Examples:

  1. Estimate the integral of the function using Simpson’s Method with N=4 and thus h= /4. This integral is of course equal to 1.

     f(0) 0
     f( /4) 0.3535533
     f( /2) 0.5
     f(3 /4) 0.3535533
     f( ) 0

    Thus the error is

  2. Use the same intergral but now use N=8 subintervals and h= /8.

     f(0) 0
     f( /8) 0.1913417
     f( /4) 0.3535533
     f(3 /8) 0.4619397
     f( /2) 0.5
     f(5 /8) 0.46193975
     f(3 /4) 0.3535533
     f(7 /8) 0.19134174
     f( ) 0

  3. We expect that when we increase the number of intervals by a factor of 2 (8/4=2), that our error will be reduced by a factor of 24=16. That means that our answer will be 16 times more accurate, or our error will be 1/16 of the error in the first approximation.

    Let's see if that's the case for this example.

    Recall, that the error when N=4 was

    We can now compute the error when N=8. It is ~0.01%

    which is approximately times better than the approximation with N=4.

    This result is comparable to the improvement we would expect when we increase the number of intervals from 4 to 8.