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 |
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Hauptverfasser: | , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
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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. |
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ISSN: | 1869-2672 1869-2680 |
DOI: | 10.1007/s13137-017-0097-4 |