Richardson’s Extrapolation
sites.math.washington.edu › ~greenbau › Math_498construct an extrapolation table to determine an order six approximation. Solution As before, we evaluate our series at h and h/2 and get: M = N1(h)+K1h2 +K2h4 +K3h6 +K4h8 +O(h10), and M = N1(h/2)+K1 h2 4 +K2 h4 16 +K3 h6 64 +K4 h8 256 +O(h10) Tim Chartier and Anne Greenbaum Richardson’s Extrapolation
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…