Simpson's rule

Approximates a definite integral over one interval by fitting a parabola through the endpoints and midpoint of the interval (Simpson's 1/3 rule). It is a standard numerical integration method that is more accurate than the trapezoidal rule for smooth functions.

\int_{a}^{b} f(x)\,dx \approx \frac{b-a}{6}\left[f(a)+4f\left(\frac{a+b}{2}\right)+f(b)\right]

What the symbols mean

lower limit of integration
upper limit of integration
integrand, the function being integrated
integration variable

About this formula

  • FieldMathematics
  • TopicNumerical integration
  • LevelUniversity
  • Also calledSimpson's 1/3 rule, Simpson integration formula, area under curve Simpson, Simpson's 3/8 rule, composite Simpson's rule
  • SourceWikidata Q722507

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