Simpson's Rule is a popular technique for numerical integration. It is part of a family of methods that approximate definite integrals, like the Trapezoidal Rule, but it offers more accuracy in certain cases. The rule is named after Thomas Simpson, an 18th-century mathematician.
This method works by estimating the integral of a function over a closed interval \[ a, b \] using a quadratic polynomial. The curve is approximated by parabolas, which typically conform more closely to smooth curves compared to straight lines. The basic idea is to break the entire interval into smaller sub-intervals so the approximation can fit better. The formula for Simpson's Rule is:
- \[ \int_{a}^{b} f(x) \, dx \approx \frac{\Delta x}{3} \left[ f(a) + 4f\left(a+\frac{\Delta x}{2}\right) + f(b) \right]\]
Here, \([a, b]\) represents the interval of integration, and \( \Delta x \) is the width of the smaller sub-intervals. The method ensures accuracy by taking values at the start, midpoint, and end of each sub-interval, and applying weighted coefficients of 1, 4, and 1 respectively.
Simpson's Rule is especially useful when dealing with integrals where the function exhibits a nice, smooth curve. It is more accurate than some other numerical methods, particularly when the function behaves nicely, but requires an even number of sub-intervals for its application.