Evaluating a double integral using Euler's method and Richardson extrapolation
Numerical Analysis
2024-12-13 v1 Numerical Analysis
Abstract
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.
Cite
@article{arxiv.2305.07777,
title = {Evaluating a double integral using Euler's method and Richardson extrapolation},
author = {J. S. C. Prentice},
journal= {arXiv preprint arXiv:2305.07777},
year = {2024}
}
Comments
17p, 4 figs