Chapter 07.

03

Simpson’s 1/3 Rule of Integration

After reading this chapter, you should be able to

1. derive the formula for Simpson’s 1/3 rule of integration,
2. use Simpson’s 1/3 rule it to solve integrals,
3. develop the formula for multiple-segment Simpson’s 1/3 rule of integration,
4. use multiple-segment Simpson’s 1/3 rule of integration to solve integrals, and
5. derive the true error formula for multiple-segment Simpson’s 1/3 rule.

What is integration?
Integration is the process of measuring the area under a function plotted on a graph. Why
would we want to integrate a function? Among the most common examples are finding the
velocity of a body from an acceleration function, and displacement of a body from a velocity
function. Throughout many engineering fields, there are (what sometimes seems like)
countless applications for integral calculus. You can read about some of these applications in
Chapters 07.00A-07.00G.
Sometimes, the evaluation of expressions involving these integrals can become daunting, if
not indeterminate. For this reason, a wide variety of numerical methods has been developed
to simplify the integral. Here, we will discuss Simpson’s 1/3 rule of integral approximation,
which improves upon the accuracy of the trapezoidal rule.
Here, we will discuss the Simpson’s 1/3 rule of approximating integrals of the form
b
I = ∫ f ( x )dx
a
where
f (x) is called the integrand,
a = lower limit of integration
b = upper limit of integration

Simpson’s 1/3 Rule

The trapezoidal rule was based on approximating the integrand by a first order polynomial,
and then integrating the polynomial over interval of integration. Simpson’s 1/3 rule is an

07.03.1
07.03.2 Chapter 07.03

extension of Trapezoidal rule where the integrand is approximated by a second order

polynomial.

Figure 1 Integration of a function

Method 1:
Hence
b b
I = ∫ f ( x)dx ≈ ∫ f 2 ( x)dx
a a

where f 2 ( x) is a second order polynomial given by

f 2 ( x) = a 0 + a1 x + a 2 x 2 .
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 a 2 .
f (a ) = f 2 (a ) = a 0 + a1 a + a 2 a 2
2
a+b a+b a+b a+b
f  = f2   = a 0 + a1   + a2  
 2   2   2   2 
f (b) = f 2 (b) = a 0 + a1b + a 2 b 2
Solving the above three equations for unknowns, a0 , a1 and a2 give
a+b
a 2 f (b) + abf (b) − 4abf  2
 + abf (a ) + b f (a )
a0 =  2 
a − 2ab + b 2
2

a+b a+b
af (a ) − 4af   + 3af (b) + 3bf (a ) − 4bf   + bf (b)
 2   2 
a1 = −
a 2 − 2ab + b 2
Simpson’s 1/3 Rule of Integration 07.03.3

 a+b 
2 f (a ) − 2 f   + f (b) 
 2 
a2 =  2 2

a − 2ab + b
Then
b
I ≈ ∫ f 2 ( x)dx
a
b
( )
= ∫ a 0 + a1 x + a 2 x 2 dx
a
b
 x2 x3 
= a 0 x + a1 + a2 
 2 3 a
b2 − a2 b3 − a3
= a 0 (b − a ) + a1 + a2
2 3
Substituting values of a 0 , a1 and a 2 give
b
b−a a+b 
∫f
a
2 ( x)dx = 
6 
f (a) + 4 f   + f (b)
 2  
Since for Simpson 1/3 rule, the interval [a, b] is broken into 2 segments, the segment width
b−a
h=
2
Hence the Simpson’s 1/3 rule is given by
b
h a+b 
∫a f ( x)dx ≈ 3  f (a) + 4 f  2  + f (b)
Since the above form has 1/3 in its formula, it is called Simpson’s 1/3 rule.

Method 2:
Simpson’s 1/3 rule can also be derived by approximating f (x) by a second order polynomial
using Newton’s divided difference polynomial as
 a+b
f 2 ( x) = b0 + b1 ( x − a ) + b2 ( x − a ) x − 
 2 
where
b0 = f (a )
a+b
f  − f (a)
 2 
b1 =
a+b
−a
2
07.03.4 Chapter 07.03

a+b a+b
f (b) − f   f  − f (a)
 2 −  2 
a+b a+b
b− −a
b2 = 2 2
b−a
Integrating Newton’s divided difference polynomial gives us

b b

∫
a
f ( x)dx ≈ ∫ f 2 ( x)dx
a
b
  a + b 
= ∫ b0 + b1 ( x − a) + b2 ( x − a) x −  dx
a   2 
b
  x2   x 3 (3a + b) x 2 a (a + b) x 
= b0 x + b1  − ax  + b2  − + 
  2   3 4 2  a
 b2 − a 2 
= b0 (b − a ) + b1  − a (b − a ) 
 2 
 b3 − a 3 (3a + b)(b 2 − a 2 ) a (a + b)(b − a ) 
+ b2  − + 
 3 4 2 

