CHAPTER ONE

INTRODUCTION
1.1 Back ground of the study
Simpson’s rule for estimating definite integral is named after Thomas Simpson(1710-1761), who
published it in 1743.However, Simpson was not a first to discover the rule; Bonaventura
Cavalieri (1598-1647) found a version of its early as 1639, and James Gregory (1638-1675)
published it in 1668.

In Numerical analysis, Simpson’s one-third rule is a method for numerical approximation of

definite integrals. Specifically in Simpson’s one- third rule we use parabola to approximate each
part of the curve. We divide the area into 𝑛 equal segments of width ∆𝑥.

In addition to these, Simpson’s one third rule works if you use an even number of sub intervals
only.

1.2 Statement of problem

The statement of problem for this project include:

 What We mean by Numerical Integration for double integral?

 How can we implement Simpson’s one- third rule for double integral?

1.3 Objective of the study

1.3.1 General objective
The general objective of this project is to apply Simpson’s rule of integration to evaluate
definite double integral .

1.3.2 Specific objective

The specific objectives of this project include:

 Defining terminologies related to Numerical integration .

 Knowing how to implement Simpson’s one third rule of integration for double integral.
 Use Simpson’s rule of integration to evaluate double integral.

1
 CHAPTER TWO

PRELIMINARY
2.1 The Definite Integral
2.1.1 Partitions
Consider any region R bounded by the graph of a non- negative function f that is continuous on
an interval by the x-axis, by the lines and , where .We call R the
region between the graphs of f and the x-axis on
Definition 2.1 A partition of is a finite set P of points such that,
. We describe P by writing

1 3
Example 2.1 i. {−1, − 2 , 0,2, 2 , 3}is a partition of [−1, 3]
1
ii. {− 2 , 0, 3}is not a partition of [−1, 3] since −1 𝑛𝑜𝑡 𝑖𝑛 𝑝.

Note: The n subintervals in to which a partition of divides are

And their lengths are respectively.

Notation: we denote the length of the subinterval by

and

2.1.2 Lower sum

Choose a partition of and inscribe over each subinterval derived from P the largest
rectangle that lies inside the region R.

Assuming that is continues on from the maximum and minimum values theorems for
each k between 1 and n then exists a smallest value of f on the sub-interval .

Choose as the height of the rectangle then will be the largest

(smallest) rectangle that that can be inscribed in R over , for each .

For each , the rectangle has base with length and has
height . Hence the area of is
2
 For each .

Notes: 1.

2 We denote this sum by and call it the lower sum of f associated with the
partition p.
Thus,

1 3 5
Example 2.2 Let for . Find for the partitions 𝑝 = {0, 2 , 1, 2 , 2, 2 , 3}

Solution: The subinterval associated with 𝑝 are

Since f is increasing on , the minimum values of f on each subinterval attained at the left
end points of the subintervals. Hence for the partition 𝑝

𝐿𝑓 (𝑝) = 𝑚1 ∆𝑥1 + 𝑚2 ∆𝑥2 + 𝑚3 ∆𝑥3 + 𝑚4 ∆𝑥4 + 𝑚5 ∆𝑥5 + 𝑚6 ∆𝑥6 becomes:

𝐿𝑓 (𝑝) = 𝑚1 ∆𝑥1 + 𝑚2 ∆𝑥2 + 𝑚3 ∆𝑥3 + 𝑚4 ∆𝑥4 + 𝑚5 ∆𝑥5 + 𝑚6 ∆𝑥6

2.1.3 Upper Sum

Let be a given Partition of , and let f be continuous and non negative
on then by the maximum- minimum value theorem for each between 1 and n, then
exists a largest value of f on the sub-interval . If we let the height of the
rectangle , then will be the smallest possible rectangle circumscribed the appropriate
portion of R.

3
Hence areas of and the sum of the areas of the
circumscribed rectangle should be no smaller than the areas of R. i.e.

We denote this sum and call it the upper sum of f associated with the partition P.
Thus,

Note:

Example 2.3 Let for . Find and, for the partitions

Solution: The subintervals associated with are .

Since f is increasing on , the minimum values of f on each subinterval attained at the left
end points of the subintervals. Hence
i. For the partition p

2.1.4 The Definite integral

Definition 2.2 Let f be continuous on . The definite integral of f from to is the unique
number I satisfying , for every partition of

This unique number I is denoted by

i) The symbol is called an integral sign

ii) The number and are called the lower and upper limits of integration respectively.
iii) The function is called the integrand.

