Extrapolation quadrature from equispaced samples of functions with jumps
نویسندگان
چکیده
Abstract Based on the Euler–Maclaurin formula, Romberg quadrature method extrapolates trapezoidal values to improve their accuracy when computing integral of smooth functions from equispaced samples. It has been known at least since an article Lyness in 1971 that formula may be extended accommodate with jumps. In present work, we develop extrapolation method, based this for such discontinuous functions. We illustrate numerical examples, using one as well several sample vectors.
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ژورنال
عنوان ژورنال: Numerical Algorithms
سال: 2022
ISSN: ['1017-1398', '1572-9265']
DOI: https://doi.org/10.1007/s11075-022-01462-0