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simpson's rule

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Simpson's rule

 
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–noun Mathematics.
a method for approximating the value of a definite integral by approximating, with parabolic arcs, the area under the curve defined by the integrand.
Origin:
1895–1900; named after Thomas Simpson (1710–61), English mathematician
Dictionary.com Unabridged
Based on the Random House Dictionary, © Random House, Inc. 2009.
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