Remark: The variable x appearing in the integral may be replaced by any other
variable such as t or u….this means that
𝑏 𝑏 𝑏
∫ 𝑓 (𝑥 )𝑑𝑥 = ∫ 𝑓(𝑡)𝑑𝑡 = ∫ 𝑓(𝑢)𝑑𝑢
𝑎 𝑎 𝑎
4
 1
Example 2.4: Evaluate the integral ∫0 (6 𝑥 2 + 5𝑒 𝑥 ) 𝑑𝑥

Solution: First we break the integration in to its components and then integrate.
1 1
∫0 (6 𝑥 2 + 5𝑒 𝑥 ) 𝑑𝑥=∫0 6 𝑥 2 𝑑𝑥+ 5𝑒 𝑥 𝑑𝑥

= 5𝑒 − 3
2.2 DOUBLE INTEGRAL
Definition 2.3. The double integral of a function f(x, y) over a region D in𝑅 2 is
denoted by

∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦.

Let f(x, y) be a continuous function in 𝑅 2 defined on a closed rectangle R= {(x, y) /

𝑎 ≤ 𝑥 ≤ 𝑏 and 𝑐 ≤ 𝑦 ≤ 𝑑}.
𝑑
For any fixed x ∈[a, b] consider the integral∫𝑐 𝑓(𝑥, 𝑦)𝑑𝑦.

The value of this integral depends on x and we get a new function of x. This can be
𝑑 𝑏
integrated depending on x and we get ∫𝑐 [∫𝑎 𝑓 (𝑥, 𝑦)𝑑𝑥 ] 𝑑𝑦.

1 2
Example 2.5: Evaluate ∫0 ∫0 𝑥𝑦 2 𝑑𝑦𝑑𝑥

1 2 1 𝑥𝑦 3 1 1 1 1 8𝑥 2 1 4
Solution:∫0 ∫0 𝑥𝑦 2 𝑑𝑦𝑑𝑥 = ∫0 [ ] 𝑑𝑦 = ∫0 8𝑥𝑑𝑥 = [ ] =
3 0 3 3 2 0 3

2.3 Interpolation
Interpolation is the process of estimating the values of a function at a point from its value at near
by points. That means, interpolation is the technique of estimating the value of a function for
any intermediate value of the independent variable. The process of computing or finding the
value of a function for any value of the independent variable outside the given range is called
extrapolation. Here, interpolation denotes the method of computing the value of the function
𝑦 = 𝑓 (𝑥 ) for any given value of the independent variable 𝑥 when a set of values of for certain
values of 𝑥 are known or given. Hence if (𝑥𝑖 , 𝑦𝑖 ), 𝑖 = 0,1,2, … , 𝑛 are the set of 𝑛 + 1 given
data points of the function
5
𝑦 = 𝑓 (𝑥 ) , then the process of finding the value of 𝑦 corresponding to any value of 𝑥 =
𝑥𝑖 between 𝑥0 and 𝑥𝑛 , is called Interpolation.

If the function 𝑓(𝑥) is known explicitly, then the value of 𝑦 corresponding to any value of 𝑥 can
easily be obtained. On the other hand, if the function 𝑓(𝑥)is not known, then it is very hard to
find the exact form of 𝑓(𝑥) with the tabulated values(𝑥𝑖 , 𝑦𝑖 ). In such cases, the function 𝑓(𝑥 ) can
be replaced by a simpler, function, say, 𝑝(𝑥 ), which has the same values as 𝑓 (𝑥 ) for 𝑥0 , 𝑥1 , … , 𝑥𝑛
. The function 𝑝(𝑥 ) is called the interpolating or smoothing function and any other value can be
computed from 𝑝(𝑥).

If 𝑝(𝑥) is a polynomial, then 𝑝(𝑥) is called the interpolating polynomial and the process of
computing the intermediate values of 𝑦 = 𝑓(𝑥) is called the polynomial interpolation.
There are two main uses of these approximating polynomials.
I. The first use is to reconstruct
the function f(x) when it is not given explicitly and only values of f(x) and/ or its certain order
derivatives are given at a set of distinct points called nodes or tabular points.
II. The second use is to perform the required operations which were intended for f(x),
like determination of roots,differentiation and integration etc. can be carried out using
the approximating polynomial P(x).
The approximating polynomial P(x) can be used to predict the value of f(x) at a non tabular
point. The deviation of P(x) from f(x), that is f(x) – P(x), is called the error of approximation.
Let f(x) be a continuous function defined on some interval [a, b], and be prescribed
at n + 1 distinct tabular points x0, x1,..., xn such that a = x0 < x1 < x2 < ... < xn = b. The distinct
tabular points x0, x1,..., xn may be non-equispaced or equispaced, that is 𝑥𝑘+1 – 𝑥𝑘 = ℎ, k = 0,
1,2,…, n –1. The problem of polynomial approximation is to find a polynomial Pn(x), of degree
≤ n, which fits the given data exactly, that is,
𝑝𝑛 (𝑥𝑖) = 𝑓(𝑥𝑖 ), 𝑖 = 0, 1, 2, … , 𝑛. ………………(*)
The polynomial 𝑝𝑛 (𝑥) is called the interpolating polynomial. The conditions given in
(*) are called the interpolating conditions.
Remark : Through two distinct points, we can construct a unique polynomial of degree
1(straight line). Through three distinct points, we can construct a unique polynomial of degree 2

