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6.2.2-Numerical Integration: Romberg Integration and Richardson's Extrapolation
Chapter 02.02: Lesson: Richardson's Extrapolation Formula for Differentiation: Example
Chapter 02.02: Lesson: Richardson's Extrapolation Formula for Differentiation: Theory
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Last Updated: October 18, 2026
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Summary
Wen Shen, Penn State University. Lectures are based on my book: "An Introduction to Numerical Computation", published by ... For online education purposes only! These videos were created to accompany a university course, Numerical Methods for Engineers, taught Spring 2013. The text ... All right so now we're going to talk about what is called Here we examine methods for approximating the derivative. We use Taylor series to determine the error of our approximations ... Let's go through a couple of the examples using Richard Basics of setting up and applying This video introduces the Romberg's method which utilizes