Romberg Integration: Theory: Part 1 of 2

[pyr666]

whats the difference between this and richardson extrapolation?

[numericalmethodsguy]

@pyr666 Richardson extrapolation goes only one level down. Romberg will take values from Richardson's extrapolation and get a better answer. Then it will use those to get better answers and so on.

[Hyunikil]

thanks for the voluntary effort

[Soumilbharatendu]

sir;

i just wanted to ask that do we have this course of numerical analysis(problem soving through computer)in electrical engineering or not.

[numericalmethodsguy]

@Soumilbharatendu This is a course for scientists and engineers. I do not have specific course for EEs. You can look at the numericalmethods(dot)eng(dot)u­sf(dot)edu which has applications in EE of numerical methods.

[Soumilbharatendu]

Very nice,Thank you very much sir. Sir, could you just explain me one thing that what are A1,A2,A3,... I didn't understand that part very much

[numericalmethodsguy]

@Soumilbharatendu A1, A2, A3 are the approximate constants of proportionality. If true error is approximately proportional to h^2, then we can assume true error approximately = A1*h^2. For more details, go to numericalmethods(dot)eng(dot)u­sf(dot)edu, click on Keyword, click on Romberg, and read the textbook chapter. To get even more basic, click on Trapezoidal rule, read the error section of the textbook chapter and the video on the error section.

[numericalmethodsguy]

Soon, we will be annonating these new videos to link to the videos that show the formula derivation. Meanwhile, go to the playlist called Romberg at the numericalmethodsguy channel and you will see the derivation of the first order approximation.

[88Cosmic]

This is just a description of the formulas, i think that explaining how these formulas are deducted would be more important...