Simpson Integration Rules
Fast Derivation with B-Splines
(including partial integrals)
Charles O’Neill
29 October 2010
The 3 and 4 point Simpson rules numerically integrate equally-spaced discrete data values. The 4 point rule is typically named Simpson’s 3/8 rule. This short note describes an interesting and fast derivation of Simpson’s rules including the associated partial integrals. Non-multiple data point integration is discussed in a surprising finale to Simpson’s 3/8ths rule.
The full derivation is available here.