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Advanced Mathematics 2

Simpson's Rule

takriban dakika 3 kusoma

Mada za sehemu hiiNumerical MethodMada 4

Simpson's rule approximates the value of a definite integral using quadratic functions. It's also called the 3-ordinate rule because it uses at least three ordinates and divides the curve into an even number of strips of equal width.

Simpson's rule is given by:

abf(x)dxh3[f(x0)+4f(x1)+2f(x2)+4f(x3)+2f(x4)++4f(xn1)+f(xn)]\int_a^b f(x)\, dx \approx \frac{h}{3}[f(x_0) + 4f(x_1) + 2f(x_2) + 4f(x_3) + 2f(x_4) + \ldots + 4f(x_{n-1}) + f(x_n)]

Or:

abf(x)dxh3[y0+4(y1+y3+y5+)+2(y2+y4+y6+)+yn]\int_a^b f(x)\, dx \approx \frac{h}{3}[y_0 + 4(y_1 + y_3 + y_5 + \ldots) + 2(y_2 + y_4 + y_6 + \ldots) + y_n]

Where:

  • h=banh = \frac{b - a}{n}
  • nn is an even number of strips.
  • yi=f(xi)y_i = f(x_i) are the ordinates.

In words:

abf(x)dxh3[(first ordinate+last ordinate)+4(sum of odd ordinates)+2(sum of even ordinates)]\int_a^b f(x)\, dx \approx \frac{h}{3}[(\text{first ordinate} + \text{last ordinate}) + 4(\text{sum of odd ordinates}) + 2(\text{sum of even ordinates})]

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