A GENERALIZATION OF SIMPSON'S RULE

Let TA(f)=integral form n= to 1/2(P_~n(x) + P_b~n(x))dx and let TM(f)=integral form n= to P_((+b)/2)~(n+1)(x)dx, where P_c~n denotes theTaylor polynomial to f at c of order n, where n is even. TA and TM are reach generalizations of theTrapezoidal rule and the midpoint rule, respectively. and are each exact for all polynomial of degree ≤n+1.We let L(f) = αTM(f) + (1-α)TA(f), where α =(2~(n+1)(n+1))/(2~(n+1)(n+1)+1), to obtain a numerical integrationrule L which is exact for all polynomials of degree≤n+3 (see Theorem l). The case n = 0 is just the classicolSimpson's rule. We analyze in some detail the case n=2, where our formulae appear to be new. By replacingP_(+b)/2)~(n+1)(x) by the Hermite cabic interpolant at a and b. we obtain some known formulae by a different ap-proach (see 1] and 2]). Finally we discuss some nonlinear numerical integration rules obtained by takingpiecewise polynomials of odd degree, each piece being the Taylor polynomial off at a and b. respectively. Ofcourse all of our formulae can be compounded over subintervals of a, b].