Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Richardson extrapolation
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
=== Notation === Let <math>A_0(h)</math> be an approximation of ''<math>A^*</math>''(exact value) that depends on a step size {{mvar|h}} (where <math display="inline">0 < h < 1</math>) with an [[Approximation error|error]] formula of the form <math display="block"> A^* = A_0(h)+a_0h^{k_0} + a_1h^{k_1} + a_2h^{k_2} + \cdots </math> where the <math>a_i</math> are unknown constants and the <math>k_i</math> are known constants such that <math>h^{k_i} > h^{k_{i+1}}</math>. Furthermore, <math>O(h^{k_i})</math> represents the [[truncation error]] of the <math>A_i(h)</math> approximation such that <math>A^* = A_i(h)+O(h^{k_i}).</math> Similarly, in <math>A^*=A_i(h)+O(h^{k_i}),</math> the approximation <math>A_i(h)</math> is said to be an <math>O(h^{k_i})</math> approximation. Note that by simplifying with [[Big O notation]], the following formulae are equivalent: <math display="block"> \begin{align} A^* &= A_0(h) + a_0h^{k_0} + a_1h^{k_1} + a_2h^{k_2} + \cdots \\ A^* &= A_0(h)+ a_0h^{k_0} + O(h^{k_1}) \\ A^* &= A_0(h)+O(h^{k_0}) \end{align} </math>
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)