Simpson's rule - Wikipedia
https://en.wikipedia.org/wiki/Simpson%27s_rule
OverviewSimpson's 1/3 ruleAlternative extended Simpson's ruleSee alsoNotesExternal linksSimpson's 1/3 rule, also simply called Simpson's rule, is a method for numerical integration proposed by Thomas Simpson. It is based upon a quadratic interpolation and is the composite Simpson's 1/3 rule evaluated for . Simpson's 1/3 rule is as follows: The error in approximating an integral by Simpson's rule for is The error is asymptotically proportional to . However, the above derivations suggest an error pro…
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