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1 Simpson’s Rule
Simpson’s rule differs from the other numerical integration routines in that it requires
that we partition the interval [a, b] into an even number of subintervals.

a = x0 < x1 < x2 < · · · < xn−1 < xn = b

However, the width of each subinterval remains the same, calculated with
b−a
h= .
n
Consider the case, shown in Figure 1, where x0 = −h, x1 = 0, and x2 = h.
The function f (in green) is evaluated at x0 , x1 , and x2 , producing the corre-
sponding y-values, y0 , y1 , and y2 .
y

(0, y1)
(h, y2)

(−h, y0)

Figure 1 The parabola y = Ax2 + bx + c passes

through the point (−h, y0 ), (0, y1 ), and (h, y2 ).

Next the function f is approximated on the interval [x0 , x2 ] with a parabola, y =

Ax2 + Bx + C, draw in red in Figure 1. The area under the function on the interval
[x0 , x2 ] is approximated by finding the area under the curve y = Ax2 + Bx + C on
[x0 , x2 ].
However, the area under the parabola y = Ax2 + Bx + C on the interval [−h, h]
is given by the integral
Z h
A= (Ax2 + Bx + C) dx,
−h
Zh Z h
2
= (Ax + C) dx + Bx dx.
−h −h
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The first integrand is an even function, so

Z h Z h
2
(Ax + C) dx = 2 (Ax2 + C) dx,
−h 0
  h
1 3
=2 Ax + Cx ,
3 0
2
= Ah3 + 2Ch,
3
h
= (2Ah2 + 6C).
3
The second integrand is an odd function, so
Z h
Bx dx = 0.
−h

Thus, the area under the parabola y = Ax2 + Bx + C on [−h, h] is

h
A= (2Ah2 + 6C). (1)
3
However, each of the points (−h, y0 ), (0, y1 ), and (h, y2 ) lie on the parabola, so each
must satisfy the equation of the parabola. Consequently,
y0 = Ah2 − Bh + C,
y1 = C,
y2 = Ah2 + Bh + C.
Thus,
y0 + 4y1 + y0 = (Ah2 − Bh + C) + 4C + (Ah2 + Bh + C),
= 2Ah2 + 6C.

Placing this result in Equation (1), the area under the parabola y = Ax2 + Bx + C
on [−h, h] is given by
h
A= (y0 + 4y1 + y0 ).
3
Note that this area result remains unchanged if we shift the region right or left. In
Figure 2, the area under the curve is partitioned into six subintervals.
Parabolic arches are drawn through P0 , P1 , and P2 , then P2 , P3 , and P4 , and
finally, through P4 , P5 , and P6 . If yk is in the y-value of point Pk , k = 0, 1, . . . , 6,
then the total area under the parabolic arches is
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y
P5 (x5 , y5 )
P1 (x1 , y1 ) P6 (x6 , y6 )
P2 (x2 , y2 ) P4 (x4 , y4 )
P0 (x0 , y0 ) P3 (x3 , y3 )

x
Figure 2 Simpson’s rule requires an even number of subintervals.
h h h
S= (y0 + 4y1 + y2 ) + (y2 + 4y3 + y4 ) + (y4 + 4y5 + y6 ).
3 3 3
Obviously, if we increase the number of subintervals to n, where n is even, the total
area is now
h h h
S = (y0 + 4y1 + y2 ) + (y2 + 4y3 + y4 ) + · · · + (yn−2 + 4yn−1 + yn ).
3 3 3
If we factor h/3 from each term, this will greatly simplify our programming instruc-
tions.
h
S = [(y0 + 4y1 + y2 ) + (y2 + 4y3 + y4 ) + · · · + (yn−2 + 4yn−1 + yn )] (2)
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We are now ready to write a program that will execute Simpson’s rule.
We begin by providing the calculator with some initial data. We assume that
the integrand of
Z b
f (x)dx
a
is currently loaded in the Y= Menu. For example if we wish to integrate
Z 2
1
dx,
1 x
then we load y = 1/x in Y1.

Figure 3 Entering the integrand in the Y= Menu.

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The calculator will need to know the limits of integration and the number of subin-
tervals in the partition. We also clear the home screen before prompting the user
for this data.

Clr Home
Prompt A
Prompt B
Prompt N

The interval must be partitioned into n equal subintervals, so we must program

the calculator to reject an odd value for n. We also should tell the user why the
computation cannot be performed as entered.

If int(N/2)\ne N/2

Then
Disp "N MUST BE EVEN"
Stop
End

We immediately calculate the width ∆x of each subinterval and store it in the

variable H.

(B-A)/N->H

Because we begin with the endpoint of the first subinterval, we store the contents
of the variable A in X.

A->X

We will store the sum in the variable S. It is important that we initialize this variable
to zero before we begin.

0->S

We now add the function values in Equation (2). This is accomplished by proceeding
one step at a time, moving from left to right. This calls for the use of a For loop.

For(K,1,N,1)
S+Y1(X)+4*Y1(X+H)+Y1(X+2*H)->S
X+2*H->X
End

This loop construct warrants some further explanation. The command For(K,1,N,1)
initializes K to 1, then executes the loop. It increments the value of K by 1, then
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checks to see if K is less than or equal to N. If K is less than or equal to N, the loop is
executed again. If K is greater than N, execution of the loop is halted and the pro-
gram continues by executing the line following the End command, which terminates
the loop. In the body of the loop, two things happen. First, the integrand, which
was stored in Y1, is evaluated at X, X+H, and X+2*H, added to the current value of
S, then S is updated to contain this current sum. This is accomplished with the
command S+Y1(X)+4*Y1(X+H)+Y1(X+2*H)->S. Next, X is incremented by 2*H by
executing the command X+2*H->X. This is necessary because Simpson’s rule uses 2
subintervals to approximate the area under the parabolic arch.
Once the loop terminates, S contains the sum (y0 + 4y1 + y2 ) + (y2 + 4y3 + y4 ) +
· · · + (yn−2 + 4yn−1 + yn ). By Equation (3), we must still multiply the function by
h/3.

S*H/3->S

Finally, display the results.

Disp "METHOD: SIMPSON"

Disp "SUM:"
Disp S

A complete listing of the program follows in Appendix 2.

We need to test our program. Here is some data you can use to determine
whether or not your program is running properly.

No. of Subintervals Sum

10 0.6931502307
20 0.6931473747
30 0.6931472190
40 0.6931471927

Table 1 Integrating 1/x on the interval [1, 2].

Enter the integrand of

Z 2
1
dx
1 x
in the Y= Menu, as shown in Figure 4. Execute the program. Enter the upper
and lower bounds of the integral when prompted. Enter n = 5 for the number of
trapezoids or subintervals. This is shown in Figure ??.
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Figure 4 Entering the interval [1, 2] and

the number of subintervals (n = 10).

Note that this result agrees with the first row of Table 1. Use the program to verify
the results in the next two rows of Table 1.

2 Appendix
Here is a complete program listing.

Clr Home
Prompt A
Prompt B
Prompt N
If int(N/2)\ne N/2

Then
Disp "N MUST BE EVEN"
Stop
End
(B-A)/N->H
A->X
0->S
For(K,1,N/2,1)
S+Y1(X)+4*Y1(X+H)+Y1(X+2*H)->S
X+2*H->X
End
S*H/3->S
Disp "METHOD: SIMPSON"
Disp "Sum:"
Disp S