Mehrdimensionale Romberg-Integration
Die das \(n\)-dimensionale Integral \(\int_B f(x)\,dx\) über \(B=[0,1]^n\subseteq \mathbb R^n\) approximierenden \(T_{n,k}(f)\) der Romberg-Integration werden in Analogie zum Fall \(n=1\) gebildet. Besitzt \(f\) in \(B\) stetige partielle Ableitungen bis zur Ordnung \(2m\), dann gilt die Restgliedformel \[ \int_B f(x)\,dx-T_{m,k}(f)=\frac 1{4^{mk}} \sum_{|\tau| =m} \sigma(\tau)\gamma_\tau f^{(2\tau)}(\xi_\tau) \] mit \(\tau=(\tau_1,\ldots,\tau_n)\), \(|\tau| =\sum_{\nu=1}^n \tau_\nu\), \(\sigma(\tau)=(-1)^{\text{Anzahl der }\tau_\nu>0}\), \(f^{(2\tau)}=\partial^{2 |\tau|}f/\partial x_1^{2\tau_1}\cdots \partial x_n^{2\tau_n}\) an Zwischenstellen \(\xi_\tau\in B\) und den aus Bernoulli-Zahlen gebildeten Konstanten \[ \gamma_\tau=\frac 1{2^{m(m-1)}} \prod_{nu=1}^n \frac{| B_{2\tau_\nu}|}{(2\tau_\nu)!}=\frac 1{2^{m(m-1)} (2\pi)^{2m}} \prod_{\tau_\nu\neq 0}(2\zeta(2\tau_\nu)). \] Für stetige \(f\) gilt \[ \lim_{n+k\to\infty} T_{n,k}(f)=\int_B f(x)\,dx. \]
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- Romberg integration: the importance of being analytical
- scientific article; zbMATH DE number 4002739 (Why is no real title available?)
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