Error derivation in Romberg integration
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Computer Networks and Communications,Software
Link
http://link.springer.com/content/pdf/10.1007/BF01932961.pdf
Reference10 articles.
1. J. N. Lyness,An algorithm for Gauss-Romberg integration, BIT 12 (1972), 194–203.
2. T. Håvie,Some algorithms for numerical quadrature using the derivatives of the integrand in the integration interval, BIT 10 (1970), 277–294.
3. W. Tollmien,Über das Restglied der Mittelwertformeln für angenäherte Quadratur, Z. Angew. Math. Mech. 29 (1949), 193–198.
4. C. T. H. Baker and G. S. Hodgson,Asymptotic expansions for integration formulas in one or more dimensions, SIAM J. Num. Anal. 8 (1971), 473–780.
5. V. I. Krylov,Approximate calculation of integrals, Macmillan, New York and London (1962).
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