R - Richardson Extrapolation for Accurate Estimates

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Hey, I was hoping someone could help me with this question I can't get at all.

If $$\phi{h}=L-c_1h^{\frac{1}{2}}-c_2h^{\frac{2}{2}}-c_3h^{\frac{3}{2}}-...$$ , then what combination of $$\phi{h}$$ and $$\phi(\frac{h}{2})$$ should give a more accurate estimate of L.

Thanks for any help.
 
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blackthunder said:
Hey, I was hoping someone could help me with this question I can't get at all.

If $$\phi{h}=L-c_1h^{\frac{1}{2}}-c_2h^{\frac{2}{2}}-c_3h^{\frac{3}{2}}-...$$ , then what combination of $$\phi{h}$$ and $$\phi(\frac{h}{2})$$ should give a more accurate estimate of L.

Thanks for any help.

Assuming that the \(c_i\)s are unknown we can write:

\[\phi( h)=L-c_1h^{1/2}+O( h)\]

and \(n=1/2\) in the Richardson extrapolation formula and so the Richardson extrapolation for \(L\) is:

\[R_L=\frac{2^{1/2}\phi(h/2)-\phi( h)}{2^{1/2}-1}\]

CB
 

Related to R - Richardson Extrapolation for Accurate Estimates

What is Richardson Extrapolation?

Richardson Extrapolation is a numerical method used to improve the accuracy of a calculation by combining approximations of the same quantity from multiple calculations with varying degrees of precision.

How does Richardson Extrapolation work?

Richardson Extrapolation works by taking two or more approximations of the same quantity, with different step sizes or levels of precision, and using a weighted average to obtain a more accurate estimate of the quantity.

What are the benefits of using Richardson Extrapolation?

Richardson Extrapolation can greatly improve the accuracy of a calculation, especially when the initial approximations are not very precise. It can also provide valuable insights into the error and convergence rate of the original calculation.

What are some common applications of Richardson Extrapolation?

Richardson Extrapolation is commonly used in numerical analysis, scientific computing, and engineering to improve the accuracy of finite difference approximations, numerical integration, and numerical solutions to differential equations.

What are the limitations of Richardson Extrapolation?

Richardson Extrapolation assumes that the errors in the initial approximations are of a similar magnitude and have a specific relationship with the step size. It may not work well if these assumptions are not met, and it may also introduce additional errors if the step size is too large.

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