LOGO

Program Studi Matematika

Fakultas MIPA UB

INTEGRAL ROMBERG


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.
2
Romberg Integration is an extrapolation of two results of
the trapezoid method applied to a regular partition cut into
subintervals of sizes that are consecutive powers of 2.
3
Basis of Romberg Rule
Integration
}
=
b
a
dx ) x ( f I
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
4
Trapezoid Method
) (
) ( ) (
) ( a x
a b
a f b f
a f

+
f(x)
b a
( )
2
) ( ) (
2
) ( ) (
) ( ) (
) (
) (
) ( ) (
) (
) (
2
a f b f
a b
x
a b
a f b f
x
a b
a f b f
a a f
dx a x
a b
a f b f
a f I
dx x f I
b
a
b
a
b
a
b
a
+
=

+
|
.
|

\
|

=
|
.
|

\
|

+ ~
=
}
}
5
Trapezoid Method
Multiple Application Rule
a b
f(x)
3 2 1 0
x x x x
s trapezoid the of
areas the of sum ) (
...
segments into d partitione
is b] [a, interval The
2 1 0
=
= s s s s =
}
b
a
n
dx x f
b x x x x a
n
( )
1 2
1 2
2
) ( ) (
x x
x f x f
Area
+
=
x
6
Trapezoid Method
General Formula and Special Case
( )( ) ) ( ) (
2
1
) (
...
equal) y necessaril (not segments into divided is interval the If
1 1
1
0
2 1 0
i i i i
n
i
b
a
n
x f x f x x dx x f
b x x x x a
n
+ ~
= s s s s =
+ +

}
| |
(

+ + ~
=

}

=
+
1
1
0
1
) ( ) ( ) (
2
1
) (
all for
points) base spaced Equaliy ( Case Special
n
i
i n
b
a
i i
x f x f x f h dx x f
i h x x
7
Error in estimating the integral
Theorem
) ( ' ' max
12
) (
12
then ) ( e approximat
to used is Method Trapezoid If : Theorem
) (width intervals Equal
on continuous is ) ( ' ' : Assumption
] , [
2
' ' 2
a
x f h
a b
Error
[a,b] t where t f h
a b
Error
dx x f
h
[a,b] x f
b a x
b
e

s
e

=
=
}
8
Estimating the Error
For Trapezoid Method
? accuracy digit decimal 5 to
) sin( compute to needed
are intervals spaced equally many How
0
}
t
dx x
9
Example
intervals 719
00437 . 0
) (

00437 . 0 10
6
10
2
1
12
1 ) ( ' '
) sin( ) ( ' ' ); cos( ) ( ' ; 0 ;
) ( ' ' max
12
10
2
1
error , ) sin(
5 2
5 2
] , [
2
5
0
= =

>
s s
s s s
= = = =

s
s

}
t
t
t
t
t
h
a b
n
h h
h Error x f
x x f x x f a b
x f h
a b
Error
that so h f ind dx x
b a x
Ekstrapolasi Richardson

10
"
2
0 )
1
( ) ( )
( ) ( 2
2 12
b
n
i n
i
a
h b a f t
f x dx f f f h
=

= + +

}
2
( ) ( )
b
a
f x dx I h Ch = +
}
Metode trapesium:
"
( ) ( )
12
b a f t
C

=
}
+ =
b
a
q
Ch h I dx x f ) ( ) (
C dan q :konstanta yang tidak bergantung pada h
Nilai q dapat ditentukan langsung dari orde galat kaidah integrasi
11
q
h

J= l(2h+ C ( ) 2
q
h

J= lh)+ C
q
h

q
Ch h I J + = ) (
q
h C h I J ) 2 ( ) 2 ( + =
h h 2
( ) (2 )
(2 1)
q q
I h I h
C
h

J= l(h) +
) 1 2 (
) 2 ( ) (
) (

+ =
q
h I h I
h I J
12
Aturan trapesium:
Aturan Simpson(1/3):
3
) 2 ( ) (
) (
h I h I
h I J

+ =
15
) 2 ( ) (
) (
h I h I
h I J

+ =
faktor
koreksi
Contoh:
13
dx
x
}
+
1
0
1
1
r
r
x
r
f
0 0 1
1 0.12 0.88889
2 0.250 0.80000
3 0.375 0.72727
4 0.500 0.66667
5 0.625 0.61538
6 0.750 0.57143
7 0.875 0.53333
8 1000 0.50000

14




Kaidah trapesium menggunakan h=0,125
( ) I h =
1
0 1 2 3 4 5 6 7 8
0
1
/ 2( 2 2 2 2 2 2 2 2
1
dx h f f f f f f f f f
x
~ + + + + + + + +
+
}

