Finite observations do not certify Richardson extrapolation accuracy
ID: finite-observations-do-not-certify-richardson-extrapolation-accuracy
Richardson extrapolation cancels a specified leading term in an asymptotic expansion, but an unquantified remainder does not certify a numerical error at two finite parameter values. For any positive distinct parameters and prescribed observations , every candidate limit can be made consistent with a model : choose to solve for . The coefficient matrix has nonzero determinant . Thus the observations alone cannot identify , even though every model has exactly the advertised remainder in Big O notation. Quantitative remainder bounds or additional information are needed for an error certificate.
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