6. Simpson's Rule
by M. Bourne
The Trapezoidal Rule is an improvement over using rectangles because we have much less "missing" from our calculations. We used straight lines to model the curve in trapezoidal Rule.
We seek an even better approximation. In Simpson's Rule, we use parabolas to approximate each part of the curve. This proves to be very efficient. (See more about Parabolas.)
We can show (by integrating the area under each parabola and adding these areas) that the approximate area is given by Simpson's Rule:

Note: In Simpson's Rule, n must be EVEN.
In the LiveMath document, note how the approximation is very good, even with a small number of divisions.
Exercise: Approximate
using Simpson's Rule with
n = 4.
Answer
Δx = (3 - 2)/4 = 0.25
y0 = f(a) = f(2) = 1/(2 + 1) = 0.3333333
y1 = f(a + Δx) = f(2.25) = 1/(2.25+1) = 0.3076923
y2 = f(a + 2Δx) = f(2.5) = 1/(2.5+1) = 0.2857142
y3 = f(a + 3Δx) = f(2.75) = 1/(2.75+1) = 0.2666667
y4 = f(b) = f(3) = 1/(3+1) = 0.25

[The actual answer to this problem is 0.287682 so our Simpson's Rule approximation has an error of only 3.6 × 10-4%.]
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