Ημερομηνία: Πέμπτη 16 Ιανουαρίου 2020
Ώρα: 13:00
Αίθουσα: Γ31

Ομιλητής: Jean–Paul Berrut, University of Fribourg, Switzerland

Τίτλος: Richardson–Romberg quadrature from equispaced samples of functionswith jumps

Περίληψη: On the basis of the Euler–Maclaurin formula, the Romberg quadrature method extrapolates trapezoidal values to improve their accuracy when integrating smooth functions from equispaced samples. At least since an article of Lyness in 1971, one knows that the validity of the Euler–Maclaurin formula may be extended to functions with jumps. In the present work, we develop an extrapolation method based on this extended formula for the quadrature of such functions with jumps