Simpson's rule
In numerical integration, Simpson's rules are several approximations for definite integrals, named after Thomas Simpson (1710–1761). The most basic of these rules, called Simpson's 1/3 rule, or just Simpson's rule, reads ∫ a b f ( x ) d x ≈ b − a 6 [ f ( a ) + 4 f ( a + b 2 ) + f ( b ) ] .