Simpson's rule
Method for numerical integration
Simpson's rule
In numerical integration, Simpson's rules are several approximations for definite integrals, named after Thomas Simpson (1710–1761). The most basic of these rules, called Simpson's 1/3 rule, or just Simpson's rule, reads ∫ a b f ( x ) d x ≈ b − a 6 [ f ( a ) + 4 f ( a + b 2 ) + f ( b )...
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