Abstract

Romberg extrapolation is a long-known method to improve the convergence rate of the trapezoidal rule on intervals. For simple regions such as the cube [0,1]^q it is directly transferable to cubature in q dimensions. In this paper, we formulate Romberg extrapolation for Euler summation-based cubature on arbitrary q-dimensional regular regions mathcal {G}subset mathbb {R}^q and derive an explicit representation for the remainder term.

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