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PRACTICAL
Name- Saloni Singhal
M.Sc. (Statistics) II-Sem.
Roll No: 2046398
Course- MATH-409 L
Numerical Analysis Lab
Submitted To: Dr. S.C. Pandey
OBJECTIVE
1. Create an M-file to implement
Simpson’s One-Third Rule.
Theory
Simpson’s 1/3 rule corresponds to using second-order
polynomials. Using the Lagrange form for a quadratic fit of
three points.
Integration over the three points amplifies to:
Simpson’s 1/3 rule can be used on a set
of subintervals in much the same way
the trapezoidal rule was, except there
must be an odd number of points
Error in Trapezoidal
Rule
Local Error
Global Error
Global Error O(h4)is sum total of all n/2 local
error and is of an order less than Local error
O(h5)
Script File
a=input('Enter lower limit: ');
b=input('Enter upper limit: ');
n=input('Enter total n-1o of subintervals: ');
if rem(n,2)
error('subintervals should be even')
end
h=(b-a)/n
for i=0:n
X(i+1)=a+i*h
end
X
f=@(x)exp(x)
sum1=0;
sum2=0;
for i=1:2:n-1
x=a+i*h
sum1=sum1+f(x);
end
for i=1:2:n-2
x=a+i*h
sum2=sum2+f(x);
end
I=(h/3)*(f(a)+4.0*sum1+2.0*sum2+
f(b))
I
%true value
truth = integral(f,a,b);
truth
err=abs(truth-I)
Output
Conclusion
• Error is dependent upon the fourth-derivative of the
actual function as well as the distance between the
points.
• Error is dependent on the fifth power of the step size
(rather than the third for the trapezoidal rule).
• Error can thus be reduced by breaking the curve into
parts
• 1/3rd S.R. requires the even number of intervals or
odd number of ordinates
Caveats
• This gives a better approximation than the previous
methods. However, since 3 points are required to define a
parabola,
an even number of strips is required for the formula to
work.
• Simpson’s 3/8 rule is generally used in concert with
Simpson’s 1/3 rule when the number of
segments is odd.
References
http://www.math.umd.edu/~jmr/141/Sim
psonDemo.html
https://nptel.ac.in/courses/111/107/1111
07062/ Module:Numerical Integration
Class Notes of Dr.S.C.Pandey Sir

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Simpson One-Third

  • 1. PRACTICAL Name- Saloni Singhal M.Sc. (Statistics) II-Sem. Roll No: 2046398 Course- MATH-409 L Numerical Analysis Lab Submitted To: Dr. S.C. Pandey
  • 2. OBJECTIVE 1. Create an M-file to implement Simpson’s One-Third Rule.
  • 3. Theory Simpson’s 1/3 rule corresponds to using second-order polynomials. Using the Lagrange form for a quadratic fit of three points. Integration over the three points amplifies to: Simpson’s 1/3 rule can be used on a set of subintervals in much the same way the trapezoidal rule was, except there must be an odd number of points
  • 4. Error in Trapezoidal Rule Local Error Global Error Global Error O(h4)is sum total of all n/2 local error and is of an order less than Local error O(h5)
  • 5. Script File a=input('Enter lower limit: '); b=input('Enter upper limit: '); n=input('Enter total n-1o of subintervals: '); if rem(n,2) error('subintervals should be even') end h=(b-a)/n for i=0:n X(i+1)=a+i*h end X f=@(x)exp(x) sum1=0; sum2=0; for i=1:2:n-1 x=a+i*h sum1=sum1+f(x); end for i=1:2:n-2 x=a+i*h sum2=sum2+f(x); end I=(h/3)*(f(a)+4.0*sum1+2.0*sum2+ f(b)) I %true value truth = integral(f,a,b); truth err=abs(truth-I)
  • 7. Conclusion • Error is dependent upon the fourth-derivative of the actual function as well as the distance between the points. • Error is dependent on the fifth power of the step size (rather than the third for the trapezoidal rule). • Error can thus be reduced by breaking the curve into parts • 1/3rd S.R. requires the even number of intervals or odd number of ordinates
  • 8. Caveats • This gives a better approximation than the previous methods. However, since 3 points are required to define a parabola, an even number of strips is required for the formula to work. • Simpson’s 3/8 rule is generally used in concert with Simpson’s 1/3 rule when the number of segments is odd.