Simpson's Rule (Edexcel A Level Further Maths: Further Pure 1): Revision Note

Exam code: 9FM0

Mark Curtis

Written by: Mark Curtis

Updated on

Simpson's rule

What is Simpson's rule?

  • Simpson's rule is a method of numerical integration given by

    • integral subscript a superscript b straight f open parentheses x close parentheses d x almost equal to h over 3 open square brackets straight f open parentheses x subscript 0 close parentheses plus 4 straight f open parentheses x subscript 1 close parentheses plus 2 straight f open parentheses x subscript 2 close parentheses plus 4 straight f open parentheses x subscript 3 close parentheses plus... plus 2 straight f open parentheses x subscript n minus 2 end subscript close parentheses plus 4 straight f open parentheses x subscript n minus 1 end subscript close parentheses plus straight f open parentheses x subscript n close parentheses close square brackets

    • where

      • n is the number of intervals

      • n must be even

      • x subscript 0 equals a and x subscript n equals b

      • h is the width of an interval, fraction numerator b minus a over denominator n end fraction

  • The n intervals mean there are open parentheses n plus 1 close parentheses points

    • x subscript 0 to x subscript n

  • Increasing the number of intervals, n

    • gives a better estimate of the area under the curve

Examiner Tips and Tricks

Simpson's rule is not given in the formula booklet, so it helps to remember it as

  • integral subscript a superscript b straight f open parentheses x close parentheses d x almost equal to h over 3 open square brackets open parentheses ends close parentheses plus 4 cross times open parentheses odds close parentheses plus 2 cross times open parentheses evens close parentheses close square brackets

    • Just don't include x subscript 0 and x subscript n in the 'evens' (as they are the 'ends')!

How is Simpson's rule different to the trapezium rule?

  • The trapezium rule splits the area under a curve into vertical strips

    • then connects the points on the curve with straight lines

      • to form trapezia

    • but these can overestimate or underestimate the area of the strip

  • Simpson's rule connects the points on the curve with quadratics

    • which match the shape of the curve more closely

      • allowing the strips to better estimate the area

  • In particular, quadratics are fitted across pairs of intervals

    • The first quadratic goes through points 0, 1 and 2

      • open parentheses x subscript 0 comma space straight f open parentheses x subscript 0 close parentheses close parentheses, open parentheses x subscript 1 comma space straight f open parentheses x subscript 1 close parentheses close parentheses and open parentheses x subscript 2 comma space straight f open parentheses x subscript 2 close parentheses close parentheses

    • The second quadratic goes through points 2, 3 and 4, etc

      • open parentheses x subscript 2 comma space straight f open parentheses x subscript 2 close parentheses close parentheses, open parentheses x subscript 3 comma space straight f open parentheses x subscript 3 close parentheses close parentheses and open parentheses x subscript 4 comma space straight f open parentheses x subscript 4 close parentheses close parentheses

    • This is why the number of intervals, n, must be even

The curve y=f(x) split into intervals from x_0 at x=a to x_n at x=b. The points with coordinates (x_0, f(x_0)), (x_1, f(x_1)) and (x_2, f(x_2)) are shown with a parabola joining them labelled 1st quadratic. The points x_3 and x_4 are shown with points 2, 3 and 4  being joined by another parabola, labelled 2nd quadratic.
  • The equation of the first quadratic works out to be

    • y equals straight f open parentheses x subscript 1 close parentheses plus fraction numerator straight f open parentheses x subscript 2 close parentheses minus straight f open parentheses x subscript 0 close parentheses over denominator 2 h end fraction open parentheses x minus x subscript 1 close parentheses plus fraction numerator straight f open parentheses x subscript 2 close parentheses minus 2 straight f open parentheses x subscript 1 close parentheses plus straight f open parentheses x subscript 0 close parentheses over denominator 2 h squared end fraction open parentheses x minus x subscript 1 close parentheses squared

    • and the area under the first quadratic, integral subscript x subscript 0 end subscript superscript x subscript 2 end superscript space y d x, works out to be

      • h over 3 open parentheses straight f open parentheses x subscript 0 close parentheses plus 4 straight f open parentheses x subscript 1 close parentheses plus straight f open parentheses x subscript 2 close parentheses close parentheses

    • Summing all these quadratic areas gives Simpson's rule

      • h over 3 open parentheses straight f open parentheses x subscript 0 close parentheses plus 4 straight f open parentheses x subscript 1 close parentheses plus straight f open parentheses x subscript 2 close parentheses close parentheses plus h over 3 open parentheses straight f open parentheses x subscript 2 close parentheses plus 4 straight f open parentheses x subscript 3 close parentheses plus straight f open parentheses x subscript 4 close parentheses close parentheses plus...

      • h over 3 open square brackets straight f open parentheses x subscript 0 close parentheses plus 4 straight f open parentheses x subscript 1 close parentheses plus 2 straight f open parentheses x subscript 2 close parentheses plus 4 straight f open parentheses x subscript 3 close parentheses plus... close square brackets

Examiner Tips and Tricks

You do not need to learn the proof of Simpson's rule given here, you just need to be able to use the rule.

How do I use Simpson's rule?

  • The following worked example shows how to use Simpson's rule

Examiner Tips and Tricks

Correct final answers with no working score no marks! Examiners want to see:

  • Values presented in a table

  • Calculations showing the correct form of Simpson's rule

Worked Example

Use Simpson’s rule with 6 intervals to find an estimate for integral subscript 0 superscript 1.2 end superscript straight e to the power of negative x squared end exponent d x.

