Simpson's method, error estimate

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Simpson's method allows for the calculation of the number of intervals needed to achieve a specified accuracy through its error formula. However, without knowing the exact value of the integral, it's challenging to determine if the required accuracy has been met solely through error estimates. While there are upper bounds on the absolute error based on derivative constraints, these do not guarantee the exact error. The discussion highlights that the exact error is often unknown and can be significantly less than the estimated upper bound. Ultimately, without additional information about the function being integrated, verifying accuracy beyond Simpson's method remains complex.
Kqwert
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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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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".
 
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.
 

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