Error of Simpson's, Trapezoid, etc. Rules

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SUMMARY

The discussion centers on the derivation of error equations for numerical integration methods, specifically Simpson's Rule, represented as $$|E_{S}|\le \frac{M(b-a)^{5}}{180n^{4}}$$. Participants emphasize the importance of these rules for functions lacking straightforward antiderivatives, necessitating numerical integration techniques like Simpson's Rule and Gaussian Quadrature. Recommended resources for understanding these derivations include "Applied Numerical Analysis" by Curtis E. Gerald, "Computer Approximations" by John F. Hart et al., and "Elementary Numerical Analysis" by S. D. Conte and Carl de Boor.

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  • Understanding of numerical integration techniques, specifically Simpson's Rule and Gaussian Quadrature.
  • Familiarity with calculus concepts, particularly definite integrals and antiderivatives.
  • Knowledge of error analysis in numerical methods.
  • Access to foundational texts on numerical analysis.
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  • Study the derivation of error formulas for Simpson's Rule and Gaussian Quadrature.
  • Explore "Applied Numerical Analysis" by Curtis E. Gerald for comprehensive insights.
  • Research online resources for detailed derivations of numerical integration methods.
  • Learn about error bounds in numerical methods and their implications in practical applications.
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Students and professionals in mathematics, engineering, and computer science who are involved in numerical analysis, particularly those seeking to understand the theoretical foundations of numerical integration methods.

iRaid
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I learned this a while ago in my calculus 2 class and I was just thinking about it... Where do these error equations for each of the approximation rules come from? Like for example, where does the error for the Simpson's rule, $$|E_{S}|\le \frac{M(b-a)^{5}}{180n^{4}}$$ come from?

Also, why even bother learning these rules, errors, etc. when you can just compute the actual area more efficiently and effectively with a definite integral?
 
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iRaid said:
I learned this a while ago in my calculus 2 class and I was just thinking about it... Where do these error equations for each of the approximation rules come from? Like for example, where does the error for the Simpson's rule, $$|E_{S}|\le \frac{M(b-a)^{5}}{180n^{4}}$$ come from?

Also, why even bother learning these rules, errors, etc. when you can just compute the actual area more efficiently and effectively with a definite integral?
Because there are vastly many functions that don't have nice, neat antiderivatives, so the only recourse is to do numeric integration using Simpsons' Rule, Gaussian Quadrature, etc.
 
Mark44 said:
Because there are vastly many functions that don't have nice, neat antiderivatives, so the only recourse is to do numeric integration using Simpsons' Rule, Gaussian Quadrature, etc.

I understand that, but where do they get the equations from?
 
Most books on numerical integration show how the formulas are derived. A few that I have on hand are
Applied Numerical Analysis, Second Ed., Curtis E Gerald
Computer Approximations, John F. Hart et al.
Elementary Numerical Analysis: An Algorithmic Approach, S. D. Conte and Carl de Boor
 
Mark44 said:
Most books on numerical integration show how the formulas are derived. A few that I have on hand are
Applied Numerical Analysis, Second Ed., Curtis E Gerald
Computer Approximations, John F. Hart et al.
Elementary Numerical Analysis: An Algorithmic Approach, S. D. Conte and Carl de Boor

Do you mind posting the derivation? I only have one calculus book (Stewart) and it doesn't have it.
 
Try a search online. Someone almost certainly has it posted already.
 
Ok I found a derivation online, it seems very complicated though lol. I see why my book would leave that out.
 

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