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5 Asymptotic Error Expansion

According to the survey paper [1], a standard extrapolation procedure based on an asymptotic error expansion was introduced. Suppose u is the exact solution at a certain fixed nodal point, tex2html_wrap_inline6349 is its numerical approximation depending on the step size h. Assume we have the relation

eqnarray862

where tex2html_wrap_inline6353 is an increasing sequence of positive numbers.

In each experiment, we will compute the numerical solution at each nodal point with different step size h, let the sequence of the numerical approximation at each node point be tex2html_wrap_inline6357 . Then we can compare the numerical solutions with the exact solution at different nodal points. Afterwards, we can evaluate the ratio of two consecutive errors, that is

eqnarray864

From (5.2), we hope that this ratio will tend to a certain number. Depending on the ratio, we can determine tex2html_wrap_inline6359 . The Richardson extrapolation technique is now used to increase the accuracy of the numerical solutions. Denote tex2html_wrap_inline6361 , then for i=1 , we have

eqnarray866

Repeat the same process, we can find the successive tex2html_wrap_inline6365 's and using the following general formula to find the more accurate approximations

eqnarray868

Then we have

eqnarray870
 


Cheung Sau Hung

Wed Sep 15 10:03:39 HKT 1999