Substituting values of b0 , b1 , and b2 into this equation yields the same result as before
b
b−a a+b 
∫ f ( x)dx ≈
a

6 
f (a) + 4 f   + f (b)
 2  

h a+b 
=  f (a ) + 4 f   + f (b)
3  2  
Method 3:
One could even use the Lagrange polynomial to derive Simpson’s formula. Notice any
method of three-point quadratic interpolation can be used to accomplish this task. In this
case, the interpolating function becomes

 a+b  a+b
x − ( x − b ) ( x − a ) x − 
 2  ( x − a )( x − b) a+b  2 
f 2 ( x) = f (a) + f + f (b)
 a+b a+b  a + b   2   a+b
a − ( a − b )  − a  − b (b − a ) b − 
 2   2  2   2 
Integrating this function gets
Simpson’s 1/3 Rule of Integration 07.03.5

b
 x 3 (a + 3b) x 2 b(a + b) x x 3 ( a + b) x 2 
 − + − + abx
 a + b 
 3 4 2 f (a) + 3 2 f 
  a+b a+b  a + b   2 
b  a − ( a − b )  − a  − b

 2   2  2 
∫a 2
f ( x ) dx = 
 x
3
(3a + b) x 2 a (a + b) x


 3 − 4
+
2 
+ f (b) 
  a+b 
(b − a ) b − 
  2   a
3 3 2 2
b −a (a + 3b)(b − a ) b(a + b)(b − a)
− +
= 3 4 2 f (a)
 a + b 
a − ( a − b )
 2 
b 3 − a 3 (a + b)(b 2 − a 2 )
− + ab(b − a)
3 2 a+b
+ f 
a+b  a + b   2 
 − a  − b
 2  2 
3 3 2 2
b −a (3a + b)(b − a ) a (a + b)(b − a )
− +
+ 3 4 2 f (b)
 a+b
(b − a ) b − 
 2 
Believe it or not, simplifying and factoring this large expression yields you the same result as
before
b
b−a a+b 
∫a f ( x)dx ≈ 6  f (a) + 4 f  2  + f (b)

h a+b 
=  f (a ) + 4 f   + f (b) .
3  2  

Method 4:
Simpson’s 1/3 rule can also be derived by the method of coefficients. Assume
b
a+b
∫a f ( x)dx ≈ c1 f (a) + c2 f  2  + c3 f (b)
b b b
Let the right-hand side be an exact expression for the integrals ∫ 1dx, ∫ xdx, and ∫x
2
dx . This
a a a
implies that the right hand side will be exact expressions for integrals of any linear
combination of the three integrals for a general second order polynomial. Now
b

∫ 1dx = b − a = c
a
1 + c 2 + c3
07.03.6 Chapter 07.03

b
b2 − a2 a+b
∫ xdx =
a
2
= c1 a + c 2
2
+ c3 b

b 2
b3 − a3 a+b
∫a
2
x dx = = c1 a 2 + c 2   + c3 b
2

3  2 
Solving the above three equations for c0 , c1 and c 2 give
b−a
c1 =
6
2(b − a )
c2 =
3
b−a
c3 =
6
This gives
b
b−a 2(b − a )  a + b  b − a
∫a f ( x)dx ≈ 6 f (a) + 3 f  2  + 6 f (b)
b−a a+b 
=  f (a ) + 4 f   + f (b)
6   2  
h a+b 
=  f (a ) + 4 f   + f (b)
3  2  

The integral from the first method

b b

∫
a
f ( x)dx ≈ ∫ (a0 + a1 x + a2 x 2 )dx
a
can be viewed as the area under the second order polynomial, while the equation from
Method 4
b
b−a 2(b − a )  a + b  b − a
∫a f ( x)dx ≈ 6 f (a) + 3 f  2  + 6 f (b)
can be viewed as the sum of the areas of three rectangles.

