Category:Romberg Integration

This category contains results about Romberg Integration.
Definitions specific to this category can be found in Definitions/Romberg Integration.

Let $\closedint a b$ be a closed real interval.

Let $f$ be a function over $\closedint a b$.

Let Richardson extrapolation be iteratively applied with repeated trapezium rule approximations having subinterval lengths:

$h_k = \dfrac {b - a} {2^{k - 1} }$

for $k = 1, 2, \ldots$

This process is known as Romberg integration.