ROMBERG’S

METHOD
UNIT 3
 Formula
•  
• - Value of integral with h =
• - Value of integral with h =
• - Value of integral with h =
 PROBLEM 1
•  Compute using simpson’s rule with h = 1/4, 1/8, 1/16 and then using
Romberg’s method
Solution
I=
f(x) =
•(i)  With h = ¼
X 0 1/4 1/2
F(x) 1 1.0105 1.0429

By simpson 1/3 rule

= 0.507075
•(ii)  With h = 1/8
X 0 1/8 2/8(1/4) 3/8 4/8(1/2)
F(x) 1 1.0026 1.0105 1.0238 1.0429

By simpson 1/3 rule

0.5070625
•   With h = 1/16
(ii)
X 0 1/16 2/16(1 3/16 4/16(1 5/16 6/16(3 7/16 8/16(1
/8) /4) /8) /2)

F(x)
F(x) 1 1.0007 1.0026 1.0059 1.0105 1.0165 1.0238 1.0326 1.0429

By simpson 1/3 rule

0.5070729
•  
= + = 0.507058

= + = 0.507076366
Romberg’s Method
I = = + =0.507082488
 Problem 2
•  Evaluate using Romberg’s Method and deduce an approximate value of
Solution
I=
F(x) =
h = 0.5, 0.25, 0.125 (where h = , h = , h = and b=0 and a =1)
•  h = 0.5
X 0 0.5 1
F(x) 1 0.8 0.5

• =0.7750
•  h = 0.25
X 0 0.25 0.5 0.75 1
F(x) 1 0.9412 0.8 0.64 0.5

• =0.7828
•  h = 0.125
X 0 0.125 0.25 0.375 0.5 0.625 0.75 0.875 1
F(x) 1 0.9846 0.9412 0.8767 0.8 0.7191 0.64 0.5664 0.5

=
=0.7848
•  
= + = 0.7854

= + = 0.7855
Romberg’s Method
I = = + =0.7855
•  I =
0.7855 =

• 0.7855
• 3.1420