Chapter 07.

05
Romberg Rule for Integration-More Examples
Electrical Engineering
Example 1
All electrical components, especially off-the-shelf components do not match their nominal
value. Variations in materials and manufacturing as well as operating conditions can affect
their value. Suppose a circuit is designed such that it requires a specific component value,
how confident can we be that the variation in the component value will result in acceptable
circuit behavior? To solve this problem a probability density function is needed to be
integrated to determine the confidence interval. For an oscillator to have its frequency within
5% of the target of 1 kHz, the likelihood of this happening can then be determined by finding
the total area under the normal distribution for the range in question:
2 .9 x2
1 2
1      e dx
 2.15 2

Table 1 Values obtained for Trapezoidal rule.

a) Use Richardson’s extrapolation formula to find the frequency. Use the 2-segment and
4-segment Trapezoidal rule results given in Table 1.
b) Find the true error, E t , for part (a).
c) Find the absolute relative true error for part (a).
Solution

a) I 2  0.99637
I 4  0.96969
Using Richardson’s extrapolation formula for Trapezoidal rule
I  In
TV  I 2 n  2 n
3
and choosing n  2 ,
I  I2
TV  I 4  4
3

07.05.1
07.05.2 Chapter 07.05

0.96969  0.99637
 0.96969 
3
 0.96078

b) The exact value of the above integral cannot be found. For calculating the true error and
relative true error, we assume the value obtained by adaptive numerical integration using
Maple as the exact value.
2 .9 x2
1 2
1      e dx
 2.15 2
 0.98236
So the true error is
Et  True Value  Approximate Value
 0.98236  0.96078
 0.021560

c) The absolute relative true error, t , would then be

Table 2 shows the Richardson’s extrapolation results using 1, 2, 4, 8 segments. Results are
compared with those of Trapezoidal rule.

Table 2 Values obtained using Richardson’s extrapolation formula for Trapezoidal rule for
2 .9 x2
1 2
1      e dx
 2.15 2

t for
Trapezoidal t for Trapezoidal Richardson’s
n Richardson’s
Rule Rule % Extrapolation
Extrapolation %
1 0.11489 88.3 -- --
2 0.99637 1.427 1.2902 31.337
4 0.96969 1.289 0.96078 2.1947
8 0.97901 0.3404 0.98212 0.024422

Example 2
All electrical components, especially off-the-shelf components do not match their nominal
value. Variations in materials and manufacturing as well as operating conditions can affect
their value. Suppose a circuit is designed such that it requires a specific component value,
Romberg Rule for Integration-More Examples: Electrical Engineering 07.05.3

how confident can we be that the variation in the component value will result in acceptable
circuit behavior? To solve this problem a probability density function is needed to be
integrated to determine the confidence interval. For an oscillator to have its frequency within
5% of the target of 1 kHz, the likelihood of this happening can then be determined by finding
the total area under the normal distribution for the range in question:
2 .9 x2
1 2
1      e dx
 2.15 2

Use Romberg’s rule to find the frequency. Use the 1, 2, 4, and 8-segment Trapezoidal rule
results as given.
Solution
From Table 1, the needed values from original Trapezoidal rule are
I 1,1  0.11489
I 1, 2  0.99637
I 1,3  0.96969
I 1, 4  0.97901
where the above four values correspond to using 1, 2, 4 and 8 segment Trapezoidal rule,
respectively. To get the first order extrapolation values,
I 1, 2  I 1,1
I 2,1  I 1, 2 
3
0.99637  0.11489
 0.99637 
3
 1.2902
Similarly
I 1,3  I 1, 2
I 2, 2  I 1,3 
3
0.96969  0.99637
 0.96969 
3
 0.96080
I 1, 4  I 1,3
I 2,3  I 1, 4 
3
0.97901  0.96969
 0.97901 
3
 0.98212
For the second order extrapolation values,
I 2, 2  I 2,1
I 3,1  I 2, 2 
15
0.96080  1.2902
 0.96080 
15
 0.93884
Similarly,
I 2,3  I 2, 2
I 3, 2  I 2,3 
15
07.05.4 Chapter 07.05

0.98212  0.96080
 0.98212 
15
 0.98354
For the third order extrapolation values,
I 3, 2  I 3,1
I 4,1  I 3, 2 
63
0.98354  0.93884
 0.98354 
63
 0.98425
Table 2 shows these increased correct values in a tree graph.

Table 3 Improved estimates of value of integral using Romberg integration.

1st Order 2nd Order 3rd Order

1-segment 0.11489
1.2902
0.93884
2-segment 0.99637
0.98425
0.96080
0.98354
4-segment 0.96969
0.98212

8-segment 0.97901