Romberg's Method - A Geometric Example

A Geometric Example

To estimate the area under a curve the trapezoid rule is applied first to one-piece, then two, then four, and so on.

After trapezoid rule estimates are obtained Richardson's Extrapolation is applied

  • For the first iteration the two piece and one piece estimates are used in the formula (4 X (more accurate) - (less accurate))/3 The same formula is then used to compare the four piece and the two piece estimate, and likewise for the higher estimates
  • For the second iteration the values of the first iteration are used in the formula (16(more accurate)-less accurate)/15
  • The third iteration uses the next power of 4: (64 (More accurate) - less accurate)/63 on the values derived by the second iteration.
  • The pattern is continued until there is one estimate.
Number of pieces Trapezoid estimates First iteration second iteration third iteration
(4MA-LA)/3* (16MA-LA)/15 (64MA-LA)/63
1 0 (4*480-0)/3 = 640 (16*880-640)/15 =896 (64*1015.11-896)/63 = 1017.002
2 480 (4*780-480)/3 = 880 (16*1006.67-880)/15 = 1015.11..
4 780 (4*950-780)/3 =1006.666..
8 950
  • MA stands for more accurate, LA stands for less accurate

Read more about this topic:  Romberg's Method

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