Thoughts on Numerical Integration (Part 6): Connection between Simpson’s Rule, Trapezoid Rule, and Midpoint Rule

Numerical integration is a standard topic in first-semester calculus. From time to time, I have received questions from students on various aspects of this topic, including:

Why is numerical integration necessary in the first place?
Where do these formulas come from (especially Simpson’s Rule)?
How can I do all of these formulas quickly?
Is there a reason why the Midpoint Rule is better than the Trapezoid Rule?
Is there a reason why both the Midpoint Rule and the Trapezoid Rule converge quadratically?
Is there a reason why Simpson’s Rule converges like the fourth power of the number of subintervals?

In this series, I hope to answer these questions. While these are standard questions in a introductory college course in numerical analysis, and full and rigorous proofs can be found on Wikipedia and Mathworld, I will approach these questions from the point of view of a bright student who is currently enrolled in calculus and hasn’t yet taken real analysis or numerical analysis.

In the previous post in this series, I discussed three different ways of numerically approximating the definite integral $\displaystyle \int_a^b f(x) \, dx$ , the area under a curve $f(x)$ between $x=a$ and $x=b$ .

In this series, we’ll choose equal-sized subintervals of the interval $[a,b]$ . If $h = (b-a)/n$ is the width of each subinterval so that $x_k = x_0 + kh$ , then the integral may be approximated as

$\int_a^b f(x) \, dx \approx h \left[f(x_0) + f(x_1) + \dots + f(x_{n-1}) \right] \equiv L_n$

using left endpoints,

$\int_a^b f(x) \, dx \approx h \left[f(x_1) + f(x_2) + \dots + f(x_n) \right] \equiv R_n$

using right endpoints, and

$\int_a^b f(x) \, dx \approx h \left[f(c_1) + f(c_2) + \dots + f(c_n) \right] \equiv M_n$

using the midpoints of the subintervals. We have also derived the Trapezoid Rule

$\int_a^b f(x) \, dx \approx \displaystyle \frac{h}{2} [f(x_0) + 2f(x_1) + \dots + 2f(x_{n-1}) + f(x_n)] \equiv T_n$

and Simpson’s Rule (if $n$ is even)

$\int_a^b f(x) \, dx \approx \displaystyle \frac{h}{3} \left[y_0 + 4 y_1 + 2 y_2 + 4 y_3 + \dots + 2y_{n-2} + 4 y_{n-1} + y_{n} \right] \equiv S_n$ .

There is a somewhat surprising connection between the last three formulas. Let’s divide the interval $[a,b]$ into $2n$ subintervals with $h = (b-a)/(2n)$ and $x_0 = a$ , $x_1 = x_0 + h$ , $x_2 = x_0 + 2h$ , and so on. Then Simpson’s Rule becomes

$S_{2n} = \displaystyle \frac{h}{3} \left[y_0 + 4 y_1 + 2 y_2 + 4 y_3 + \dots + 2y_{2n-2} + 4 y_{2n-1} + y_{2n} \right]$ .

Next, let’s divide the interval $[a,b]$ into $n$ subintervals, but let’s not redefine the values of $h$ and the $x_k$ . Instead, the width of each subinterval will be $(b-a)/n$ , which is equal to $2h$ . (In other words, since there are half as many subintervals, each one is twice as long.) Also, the endpoints of these subintervals will be $x_0 = a$ , $x_2 = x_0 + 2h$ , $x_4 = x_0 + 4h$ , and so on. So, keeping the same labeling convention as with Simpson’s Rule, the Trapezoid Rule becomes

$T_n = \displaystyle \frac{2h}{2} [f(x_0) + 2f(x_2) + 2f(x_4) + \dots + 2f(x_{2n-2}) + f(x_{2n})]$

$= h [f(x_0) + 2f(x_2) + 2f(x_4) + \dots + 2f(x_{2n-2}) + f(x_{2n})]$ .

(Again, the width of the subintervals in this case is $2h$ , where $h = (b-a)/2n$ .) Furthermore, the midpoint of subinterval $[x_0, x_2]$ will be $x_1$ , the midpoint of subinterval $[x_2,x_4]$ will be $x_3$ , and so on. Therefore, keeping the same labeling convention, the Midpoint Rule becomes

$M_n = \displaystyle 2h [f(x_1) + f(x_3) + f(x_5) + \dots + f(x_{2n-1}) ]$ .

It turns out that $\displaystyle \frac{2}{3} M_n + \frac{1}{3} T_n$ , a certain weighted average of $T_n$ and $M_n$ , is equal to

$\displaystyle \frac{4h}{3} [f(x_1) + f(x_3) + \dots + f(x_{2n-1}) ] + \frac{h}{3} [f(x_0) + 2f(x_2) + \dots + 2f(x_{2n-2}) + f(x_{2n})]$

$= \displaystyle \frac{h}{3} [f(x_0) + 4 f(x_1) + 2f(x_2) + \dots + 2f(x_{2n-2}) + 4 f(x_{2n-1} + f(x_{2n})]$

$= S_{2n}$ .

So, if the Midpoint Rule and the Trapezoid Rule have already been computed for $n$ subintervals, then Simpson’s Rule for $2n$ subintervals can be computed at almost no additional effort.

One thought on “Thoughts on Numerical Integration (Part 6): Connection between Simpson’s Rule, Trapezoid Rule, and Midpoint Rule”

Thoughts on Numerical Integration (Part 6): Connection between Simpson’s Rule, Trapezoid Rule, and Midpoint Rule

Published by John Quintanilla

One thought on “Thoughts on Numerical Integration (Part 6): Connection between Simpson’s Rule, Trapezoid Rule, and Midpoint Rule”

Leave a Reply Cancel reply

Share this:

Like this:

Related

Published by John Quintanilla

One thought on “Thoughts on Numerical Integration (Part 6): Connection between Simpson’s Rule, Trapezoid Rule, and Midpoint Rule”

Leave a Reply Cancel reply