Errors

In the lecture of today we provided the justification for the extrapolation formulas used in differentiation and integration.

The formula for Richardson extrapolation with central differences works because the central difference formula is an even function in h. This means that the power series in h contains only even powers of h.

The justification of Romberg integration involved the Euler Maclaurin summation formula. When stating the formula we observed that also here -- just like with Richardson extrapolation with central differences -- only even powers of h appeared. Thus the composite trapezoidal rule is an even function in h which explains the similarity in the extrapolation formulas for Romberg integration. In the sketch of the proof we defined the Bernoulli polynomials and the corresponding Bernoulli numbers.

A note on the Euler-Maclaurin summation formula is available