A version of Simpson's rule for multiple integrals

Abstract: Let M(f) denote the Midpoint Rule and T(f) the Trapezoidal Rule for estimating integral_a^b f(x) dx. Then Simpson's Rule = tM(f) + (1-t)T(f), where t = 2/3. We generalize Simpson's Rule to multiple integrals as follows. Let D be some polygonal region in R^n, let P_0,...,P_m denote the vertices of D, and let P_(m+1) = center of mass of D. Define the linear functionals M(f) = Vol(D)f(P_(m+1)), which generalizes the Midpoint Rule, and T(f) = Vol(D)(1/(m+1))sum(f(P_j), j = 0,...,m), which generalizes the Trapezoidal Rule. Finally, our generalization of Simpson's Rule is given by the cubature rule(CR) L_t = tM(f) + (1-t)T(f), for t in [0,1]. We choose t, depending on D, so that L_t is exact for polynomials of as large a degree as possible. In particular we derive CRs for the n simplex and unit n cube.

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The Simpson rule (SR) for the integral \(\int_a^b f(x) dx\) can be written as \(L_\lambda(f)=\lambda M(f)+(1-\lambda)T(f)\) where \(\lambda=2/3\), \(M(f)\) is the midpoint rule and \(T(f)\) is the trapezoidal rule. It is the integral of the interpolating polynomial of degree 2. For integrals in \({\mathbb R}^n\), over a polygonal region \(D_n\) with vertices \(P_0,\ldots,P_m\), and \(P_{m+1}\) the center of mass, these rules are generalized as \(M(f)=\text{vol}(D_n)f(P_{m+1})\), \(T(f)=\text{vol}(D_n)/(m+1)\sum_{j=0}^m f(P_j)\), and the Simpson rule can still be defined as \(L_\lambda(f)\) for some \(0\leq\lambda\leq 1\). A particular property of the SR in 1D is that it is exact for polynomials of degree at most 2. In the \(n\)-dimensional case this is not obvious in general and it will depend on \(D_n\) whether this can be reached or not. The choice of \(\lambda\) is discussed which gives a maximal degree of exactness, i.e., the degree of the polynomials for which the SR is exact is maximized by choosing \(\lambda\). Also cubature rules are constructed that use points that are in the faces, but not at the vertices. Gröbner bases are used to find these points. If possible, a connection with polynomial interpolation is given. In this way, formulas are given for the \(n\)-simplex, the \(n\)-cube, and plane regions like the unit disk and a trapezoid. Some of the formulas are known, others are new.

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