Richardson’s extrapolation.

            Define for the mid-point trap rule

           

or for the end point rule

           

in either case to lowest order

           

so evaluate with h1  and then with h2 and eliminate a to find

           

so that

           

 

Using terms up to h4

With h1 =1 and h2 = 1/2

 

See also..\Fittery\nlfit-r\StdDev\3ptLinFit.docx