Error bounds for Romberg quadrature

DOI10.1007/S002110050424MaRDI QIDQ1806009zbMATH OpenOpenAlexFDO

Authors Jan Fischer, Helmut Brass

Publication date 1 November 1999

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110050424

zbMATH Keywords

error boundsGauss quadraturecomparison of methodsextrapolation to the limitRomberg quadrature

Mathematics Subject Classification ID

Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55) Extrapolation to the limit, deferred corrections (65B05) Remainders in approximation formulas (41A80)

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Cited in

(8)

• A divergent sequence of Romberg integrals
• Some numerical applications of generalized Bernstein operators
• On extrapolation of Jagerman and Stetter rules
• Romberg quadrature using the Bulirsch sequence
• Error bounds for numerical integration of functions of lower smoothness and Gauss-Legendre quadrature rule
• Revisited optimal error bounds for interpolatory integration rules
• A Chebyshev-Markov-Stieltjes separation type theorem for classical Romberg quadrature
• Rounding error analysis of divided differences schemes: Newton's divided differences; Neville's algorithm; Richardson extrapolation; Romberg quadrature; etc.

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