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In 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 A ( h ) {\displaystyle A(h)} for several values of h {\displaystyle h} , we can estimate A ∗ {\displaystyle A^{\ast }} by extrapolating the ...
After trapezoid rule estimates are obtained, Richardson extrapolation is applied. For the first iteration the two piece and one piece estimates are used in the formula 4 × (more accurate) − (less accurate) / 3 . The same formula is then used to compare the four piece and the two piece estimate, and likewise for the higher estimates
In numerical analysis, the Bulirsch–Stoer algorithm is a method for the numerical solution of ordinary differential equations which combines three powerful ideas: Richardson extrapolation, the use of rational function extrapolation in Richardson-type applications, and the modified midpoint method, [1] to obtain numerical solutions to ordinary ...
Modified Richardson iteration is an iterative method for solving a system of linear equations. Richardson iteration was proposed by Lewis Fry Richardson in his work dated 1910. It is similar to the Jacobi and Gauss–Seidel method. We seek the solution to a set of linear equations, expressed in matrix terms as
Methods based on Richardson extrapolation, [14] such as the Bulirsch–Stoer algorithm, [15] [16] are often used to construct various methods of different orders. Other desirable features include: dense output: cheap numerical approximations for the whole integration interval, and not only at the points t 0, t 1, t 2, ...
Lewis Fry Richardson, FRS [1] (11 October 1881 – 30 September 1953) was an English mathematician, physicist, meteorologist, psychologist, and pacifist who pioneered modern mathematical techniques of weather forecasting, and the application of similar techniques to studying the causes of wars and how to prevent them.
It is natural to ask what the result would be if the step size were allowed to approach zero. This can be answered by extrapolating the result from two or more nonzero step sizes, using series acceleration methods such as Richardson extrapolation. The extrapolation function may be a polynomial or rational function.
Extrapolation; R. Richardson extrapolation This page was last edited on 2 January 2023, at 17:10 (UTC). Text is available under the Creative ...