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.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.