Article,

Integration over Multidimensional Hypercubes I. A Progressive Procedure

, and .
The Computer Journal, 6 (3): 264--270 (Nov 1, 1963)
DOI: 10.1093/comjnl/6.3.264

Abstract

A method of numerical integration is described which uses a low order integration rule to obtain a high order result. The error is successively reduced, using a method based on the idea of Richardson's deferred approach to the limit. The method is restricted to hypercubic domains.

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