Romberg Integration

Abstract

Higher order approximations of an integral can be obtained from lower order ones in a systematic way. For 1-D integrals Romberg Integration is an example which is based upon the composite trapezoidal rule and the well-known Euler-Maclaurin expansion of the error. In this work, Mathematica is utilized to illustrate the method and the underlying theory in a symbolic fashion. This approach seems plausible for discussing integration in a numerical computing laboratory environment.