Romberg Integration - USM
j;1, and they are weighted correctly relative to one another. It follows that for j > 1, if we split the summation in the algorithm into two summations containing odd- and even-numbered terms, respectively, we obtain T j;1 = h 2 2 4f(a) + 2 2X j 2 j=1 f(a+ (2j 1)h) + …
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