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04/18/23http://
numericalmethods.eng.usf.edu 1
Romberg Rule of Integration
Mechanical Engineering Majors
Authors: Autar Kaw, Charlie Barker
http://numericalmethods.eng.usf.eduTransforming Numerical Methods Education for STEM
Undergraduates
Romberg Rule of Integration
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Basis of Romberg RuleIntegration
b
a
dx)x(fI
The process of measuring the area under a curve.
Where:
f(x) is the integrand
a= lower limit of integration
b= upper limit of integration
f(x)
a b
y
x
b
a
dx)x(f
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What is The Romberg Rule?
Romberg Integration is an extrapolation formula of the Trapezoidal Rule for integration. It provides a better approximation of the integral by reducing the True Error.
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Error in Multiple Segment Trapezoidal Rule
The true error in a multiple segment Trapezoidal
Rule with n segments for an integral
Is given by
b
a
dx)x(fI
n
f
n
abE
n
ii
t
12
3
12
where for each i, is a point somewhere in the domain , .
i iha,hia 1
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Error in Multiple Segment Trapezoidal Rule
The term can be viewed as an
n
fn
ii
1
approximate average value of in .
xf b,a
This leads us to say that the true error, Et
previously defined can be approximated as
2
1
nEt
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Error in Multiple Segment Trapezoidal Rule
Table 1 shows the results obtained for the integral using multiple segment Trapezoidal rule for
n Value Et
1 11868 807 7.296 ---
2 11266 205 1.854 5.343
3 11153 91.4 0.8265 1.019
4 11113 51.5 0.4655 0.3594
5 11094 33.0 0.2981 0.1669
6 11084 22.9 0.2070 0.09082
7 11078 16.8 0.1521 0.05482
8 11074 12.9 0.1165 0.03560
30
8
892100140000
1400002000 dtt.
tlnx
Table 1: Multiple Segment Trapezoidal Rule Values
%t %a
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Error in Multiple Segment Trapezoidal Rule
The true error gets approximately quartered as the number of segments is doubled. This information is used to get a better approximation of the integral, and is the basis of Richardson’s extrapolation.
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Richardson’s Extrapolation for Trapezoidal Rule
The true error, in the n-segment Trapezoidal rule is estimated as
tE
2n
CEt
where C is an approximate constant of proportionality. Since
nt ITVE
Where TV = true value and = approx. value
nI
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Richardson’s Extrapolation for Trapezoidal Rule
From the previous development, it can be shown that
nITVn
C222
when the segment size is doubled and that
32
2nn
n
IIITV
which is Richardson’s Extrapolation.
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Example 1A trunnion of diameter 12.363” has to be cooled from a room temperature of 800F before it is shrink fit into a steel hub (Figure 2). The equation that gives the diametric contraction of the trunnion in dry-ice/alcohol (boiling temperature is -1080F) is given by:
a) Use Richardson’s rule to find the contraction. Use the 2-segment and 4-segment Trapezoidal rule results given in Table 1.
b) Find the true error, for part (a).c) Find the absolute relative true error, for part (a).
108
80
69211 10015.6101946.6102278.1363.12 dTTTD
Figure 2. Trunnion to be slided through the
hub after contracting.
atE
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Solution
a)
Using Richardson’s extrapolation formula for Trapezoidal rule
inI 013630.02
inI 013679.04
32
2nn
n
IIITV
and choosing n=2,
in
IIITV 013670.0
3
01360.0013679.0013679.0
324
4
nTrapezoidal
Rule1 −0.0135362 −0.0136304 −0.0136798 −0.013687
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Solution (cont.)
b)The exact value of the above integral is
Hence
in105212.5
013670.0013689.07
ValueeApproximatValueTrueEt
in
dTTTD
013689.0
10015.6101946.6102278.1363.12108
80
69211
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Solution (cont.)c)The absolute relative true error t would then be
Table 2 shows the Richardson’s extrapolation results using 1, 2, 4, 8 segments. Results are compared with those of Trapezoidal rule.
