Systematic error-cancellation for sequences with known leading-order expansion. Eliminates the O(h^p) error term by combining two approximations at step sizes h and h/2. The trapezoidal rule plus Richardson gives Romberg integration —…
Systematic error-cancellation for sequences with known leading-order expansion. Eliminates the O(h^p) error term by combining two approximations at step sizes h and h/2. The trapezoidal rule plus Richardson gives Romberg integration —…