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Evaluating a double integral using Euler's method and Richardson extrapolation

Published 12 May 2023 in math.NA and cs.NA | (2305.07777v1)

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.

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Authors (1)

  1. J. S. C. Prentice 

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