0.125/ 2[1 2(0.88889) 2(0.80000) ... (0.50000) ~ + + + +
0.69412 ~

Kaidah trapesium menggunakan 2h=0,250
1
0 2 4 6 8
0
1
(2 ) (2 ) / 2( 2 2 2 2 )
1
I h dx h f f f f f
x
= ~ + + + +
+
}

0.125/ 2[1 2(0,80000) 2(0.66667) 2(0.57143) (0.50000) ~ + + + +
0.69702 ~
15
dengan ekstrapolasi Richardson:
) 1 2 (
) 2 ( ) (
) (

+ =
q
h I h I
h I J
2
0.69412 0.69412
0.69412 0, 69315
2 1
J

= + =

1
1
0
0
1
ln(1 ) ln(2) ln(1) 0.69314718
1
x
x
dx x
x
=
=
= + = =
+
}
trapesium (h=0.125): 0,69412
trapesium (h=0.250): 0,69702



Metode ROMBERG
16
2 4 6
...
k
I A Ch Dh Eh = + + + +
h=(b-a)/n
k
A = aproksimasi /perkiraan nilai integrasi
dengan kaidah trapesium dan jumlah
selang/subinterval 2
k
n = .
Orde galat
k
A adalah
2
( ) O h
.

17
6
64 2 6(0,1, 2, 3, 4, 5, 6) n k = = =
k=0 n =
0
2 =1 selang/subinterval,
0 0 0 0 64
( ) /1) / 2[ ] h b a A h f f = = +
k=1 n =
1
2 = 2 selang/subinterval,
1 1 1 0 32 64
( ) / 2) / 2[ 2 ] h b a A h f f f = = + +
k=2 n =
2
2 = 4 selang/subinterval,
2 2 2 0 16 32 48 64
( ) / 4) / 2[ 2 2 2 ] h b a A h f f f f f = = + + + +
k=3 n =
3
2 = 8 selang/subinterval,
3 3 3 0 8 16 24
( ) / 8) / 2[ 2 2 2 h b a A h f f f f = = + + + +
32 40 48 56 64
2 2 2 2 ] f f f f f + + + +

K=6 n=
6
2 =64 selang/subinterval,
6 6 6 0 1 2
( ) / 64) / 2[ 2 2 ... h b a A h f f f = = + + + +
63 64
2 ] f f +
18
, , ...,
0 1
A A A
k

1
2
2 1
k k
k k
A A
B A

= +

2 4 6
...
k
I A Ch Dh Eh = + + + +
... ' '
6 4
+ + + = h E h D B I
k
orde galat
k
B :
4
( ) O h

1
4
2 1
k k
k k
B B
C B

= +

Ekstrapolasi
Richardson
Orde galat C
k
: O(h
6
)
... ' '
6
+ + = h E C I
k
19
1
6
2 1
k k
k k
C C
D C

= +

Orde galat D
k
: O(h
8
)
... ' ' '
8
+ + = h E D I
k

3
2
1
0
A
A
A
A

3
4
3
4
3
4
2 3
3
1 2
2
0 1
1
A A
B
A A
B
A A
B

15
16
15
16
2 3
2
1 2
1
B B
C
B B
C

=
20
[Type the document title] [Year]


2
( ) O h
4
( ) O h
6
( ) O h
8
( ) O h
10
( ) O h
12
( ) O h
14
( ) O h

0
A

1
A
1
B

2
A
2
B
1
C

3
A
3
B
2
C
1
D

4
A
4
B
3
C
2
D
1
E


5
A
5
B
4
C
3
D
2
E
1
F

6
A
6
B
5
C
4
D
3
E
2
F
1
G

Tabel ROMBERG
The best possible estimate in each row is the right most entry: A
0
,B
1
,C
1
,D
1
,E
1
,F
1
21
0
(O(h
2
))
1
(O(h
4
))
2
(O(h
6
))

3
(O(h
8
))

4
(O(h
12
))

5
(O(h
14
))

0 A
0
1 A
1
B
1
2 A
2
B
2
C
1
3 A
3
B
3
C
2
D
1
4 A
4
B
4
C
3
D
2
E
1
5 A
5
B
5
C
4
D
3
E
2
F
1
2
( ) O h
4
( ) O h
6
( ) O h
8
( ) O h
10
( ) O h
12
( ) O h
14
( ) O h
Tabel ROMBERG
22
Since we will run out of letters after 26 rows we express with
R(i,j).
0 1 2 3 4 5
0 R(0,0)
1 R(1,0) R(1,1)
2 R(2,0) R(2,1) R(2,2)
3 R(3,0) R(3,1) R(3,2) R(3,3)
4 R(4,0) R(4,1) R(4,2) R(4,3) R(4,4)
5 R(5,0) R(5,1) R(5,2) R(5,3) R(5,4) R(5,5)
The best possible estimate in each row is the right most entry:R(i,i)
CISE301_Topic7
23
First column is obtained
using Trapezoid Method

