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The Computer Journal 1967 10(1):87-93; doi:10.1093/comjnl/10.1.87
© 1967 by British Computer Society
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Romberg integration for a class of singular integrands

L. Fox *

Oxford Computing Laboratory, 19 Parks Road, Oxford, UK

Simpson's rule and the trapezoidal rule are members of a particular class of approximate quadrature formulae. They have previously been used in connection with the deferred approach to the limit, or Romberg integration, which take account of the correcting terms. New correcting expressions are here obtained, and used with the extrapolation process, for three quadrature formulae and for integrands with an infinity in function or first derivative at the limits of integration.


* Oxford Computing Laboratory, 19 Parks Road, Oxford.


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