Simpson’s Rule （辛普森法则）

  In Simpson’s Rule, we will use parabolas to approximate each part of the curve. This proves to be very efficient since it’s generally more accurate than the other numerical methods such as straight lines or trapezoid.

We divide the area into $n$ equal segments of width $\Delta x$. The approximate area is given by the following:

Note: In Simpson’s Rule, $n$ must be EVEN.
We can re-write Simpson’s Rule by grouping it as follows:

This gives us an easy way to remember Simpson’s Rule:

reference in here

Simpson法则的另一优点在于其自然引出了一种算法，即通过迭代使积分达到所需要的精确度。当积分的上下限相对于展开的中心点对称时，积分泰勒展开式中含有f(x)的奇数阶导数的项都将等于零。利用这一性质，我们可以在相邻的两个子区间内对面积作泰勒级数展开。