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Romberg quadrature using the Bulirsch sequence

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Summary.

In this note, we prove a conjecture of Bulirsch concerning the definiteness of the Romberg quadrature rules using the Bulirsch sequence. We compare these rules with the classical Romberg scheme and the Gaussian rules.

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  1. Institut für Angewandte Mathematik der TU Braunschweig, Pockelsstrasse 14, 38106 Braunschweig, Germany; e-mail: j-w.fischer@tu-bs.de, , , , , , DE

    J.-W. Fischer

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  1. J.-W. Fischer
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Received May 16, 2000 / Published online May 30, 2001

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Fischer, JW. Romberg quadrature using the Bulirsch sequence. Numer. Math. 90, 509–519 (2002). https://doi.org/10.1007/s002110100271

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  • DOI: https://doi.org/10.1007/s002110100271

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