6
(parabola) or a unique polynomial of degree1 (straight line). That is, through three distinct
points, we can construct a unique polynomial of degree ≤ 2. In general, through n + 1 distinct
points, we can construct a unique polynomial of degree ≤ n. The interpolation polynomial
fitting a given data is unique. We may express it in various forms but are otherwise the same
polynomial.
For example, 𝑓(𝑥) = 𝑥 2 – 2𝑥 – 1 can be written as
𝑥 2 – 2𝑥 – 1 = – 2 + (𝑥 – 1) + (𝑥 – 1) (𝑥 – 2).

2.3.1 Linear Interpolation

Given two data points (𝑥0 , 𝑦0 ) and (𝑥1 , 𝑦1 ) satisfying the relation 𝑦 = 𝑓 (𝑥 ), we can define a
linear line that joins the two points. Hence the equation of a line that joins the two points can be
given by:
𝑦 −𝑦
𝑦 = 𝑦0 + 𝑥1 −𝑥0 (𝑥 − 𝑥0 )
1 0

(𝑓(𝑥1 )−𝑓(𝑥0 ))
⇒ 𝑓 (𝑥 ) ≈ 𝑝1 (𝑥) = 𝑓 (𝑥0 ) + (𝑥 − 𝑥0 )
𝑥1−𝑥0

⇔ 𝑓 (𝑥) ≈ 𝑝1 (𝑥) = 𝑓(𝑥0 ) + 𝛿′𝑓(𝑥0 )(𝑥 − 𝑥0 ), which is called linear interpolation

formula.
3
Example: 2.6. Approximate √7 using linear interpolation formula.
Solution: Let 𝑓(𝑥) = 3√𝑥 and take two points with in which 7 is contained. Since 7 lies
between 1 and 8 and 𝑓 (1) = 1 𝑎𝑛𝑑 𝑓 (8) = 2 .

𝑥 𝑓(𝑥) 𝛿 ′ 𝑓(𝑥)
1 1
1
7

8 2

Using linear interpolation, we have

𝑓(𝑥 ) ≈ 𝑝1 (𝑥 ) = 𝑓(𝑥0 ) + 𝛿′𝑓 (𝑥0 )(𝑥 − 𝑥0 ),
1 6 13
⇒ 𝑓(7) ≈ 𝑝1 (7) = 1 + 7 (7 − 1) = 1 + 7 = 7

7
2.3.2. 𝒏𝒕𝒉 Degree Interpolation
Given three data points(𝑥0 , 𝑓(𝑥0 ))(𝑥1 , 𝑓(𝑥1 )) 𝑎𝑛𝑑 (𝑥2 , 𝑓(𝑥2 )), we can approximate 𝑓(𝑥) by a
polynomial of degree at most two, say, 𝑝2 (𝑥) given by:

𝑓(𝑥 ) ≈ 𝑝2 (𝑥) = 𝑓 (𝑥0 ) + 𝛿 ′ 𝑓(𝑥0 )(𝑥 − 𝑥0 ) + 𝛿 ′ 2 𝑓(𝑥0 )(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )

This is called quadratic interpolation formula.

Given 𝑛 + 1 data points (𝑥𝑖 , 𝑦𝑖 ), 𝑖 = 0,1,2, … , 𝑛 that satisfies the relation 𝑦 = 𝑓(𝑥), an 𝑛𝑡ℎ
degree interpolating polynomial is defined by

𝑓(𝑥 ) ≈ 𝑝𝑛 (𝑥 ) = 𝑓(𝑥0 ) + 𝛿 ′ 𝑓 (𝑥0 )(𝑥 − 𝑥0 ) + 𝛿 ′ 2 𝑓 (𝑥0 )(𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) + ⋯

+ 𝛿 ′ 2 𝑓(𝑥0 )(𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) … (𝑥 − 𝑥𝑛−1 )

This is called Newton’s divide difference interpolation formula.

Note: lim 𝑝𝑛 (𝑥) = 𝑓(𝑥)

𝑛→∞

Example 2.7: Find a polynomial of degree two that contains the point (2,4), (3,6) and (7,9) and
particularly compute 𝑓(9).

Solution: We first construct the following difference table.

