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Simpson 3/8 para integración.

10/24/2017 1
De similar manera a simpson 1/3, en Simpson 3/8
puede ser derivada la integración f (x)
Con un polinomio cubico que pasa a través de
4 puntos conocidos de la data.
f 3 ( x)  a0  a1 x  a2 x 2  a3 x 3 

 a0  
a  

 2 3
  1
 1, x, x , x   
a 
 2 
a3  
2
Method 1
The unknown coefficients a0 , a1 , a2 and a3 (in Eq. (3))
can be obtained by substituting 4 known coordinate
data points x0 , f x0 , x1 , f x1 , x2 , f x2  and x3 , f x3 
into Eq. (3), as following
f ( x0 )  a0  a1x0  a2 x02  a3 x02 

f ( x1 )  a0  a1x1  a2 x12  a3 x12 
 (4)
f ( x2 )  a0  a1x2  a2 x2  a3 x2 
2 2

2
3
f ( x3 )  a0  a1x3  a2 x3  a3 x3 
2
Eq. (4) can be expressed in matrix notation as
1 x0 x02 x03  a0   f  x0 
 3   a   f  x 
1 x1 x12 x1   1   1 

3  a   f  x 
(5)
1 x2 x22 x2  2   2 
 3   a   f  x 
1 x3 x32 x3   3   3 

The above Eq. (5) can be symbolically represented as


 
A44 a41  f41 (6)

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Thus, a0 
a  
  1
a      A  f
1
(7)
a2 
a3 

Substituting Eq. (7) into Eq. (3), one gets

 2 3

f3 x   1, x, x , x  A 1

f (8)

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Remarks
As indicated in Figure 1, one has
x0  a 
b  a 2a  b 
x1  a  h  a   
3 3 
2b  2a a  2b  (9)
x2  a  2h  a  
3 3 

3b  3a 
x3  a  3h  a  b 
3
With the help from MATLAB or Scilab, the unknown
vector a (shown in Eq. 7) can be solved.
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Method 2
Using Lagrange interpolation, the cubic polynomial
function f  
i 3 x that passes through 4 data points
(see Figure 1) can be explicitly given as

f 3 x  
x  x1 x  x2 x  x3   f x   x  x0 x  x2 x  x3   f x 
x0  x1 x0  x2 x0  x3  0
x1  x0 x1  x2 x1  x3  1


x  x0 x  x1 x  x3   f x   x  x0 x  x1 x  x2   f x 
x2  x0 x2  x1 x2  x3  2
x3  x0 x3  x1 x3  x2  3

(10)
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Simpsons 8 Rule For 3

Integration
Thus, Eq. (1) can be calculated as (See Eqs. 8, 10 for
Method 1 and Method 2, respectively):
b b
I   f  x dx   f3  x dx
a a
Integrating the right-hand-side of the above
equations, one obtains

I  b  a  
 f x0   3 f x1   3 f x2   f x3  (11)
8
8
ba
Since h  hence b  a  3h , and the above
3
equation becomes:
3h
I    f x0   3 f x1   3 f x2   f x3  (12)
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The error introduced by the Simpson 3/8 rule can be
derived as [Ref. 1]:

(b  a)5
Et    f   , where a  b (13)
6480
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Example 1 (Single Simpson 3 8 rule)
Compute
b 30
  140,000  
I   2000 ln    9.8 x dx,
a 8   140,000  2100 x  
by using a single segment Simpson 3 8 rule
Solution
In this example:
b  a 30  8
h   7.3333
3 3
10
 140000 
x0  8  f x0   2000 ln    9.8  8  177.2667
 140000  2100  8 

 x1  x0  h  8  7.3333  15.3333

  140000 
 f  x1   2000 ln  140000  2100  15.3333   9.8  15.3333  372.4629
  

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 x2  x0  2h  8  2(7.3333)  22.6666

  140000 
f
 2  x   2000 ln    9.8  22.6666  608.8976
  140000  2100  22.6666 

 x3  x0  3h  8  3(7.3333)  30

  140000 
f
 3  x   2000 ln    9.8  30  901.6740
  140000  2100  30 

12
Applying Eq. (12), one has:
3
I   7.3333  177.2667  3  372.4629  3  608.8976  901.6740
8
I  11063.3104

The “exact” answer can be computed as

I exact  11061.34

13
The integral, shown in Eq. (1), can be expressed as
b b
I   f  x dx   f3  x dx
a a

x3 x6 xn  b
I  f3 x dx   f3 x dx  ........  f3 x dx (15)
x0  a x3 x n 3

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Substituting Simpson 3 8 rule (See Eq. 12) into
Eq. (15), one gets

3h  f x0   3 f x1   3 f x2   f x3   f x3   3 f x4   3 f x5   f x6 


I  
8  ..... f xn 3   3 f xn  2   3 f xn 1   f xn  
(16)

3h  n2 n 1 n 3 
I   f x0   3  f  xi   3  f  xi   2  f xi   f  xn 
8  i 1, 4,7,.. i  2,5,8,.. i 3,6,9,.. 
(17)
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Example 2 (Multiple segments Simpson 3 8 rule)
b 30
  140,000  
Compute I   2000 ln    9.8 x dx,
a 8   140,000  2100 x  
3
using Simple 8 multiple segments rule, with number
(of "h" ) segments = n = 6 (which corresponds to 2
“big” segments).

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Solution
In this example, one has (see Eq. 14):
30  8
h  3.6666
6
x0 , f x0   8,177.2667
x1, f x1   11.6666,270.4104; where x1  x0  h  8  3.6666
 11.6666
x2 , f x2   15.3333,372.4629; where x2  x0  2h  15.3333
x3, f x3   19,484.7455; where x3  x0  3h  19
17
x4 , f x4   22.6666,608.8976; where x4  x0  4h  22.6666

x5 , f x5   26.3333,746.9870; where x5  x0  5h  26.3333

x6 , f x6   30,901.6740; where x6  x0  6h  30

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Applying Eq. (17), one obtains:
3  n 24 n 15 n  3 3 
I  3.6666177.2667  3  f xi   3  f xi   2  f xi   901.6740
8  i 1, 4,.. i  2,5,.. i 3,6,.. 

177.2667  3270.4104  608.8976  3372.4629  746.9870


I  1.3750 
 2484.7455  901.6740 

I  11601.4696

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