Romberg quadrature using the Bulirsch sequence

DOI10.1007/S002110100271MaRDI QIDQ1348922zbMATH OpenOpenAlexFDO

Authors Jan Fischer

Publication date 21 May 2002

Published in Numerische Mathematik (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s002110100271

zbMATH Keywords

Bulirsch sequenceGaussian rulesRomberg quadrature

Mathematics Subject Classification ID

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

Review text

The paper proves a conjecture by R. Bulirsch concerning the definiteness of the Romberg quadrature rules using the Bulirsch sequence, and compares these rules with the classical Romberg scheme and the Gaussian rules.

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(3)

• Rounding error analysis of divided differences schemes: Newton's divided differences; Neville's algorithm; Richardson extrapolation; Romberg quadrature; etc.
• A divergent sequence of Romberg integrals
• A Chebyshev-Markov-Stieltjes separation type theorem for classical Romberg quadrature

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