Richardson extrapolation and Romberg integration (Q793711)

This paper reviews the historical background of some related techniques of numerical analysis chiefly associated with L. F. Richardson and W. Romberg. The application of extrapolation processes in connection with the classical problem of the quadrature of the circle and the development of some of the most frequently exployed rules for approximate integration have been discussed in detail. It is also shown that many of the principal features of the foregoing numerical analysis techniques developed in modern times were anticipated in such works as \textit{Colin Maclaurin} (1742), A treatise on fluxions (2 volumes), Edinburgh, and \textit{J. F. Saigey} (1959), Problèmes d'arithmétique et exercises de calcul du second degré avec les solutions raisonnées, Paris.