Romberg extrapolation for Euler summation-based cubature on regular regions

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 cuba...

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Veröffentlicht in:GEM : international journal on geomathematics 2017, Vol.8 (2), p.169-182
Hauptverfasser: Freeden, W., Gerhards, C.
Format: Artikel
Sprache:eng
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Zusammenfassung: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 G ⊂ R q and derive an explicit representation for the remainder term.
ISSN:1869-2672
1869-2680
DOI:10.1007/s13137-017-0097-4