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Derivation of explicit expressions for the error terms in the ordinary and the modified Romberg algorithms

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Abstract

It is proved that the error terms for both the ordinary and the modified Romberg algorithms may be expressed in terms of Bernoulli polynomials and their related periodic functions. The properties of the error terms may thus be described using the known properties of the Bernoulli polynomials and functions.

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References

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On leave of absence from Kjeller Computer Installation, Norway

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Håvie, T. Derivation of explicit expressions for the error terms in the ordinary and the modified Romberg algorithms. BIT 9, 18–29 (1969). https://doi.org/10.1007/BF01933536

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  • DOI: https://doi.org/10.1007/BF01933536

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