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On the Richardson Extrapolation as Applied to the Sequential Splitting Method

  • István Faragó
  • Ágnes Havasi
Part of the Lecture Notes in Computer Science book series (LNCS, volume 4818)

Abstract

It is known from the literature that applying the same ODE solver by using two different step sizes and combining appropriately the obtained numerical solutions at each time step we can increase the convergence order of the method. Moreover, this technique allows us to estimate the absolute error of the underlying method. In this paper we apply this procedure, widely known as Richardson extrapolation, to the sequential splitting, and investigate the performance of the obtained scheme on several test examples.

Keywords

Global Error Convergence Order Splitting Method Order Reduction Operator Splitting 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • István Faragó
    • 1
  • Ágnes Havasi
    • 2
  1. 1.Eötvös Loránd UniversityHungary
  2. 2.Eötvös Loránd UniversityBudapestHungary

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