This is a formula often used in practice for the numerical integration of functions, and was discovered by the British mathematician T. Simpson (1710-61). When the value of the definite integral of f ( x ) over a given interval [ a , b ] cannot be found accurately, a method is used in which f ( x ) is approximated by a function whose integral can be easily found, such as a polynomial p ( x ), and the definite integral of p ( x ) is used to approximate the definite integral of f ( x ). The general formula for this method is given by the Newton-Cotes formula. Simpson's formula corresponds to the Newton-Cotes formula when n = 2, and is also known as Simpson's 1/3 rule. When n = 3, it is Simpson's 3/8 rule. If we divide the interval [ a , b ] into 2n equal parts and let the points a = x0 , x1 , x2 , ..., x2n = b , and the corresponding values of y = f ( x ) be y0 , y1 , y2 , ..., y2n , respectively, then the approximation of the definite integral S is given by S ≅ ( h /3) { y0 + 4 ( y1 + y3 + ... + y2n - 1 ) + 2( y2 + y4 + ... + y2n - 2 ) + y2n }, where h = ( b - a )/ 2n . Source: Encyclopaedia Britannica Concise Encyclopedia About Encyclopaedia Britannica Concise Encyclopedia Information |
関数の数値積分に,実用上よく使われた公式で,イギリスの数学者 T.シンプソン(1710~61)によって発見された。与えられた区間[a,b]での f(x)の定積分 の値が正確に求められないときには,積分が容易に求められる関数,たとえば多項式 p(x)で f(x)を近似して,p(x)の定積分をもって f(x)の定積分の近似値とする方法が用いられる。この方法の一般公式は,ニュートン=コーツの公式で与えられる。シンプソンの公式は,ニュートン=コーツの公式の,n=2の場合にあたり,シンプソンの 1/3則ともいわれる。n=3のときがシンプソンの 3/8則である。区間[a,b]を 2n 等分し,その分点を順に a=x0,x1,x2,…,x2n=b とし,これらに対応する y=f(x)の値をそれぞれ,y0,y1,y2,…,y2n とすれば,定積分 S の近似値は S≅(h/3){y0+4(y1+y3+…+y2n-1)+2(y2+y4+…+y2n-2)+y2n}で与えられる。ただし h=(b-a)/2n である。 出典 ブリタニカ国際大百科事典 小項目事典ブリタニカ国際大百科事典 小項目事典について 情報 |
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