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Numerical Integration

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Simpson’s 1/3 Rule<br />

• Simpson’s Rule is the second of the Newton-<br />

Cotes closed integration formulas (n=2) using<br />

Lagrange Interpolating Polynomials<br />

f<br />

x<br />

2 2<br />

∫<br />

f<br />

x<br />

dx<br />

≅<br />

∫<br />

I =<br />

(<br />

)<br />

f<br />

(<br />

x<br />

)<br />

dx<br />

2<br />

n<br />

x<br />

( x)<br />

x<br />

x<br />

0 0<br />

n<br />

n<br />

x −<br />

= ∑ f ( x ) ∏ −<br />

i<br />

i=<br />

0 j=<br />

0<br />

j≠i<br />

x<br />

x x i<br />

© 2003-2006 Roberto Muscedere 18<br />

j<br />

j

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