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New variant for the Romberg Integration Method
Message #1 Posted by Namir on 18 Apr 2012, 12:48 a.m.

Hi All,

I just posted, on my web site, the following article for a new variant for the Romberg method. The article actually looks at several variants and selects the best one.

Enjoy!!

Namir

Edited: 18 Apr 2012, 12:49 a.m.

      
Re: New variant for the Romberg Integration Method
Message #2 Posted by Matt Agajanian on 18 Apr 2012, 12:50 a.m.,
in response to message #1 by Namir

Thanks. This should be intriguing

      
Re: New variant for the Romberg Integration Method
Message #3 Posted by Nick_S on 18 Apr 2012, 5:17 a.m.,
in response to message #1 by Namir

Using both the HP-15c and Wolfram Alpha I get values that differ from yours for these examples:

ln(x)/x integrate 1 to 100 = 10.60378

x in radians
sin(x) integrate 1e-10 to pi/4 = 0.2928932

Nick

Edited: 18 Apr 2012, 5:27 a.m.

            
Re: New variant for the Romberg Integration Method
Message #4 Posted by Namir on 18 Apr 2012, 7:16 a.m.,
in response to message #3 by Nick_S

Nick,

Thanks for the corrections. I n the case of the sin(x), I meant sin(x)/x. I posted the article with the corrected results.

Namir

Edited: 18 Apr 2012, 7:29 a.m. after one or more responses were posted

                  
Re: New variant for the Romberg Integration Method
Message #5 Posted by Valentin Albillo on 18 Apr 2012, 7:24 a.m.,
in response to message #4 by Namir

Quote:
Nick,

Thanks for the corrections. I n the case of the sin(x), I meant sin(x)/x. I should posted a corrected article very shortly.

Namir


The standard name for the sin(x)/x function is sinc(x), an abbreviation of sinus cardinalis (i.e.: cardinal sine).

Regards from V.

                        
Re: New variant for the Romberg Integration Method
Message #6 Posted by Namir on 18 Apr 2012, 7:31 a.m.,
in response to message #5 by Valentin Albillo

Right you are! And I learned a new function name. Alpha Worlfram recognized the sinc(x) funcion!!

:=)

                              
Re: New variant for the Romberg Integration Method
Message #7 Posted by Paul Dale on 18 Apr 2012, 7:39 a.m.,
in response to message #6 by Namir

So does the 34S :-)

- Pauli

                              
Re: New variant for the Romberg Integration Method
Message #8 Posted by Valentin Albillo on 18 Apr 2012, 9:45 a.m.,
in response to message #6 by Namir

Quote:
Right you are! And I learned a new function name. Alpha Worlfram recognized the sinc(x) funcion!!

:=)


I'm glad you did, I also learn new things each and every day.

About the sinc(x) function, it has many interesting properties and quirks but the one I find most uncanny is this: a little computation or theoretical work will quickly stablish the following results:

  • I1 = Integral( 0, Infinity, sinc(x) dx) = Pi/2

  • I2 = Integral( 0, Infinity, sinc(x)*sinc(x/3) dx) = Pi/2

  • I3 = Integral( 0, Infinity, sinc(x)*sinc(x/3)*sinc(x/5) dx) = Pi/2

  • I4 = Integral( 0, Infinity, sinc(x)*sinc(x/3)*sinc(x/5)*sinc(x/7) dx) = Pi/2

  • I5 = Integral( 0, Infinity, sinc(x)*sinc(x/3)*sinc(x/5)*sinc(x/7)*sinc(x/9) = Pi/2

  • I6 = Integral( 0, Infinity, sinc(x)*sinc(x/3)*sinc(x/5)*sinc(x/7)*sinc(x/9)*sinc(x/11) = Pi/2

  • I7 = Integral( 0, Infinity, sinc(x)*sinc(x/3)*sinc(x/5)*sinc(x/7)*sinc(x/9)*sinc(x/11)*sinc(x/13) = Pi/2

but lo and behold, we unexpectedly find that

  • I8 = Integral( 0, Infinity, sinc(x)*sinc(x/3)*sinc(x/5)*sinc(x/7)*sinc(x/9)*sinc(x/11)*sinc(x/13)*sinc(x/15) = Pi/2.0000000000294+ !!

You might want to check this amazing fact by trying and computing said integrals I1, I2, ..., I8 using the 34S' extreme precision capabilities, it would be a fine test for any numerical integration procedure such as yours ! ... XD

Best regards from V.

                        
Re: New variant for the Romberg Integration Method
Message #9 Posted by Nick_S on 18 Apr 2012, 7:47 a.m.,
in response to message #5 by Valentin Albillo

This brings back memories as the sinc function was one of the first things I plotted as a teenager on my newly acquired Sinclair ZX81 computer.

Nick


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