On the consistency and convergence of classical Richardson extrapolation as applied to explicit one-step methods

Autor: Teshome Bayleyegn, István Faragó, Ágnes Havasi
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Zdroj: Mathematical Modelling and Analysis, Vol 28, Iss 1 (2023)
Druh dokumentu: article
ISSN: 1392-6292
1648-3510
DOI: 10.3846/mma.2023.16283
Popis: The consistency of the classical Richardson extrapolation (CRE), a simple and robust computational device, is analysed for the case where the underlying method is an explicit one-step numerical method for ordinary differential equations with order of consistency one or two. It is shown in the classical framework that the CRE increases the order of consistency by one. The convergence of the method is proved by the assumption that the time-stepping operator of the base method has the Lipschitz property in its second argument.
Databáze: Directory of Open Access Journals