Composite Simpson rule and bounded error
With even n≥2 and h=(b−a)/n, Sₙ=(h/3)[f(a)+f(b)+4Σodd i f(a+ih)+2Σeven i f(a+ih)], summing interior indices.
Key knowledge
With even n≥2 and h=(b−a)/n, Sₙ=(h/3)[f(a)+f(b)+4Σodd i f(a+ih)+2Σeven i f(a+ih)], summing interior indices. For f∈C⁴[a,b], |∫ₐᵇf−Sₙ|≤(b−a)h⁴ max|f⁽⁴⁾|/180. It is exact for polynomials of degree at most three.
Conditions and scope
- a<b; equal spacing and even n are required.
- The bound describes discretization error, excluding rounded evaluations and arithmetic.
Sources · 1
References
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Evidence and review
Theorem 3.6/equation3.14 and Simpson error bound3.15; cubic exactness from zero fourth derivative. Adjacent combined-integral bounds/equality and S4 example label typos excluded.
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Entry details
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- math-composite-simpson
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- university-core.1
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- University core expansion