Derive Simpson's rule with error term by using <msubsup> &#x222B;<!-- ∫ --> <mrow c

Semaj Christian

Semaj Christian

Answered question

2022-06-26

Derive Simpson's rule with error term by using
x 0 x 2 f ( x ) d x = a 0 f ( x 0 ) + a 1 f ( x 1 ) + a 2 f ( x 2 ) + k f ( 4 ) ( ξ )
Find a 0 , a 1 , and a 2 from the fact that Simpson's rule is exact for x n when n = 1, 2, and 3. Then find k by applying the integration formula with f ( x ) = x 4 .
We certainly get the correct coefficients, but I don't see how this tells us we can combine ξ 1 and ξ 2

Answer & Explanation

Cahokiavv

Cahokiavv

Beginner2022-06-27Added 31 answers

Let F be an anti-derivative of f, F = f. W.l.o.g. x 1 = 0, set x = h then we are interested in the error expression
g ( x ) = F ( x ) F ( x ) x 3 ( f ( x ) + 4 f ( 0 ) + f ( x ) ) .
This has derivatives
g ( x ) = 2 3 ( f ( x ) 2 f ( 0 ) + f ( x ) ) x 3 ( f ( x ) f ( x ) ) g ( x ) = 1 3 ( f ( x ) f ( x ) ) x 3 ( f ( x ) + f ( x ) ) g ( x ) = x 3 ( f ( x ) f ( x ) ) .
Consequently, by the extended mean value theorem
g ( x ) x m = g ( x 1 ) m x 1 m 1 = g ( x 2 ) m ( m 1 ) x 2 m 2 = g ( x 3 ) m ( m 1 ) ( m 2 ) x 3 m 3
with 0 < x 3 < x 2 < x 1 < x. Using m = 5 this gives
g ( x ) x 5 = g ( x 3 ) 60 x 3 2 = 1 90 · f ( x 3 ) f ( x 3 ) 2 x 3 = 1 90 · f ( 4 ) ( x 4 ) .
with | x 4 | < x 3 < x. This results in the error formula
g ( x ) = 1 90 · f ( 4 ) ( x 4 ) · x 5 .
or after translating the initial simplifications back,
x 0 x 2 f ( x ) d x = h 3 [ f ( x 0 ) + 4 f ( x 1 ) + f ( x 2 ) ] h 5 90 f ( 4 ) ( ξ )
with ξ ( x 0 , x 2 )

Do you have a similar question?

Recalculate according to your conditions!

Ask your question.
Get an expert answer.

Let our experts help you. Answer in as fast as 15 minutes.

Didn't find what you were looking for?