𝑥 𝑓(𝑥) 𝛿 ′ 𝑓(𝑥) 𝛿 ′ 2 𝑓(𝑥)

2 4
2
−1
3 6 4
3
4

7 9

𝑓 (𝑥 ) ≈ 𝑝2 (𝑥 ) = 𝑓 (𝑥0 ) + 𝛿 ′ 𝑓(𝑥0 )(𝑥 − 𝑥0 ) + 𝛿 ′ 2 𝑓(𝑥0 )(𝑥 − 𝑥0 )(𝑥 − 𝑥1 )

1
= 4 + 2(𝑥 − 2) − 4 (𝑥 − 2)(𝑥 − 3)

8
 15
⇒ 𝑓 (9) =
2

2.3.4 Lagrange’s interpolation formula

Lagrange’s interpolation method is used for n+1 arbitrarily spaced points 𝑥0, 𝑥1, 𝑥2, ….., 𝑥𝑛

The first degree Lagrange interpolation polynomial for two points 𝑥0 and 𝑥1 is given by

𝑥−𝑥1 𝑥−𝑥1
𝑃1 (𝑥) = 𝑥 𝑓(𝑥0 ) + 𝑥 𝑓(𝑥1 )
0 −𝑥1 1−𝑥0

It is shortly written as

𝑃1 (𝑥) = 𝐿0 (𝑥) + 𝑓 (𝑥0 ) + 𝐿1 (𝑥) 𝑓(𝑥1 )

𝑥−𝑥1 𝑥−𝑥0
Where 𝐿0 (x)= 𝑥 and 𝐿1 (x)=
0 −𝑥1 𝑥1 −𝑥0

The quadratic Lagrange’s interpolating polynomial for three arbitrary points 𝑥0 , 𝑥1 and 𝑥2 is
given by

(𝑥−𝑥1 ) (𝑥−𝑥2 ) (𝑥−𝑥0 ) (𝑥−𝑥2 ) (𝑥−𝑥0 ) (𝑥−𝑥1 )

𝑃1 (𝑥 = 𝑓(𝑥0 ) + (𝑥 𝑓(𝑥1 ) + (𝑥 𝑓(𝑥2 ) or shortly,
(𝑥0 −𝑥1 ) (𝑥1 −𝑥2 ) 1−𝑥0 ) (𝑥1−𝑥2 ) 1 −𝑥0 ) (𝑥2−𝑥1 )

𝑃1 (𝑥 ) = 𝐿0 (x) = 𝑓 (𝑥0 ) + 𝐿1 (x) 𝑓(𝑥1 ) + 𝐿2 (x) f(𝑥2 )

(𝑥−𝑥1 ) (𝑥−𝑥2 )
Where Lo(x) = (𝑥 ,
0−𝑥1 ) (𝑥0−𝑥2 )

(𝑥−𝑥0 ) (𝑥−𝑥2 )
L1(x) = (𝑥 and
1−𝑥0 ) (𝑥1−𝑥2 )

(𝑥−𝑥0 ) (𝑥−𝑥1 )
L2(x) = (𝑥
2−𝑥0 ) (𝑥2−𝑥1 )

In general for 𝑛 + 1 arbitrarily spaced points 𝑥0, 𝑥1, 𝑥2, ….., 𝑥𝑛 , the nth degree Lagrange
interpolation polynomial is given by.

Pn(x)= 𝐿0 (x) = 𝑓 (𝑥0 ) + 𝐿1 (x) f(𝑥1 )+… + 𝐿𝑛 (x) f(𝑥𝑛 )

= ∑𝑛𝑖=0 𝐿𝑖 (𝑥 )𝑡(𝑥𝑖 )

Where
9
 (𝑥 − 𝑥0 ) (𝑥 − 𝑥1 ) … … (𝑥 − 𝑥𝑖−1 ) (𝑥 − 𝑥𝑖+1 ) … … (𝑥 − 𝑥𝑛 )
𝐿 𝑖 (𝑥 ) =
(𝑥𝑖 − 𝑥0 ) (𝑥𝑖 − 𝑥1 ) … … (𝑥𝑖 − 𝑥𝑖−1 ) (𝑥𝑖 − 𝑥𝑖+1 ) … … (𝑥𝑖 − 𝑥𝑛 )

𝑛 (𝑥−𝑥𝑗)
𝐿𝑖 (𝑥 ) = ∏𝑗=0 (𝑥𝑖 −𝑥𝑗 )
𝑗 𝑖

Where 𝜋 denotes the product of and it is a polynomial of degree 𝑛.

This polynomial 𝐿𝑖 (𝑥) is called the Lagrange fundamental polynomial.

