Romberg's method - Wikipedia
https://en.wikipedia.org/wiki/Romberg's_methodIn numerical analysis, Romberg's method (Romberg 1955) is used to estimate the definite integral ()by applying Richardson extrapolation (Richardson 1911) repeatedly on the trapezium rule or the rectangle rule (midpoint rule). The estimates generate a triangular array.Romberg's method is a Newton–Cotes formula – it evaluates the integrand at equally spaced points.
Richardson extrapolation - Wikipedia
https://en.wikipedia.org/wiki/Richardson_extrapolationIn numerical analysis, Richardson extrapolation is a sequence acceleration method used to improve the rate of convergence of a sequence of estimates of some value . In essence, given the value of for several values of , we can estimate by extrapolating the estimates to . It is named after Lewis Fry Richardson, who introduced the technique in the early 20th century, though the idea was already known to Christiaan Huygens in his calculation of π. In the words of Birkhoff and Rota, "its usefulne…