Give your answer to 3 significant figures.

Answer:

Find h, the interval width, using fraction numerator b minus a over denominator n end fraction

h equals fraction numerator 1.2 minus 0 over denominator 6 end fraction equals 0.2

Create a table of values

It helps to include a row for n equals 0 to n equals 6 at the top to identify 'odd' and 'even' points

n

0

1

2

3

4

5

6

x

0

0.2

0.4

0.6

0.8

1.0

1.2

straight f open parentheses x close parentheses

straight e to the power of negative 0 squared end exponent

straight e to the power of negative 0.2 squared end exponent

straight e to the power of negative 0.4 squared end exponent

straight e to the power of negative 0.6 squared end exponent

straight e to the power of negative 0.8 squared end exponent

straight e to the power of negative 1.0 squared end exponent

straight e to the power of negative 1.2 squared end exponent

1

0.96078...

0.85214...

0.69767...

0.52729...

0.36787...

0.23692...

Substitute these values into Simpson's rule, h over 3 open square brackets open parentheses ends close parentheses plus 4 cross times open parentheses odds close parentheses plus 2 cross times open parentheses evens close parentheses close square brackets

integral subscript 0 superscript 1.2 end superscript straight e to the power of negative x squared end exponent d x almost equal to fraction numerator 0.2 over denominator 3 end fraction open square brackets open parentheses straight e to the power of negative 0 squared end exponent plus straight e to the power of negative 1.2 squared end exponent close parentheses plus 4 cross times open parentheses straight e to the power of negative 0.2 squared end exponent plus straight e to the power of negative 0.6 squared end exponent plus straight e to the power of negative 1.0 squared end exponent close parentheses plus 2 cross times open parentheses straight e to the power of negative 0.4 squared end exponent plus straight e to the power of negative 0.8 squared end exponent close parentheses close square brackets

Work out this value

table row cell integral subscript 0 superscript 1.2 end superscript straight e to the power of negative x squared end exponent d x end cell almost equal to cell fraction numerator 0.2 over denominator 3 end fraction cross times 12.10117... end cell row blank equals cell 0.80674... end cell end table

Give your final answer to 3 significant figures

table row cell integral subscript 0 superscript 1.2 end superscript straight e to the power of negative x squared end exponent d x end cell almost equal to cell 0.807 end cell end table to 3 s.f.

What else could I be asked about Simpson's rule?

  • You need to know that Simpson's rule is generally more accurate than the trapezium rule

  • You need to know how to find the percentage error of your estimate if given the actual value

    • using the formula

      • percentage space error space equals space fraction numerator vertical line estimate minus actual vertical line over denominator actual end fraction cross times 100 percent sign

    • You will either be given the actual answer

      • or you need to calculate the definite integral yourself

    • You may need to state if the estimate is

      • an underestimate

      • or an overestimate

  • You need to be able to comment on the accuracy

    • by comparing the estimate's value to the actual value

      • e.g. calculate the percentage error to deduce if it's accurate or not

      • e.g. find how many decimal places the estimate is accurate to

Examiner Tips and Tricks

If the actual answer is not given to you in the question, you will need to find it using integration.

Worked Example

Simpson's rule with 4 intervals gives an estimate of integral subscript 1 superscript 5 1 over x d x as 73 over 45.

(a) Calculate the percentage error, to 2 significant figures.

(b) Comment on the accuracy of the estimate.

Answer:

(a)

The formula is percentage space error space equals space fraction numerator vertical line estimate minus actual vertical line over denominator actual end fraction cross times 100 percent sign

Find the actual value of the integral by integration

table row cell integral subscript 1 superscript 5 1 over x d x end cell equals cell open square brackets ln vertical line x vertical line close square brackets subscript 1 superscript 5 end cell row blank equals cell ln 5 minus ln 1 end cell row blank equals cell ln 5 end cell end table

Substitute the estimate and the actual answer into the formula

fraction numerator open vertical bar 73 over 45 minus ln 5 close vertical bar over denominator ln 5 end fraction cross times 100

Work out this value

0.7943338...

Round to 2 significant figures

The percentage error is 0.79% to 2 s.f.

(b)

It helps to write out 73 over 45 and ln 5 as decimals

table row cell 73 over 45 end cell equals cell 1.6222222... end cell row cell ln 5 end cell equals cell 1.6094379... end cell end table

Now write a comment about accuracy, giving a reason

Any one out of:

  • The percentage error is very small (0.79%), so the estimate is very accurate

  • The estimate is accurate to 1 decimal place (2 significant figures)

Examiner Tips and Tricks

When commenting on accuracy, mark schemes do not like the phrase "is very close to". You must refer to numbers instead, such as the percentage error or number of significant figures.

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Mark Curtis

Author: Mark Curtis

Expertise: Maths Content Creator

Mark graduated twice from the University of Oxford: once in 2009 with a First in Mathematics, then again in 2013 with a PhD (DPhil) in Mathematics. He has had nine successful years as a secondary school teacher, specialising in A-Level Further Maths and running extension classes for Oxbridge Maths applicants. Alongside his teaching, he has written five internal textbooks, introduced new spiralling school curriculums and trained other Maths teachers through outreach programmes.