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Simpson's rule

Note that the improved accuracy in the evaluation of the derivatives gives a better error approximation, O(h5) vs.\ O(h3) . But this is again the local error approximation. Using Simpson's rule we can easily compute the integral of Eq. (1) to be I=baf(x)dx=h3(f(a)+4f(a+h)+2f(a+2h)++4f(bh)+fb), with a global error which goes like O(h4).