Example 2.8: Find the second order Lagrange’s interpolating polynomial that fits the data
1 1 1
points (0,0) ,(6 , 2) and (2 , 1)

1 1
Solution: Here 𝑥0 = 0, 𝑥1 = 6 𝑎𝑛𝑑 𝑥2 = 2

The second order Lagrange polynomial is given by :

(𝑥−𝑥1 )(𝑥−𝑥2 ) (𝑥−𝑥0)(𝑥−𝑥2 )

𝑝2 (𝑥 ) = (𝑥0 −𝑥1 )(𝑥0−𝑥2 )
𝑓 (𝑥0 ) + (𝑥 f (𝑥1 )
1 −𝑥0)(𝑥1 −𝑥2 )

(𝑥−𝑥0 )(𝑥−𝑥1)
+ (𝑥 f (𝑥2 )
2−𝑥0 )(𝑥2−𝑥1)

1 1 1
(𝑥− )(𝑥− ) (𝑥−0)(𝑥− ) 1
6 2 2
𝑝2 (𝑥 ) = 1 1 𝑓 (𝑥 0 ) + 1 1 1 f (6)
(0− )(0− ) ( −𝑥0 )( − )
6 2 6 6 2

1
(𝑥−0)(𝑥− ) 1
6
+ 1 1 1 f (2 )
( −0)( − )
2 2 6

1
1 2 1 1
= 0 + 𝑥 (𝑥 − 2) 1 + 𝑥 (𝑥 − 6) 1
18 6

1 1
= -9(𝑥 2 − 2 𝑥) + 6 (𝑥 2 − 6 𝑥)

9
=−9𝑥 2 + 2 𝑥 + 6𝑥 2 − 𝑥

7
= 𝑥 − 3𝑥 2
2

10
𝑬𝒙𝒂𝒎𝒑𝒍𝒆 𝟐. 𝟗: Using Lagrange’s interpolation formula find 𝑃3(𝑥)given that

𝑥𝑖 -1 0 1 2
𝑓(𝑥𝑖 ) 1 1 1 5

(𝑥−0)(𝑥−1)(𝑥−2) 𝑥(𝑥 2−3𝑥+2)

Solution :- 𝐿0 (𝑥 ) = (−1−0)(−1−1)(−1−2)
= −6

1
= − 6 (𝑥 3 − 3𝑥 2 + 2𝑥 )

(𝑥+1)(𝑥−1)(𝑥−2) (𝑥+1)(𝑥 2−3𝑥+2)

𝐿1 (𝑥 ) = (0+1)(0−1)(0−2)
= 2

1
= (𝑥 3 − 2𝑥 2 + 𝑥 + 2)
2

(𝑥+1)(𝑥−0)(𝑥−2) 𝑥(𝑥 2−𝑥−2) −1

𝐿 2 (𝑥 ) = (1+1)(1−0)(1−2)
= = (𝑥 3 − 𝑥 2 − 2𝑥)
−2 2

(𝑥+1)(𝑥−0)(𝑥−1) 𝑥(𝑥 2−1) 1

𝐿 3 (𝑥 ) = (2+1)(2−0)(2−1)
= = 6 (𝑥 3 − 𝑥)
6

Therefore, P3(𝑥) = 𝐿0 (x) 𝑓(𝑥0 ) + 𝐿1 (x) f(𝑥1 ) + 𝐿2 (x) f(𝑥2 )+ 𝐿3 (x) 𝑓(𝑥3 )

= 𝐿0 (x) 𝑓 (−1) + 𝐿1 (x) f(0) + 𝐿2 (x) f(1)+ 𝐿3 (x) 𝑓(2)

1 1
=− 6 (𝑥 3 − 3𝑥 2 + 2𝑥)(1) + 2 (𝑥 3 − 2𝑥 2 − 𝑥 + 2). (1)

1 1
= 2 (𝑥 3 − 𝑥 2 − 2𝑥 ). (1) + 6 (𝑥 3 − 𝑥 ). (5)

1 1 1 5 1 1
= (− 6 + 2 − 2 + 6 ) 𝑥 3 + (2 − 1 + 2) 𝑥 2

1 1 5
+ (− − − 1 − ) 𝑥 + 1
3 2 6

2 2
= 3 𝑥3 − 3 𝑥 + 1

11
2.4 Numerical Integration
The general problem of numerical integration is to find an approximate value of the definite
integral.

𝑏
I= ∫𝑎 𝑓 (𝑥 )𝑑𝑥

The most common numerical integration schemes are the Newton-cotes formulas. They are
based on the strategy of replacing a complicated function or tabulated data with an
approximating (or interpolating) function that is easy to integrate.

Thus

𝑏 𝑏
I= ∫𝑎 𝑓 (𝑥 )𝑑𝑥 ≅ ∫𝑎 𝑝𝑛 (𝑥 )𝑑𝑥

Where 𝑝𝑛 (x) is an interpolating polynomial of the form

𝑝𝑛 (x)= 𝑎0 + 𝑎1 𝑥 + ⋯ + 𝑎𝑛−1 𝑥 𝑛−1 + 𝑎𝑛 𝑥 𝑛

Where 𝑛 is the order of the polynomial. The numerical integration formulas include:Trapezoidal
rule, simpson’s one-third rule and simpson’s three eighth rule.

1.2.1 The Trapezoidal Rule

The trapezoidal rule is the first of the newtoncotes closed integration formulas.

