Green University of Bangladesh

Department of Electrical and Electronic Engineering

EEE-311/MATH-301
Numerical Methods

Onsite Classes
Numerical Integration Based on Romberg Integration Formula:

Theory:
4𝑛−1 𝐼𝑗(𝑛−1) − 𝐼(𝑗−1)(𝑛−1)
𝐼𝑗𝑛 = ; 𝑗 = 𝑛, 𝑛 + 1, …
4𝑛−1 − 1

0.8 2
Question: Evaluate Numerically ∫0 (𝑒 −𝑥 )𝑑𝑥 using Romberg Integration Formula up to ‘4’
strip.

Here, ℎ = 𝑥𝑛 − 𝑥0 = 0.8 − 0 = 0.8, for one strip

𝑥 −𝑥 0.8−0
ℎ= 𝑛 0= = 0.4, for two strip
2 2
𝑥𝑛 −𝑥0 0.8−0
ℎ= = = 0.2, for four strip
4 4

Table 1
2
X 𝑓(𝑥) = 𝑒 −𝑥
0 1.0000
0.2 0.9608
0.4 0.8521
0.6 0.6977
0.8 0.5273

2
𝑓(𝑥) = 𝑒 −𝑥

For one strip (i.e. h=0.8),

ℎ 0.8
𝐼11 = (𝑓0 + 𝑓1 ) = (1 + 0.5273) = 0.6109
2 2
For two strip (i.e. h=0.4),

ℎ 0.4
𝐼21 = (𝑓0 + 2𝑓1 + 𝑓2 ) = (1 + 2 ∗ 0.8521 + 0.5273) = 0.6463
2 2
For four strip (i.e. h=0.2),

ℎ
𝐼31 = (𝑓 + 2𝑓1 + 2𝑓2 + 2𝑓3 + 𝑓4 )
2 0
0.2
= (1 + 2 ∗ 0.9608 + 2 ∗ 0.8521 + 2 ∗ 0.6977 + 0.5273) = 0.6549
2

Table 2

h 𝐼𝑗1 (𝑗 = 1,2,3)
0.8 𝐼11 = 0.6109
0.4 𝐼21 = 0.6463
0.2 𝐼31 = 0.6549

ℎ2 ℎ4 ℎ6 ℎ8
𝐼11
𝐼21 𝐼22
𝐼31 𝐼32 𝐼33
𝐼41 𝐼42 𝐼43 𝐼44

Now from Romberg’s Formula:

4𝑛−1 𝐼𝑗(𝑛−1) − 𝐼(𝑗−1)(𝑛−1)

𝐼𝑗𝑛 = ; 𝑗 = 𝑛, 𝑛 + 1, …
4𝑛−1 − 1

42−1 𝐼2(2−1) −𝐼(2−1)(2−1) 4𝐼21 −𝐼11 4∗0.6463−0.6109

𝐼22 = = = = 0.6581
42−1 −1 4−1 3

42−1 𝐼3(2−1) −𝐼(3−1)(2−1) 4𝐼31 −𝐼21 4∗0.6549−0.6463

𝐼32 = = = = 0.6577
42−1 −1 4−1 3

43−1 𝐼3(3−1) −𝐼(3−1)(3−1) 16𝐼32 −𝐼22 16∗0.6577−0.6581

𝐼33 = = = = 0.6577 (Ans.)
43−1 −1 16−1 15

Home Works:
8
(13) Estimate ∫0 |𝑥𝑖 2 − 𝑥𝑖 | 𝑑𝑥 using Romberg Integration Formula for the following equation
for ‘8’ strip, where
i= -1,0,1,2,3,4,5,6,7; 𝑥𝑖 = 𝑖 + 1 Ans. 𝐼22,32,33,44 = 138.6667, 138.6667, 138.6667,
138.6667
16
(14) Estimate ∫0 (𝑥𝑖 2 − 4𝑥𝑖 )𝑑𝑥 using Romberg Integration Formula for the following
equation for ‘8’ strip, where
i= -2,0,2,4,6,8,10,12,14; 𝑥𝑖 = 𝑖 + 2
Ans.𝐼22,32,33,44 = 853.3333, 853.3333, 853.3333, 853.3333