Romberg Integration: A Symbolic Approach with Mathematica
Date
2003-08-08
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Abstract
Higher order approximations of an integral can be obtained
from lower order ones in a systematic way. For 1-D integrals Romberg
Integration is an example which is based upon the composite trapezoidal
rule and the well-known Euler-Maclaurin expansion of the error. In this
work, Mathematica is utilized to illustrate the method and the under lying theory in a symbolic fashion. This approach seems plausible for
discussing integration in a numerical computing laboratory environment.
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Keywords
computer engineering