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Simpson's rule

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numerical integration

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Simpson's rule
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Encyclopedic overview

Simpson's rule can be derived by approximating the integrand f (x) (in blue) by the quadratic interpolant P(x) (in red).

An animation showing how Simpson's rule approximates the function with a parabola and the reduction in error with decreased step size An animation showing how Simpson's rule approximation improves with more subdivisions.

Excerpted from Wikipedia’s “Simpson's rule” article, available under the CC BY-SA 4.0 licence.