Evaluating a double integral using Euler's method and Richardson extrapolation
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arXiv
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| Format: | Preprint |
| Veröffentlicht: |
2023
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| _version_ | 1866909424913743872 |
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| author | Prentice, J. S. C. |
| author_facet | Prentice, J. S. C. |
| contents | We transform a double integral into a second-order initial value problem, which we solve using Euler's method and Richardson extrapolation. For an example we consider, we achieve accuracy close to machine precision (1e-15). We also use the algorithm to determine the error curve for a Simpson cubature rule. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2305_07777 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Evaluating a double integral using Euler's method and Richardson extrapolation Prentice, J. S. C. Numerical Analysis We transform a double integral into a second-order initial value problem, which we solve using Euler's method and Richardson extrapolation. For an example we consider, we achieve accuracy close to machine precision (1e-15). We also use the algorithm to determine the error curve for a Simpson cubature rule. |
| title | Evaluating a double integral using Euler's method and Richardson extrapolation |
| topic | Numerical Analysis |
| url | https://arxiv.org/abs/2305.07777 |