Romberg Quadrature via Richardson Extrapolation (Example)
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YouTubeJC-PhysicsMath
Romberg Quadrature via Richardson Extrapolation (Example)
This JC mini lecture presents an example of Romberg Quadrature through the method of Richardson Extrapolation. The goal is to demonstrate how repeated extrapolation applied to composite trapezoidal approximations produces rapidly convergent estimates of a definite integral. The lecture shows how successive refinement of step sizes leads to ...
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