%0040332.0
100013689.0
105212.5
100Value True
Error True
7
t
n Trapezoidal Rule for
Trapezoidal RuleRichardson’s Extrapolation
for Richardson’s Extrapolation
1248
−0.013536−0.013630−0.013679−0.013687
1.11770.43100
0.0767500.019187
--−0.013661−0.013695−0.013690
--0.20294
0.0454290.0040332
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Solution (cont.)Table 2 The values obtained using Richardson’s extrapolation formula for Trapezoidal rule for
108
80
69211 10015.6101946.6102278.1363.12 dTTTD
tt
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Romberg IntegrationRomberg integration is same as Richardson’s extrapolation formula as given previously. However, Romberg used a recursive algorithm for the extrapolation. Recall
32
2nn
n
IIITV
This can alternately be written as
3
222
nnnRn
IIII
14 122
2
nn
n
III
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Note that the variable TV is replaced by as the value obtained using Richardson’s extrapolation formula. Note also that the sign is replaced by = sign.
RnI 2
Romberg Integration
Hence the estimate of the true value now is
42 ChITV Rn
Where Ch4 is an approximation of the true error.
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Romberg IntegrationDetermine another integral value with further halving the step size (doubling the number of segments),
3
2444
nnnRn
IIII
It follows from the two previous expressions that the true value TV can be written as
15
244
RnRnRn
IIITV
14 1324
4
RnRn
n
III
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Romberg Integration
214 1
11111
k,
IIII
k
j,kj,kj,kj,k
The index k represents the order of extrapolation. k=1 represents the values obtained from the regular Trapezoidal rule, k=2 represents values obtained using the true estimate as O(h2). The index j represents the more and less accurate estimate of the integral.
A general expression for Romberg integration can be written as
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Example 2
A trunnion of diameter 12.363” has to be cooled from a room temperature of 80oF before it is shrink fit into a steel hub (Figure 2). The equation that gives the diametric contraction of the trunnion in dry-ice/alcohol (boiling temperature is −108oF) is given by:
108
80
69211 10015.6101946.6102278.1363.12 dTTTD
Use Romberg’s rule to find the contraction. Use the 1, 2, 4, and 8-segment Trapezoidal rule results as given in the Table 1.
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SolutionFrom Table 1, the needed values from original Trapezoidal rule are
where the above four values correspond to using 1, 2, 4 and 8 segment Trapezoidal rule, respectively.
inI 013536.01,1 inI 013630.02,1
inI 013679.03,1 inI 013687.04,1
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Solution (cont.)To get the first order extrapolation values,
Similarly,
in
IIII
013661.03
013536.0013630.0013630.0
31,12,1
2,11,2
in
IIII
013695.03
013630.0013679.0013679.0
32,13,1
3,12,2
in
IIII
013695.03
013679.0013687.0013687.0
33,14,1
4,13,2
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Solution (cont.)For the second order extrapolation values,
Similarly,
in
IIII
013698.015
013661.0013695.0013695.0
151,22,2
2,21,3
in
IIII
013690.015
013695.0013695.0013695.0
152,23,2
3,22,3
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Solution (cont.)
For the third order extrapolation values,
Table 3 shows these increased correct values in a tree graph.
in
IIII
013689.063
013698.0013690.0013690.0
631,32,3
2,31,4
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Solution (cont.)
Table 3: Improved estimates of the integral value using Romberg Integration
1-segment
2-segment
4-segment
8-segment
−0.013536
− 0.013630
−0.013679
− 0.013687
− 0.013661
− 0.013695
− 0.013695
− 0.013698
− 0.013690
− 0.013689
1st Order 2nd Order 3rd Order
Additional ResourcesFor all resources on this topic such as digital audiovisual lectures, primers, textbook chapters, multiple-choice tests, worksheets in MATLAB, MATHEMATICA, MathCad and MAPLE, blogs, related physical problems, please visit http://numericalmethods.eng.usf.edu/topics/romberg_method.html
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