It corresponds to the case where the polnomid is first order. Thus

𝑏 𝑏
I= ∫𝑎 𝑓 (𝑥)𝑑𝑥 ≅ ∫𝑎 𝑝1 (𝑥 )𝑑𝑥

𝑓(𝑏)−𝑓(𝑎)
Where 𝑝1 (x) = f(a) + (𝑥 − 𝑎)
𝑏−𝑎

Which is the linear interpolating polynomial. Now consider the following graph.

(𝑏, 𝑓(𝑏))

12
 (𝑎, 𝑓(𝑎) 𝑓

The area of the region under this straight line and above the 𝑥-axis is an estimate of the integral
of 𝑓(𝑥) between the limits 𝑎 and 𝑏.

13
 Thus

𝑏 𝑓(𝑏)−𝑓(𝑎)
𝐼 = ∫𝑎 𝑓 (𝑥)𝑑𝑥 ≅ [𝑓(𝑎) + (𝑥 − 𝑎)] 𝑑𝑥
𝑏−𝑎

𝑓(𝑏)−𝑓(𝑎) 𝑥 2 𝑏
= [𝑓(𝑎). 𝑥 + ( 2 − 𝑎𝑥)] |
𝑏−𝑎 𝑎

𝑓(𝑏)−𝑓(𝑎) 𝑏2 𝑎2
= 𝑓(𝑎)(𝑏 − 𝑎) + [ − 𝑎𝑏 − 2 + 𝑎2 ]
𝑏−𝑎 2

𝑓(𝑏)−𝑓(𝑎) (𝑏−𝑎(𝑎+𝑏)
= 𝑓(𝑎) (𝑏 − 𝑎) + ( − 𝑎(𝑏 − 𝑎))
𝑏−𝑎 2

𝑓(𝑏)−𝑓(𝑎) 𝑎+𝑏
= 𝑓(𝑎) (𝑏 − 𝑎) + (𝑏 − 𝑎) ( − 𝑎)
𝑏−𝑎 2

𝑓(𝑏)−𝑓(𝑎)
= 𝑓(𝑎) (𝑏 − 𝑎) + (𝑏 − 𝑎)
2

𝑓 (𝑏) − 𝑓(𝑎)
= (𝑏 − 𝑎) [𝑓(𝑎) + ]
2

(𝑏 − 𝑎 )
= (𝑓 (𝑎) + 𝑓(𝑏))
2

𝑏 𝑏−𝑎
Therefore, 𝐼 = ∫𝑎 𝑓 (𝑥 )𝑑𝑥 = (𝑓(𝑎) + 𝑓(𝑏)) which is called trapezoidal rule
2

𝑏 ℎ
𝐼 = ∫𝑎 𝑓(𝑥 )𝑑𝑥 = 2 (𝑓(𝑎) + 𝑓(𝑏)), whereℎ = 𝑏 − 𝑎.

Sometimes we call this formula single application of trapezoidal rule.

An estimate for the local truncation error of the trapezoidal rule can be given by

(𝑏−𝑎)3
or Ε𝑡 = 𝑓′′(𝜀 )
12

Thus, if the function being integrated is linear the trapezoidal rule will be exact. Other wise, for
functions with second and higher-order derivatives some error can be occur.

14
One way to improve the accuracy of the trapezoidal rule is to divide the integration interval form
𝑎 to 𝑏 into a number of segments. There are 𝑛 + 1 equally spaced base points ( 𝑥0 , 𝑥1 , … , 𝑥𝑛 )
Consequently, there are n segments of equal width.

𝑏−𝑎
ℎ= 𝑛

If 𝑎 and 𝑏 are denoted by 𝑥0 and 𝑥𝑛 respectively, then the total integral can be represented as

𝑥 𝑥 𝑥
𝐼 = ∫𝑥 1 𝑓(𝑥 ) + ∫𝑥 2 𝑓(𝑥 )𝑑𝑥 + ⋯ + ∫𝑥 𝑛 𝑓 (𝑥)𝑑𝑥
0 1 𝑛−1

ℎ ℎ ℎ
=2 [𝑓(𝑥0 ) + 𝑓 (𝑥1 )] + 2 [𝑓(𝑥1 ) + 𝑓 (𝑥2 )] + ⋯ 2 [𝑓(𝑥𝑛−1 ) + 𝑓(𝑥𝑛 )]

ℎ
=2 [𝑓(𝑥0 ) + 𝑓 (𝑥1 ) + 𝑓 (𝑥1 ) + 𝑓(𝑥2 ) + ⋯ + 𝑓(𝑥𝑛−1 ) + 𝑓(𝑥𝑛 )]

ℎ
=2 [𝑓(𝑥0 ) + 2(𝑓 (𝑥1 ) + 𝑓 (𝑥2 ) + ⋯ + 𝑓 (𝑥𝑛−1 )) + 𝑓(𝑥𝑛 )]

ℎ
=2 [𝑓 (𝑥0 ) + 𝑓 (𝑥𝑛 ) + 2 ∑𝑛−1
𝑖=1 𝑓 (𝑥𝑖 )]

(𝑏−𝑎)
𝑜𝑟 𝐼 = [𝑓(𝑥0 ) + 𝑓(𝑥𝑛 ) + 2 ∑𝑛−1
𝑖=1 𝑓 (𝑥𝑖 )]
2𝑛

Which is called the multiple –application trapezoidal rule or composite integration method

Note an error for the multiple –application trapezoidal rule can be obtained by summing the
individual errors for each segment to give.

