Simpson's method, error estimate

In summary, the conversation discusses the use of Simpson's method to calculate the number of intervals needed for a given accuracy in integration. It is mentioned that there is no other way to determine the required accuracy other than computing the integral and comparing it to the result from Simpson's method. However, there is a formula for an upper bound on the absolute value of the error, although it may not always be accurate.
  • #1
Kqwert
160
3

Homework Statement


Hello,

using Simpson´s method, one can calculate the number of intervals needed to achieve a given accuracy, through the error formula. Is there any other way to know that the required accuracy is achieved other than computing the integral and comparing it to the result from Simpson's method?
 
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  • #2
Kqwert said:

Homework Statement


Is there any other way to know that the required accuracy is achieved other than computing the integral
No, not unless you have some additional constraints on what sort of function you are integrating. Think about some "pathological" (but still integral) functions that change values "unexpectedly".
 
  • #3
Kqwert said:

Homework Statement


Hello,

using Simpson´s method, one can calculate the number of intervals needed to achieve a given accuracy, through the error formula. Is there any other way to know that the required accuracy is achieved other than computing the integral and comparing it to the result from Simpson's method?

That is not how error estimates are used in practice. Unless we know the exact value of the integral, we cannot know the exact error. However, there is a formula for an upper bound on the absolute value of the error (in terms of some bounds on the derivatives, etc.) The point is that the exact error formula contains some quantities that we do not know how to calculate exactly (in general), but if we work at it a bit we may be able so say that the error cannot exceed ##***##. The exact error may be a lot less than ##***##, buy we really have no easy way to tell.
 

1. What is Simpson's method?

Simpson's method is a numerical integration technique used to approximate the area under a curve. It involves dividing the area into smaller sections and using a quadratic function to estimate the area within each section.

2. How is Simpson's method different from other numerical integration methods?

Simpson's method differs from other numerical integration methods because it uses a quadratic function instead of a linear function to approximate the area under the curve. This allows for a more accurate estimation of the area.

3. How is the error estimate calculated in Simpson's method?

The error estimate in Simpson's method is calculated using the difference between the exact value of the integral and the value obtained through the approximation. The error decreases as the number of sections used in the method increases.

4. Can Simpson's method be used for any type of function?

Yes, Simpson's method can be used for any continuous function. However, if the function is not smooth or has sharp turns, the accuracy of the approximation may be affected.

5. Is Simpson's method more accurate than other numerical integration methods?

In general, Simpson's method is more accurate than other numerical integration methods because it uses a quadratic function to estimate the area under the curve. However, the accuracy also depends on the smoothness of the function and the number of sections used in the method.

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