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Mid-ordinate and Simpson's rulesAQA A-Level Further Maths: Revision notes

Section 1

Why numerical integration

Many integrands, such as 11+x\frac{1}{1+x} in a measured data set or 1+x3\sqrt{1+x^3}, have no simple antiderivative, or only discrete data are known. Numerical integration approximates ∫abf(x) dx\int_a^bf(x)\,dx by splitting [a,b][a,b] into nn strips of equal width h=b−anh=\frac{b-a}{n} and adding approximate strip areas. The ordinates are yr=f(a+rh)y_r=f(a+rh) for r=0,1,…,nr=0,1,\ldots,n.

Key termsstripordinatestrip width

Section 2

The mid-ordinate rule

The mid-ordinate rule replaces each strip by a rectangle whose height is the function value at the midpoint of the strip: ∫abf(x) dx≈h[y1/2+y3/2+⋯+yn−1/2],\int_a^bf(x)\,dx\approx h\left[y_{1/2}+y_{3/2}+\cdots+y_{n-1/2}\right], where yr+1/2=f(a+(r+12)h)y_{r+1/2}=f\left(a+(r+\tfrac12)h\right). Example. ∫0111+xdx\int_0^1\frac{1}{1+x}dx with n=4n=4, h=0.25h=0.25: the midpoints are 0.125,0.375,0.625,0.8750.125,0.375,0.625,0.875 and the estimate is 0.25(0.8889+0.7273+0.6154+0.5333)=0.69120.25(0.8889+0.7273+0.6154+0.5333)=0.6912. The exact value is ln⁡2=0.6931\ln2=0.6931, so this is an underestimate.

Key termsmid-ordinate rule
Common mistake

Using the strip boundaries instead of the midpoints. Mid-ordinates are at a+12ha+\tfrac12h, a+32ha+\tfrac32h, and so on.

Section 3

Simpson's rule

Simpson's rule fits a parabola through each pair of strips (three ordinates). For an even number nn of strips: ∫abf(x) dx≈h3[y0+yn+4(y1+y3+⋯+yn−1)+2(y2+y4+⋯+yn−2)].\int_a^bf(x)\,dx\approx\frac{h}{3}\Big[y_0+y_n+4(y_1+y_3+\cdots+y_{n-1})+2(y_2+y_4+\cdots+y_{n-2})\Big]. The two end ordinates have coefficient 1, the odd-numbered ordinates 4, and the even-numbered interior ordinates 2. Example. ∫0111+xdx\int_0^1\frac{1}{1+x}dx with n=4n=4: 0.253[1+0.5+4(0.8+0.5714)+2(0.6667)]=0.6933\frac{0.25}{3}\left[1+0.5+4(0.8+0.5714)+2(0.6667)\right]=0.6933, much closer to 0.69310.6931 than the mid-ordinate value.

Key termsSimpson's rule
Common mistake

Using an odd number of strips. Simpson's rule needs nn even, which means an odd number of ordinates.

Section 4

Working from data and checking

If only data at equal spacing are given (a river's depth, a velocity at 1 s intervals), apply the rule to the values directly. Simpson's rule uses the data at the strip boundaries. For the mid-ordinate rule, use wider strips so that the data points lie at the midpoints: values at x=1,3,5x=1,3,5 give three strips of width 2. Give a unit with the area, and keep full calculator values until the final rounding.

Exam tip

Write the ordinates in a list first, then substitute into the formula. Check by counting that the coefficients are 1,4,2,4,…,4,11,4,2,4,\ldots,4,1.

Section 5

Accuracy and error

Accuracy improves as hh decreases (more strips). Simpson's rule is exact for cubics (or any polynomial of degree up to 3). For example ∫02x3dx=4\int_0^2x^3dx=4 is given exactly by Simpson's rule with two strips. The mid-ordinate rule underestimates when the function is convex (f′′>0f''>0) and overestimates when it is concave (f′′<0f''<0). Quote an error as a percentage: ∣estimate−exact∣exact×100\frac{|\text{estimate}-\text{exact}|}{\text{exact}}\times100.

Key termsconvexconcave
Exam tip

Justify over- or under-estimation using the sign of f′′f'', not just by comparing with the exact answer.

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Exam questions on Mid-ordinate and Simpson's rules

  1. The integral I=∫0111+x dxI=\int_0^1\frac{1}{1+x}\,dx is to be estimated using four strips of equal width. Let yr=11+0.25ry_r=\frac{1}{1+0.25r}.
    Use the mid-ordinate rule with four strips to estimate II, to 4 decimal places.2 marks
  2. The depth of a river is measured at 1 m intervals across its 6 m width. The depths, in metres, from one bank to the other are 0, 1.2, 2.0, 2.4, 1.8, 1.0, 00,\ 1.2,\ 2.0,\ 2.4,\ 1.8,\ 1.0,\ 0. The cross-sectional area is the area under the depth profile.
    Use the mid-ordinate rule with three strips of width 2 m to estimate the cross-sectional area.2 marks
  3. Consider I=∫02x3 dxI=\int_0^2x^3\,dx.
    Use Simpson's rule with two strips to estimate II, and show that it equals the exact value of II.3 marks
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Written by the Exaim team, led by Shaun Daswani (Head of Upper Secondary, Improve ME Institute; MSc Financial Mathematics, Imperial College London; BSc, UCL) and Jason Daswani (operational lead, Improve ME Institute; LSE).