Romberg Quadrature via Richardson Extrapolation (Example)
Автор: JC-PhysicsMath
Загружено: 2025-11-20
Просмотров: 684
Описание:
This JC mini lecture presents an example of Romberg Quadrature through the method of Richardson Extrapolation. The goal is to demonstrate how repeated extrapolation applied to composite trapezoidal approximations produces rapidly convergent estimates of a definite integral. The lecture shows how successive refinement of step sizes leads to higher-order cancellation of error terms and how the Romberg table organizes these improvements. Numerical values are used to illustrate the reduction of error at each extrapolation level and to highlight the behaviour of convergence toward the exact integral.
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#NumerischeAnalyse #RombergQuadratur #RichardsonExtrapolation #Trapezregel #Fehlerreduktion #JCminiLecture #STEM #Mathematik
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