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In numerical analysis, Romberg's method [1] is used to estimate the definite integral by applying Richardson extrapolation [2] repeatedly on the trapezium rule or the rectangle rule (midpoint rule). The estimates generate a triangular array .
An example of Richardson extrapolation method in two dimensions. In numerical analysis, Richardson extrapolation is a sequence acceleration method used to improve the rate of convergence of a sequence of estimates of some value = ().
Romberg's method can be used to estimate the value of a definite integral by completing the values in a triangle of numbers. [12] The Boustrophedon transform uses a triangular array to transform one integer sequence into another. [13] In general, a triangular array is used to store any table indexed by two natural numbers where j ≤ i.
Integration is the basic operation in integral calculus.While differentiation has straightforward rules by which the derivative of a complicated function can be found by differentiating its simpler component functions, integration does not, so tables of known integrals are often useful.
In mathematics and numerical analysis, an adaptive step size is used in some methods for the numerical solution of ordinary differential equations (including the special case of numerical integration) in order to control the errors of the method and to ensure stability properties such as A-stability. Using an adaptive stepsize is of particular ...
In cases where the integration is permitted to extend over equidistant sections of the interval [,], the composite Boole's rule might be applied. Given N {\displaystyle N} divisions, where N {\displaystyle N} mod 4 = 0 {\displaystyle 4=0} , the integrated value amounts to: [ 4 ]
In mathematics, the definite integral ()is the area of the region in the xy-plane bounded by the graph of f, the x-axis, and the lines x = a and x = b, such that area above the x-axis adds to the total, and that below the x-axis subtracts from the total.
In 1995, Alan Jeffrey published his Handbook of Mathematical Formulas and Integrals. [22] It was partially based on the fifth English edition of Gradshteyn and Ryzhik's Table of Integrals, Series, and Products and meant as an companion, but written to be more accessible for students and practitioners. [22] It went through four editions up to 2008.