Example 1
The distance covered by a rocket in meters from t = 8 s to t = 30 s is given by
30
  140000  
x = ∫  2000 ln   − 9.8t dt
8 140000 − 2100t  
a) Use Simpson’s 1/3 rule to find the approximate value of x .
b) Find the true error, Et .
c) Find the absolute relative true error, ∈t .
Simpson’s 1/3 Rule of Integration 07.03.7

Solution
b−a a+b 
a) x≈  f (a) + 4 f   + f (b)
6   2  
a=8
b = 30
a+b
= 19
2
 140000 
f (t ) = 2000 ln  − 9.8t
140000 − 2100t 
 140000 
f (8) = 2000 ln   − 9.8(8) = 177.27 m / s
140000 − 2100(8) 

 140000 
f (30) = 2000 ln   − 9.8(30) = 901.67 m / s
140000 − 2100(30) 

 140000 
f (19) = 2000 ln  − 9.8(19) = 484.75m / s
 140000 − 2100(19) 

b−a a+b 
x≈  f (a) + 4 f   + f (b)
6   2  
 30 − 8 
= [ f (8) + 4 f (19) + f (30)]
 6 
22
= [177.27 + 4 × 484.75 + 901.67]
6
=11065.72 m
b) The exact value of the above integral is
30
  140000  
x = ∫  2000 ln   − 9.8t dt
8 140000 − 2100t  
=11061.34 m
So the true error is
Et = True Value − Approximate Value
=11061.34-11065.72
= −4.38 m
c) The absolute relative true error is
True Error
∈t = × 100
True Value
− 4.38
= × 100
11061.34
07.03.8 Chapter 07.03

= 0.0396%

Multiple-segment Simpson’s 1/3 Rule

Just like in multiple-segment trapezoidal rule, one can subdivide the interval [a, b] into n
segments and apply Simpson’s 1/3 rule repeatedly over every two segments. Note that n
needs to be even. Divide interval [a, b] into n equal segments, so that the segment width is
given by
b−a
h= .
n
Now
b xn

∫ f ( x)dx = ∫ f ( x)dx
a x0

where
x0 = a
xn = b
b x2 x4 xn − 2 xn

∫ f ( x)dx = ∫ f ( x)dx + ∫ f ( x)dx + ...... + ∫ f ( x)dx + ∫ f ( x)dx

a x0 x2 xn − 4 xn − 2

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

b
 f ( x0 ) + 4 f ( x1 ) + f ( x2 )   f ( x 2 ) + 4 f ( x3 ) + f ( x 4 ) 
∫ f ( x )dx ≅ ( x
a
2 − x0 ) 
 6 

+ ( x4 − x2 ) 
 6  + ...

 f ( x n − 4 ) + 4 f ( x n −3 ) + f ( x n − 2 )   f ( x n − 2 ) + 4 f ( x n −1 ) + f ( x n ) 
+ ( xn−2 − xn−4 )  + ( xn − xn−2 ) 
 6   6 
Since
xi − xi − 2 = 2h
i = 2, 4, ..., n
then
b
 f ( x ) + 4 f ( x1 ) + f ( x2 )   f ( x 2 ) + 4 f ( x3 ) + f ( x 4 ) 
∫a f ( x )dx ≅ 2h  0 6 

+ 2h 
 6  + ...

 f ( x n − 4 ) + 4 f ( x n −3 ) + f ( x n − 2 )   f ( x n − 2 ) + 4 f ( x n −1 ) + f ( x n ) 
+ 2h   + 2 h  
 6   6 

h
= [ f ( x0 ) + 4{ f ( x1 ) + f ( x3 ) + ... + f ( xn−1 )} + 2{ f ( x2 ) + f ( x4 ) + ... + f ( xn−2 )} + f ( xn )]
3
Simpson’s 1/3 Rule of Integration 07.03.9

 
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  
b−a  n −1 n −2

∫ f ( x )dx ≅ f ( x 0 ) + 4 ∑ f ( xi ) + 2 ∑ f ( xi ) + f ( x n ) 
a
3n  i =1 i =2

 i =odd i = even 

Example 2
Use 4-segment Simpson’s 1/3 rule to approximate the distance covered by a rocket in meters
from t = 8 s to t = 30 s as given by
30
  140000  
x = ∫  2000 ln   − 9.8t dt
8 140000 − 2100t  
a) Use four segment Simpson’s 1/3rd Rule to estimate x.
b) Find the true error, Et for part (a).
c) Find the absolute relative true error, ∈t for part (a).
Solution:
a) Using n segment Simpson’s 1/3 rule,
 
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 
n=4
a=8
b = 30
b−a
h=
n
30 − 8
=
4
= 5.5
 140000 
f (t ) = 2000 ln   − 9.8t
140000 − 2100t 

So
f (t 0 ) = f (8)
 140000 
f (8) = 2000 ln   − 9.8(8) = 177.27 m / s
140000 − 2100(8) 

f (t1 ) = f (8 + 5.5) = f (13.5)

