Richardson extrapolation

Common card · No. 405205

In numerical analysis, Richardson extrapolation is a method used to estimate some value A ∗ = lim h → 0 A ( h ) {\displaystyle A^{\ast }=\lim _{h\to 0}A(h)} if the truncation error is known to have a (possibly 1-sided) power-series expansion at h = 0 {\displaystyle h=0} . The method is most often applied as a sequence acceleration method to improve the rate of convergence of iterative methods. It is named after Lewis Fry Richardson, who introduced the technique in the early 20th century, though a form of the idea was already known to Christiaan Huygens in the 17th century and used his calculation of π {\displaystyle \pi } . Practical applications of Richardson extrapolation...

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