CHRISTINE BREINER: Welcome
back to recitation.
In this video I want
to explain to you
where the coefficients
we saw in Simpson's rule
actually come from.
So what I'm going to do is
take this curve that I have
and show you what the picture
of Simpson's rule does.
And then I'm actually going
to determine explicitly where
the coefficients come from.
So let's look at
this picture first.
The picture I have here, the
white curve is going to be my y
equals f of x function.
And so, if you remember, what
Simpson's rule is saying,
you have to have two delta x's.
So in this case h
is equal to delta x.
So what Simpson's rule is saying
is I can find, approximate,
the area under this
curve from minus
h to h by a certain expression.
And the expression is, I
said delta x is equal to h,
so let me write h over 3 times
y_0 plus 4*y_1 plus y_2-- oh,
y_2.
So that's what you got--
that's what you
saw in the lecture,
that this is what
the coefficients are.
So I want to explain
why this is a 1, why
that's a 4, why that's a 1,
and where that 3 comes from.
The picture is not
going to explain it,
but the picture will help
us understand how to go.
So what Simpson's rule does is
it takes those three points,
so the (x_0, y_0) the (x_1,
y_1) and the (x_2, y_2)
that are on the curve
y equals f of x.
And it finds a parabola
through those three points.
So I'm going to do my best to
draw what looks like a parabola
through those three points.
Something-- I'll draw it lightly
first and then I'll fill it in.
Something along these lines.
Something like that.
That's a, sort of
looks like a parabola.
And so the idea
is Simpson's rule
is saying I can find the
area under the blue curve.
So I can find the area
under the blue curve.
So this is a function, we'll
call this y equal P of x.
And that's what you were
actually told about in lecture.
That you're approximating
your function y
equals f of x by a
quadratic function that
goes through the values
(x_0, y_0), (x_1, y_1),
and (x_2, y_2).
And then you find the
area under that parabola.
Between minus h and h.
Now this picture, you
might say, Christine,
this looks really
like a bad estimate.
This looks kind of stupid.
Maybe you should have
picked a different function
to estimate this.
And I did this one because I
wanted to be zoomed out far
and to show you, to give you
a little intuition about what
happens when we make h smaller.
Notice that if I
cut the size of h
in half, so if I started
with here was minus h to h,
what would my three points be?
My three points would be
this point, y_1, and y_2
would be right here.
Well the quadratic
through those points
is much closer to
the actual function.
And if I cut that in half
again, I'd have points here,
here, and here.
Something like that,
and that starts
to look almost exactly
like a quadratic.
So if I found the
area under this--
or if I wanted to
estimate the area
under this piece
of the curve using
a quadratic through
those three points,
they would be very close.
So don't be alarmed
by Simpson's rule
as an approximation based
on this large picture.
So now, what do we have to do?
Remember, what's our goal?
Our goal is to figure out where
the coefficients come from.
So what I actually
need to do is I need
to evaluate a certain integral.
Or I need to integrate
a certain function.
I need to integrate P of x.
So what I'm going to be finding
through the rest of this video,
is the integral from
minus h to h of P of x dx.
And my goal is to show
that this integral is
equal to this expression.
I want to show that
these are equal.
That's my goal.
So let's get down to it.
What do I know?
What's the only thing I know
right away about P of x?
I know I'm choosing it to
be a quadratic function
and I know it goes through
three certain points.
Right?
I'll write down what the three
points are when we need them.
But first let's just
say, in general,
let's take this integral
for a general quadratic
and see how much information
we actually need.
So let me come over here.
Actually, let me say first, what
do I mean my general quadratic?
I mean something of the
form big A, capital A,
x squared plus B*x plus C.
So I'm not filling in values
for these coefficients yet.
Those coefficients are coming
exactly from my three points.
(x_0, y_0), (x_1,
y_1), and (x_2, y_2).
So let's just integrate
that from minus h
to h first and see what
kind of information we need.
So if I come over here.
So what do I get when I
actually integrate this?
Well, I get A x to
the third over 3,
plus B x squared
over 2, plus C*x,
and then I have to
evaluate from minus h to h.
Well, if you were
thinking about this,
it shouldn't be surprising
that when I do this,
there's not going
to be a B term.
Why is that?
Well, these two
functions are even.
A x squared and C
are even functions.
And I'm integrating
over something that's
symmetric about the y-axis.
I'm going from minus h to h.
So if you think
about A x squared,
and I'm going from
minus h to h, I'm
finding the area under a
quadratic, from minus h to h,
it's going to be twice
the area from 0 to h.
But B*x, that's a
line with slope B.
If I wanted to integrate
B*x from minus h to h,
that's the area, the signed area
under the curve, of a line B*x,
from minus h to h.
If I just draw a quick picture,
what does that look like?
It's symmetric with respect
to a rotation there.
I'd have this signed area.
This is the curve y equals B*x.
From minus h to h, I get
this area is negative
and this are is positive
and they're equal.
So, what I'm about to do,
you shouldn't be surprised
there won't be a B term.
So what do we actually
get when we evaluate this?
We get 2A h cubed,
over 3, plus 2*C*h.
That's what we get.
You can actually work it all,
put in all the h's and see
that, but I knew I was
going to have double
what was here when I
evaluated at h, and nothing
from the B term.
So we're getting closer.
We're getting closer.
We might not look like
we're getting closer,
but we're getting closer.
So let's simplify this
expression a little bit.
Actually, what I ultimately need
to do is I need to figure out C
and I need to figure
out something over here.
