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Romberg: 1/x² from 1 to 2

Short answer

Applying Richardson extrapolation to trapezoidal values with h=1, 0.5, 0.25, 0.125 yields the Romberg estimate 0.3218.

Use Romberg's method to compute ∫ from 1 to 2 of dx/(1 + x²).

Romberg's method applies Richardson extrapolation, R(i,j) = [4ʲ·R(i,j−1) − R(i−1,j−1)] / (4ʲ − 1), to the trapezoidal values T(h) with h = 1, 0.5, 0.25, 0.125.

f(x) = 1/(1+x²), a = 1, b = 2.

Trapezoidal values

T(1)     = (1/2)[f(1)+f(2)]                          = 0.3500
T(0.5)   = ½T(1) + 0.5·f(1.5)                        = 0.3288
T(0.25)  = ½T(0.5) + 0.25[f(1.25)+f(1.75)]           = 0.3235
T(0.125) = ½T(0.25) + 0.125[f(1.125)+f(1.375)+f(1.625)+f(1.875)] = 0.3222

Romberg table

hT (order h²)R1 (order h^4)R2 (order h^6)R3 (order h^8)
1.00000.3500
0.50000.32880.3218
0.25000.32350.32170.3217
0.12500.32220.32180.32180.3218

Answer: ∫₁² dx/(1+x²) ≈ 0.3218 (exact value tan⁻¹2 − tan⁻¹1 = 0.3218).

✓ Answer checked by Claude Opus 5.5 (high effort)

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