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[parent] bound on error of Simpson's rule (Result)

If $f$ is Riemann integrable on $[a,b]$ and $|f^{(4)}(x)| \le M$ for all $x \in [a,b]$ then $$ \left| \int\limits_a^b f(x) \, dx - \!\left(\!\frac{b-a}{3n}\!\right)\!\left(\!f(a)\!+\!f(b)\!+\!4\sum_{j=1}^{\frac{n}{2}} f\!\left(\!a\!+\!\frac{(b-a)(2j-1)}{n}\!\right)\!+\!6\sum_{j=1}^{\frac{n-2}{2}} f\!\left(\!a\!+\!\frac{(b-a)(2j)}{n}\!\right)\!\right)\!\right| \le \frac{M\!(b-a)^5}{180n^4}. $$




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Cross-references: Riemann integrable

This is version 4 of bound on error of Simpson's rule, born on 2006-06-09, modified 2008-03-12.
Object id is 7979, canonical name is BoundOnErrorOfSimpsonsRule.
Accessed 2833 times total.

Classification:
AMS MSC41A55 (Approximations and expansions :: Approximate quadratures)
 28-00 (Measure and integration :: General reference works )

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