{S}_{2n}=\left(\frac{2}{3}\right){M}_{n}+\left(\frac{1}{3}\right){T}_{n}[/latex].

It is also possible to put a bound on the error when using Simpson’s rule to approximate a definite integral. The bound in the error is given by the following rule:

error bound for Simpson’s Rule

Let [latex]f\left(x\right)[/latex] be a continuous function over [latex]\left[a,b\right][/latex] having a fourth derivative, [latex]{f}^{\left(4\right)}\left(x\right)[/latex], over this interval. If [latex]M[/latex] is the maximum value of [latex]|{f}^{\left(4\right)}\left(x\right)|[/latex] over [latex]\left[a,b\right][/latex], then the upper bound for the error in using [latex]{S}_{n}[/latex] to estimate [latex]{\displaystyle\int }_{a}^{b}f\left(x\right)dx[/latex] is given by

[latex]\text{Error in}{S}_{n}\le \frac{M{\left(b-a\right)}^{5}}{180{n}^{4}}[/latex].

Use [latex]{S}_{2}[/latex] to approximate [latex]{\displaystyle\int }_{0}^{1}{x}^{3}dx[/latex]. Estimate a bound for the error in [latex]{S}_{2}[/latex].

Use [latex]{S}_{6}[/latex] to estimate the length of the curve [latex]y=\frac{1}{2}{x}^{2}[/latex] over [latex]\left[1,4\right][/latex].

Watch the following video to see the worked solution to the example above.

For closed captioning, open the video on its original page by clicking the Youtube logo in the lower right-hand corner of the video display. In YouTube, the video will begin at the same starting point as this clip, but will continue playing until the very end.You can view the transcript for this segmented clip of “3.6.5” here (opens in new window).