Numerical Integration
Numerical Integration
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