07.03.10 Chapter 07.03

 140000 
f (13.5) = 2000 ln   − 9.8(13.5) = 320.25m / s
140000 − 2100(13.5) 

f (t 2 ) = f (13.5 + 5.5) = f (19)

 140000 
f (19) = 2000 ln  − 9.8(19) = 484.75m / s
 140000 − 2100(19) 

f (t 3 ) = f (19 + 5.5) = f (24.5)

 140000 
f (24.5) = 2000 ln   − 9.8(24.5) = 676.05m / s
140000 − 2100(24.5) 

f (t 4 ) = f (t n ) = f (30)

 140000 
f (30) = 2000 ln   − 9.8(30) = 901.67 m / s
140000 − 2100(30) 

 
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 
22
= [ f (8) + 4 f (t1 ) + 4 f (t 3 ) + 2 f (t 2 ) + f (30)]
12
11
= [ f (8) + 4 f (13.5) + 4 f (24.5) + 2 f (19) + f (30)]
6
11
= [177.27 + 4(320.25) + 4(676.05) + 2(484.75) + 901.67]
6
= 11061.64 m
b) The exact value of the above integral is
30
  140000  
x = ∫  2000 ln   − 9.8t dt
8 140000 − 2100t  
=11061.34 m
So the true error is
Et = True Value − Approximate Value
Et = 11061.34 − 11061.64
= −0.30 m
Simpson’s 1/3 Rule of Integration 07.03.11

c) The absolute relative true error is

True Error
∈t = × 100
True Value
− 0.3
= × 100
11061.34
= 0.0027%

Table 1 Values of Simpson’s 1/3 rule for Example 2 with multiple-segments

n Approximate Value Et ∈t
2 11065.72 -4.38 0.0396%
4 11061.64 -0.30 0.0027%
6 11061.40 -0.06 0.0005%
8 11061.35 -0.02 0.0002%
10 11061.34 -0.01 0.0001%

Error in Multiple-segment Simpson’s 1/3 rule

The true error in a single application of Simpson’s 1/3rd Rule is given 1 by
(b − a ) 5 ( 4 )
Et = − f (ζ ), a < ζ < b
2880
In multiple-segment Simpson’s 1/3 rule, the error is the sum of the errors in each application
of Simpson’s 1/3 rule. The error in the n segments Simpson’s 1/3rd Rule is given by
( x 2 − x0 ) 5 ( 4)
E1 = − f (ζ 1 ), x0 < ζ 1 < x 2
2880
h 5 ( 4)
=− f (ζ 1 )
90
( x − x2 ) 5 ( 4)
E2 = − 4 f (ζ 2 ), x 2 < ζ 2 < x 4
2880
h 5 ( 4)
=− f (ζ 2 )
90
:
( x 2i − x 2 (i −1) ) 5 ( 4 )
Ei = − f (ζ i ), x 2 (i −1) < ζ i < x 2i
2880
h 5 ( 4)
=− f (ζ i )
90
:

1
The f ( 4 ) in the true error expression stands for the fourth derivative of the function f (x) .
07.03.12 Chapter 07.03

( xn−2 − xn−4 ) 5 ( 4)  
En =− f  ζ n , x n − 4 < ζ n < x n − 2
2
−1 2880  2 −1  2
−1

h 5 ( 4)  
=− f  ζ n 
90  2 −1 
( xn − xn−2 ) 5 ( 4)  
En = − f  ζ n , xn −2 < ζ n < xn
2
2880  2 2

Hence, the total error in the multiple-segment Simpson’s 1/3 rule is

h 5 ( 4)  
=− f  ζ n 
90  2
n
2
Et = ∑ Ei
i =1
n
h5 2
= − ∑ f ( 4 ) (ζ i )
90 i =1
n
(b − a ) 5 2
=−
90n 5
∑f
i =1
( 4)
(ζ i )
n
2

(b − a ) 5 ∑f ( 4)
(ζ i )
=− i =1
,
180n 4 n
2
n
2
∑f ( 4)
(ζ i )
The term i =1
is an approximate average value of f ( 4 ) ( x), a < x < b . Hence
n
2
(b − a )5 ( 4 )
Et = − f
180n 4
where
n
2

( 4)
∑f ( 4)
(ζ i )
f = i =1
n
2
INTEGRATION
Topic Simpson’s 1/3 rule
Summary Textbook notes of Simpson’s 1/3 rule
Major General Engineering
Authors Autar Kaw, Michael Keteltas
Simpson’s 1/3 Rule of Integration 07.03.13

Date December 3, 2017

Web Site http://numericalmethods.eng.usf.edu