R - Richardson Extrapolation for Accurate Estimates

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SUMMARY

The discussion focuses on using Richardson Extrapolation to improve the accuracy of estimates for L based on the function $$\phi{h}=L-c_1h^{\frac{1}{2}}-c_2h^{\frac{2}{2}}-c_3h^{\frac{3}{2}}-...$$. The key formula derived is $$R_L=\frac{2^{1/2}\phi(h/2)-\phi(h)}{2^{1/2}-1}$$, which combines $$\phi{h}$$ and $$\phi(\frac{h}{2})$$ to yield a more precise estimate of L. The discussion emphasizes the importance of understanding the coefficients $$c_i$$ and their impact on the extrapolation process.

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blackthunder
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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
 

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