Simpson's rule over one pair of intervals of half-width
PHYSICS · Subjective · Fermi University Physics · Mathematical Methods for Physics · Calculus of change and accumulation · Numerical and computational mathematics
Computational Physics, Ch Letting the computer do the algebra
Problem
Simpson's rule over one pair of intervals of half-width h, centred on x, estimates I=∫x−hx+hf(t)dt by S=3h[f(x−h)+4f(x)+f(x+h)].
(a) By expanding f(x−h), f(x) and f(x+h) as Taylor series about x up to and including the term in h4, and by expanding the exact integral I the same way, show that I−S=−901h5f(4)(x)+O(h7).
(b) Test this on f(x)=x4 (so f(4)(x)=24 for every x), taking x=0 and h=0.1m. Compute I and S directly from the polynomial, and confirm that I−S agrees with the symbolic formula.