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Numerical Integration: Romberg's Method
Romberg's method is a powerful numerical integration technique that uses refinements of the extended trapezoidal rule to reduce error in definite integrals.
Contributed by:
Eugenio Bravo Sevilla
SNAPSHOTS
DETAILS
Each element of the column
is calculated from the elements of the preceding column,
, using the expression
.
The elements of the first column are calculated using the trapezoidal rule with
subdivisions.
RELATED LINKS
Romberg Integration
(
Wolfram
MathWorld
)
Trapezoidal Rule
(
Wolfram
MathWorld
)
PERMANENT CITATION
"
Numerical Integration: Romberg's Method
" from
the Wolfram Demonstrations Project
http://demonstrations.wolfram.com/NumericalIntegrationRombergsMethod/
Contributed by:
Eugenio Bravo Sevilla
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