The leading error term can be removed by comparing the two step sizes and :
Multiply the second expression by four and subtract the first. The terms cancel, so the first Richardson extrapolation step is
Repeat with and , now cancelling the fourth-order error using the factor . In general, with ,
Under the stated even-power expansion, successive columns have errors of orders . Each step uses the known scaling of the leading error to eliminate its unknown coefficient.

Articles by others on the same topic (0)

There are currently no matching articles.