I need to actually
figure out A h squared.
And let me explain why I need
to figure out A h squared.
In the end, if I come
over back to what
I want to show-- let me
even box it, so we see it--
I want to show that
this integral, which
I've started to calculate,
is equal to h over
3 times this quantity.
So I want to keep
one around, but I
want the other, any
other powers of h
to not be there when I'm done.
Right?
I need one power of h there.
In fact I need an
h over 3 there.
So I think what I'll
do is I'll start off
and I'll pull out an
h over 3, and then
I'll try and figure out if I can
get the rest of my expression
to look like what's
in the parentheses.
That's really, ultimately,
what I'd like to do.
So let's come back over here.
I'm going to pull out an h
over 3 from both of these
and we're going to see
what we end up with.
OK so if I pull out an h over
3 here, what do I end up with?
This is easy.
That's 2A h squared.
And this one's a
little bit trickier.
But I have to multiply by
3 over 3 to get a 3 there.
So I end up with 6C.
OK.
Let's make sure I didn't
make any mistakes.
If I multiply through here
I get 2A h cubed over 3.
If I multiply through here I
get 2h*C. Looking good so far.
Now I have to figure out A and
C, or A h squared and C. Well,
C is pretty easy to find.
Let's think about why that is.
I have this polynomial.
The polynomial was equal to--
if we come over here and we look
again, it's A x squared
plus B*x plus C.
And the polynomial has to go
through those three points I
had.
So when x is 0, P of 0
is C. So let's come back
and look at our picture.
When x is 0, what's the
output on the white curve?
It's y_1.
So C is exactly y_1.
How am I going to
find A h squared?
Well, what I need to do is
use these other two points.
I'm going to evaluate the
function P of x at minus h.
And its output has to be y_0.
And I'm going to evaluate
the function P of x at h
and its output has to be y_2.
So we're going to come
over to the other side,
but that's really
what we're doing next.
So let's come over here
and let's evaluate P of h
and P of minus h.
So P of h is A h
squared plus B*h plus C.
And P of minus h is A h
squared minus B*h plus C. OK.
What else?
Again we said this one
has to be y_2, the output,
and this one has to be y_0.
Because the output
at h has to agree
with the output of
the function f of x.
And its output at h was y_2.
The output at minus
h of P has to be
the same as the output
at minus h of f.
And that was y_0.
Now this might not
look fun yet but what
if I add these two
things together.
What happens?
I get 2A h squared.
These drop out.
And then I get plus 2C
is equal to y_0 plus y_2.
I'm getting closer.
I'm getting much closer.
Because now notice what I have.
I have 2A h squared,
I can isolate that.
And that's something that
I want to figure out.
I want to figure
out 2A h squared.
So let's figure
out what that is.
2A h squared is equal to
y_0 plus y_2 minus, well
what did we say C was?
C was the output at x equals 0.
Which is y1.
So it's minus 2C, which is minus
2y_1 So now we're very close,
we're very close to
getting what we want.
And that's good, because
I'm almost out of room.
So let's take that
expression, we
were working on this
expression right here,
and let's start to
fill in what we get.
We get h over 3
times 2A h squared,
which is y_0 plus
y_2 minus 2y_1,
and then I have to add 6C.
Now what's C?
C is y_1.
So I'm going to add 6y_1.
And if I simplify that, I
get y_0-- bingo-- plus 4y_1
plus y_2.
And that's what we wanted.
So let me take us through
kind of where all this came
from again, what the big pieces
were and we'll see now we
understand how we do Simpson's
rule, and these small chunks
of Simpson's rule.
So let's come back to
the very beginning.
OK, in the very beginning,
what we had was a function
f of x, that was
the white curve.
y equals f of x was
the white curve.
And then I found
a quadratic that
went through minus h, y0,
(0, y_1), and (h, y_2).
Went through those three points.
And I called that
quadratic P of x.
And then what I
was doing, we know
Simpson's rule says find the
area under the curve of P
of x between minus h and h.
So what I did was
I came over here
and I said OK, P of x, integral
of P of x from minus h to h.
I wrote P of x in a
very general form.
And then I actually
found an integral.
I came through and
after writing it out,
calculating the integral,
I got to this expression.
This is actually the integral
of P of x from minus h to h.
So it's the area under the curve
of P of x from minus h to h
is that.
And now I had to
figure this out,
how to write this in terms
of the outputs of f of x.
Which were y_0, y_1, and y_2.
Those were the ones
we were interested in.
So I ultimately knew I wanted
an h over three in front.
I knew I wanted my integral
in my quadratic to be
h over 3 times something,
so I pulled out an h over 3,
and then I looked at
what this expression was.
And if I could get
this expression
to look like the inside
of what I wanted,
which was y_0 plus 4y_1
plus y_2, I was in business.
And so then I used
outputs that I
knew for P of x to
find 2A h squared
and to find C. I know P of h
is the output of the f of x
function at the far
right, which was y_2.
And I knew P of minus h
was the output of the f
of x function at the far left.
That's y_0.
I actually then evaluate
P at h and minus h,
and when I add those together,
I get my 2A h squared
in terms of y_0, y_1, and y_2.
Let me do this in terms
of y_0, y_1, and y_2.
Because I also knew C was y_1.
We talked about that as well.
C had to be y_1.
So I can then do the
substitution I need right here
and show where the coefficients
in Simpson's rule come from.
So hopefully that was
informative for you.
And I think I'll stop there.
