Richardson-extrapolated sequential splitting and its application

I. Faragó, Ágnes Havasi, Zahari Zlatev

Research output: Contribution to journalArticle

10 Citations (Scopus)

Abstract

During numerical time integration, the accuracy of the numerical solution obtained with a given step size often proves unsatisfactory. In this case one usually reduces the step size and repeats the computation, while the results obtained for the coarser grid are not used. However, we can also combine the two solutions and obtain a better result. This idea is based on the Richardson extrapolation, a general technique for increasing the order of an approximation method. This technique also allows us to estimate the absolute error of the underlying method. In this paper we apply Richardson extrapolation to the sequential splitting, and investigate the performance of the resulting scheme on several test examples.

Original languageEnglish
Pages (from-to)218-227
Number of pages10
JournalJournal of Computational and Applied Mathematics
Volume226
Issue number2
DOIs
Publication statusPublished - Apr 15 2009

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Richardson Extrapolation
Extrapolation
Time Integration
Approximation Methods
Numerical Solution
Grid
Estimate

Keywords

  • Convergence order
  • Diffusion-reaction problem
  • Operator splitting
  • Richardson extrapolation
  • Stiffness
  • UNI-DEM

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

Cite this

Richardson-extrapolated sequential splitting and its application. / Faragó, I.; Havasi, Ágnes; Zlatev, Zahari.

In: Journal of Computational and Applied Mathematics, Vol. 226, No. 2, 15.04.2009, p. 218-227.

Research output: Contribution to journalArticle

Faragó, I. ; Havasi, Ágnes ; Zlatev, Zahari. / Richardson-extrapolated sequential splitting and its application. In: Journal of Computational and Applied Mathematics. 2009 ; Vol. 226, No. 2. pp. 218-227.
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