Abstract
Anders [1] showed, that the remainder term ofn-dimensional Romberg integrationT m,k is of orderO(4−km) fork → ∞. Here, by induction overn and the results [2] forn = 1, an explicit formula is derived, giving the precise constants. It follows, that forf continuous andm +k → ∞ theT m,k are converging to the value of the integral.
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Literatur
Anders, E. B.: An extension of Romberg integration procedures toN variables. JACM13, 505–510 (1966).
Bauer, F. L., Rutishauser, H., Stiefel, E.: New aspects in numerical quadrature. Proc. Symp. Appl. Math. 15, 199–218 (1963).
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Schönhage, A., Schönhage, A. Mehrdimensionale Romberg-Integration. Numer. Math. 14, 299–304 (1970). https://doi.org/10.1007/BF02163338
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DOI: https://doi.org/10.1007/BF02163338