𝑛
(𝑏 − 𝑎 )3
𝐸𝑡 = − ∑ 𝑓′′(𝜀𝑖 )
12𝑛3
𝑖=1

Where 𝑓′′(𝜀𝑖 )is the second derivative at a point 𝜀𝑖 in segment 𝑖.

1 𝑑𝑥
Example 2.10: Evaluate the integral I = ∫0 using Composite Simpson’s rule taking 8
1+𝑥

equal sub intervals

1 1 2 3 4 5 6 7
Solution:- When 𝑛 = 8, We have ℎ = 8 𝑎𝑛𝑑 nine nodes 0, , 8 , 8 , 8 , 8 , 8 , 8 , 8 and 1

15
 So, we get the table below

𝑥 0 1 1 3 1 5 3 7 1
8 4 8 2 8 4 8
𝑓(𝑥) 1 8 4 8 2 8 4 8 1
9 5 11 3 13 7 15 2

Here we have eight subintervals for trapezoidal rule and four subintervals for Simpson’s rule .

So, we get

1
𝐼𝑇 = [𝑓(𝑜) + 𝑓 (1) + 2 ∑7𝑖=1 𝑓(𝑖⁄8)]
16

1 1 1 1 3 1 5 3 7
= 16 [1 + 2 + 2 (𝑓 (8) + 𝑓 (4) + 𝑓 (8) + 𝑓 (2) + 𝑓 (8) + 𝑓 (4) + 𝑓 (8))]

1 3 8 4 8 2 8 4 8
= [ +2( + + + + + + )]
16 2 9 5 11 3 13 7 15

= 0.694122

16
 CHAPTER THREE

SIMPSON’S ONE THIRD RULE TO EVALUATE DEFINITE DOUBLE

INTEGRAL
3.1 Double Integration

Here in this section we want to evaluate the integral of the form

𝑑 𝑏
𝐼 = ∫𝑐 (∫𝑎 𝑓 (𝑥, 𝑦)𝑑𝑥 ) 𝑑𝑦 … … … … … … … … … … … … . (1)

Numerically over the rectangle 𝑥 = 𝑎, 𝑥 = 𝑏, 𝑦 = 𝑐 and 𝑦 = 𝑑. This integral can be evaluated

numerically, by two successive integrations in x and y directions respectively, taking into
account one variable at one time.

3.1.1 Trapezoidal method

In trapezoidal method, first we evaluate the inner integral by trapezoidal rule. That is

𝑑 𝑏 𝑏−𝑎 𝑑
𝐼 = ∫𝑐 (∫𝑎 𝑓 (𝑥, 𝑦)𝑑𝑥 ) 𝑑𝑦= ∫𝑐 [𝑓 (𝑎, 𝑦) + 𝑓(𝑏, 𝑦)]𝑑𝑦
2

𝑏−𝑎 𝑑−𝑐 𝑑−𝑐

= [ (𝑓(𝑎, 𝑐 ) + 𝑓 (𝑎, 𝑑 )) + (𝑓(𝑏, 𝑐 ) + 𝑓 (𝑏, 𝑑 ))]
2 2 2

(𝑏 − 𝑎)(𝑑 − 𝑐)
= [𝑓(𝑎, 𝑐 ) + 𝑓 (𝑎, 𝑑 ) + 𝑓(𝑏, 𝑐 ) + 𝑓(𝑏, 𝑑)]
4

ℎ𝑘
= [𝑓(𝑎, 𝑐 ) + 𝑓 (𝑎, 𝑑 ) + 𝑓 (𝑏, 𝑐 ) + 𝑓(𝑏, 𝑑)]
4

Where ℎ = 𝑏 − 𝑎 and 𝑘 = 𝑑 − 𝑐

3.2 Simpson’s Rule to evaluate double integral

𝑏−𝑎 𝑑−𝑐
If we apply Simpson’s rule to evaluate (1) with ℎ = and 𝑘 = , then we obtain the
2 2

following result.

