Is there any mathematical proof that I can always get a accurate value using composite simpson's rul

Sattelhofsk

Sattelhofsk

Answered question

2022-06-26

Is there any mathematical proof that I can always get a accurate value using composite simpson's rule rather than only using 3 8 simpson's rule? First of all is my claim correct that we yield a better accuracy always with composite simpson's rule?

Answer & Explanation

Paxton James

Paxton James

Beginner2022-06-27Added 25 answers

Estimating a b f ( x ) d x where a < b by the 3 8 Simpson's rule has error ( b a ) 5 6480 f ( 4 ) ( ξ ) for some ξ [ a , b ], but for the composite version the denominator 6480 is changed to 80 n 4 if 3 | n. Admittedly the exact value of ξ is bound to change too, but if [ a , b ]| is nonzero and not very variable in relative terms on [ a , b ], this only causes a small change in the value of n for which the methods' error terms are closest to matching. In fact, 80 n 4 = 6480 for n = 3, so by the time you get to n = 5 the composite rule should have a much smaller error term (although, since 5 isn't quite the same as 6, which is a multiple of 3, we can't use the above formula for the error term).

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