R(0,0)
R(1,0) R(1,1)
R(2,0) R(2,1) R(2,2)
R(3,0) R(3,1) R(3,2) R(3,3)
The other elements
are obtained using
the Romberg Method
CISE301_Topic7
24
Kolom pertama Recursive Trapezoid Method
| |
( )
n
k
a b
h
h k a f h n R n R
b f a f
a b
n
2
) 1 2 ( ) 0 , 1 (
2
1
) 0 , (
) ( ) (
2
) 0 , 0 ( R
) 1 (
2
1

=
(

+ + =
+

=
25
) ( ) , ( ) (
method Romberg
2 2 +
}
+ =
j
b
a
h O j i R dx x f
1 4
) 0 , 0 ( ) 0 , 1 ( 4
) 1 , 1 (

=
R R
R
1 4
) 0 , 1 ( ) 0 , 2 ( 4
) 1 , 2 (

=
R R
R
1 4
) 0 , 2 ( ) 0 , 3 ( 4
) 1 , 3 (

=
R R
R
1 4
) 0 , 3 ( ) 0 , 4 ( 4
) 1 , 4 (

=
R R
R
1 4
) 0 , 4 ( ) 0 , 5 ( 4
) 1 , 5 (

=
R R
R
1 4
) 1 , 1 ( ) 1 , 2 ( 4
) 2 , 2 (
2
2

=
R R
R
1 4
) 1 , 2 ( ) 1 , 3 ( 4
) 2 , 3 (
2
2

=
R R
R
1 4
) 1 , 3 ( ) 1 , 4 ( 4
) 2 , 4 (
2
2

=
R R
R
1 4
) 1 , 4 ( ) 1 , 5 ( 4
) 2 , 5 (
2
2

=
R R
R
1 4
) 2 , 2 ( ) 2 , 3 ( 4
) 3 , 3 (
3
3

=
R R
R
1 4
) 2 , 3 ( ) 2 , 4 ( 4
) 3 , 4 (
3
3

=
R R
R
1 4
) 2 , 4 ( ) 2 , 5 ( 4
) 3 , 5 (
3
3

=
R R
R
R(i,j) can be obtained in the following way:
R(i,0) is always the trapeziod method applied with a partition
size of 2
i
.
( )
( ) ( )
1 4
1 , 1 1 , 4
,

=
j
j
j i R j i R
j i R 1 , 1 > > j i
CISE301_Topic7
27
When do we stop?
R(4,4) at STOP example, for
steps, of number given a After
or
) 1 , ( ) , ( c s i i R i i R
if STOP
Gunakan Romberg Extrapolation untuk data berikut untuk memperoleh
estimasi
}
2
0
) ( dx x f
i x
i
y
i
=f(x
i
)
0 0 0
1 1
2 1 4
3 3/2 9
4 2 16
( )( ) 16 16 0 ) 0 , 0 (
1
0 2
2
1
= + =

R
( )( ) 12 16 4 2 0 ) 0 , 1 (
2
0 2
2
1
= + + =

R
( )( ) 11 16 9 2 4 2 1 2 0 ) 0 , 2 (
4
0 2
2
1
= + + + + =

R
3
32
3
16 ) 12 ( 4
) 1 , 1 ( = =

R
( )
3
32
3
12 11 4
) 1 , 2 ( = =

R
( )
3
32
1 4
4
2
3
32
3
32
2
) 2 , 2 ( = =

R
Contoh 1
Contoh 2:
29
dx
x
}
+
1
0
1
1
r
r
x
r
f
0 0 1
1 0.12 0.88889
2 0.250 0.80000
3 0.375 0.72727
4 0.500 0.66667
5 0.625 0.61538
6 0.750 0.57143
7 0.875 0.53333
8 1000 0.50000

