Accession Number:

AD0723583

Title:

A Modified Simpson's Rule and Fortran Subroutine for Cumulative Numerical Integration of a Function Defined by Data Points

Descriptive Note:

Final rept.

Corporate Author:

NAVAL RESEARCH LAB WASHINGTON DC

Personal Author(s):

Report Date:

1971-04-01

Pagination or Media Count:

21.0

Abstract:

Formulas are derived for finding the areas between each pair of points under the second-degree-polynomial curve defined by three equispaced points in an x-y cartesian coordinate system. These formulas are a modification of Simpsons numerical-integration rule which gives only the total area lying under the curve between the initial and final points. The formulas, implemented by a Fortran computer subroutine named SIMCUM, are useful in problems where it is necessary to find integrals under a curve defined by a limited number of data points, and the cumulative integral is desired at each data point rather than at every second data point as would be possible with the ordinary form of Simpsons rule. With a fixed number of data points, the method gives improved accuracy, compared with the alternative of using the trapezoidal rule, when the true curve is continuous, not a straight line, and is reasonably well defined by the data points. For a specified integration accuracy, a considerable cost saving can often be effected by using this method, instead of the trapezoidal rule with a considerably greater number of data points. Author

Subject Categories:

  • Numerical Mathematics
  • Computer Programming and Software

Distribution Statement:

APPROVED FOR PUBLIC RELEASE