17
 𝑑 𝑏
ℎ𝑘
𝐼 = ∫ ∫ 𝑓 (𝑥, 𝑦)𝑑𝑥𝑑𝑦 = [𝑓 (𝑎, 𝑐 ) + 𝑓 (𝑎, 𝑑 ) + 𝑓(𝑏, 𝑐 ) + 𝑓(𝑏, 𝑑) + 4{ f(a, c + k) + f(a
𝑐 𝑎 4
+ h, c) + f(a + h, d) + f(b, c + k)} + 16f(a + h, c + k)]

1.5 2
Example 3.1: Evaluate the integral 𝐼 = ∫𝑦=1 ∫𝑥=1 𝑑𝑥𝑑𝑦
𝑥+𝑦
using Simpson’s rule with ℎ = 0.5

(along −𝑎𝑥𝑖𝑠 ) and 𝑘 = 0.25 (along 𝑦-axis)

Solution: ℎ = 0.5, 𝑘 = 0.25

1.5 2 1 ℎ𝑘
I= ∫1 ∫1 𝑑𝑥𝑑𝑦 = [𝑓 (1,1) + 𝑓(2,1) + 𝑓 (1,1.5) + 𝑓(2,1.5) + 4{ f(1.5,1) +
𝑥+𝑦 9

f(1,1.25) + f(1.5, +1.5) + f(2,1.25)} + 16f(1.5,1.25)]

1 1 1 2 2 2 4 1 4 4
=72 [2 + 3 + 5 + 7 + 4 {5 + 9 + 3 + 13} + 16𝑥 11]

= 0.184432

18
 CHAPTER FOUR

CONCLUSION
The study was prepared to investigate the theoretical back ground of Simpson’s rule and its
application to evaluate double integral.

As mentioned, the Simpson’s method is used to evaluate the multiple definite integral. To
approximate the value of the definite multiple integral, particularly the double integral
Simpson’s Rule first divides the limit of integration into n equal parts; Then integrate using the
formula. We have implemented this method on total one problems to show the efficiency and
accuracy of the method.

Generally, we have shown that the Simpson’s method is capable of evaluating double integral
whose limit of integration is given. This method provides an alternative and supplementary
technique to the convectional ways of evaluating double integral. It is practical method, easily
adaptable on a computer to solve such problems with a modest amount of problem preparation.

19
References
1. E. Angel, R. Bellman, Dynamic programming and Partial Differential Equation,
Academic press, New York , 1972
2. C.M. Bender ,S.A.Orszag, Advanced Mathematical Method for scientists and Engineers,
McGraw-Hill, New York , 1978
3. L.E. El’sgol’ts,S.B. Norkin, Introduction to the Theory and Application of Differential
Equation with deviating Arguments, Academic press, New York , 1973
4. Dr. M. Shantha Kumar, Computer Based Numerical Analysis, First Edition, New Delhi,
1999
5. M. K. Jain, Numerical Solution of Differential Equations, Second Edition, India, 1984
6. Gerald C. F. and Wheatlly P. O., Applied numerical Analysis 5 th ed, Edsion
Wesley,1989
7. Richard L. Burden, Numerical Analysis, 2 nd Ed, 1981.
8. P.A. Stock, Introduction to numerical analysis, third edition ,India ,1998
9. Frank Ayres, Theory and Differential Equations (Schuam’s outline series, 1981)

20
Table of Contents
CHAPTER ONE .......................................................................................................................1

INTRODUCTION .....................................................................................................................1

1.1 Back ground of the study ...................................................................................................1

1.2 Statement of problem .........................................................................................................1

1.3 Objective of the study ........................................................................................................1

1.3.1 General objective.........................................................................................................1

1.3.2 Specific objective ........................................................................................................1

CHAPTER TWO ......................................................................................................................2

PRELIMINARY .......................................................................................................................2

2.1 The Definite Integral..........................................................................................................2

2.1.1 Partitions .....................................................................................................................2

2.1.2 Lower sum .................................................................................................................2

2.1.3 Upper Sum ..................................................................................................................3

2.1.4 The Definite integral...................................................................................................4

2.2 DOUBLE INTEGRAL ...................................................................................................5

2.3 Interpolation .....................................................................................................................5

2.3.1 Linear Interpolation ...................................................................................................7

2.3.2. 𝒏𝒕𝒉 Degree Interpolation ..........................................................................................8

2.3.4 Lagrange’s interpolation formula ...............................................................................9

2.4 Numerical Integration ...................................................................................................... 12

1.2.1 The Trapezoidal Rule ................................................................................................ 12

CHAPTER THREE ................................................................................................................ 17

SIMPSON’S ONE THIRD RULE TO EVALUATE DEFINITE DOUBLE INTEGRAL ... 17

3.1 Double Integration ........................................................................................................... 17

21
 3.1.1 Trapezoidal method ................................................................................................... 17

3.2 Simpson’s Rule to evaluate double integral ................................................................. 17

CHAPTER FOUR ................................................................................................................... 19

CONCLUSION ....................................................................................................................... 19

References................................................................................................................................ 20

22