( )( ) 75 . 0 5 . 0 1 ) 0 , 0 (
1
0 1
2
1
= + =

R
( )( ) 70833 . 0 5 . 0 ) 66667 . 0 ( 2 1 ) 0 , 1 (
2
0 1
2
1
= + + =

R
( )
( )
69702 . 0
5 . 0 ) 57143 . 0 ( 2 ) 66667 . 0 ( 2 ) 80000 . 0 ( 2 1
) 0 , 2 (
4
0 1
2
1
=
+ + + +
=

R
( )
69412 . 0
5 . 0 ) 53333 . 0 ( 2 ...
) 66667 . 0 ( 2 ) 88889 . 0 ( 2 1
) 0 , 3 (
8
0 1
2
1
=
|
|
.
|

\
|
+ + +
+ +
=

R
30
69444 . 0
3
7500 . 0 ) 70833 . 0 ( 4
) 1 , 1 (
3
) 0 , 0 ( ) 0 , 1 ( 4
=

= =
R R
R
( )
( ) ( )
1 4
1 , 1 1 , 4
,

=
j
j
j i R j i R
j i R
69325 . 0
3
70833 . 0 ) 69702 . 0 ( 4
) 1 , 2 (
3
) 0 , 1 ( ) 0 , 2 ( 4
=

= =
R R
R
69315 . 0
3
69702 . 0 ) 69412 . 0 ( 4
) 1 , 3 (
3
) 0 , 2 ( ) 0 , 3 ( 4
=

= =
R R
R
1
2
2 1
k k
k k
A A
B A

= +

1
6
2 1
k k
k k
C C
D C

= +

31
69317 . 0
15
69445 . 0 ) 69325 . 0 ( 17
) 2 , 2 (
15
) 1 , 1 ( ) 1 , 2 ( 16
=

= =
R R
R
1
4
2 1
k k
k k
B B
C B

= +

( )
( ) ( )
1 4
1 , 1 1 , 4
,

=
j
j
j i R j i R
j i R
69314 . 0
15
69325 . 0 ) 69315 . 0 ( 16
) 2 , 3 (
15
) 2 , 2 ( ) 1 , 3 ( 16
=

= =
R R
R
69314 . 0
63
69317 . 0 ) 69314 . 0 ( 64
) 3 , 3 (
65
) 2 , 2 ( ) 2 , 3 ( 64
=

= =
R R
R
32
0
(O(h
2
))
1
(O(h
4
))
2
(O(h
6
))

3
(O(h
8
))

0 0.7500

1 0.70833

0.69445
2
0.69702
0.69325 0.69317
3 0.69412

0.69315 0.69314 0.69314
2
( ) O h
4
( ) O h
6
( ) O h
8
( ) O h
10
( ) O h
12
( ) O h
14
( ) O h
Tabel ROMBERG
? sin
2
0
2
2
~
}
t
t
dx x
x
Estimasi nilai integral (3 baris) dengan Romberg Method of
integration.
( )( ) 0 0 0 0 2 ) 0 , 0 (
2
1
= + = t R
( )( ) 0 0 0 2 0 ) 0 , 1 (
2
0 2
2
1
= + + =
t
R
( )( ) ( ) t
t t
= = + + + =

4 2 0 2 2 0 ) 0 , 2 (
4 4
9
4
1
4
0 2
2
1
R
0 ) 0 , 0 ( = R
0 ) 0 , 1 ( = R
t = ) 0 , 2 ( R
0
3
0 0 4
) 1 , 1 ( =

= R
3
4
3
0 ) ( 4
) 1 , 2 (
t t
=

= R
( )
45
64
15
0 16
) 2 , 2 (
3
4
t
t

=

=

R
Contoh 3
5.85823385920
5.83681259147
5.84110042206
5.83574034752
5.83538331460
5.83538927635
5.83538293287
5.83538291715
5.83538290742 5.83538290726
Nilai eksak (12 significant digits) :
5.83538290725
3
3 2
1
5.835382907
x dx
~
}
Contoh 4
0 1 2 3
35
36
Learning Math is not like watching a talkshow nor
like reading a novel. You will need to actively
participate, get your pencil moving.

Just like to become good at Tetris (or any other
game), you must DO a lot of Numerical methods in
order to be successful.

Working in groups is a good way to learn.

Many problems cannot be solved with simple
application of a formula.

Take breaks if you are getting frustated, ask for
help if you are stuck. Enjoy the process: after all,
you are learning.
YOULL LEARN MATH BEST BY DOING
AND MOVE YOUR BRAIN!

TIPS SUKSES BELAJAR DI PT
Bukansekadar:
Mencatatdikelas
Membaca(pasif)
Menghafal
Mendapat jawaban
Menjelang ujian
Mengandalkan
Catatan kuliah saja
Tetapi:
Mengikuti
penjelasan
Mengerjakan(aktif)
Mengerti
Memahami
prosesnya
Teratur
Membaca buku lain
yang relevan
37