ADVANCED RICHARDSON EXTRAPOLATION

The Classical Richardson Extrapolation is extremely popular for solving differential equations (even now, a century after its introduction), because it allows us to (a) improve the accuracy of the calculated numerical results and (b) obtain a reliable evaluation of the errors made during the computational process if and when this procedure is properly implemented. This book focuses on a new and significantly more accurate device called Advanced Richardson Extrapolation. The computational work per step is increased significantly when the Advanced Richardson Extrapolation is used. However, it will be shown that the accuracy of the computational process is also improved very considerably when different versions of the Advanced Richardson Extrapolation are properly implemented and used in the numerical treatment of different large-scale scientific and engineering problems. The intended audience consists of numerical modellers in any field, but particularly in environmental systems, as well as lecturers and graduate/PhD students interested in increasing their knowledge of applied mathematics.