Error bounds for Romberg quadrature

Citation
H. Brass et Jw. Fischer, Error bounds for Romberg quadrature, NUMER MATH, 82(3), 1999, pp. 389-408
Citations number
17
Categorie Soggetti
Mathematics
Journal title
NUMERISCHE MATHEMATIK
ISSN journal
0029599X → ACNP
Volume
82
Issue
3
Year of publication
1999
Pages
389 - 408
Database
ISI
SICI code
0029-599X(199905)82:3<389:EBFRQ>2.0.ZU;2-R
Abstract
Denote by R [f] the error of a Romberg quadrature rule applied to the funct ion f. We determine approximately the constants in the bounds of the types \ R [f]\ I const sup \ f((mu)) (x)\ and R [f] less than or equal to constVa r f((mu-1)) (mu = 1, 2,...) for all classical Romberg rules. By a compariso n with the corresponding constants of the Gaussian rule we give the stateme nt "The Gaussian quadrature rule is better than the Romberg method" a preci se meaning.