Extrapolation quadrature from equispaced samples of functions with jumps
Extrapolation quadrature from equispaced samples of functions with jumps
Abstract Based on the Euler–Maclaurin formula, the Romberg quadrature method extrapolates trapezoidal values to improve their accuracy when computing the integral of smooth functions from equispaced samples. It has been known at least since an article of Lyness in 1971 that the Euler–Maclaurin formula may be extended to accommodate functions …