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) that interpolates ( ) at = 0 and 0 2. Thus, let
1(
zth= zth zth Oh yt zth= zth R th zth h h h= ( ) = 0( ) + 1( ) R1 t h t t h: The interpolation conditions require
( z t h0 and
( ) = 0( ) + 1( )
t t h0 2) = 0 ( ) + 1 (2)
2 z t h0 = t t h0 : z(t,h)
z(t,h 0 )
R 1 (t,h)
z(t,h 0 /2)
R 1 (t,0) h 0/2 h0 h Figure 4.1.1: Interpretation of Richardson's extrapolation for Example 4.1.1.
Thus,
0 2) ; ( =2 ( z t h0 = z t h0 ) 1 =2 (
h0 2) ; ( z t h0 = z t h0 )] : As shown in Figure 4.1.1, the higherorder solution is obtained as
( 0) = R1 t 0 2) ; ( =2 ( z t h0 = ) z t h0 : The general extrapolation procedure consists of generating a sequence of solutions
( j ), = 0 1
, with 0 1
q and interpolating these solutions by an
0
degree polynomial q ( ). The desired higherorder approximation is the value of
0
the interpolating polynomial at = 0, i.e., q ( 0). The meaning of the superscript 0
will become clear shortly.
The AitkenNeville algorithm provides a simple way of generating the necessary approximations in the form a recurrence relation where higherorder solutions are obtained
i
from lowerorder ones. Suppressing the dependence, let q ( ) be the unique polynomial
of degree that satis es the interpolation conditions
zth j ::: q h q th R >h > ::: > h th h R t t R h q i
q (h) = z (t hj ) R Consider R i
q (h) j = ii +1 ::: i + q: (4.1.3) in the form
i
i
q (h) = iq (h)Rq R 1 ; ( ) + (1 ;
h 3 i+1
iq (h))Rq 1 (h)
; (4.1.4a) where iq (h) is a linear polynomial in . By assumption,...
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 Spring '14
 JosephE.Flaherty

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