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Simpsons rule is typically derived in one of two ways, either by using the
Lagrange interpolation formula (particularly in numerical analysis courses) or, more
frequently (in calculus courses), by writing the quadratic in the form Q(x) = A + B(x x0)
+ C(x x0)2 for the first polynomial and then setting up a system of linear equations in the
three unknowns based on the three points to solve for A, B, and C. With the latter
approach, if the first three points are (x0, y0), (x1, y1) = (x0+h, y1), and (x2, y2) = (x0+2h, y1),
then
Some relatively simple algebra lets you solve this system of equations for the three
coefficients and then a simple integration from x0 to x0 + 2h of the resulting quadratic
function gives an approximation to the area under the original curve. When repeated over
successive sets of points, Simpsons Rule results.
( x - x1 )( x - x2 ) ( x - x0 )( x - x2 ) ( x - x0 )( x - x1 )
Q( x) = y0 + y1 + y2 ,
( x0 - x1 )( x0 - x2 ) ( x1 - x0 )( x1 - x2 ) ( x2 - x0 )( x2 - x1 )
( x - x1 )( x - x2 ) ( x - x0 )( x - x2 ) ( x - x0 )( x - x1 )
Q( x) = y0 + y1 + y2
( x0 - x1 )( x0 - x2 ) ( x1 - x0 )( x1 - x2 ) ( x2 - x0 )( x2 - x1 )
( x - x0 - h)( x - x0 - 2h) ( x - x0 )( x - x0 - 2h) ( x - x0 )( x - x0 - 2h)
= y0 + y1 + y2
( x0 - x0 - h)( x0 - x0 - 2h) ( x0 + h - x0 )( x0 + h - x0 - 2h) ( x0 + 2h - x0 )( x0 + 2h - x0 - h)
We could either expand this and collect like terms and then integrate from x0 to x0 + 2h to
approximate the first strip under the curve or perform the integration using integration by
parts.
Dy D2 y D3 y
Pn ( x) = y0 + Dx0 ( x - x0 ) + (Dx)02 ( x - x0 )( x - x1 ) + (Dx)03 ( x - x0 )( x - x1 )( x - x2 ) + ...
Dn-1 y
+ (Dx )n-01 ( x - x0 )( x - x1 )( x - x2 ) L ( x - xn -1 )
Dy0 = y1 - y0 , D 2 y0 = y2 - 2 y1 + y0 , D3 y0 = y3 - 3 y2 + 3 y1 - y0 ,...
Dy D2 y
P2 ( x) = y0 + Dx0 ( x - x0 ) + (Dx)02 ( x - x0 )( x - x1 ). (1)
In this expression, the second term easily simplifies and the third term can be integrated
quickly using integration by parts to yield
Dy (2Dx) D2 y ( x - x0 )( x - x1 ) ( x - x1 ) 2
2 2 x2
D2 y x2
Area = y0 (2Dx) + Dx0
2
+ ( Dx )02
2 x0
- ( Dx)02
x0 2
dx
D 2 y ( x - x1 )
3 x2
= y0 (2Dx ) + 2DxDy0 + 12 DxD 2 y0 - ( Dx )02
6 x0
D2 y ( Dx )3
+ (D6x ) ]
3
= y0 (2Dx ) + 2DxDy0 + 12 DxD 2 y0 - ( Dx )02 [ 6
After some minor simplification, this reduces to the usual expression for Simpsons rule
for the area under the first portion of the curve
Area D3x [ y2 + 4 y1 + y0 ].
We note that the integration required here is considerably less work than what
would be required to integrate the expression in Equation (2), since that involves three
quadratic terms, not one.
Using the identical argument on the next group of three points (x2, y2), (x3, y3), and
(x4, y4), we find that
Area D3x [ y4 + 4 y3 + y2 ],
and so on. When these approximation terms are added, we have Simpsons Rule
We note that the identical approach will work with higher degree integration
techniques, such as Simpsons 3/8 rule based on a cubic interpolation using four points at
a time or the authors favorite, Weddles formula, which is based on a sixth degree
polynomial interpolation using seven points at a time. We leave it to the interested reader
to investigate some of these cases, which all come under the heading of Newton-Cotes
formulas.
Reference
1. Author, Interpolation and Polynomial Curve Fitting, The Mathematics Teacher, 2014
(to appear).