On a generalization of the Richardson extrapolation process (Q921845): Difference between revisions
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English | On a generalization of the Richardson extrapolation process |
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On a generalization of the Richardson extrapolation process (English)
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1990
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Let A(y) be a scalar function of a discrete or continuous variable y, defined for \(0<y\leq b<\infty\). Let there exist constants A and \(\alpha_ k\), \(k=1,2,...\), and functions \(\Phi_ k(y)\), \(k=1,2,...\), which form an asymptotic sequence in the sense that \(\Phi_{k+1}(y)=O(\Phi_ k(y))\quad as\quad y\to 0+,\) and assume that A(y) has the asymptotic expansion \(A(y)\sim A+\sum^{\infty}_{k=1}\alpha_ k\Phi_ k(y)\quad as\quad y\to 0+.\) Here A(y) and \(\Phi_ k(y)\), \(k=1,2,...\), are assumed to be known for \(0<y\leq b\), but A and \(\alpha_ k\), \(k=1,2,...\), are unknown. The problem is to approximate A, which, in many cases is \(\lim_{y\to 0+}A(y)\) when the latter exists. For each pair (j,p) of nonnegative integers, the solution for \(A^ j_ p\) of the system of linear equations \(A(y_ s)=A^ j_ p+\sum^{p}_{k=1}{\bar \alpha}_ k\cdot \Phi_ k(y_ s),\quad j\leq s\leq j+p,\) is taken as an approximation to A. Here \(y_ s\) is a decreasing sequence, \(s=1,2,...\), in (0,b], such that \(\lim_{s\to \infty} y_ s=0.\) The purpose of this paper is to present a detailed analysis for \(A^ j_ p\) for \(j\to \infty\) with p fixed, under the conditions \(\lim_{s\to \infty}\Phi_ k(y_{s+1})/\Phi_ k(y_ s)=b_ k\neq 1,\quad k=1,2,...,\) and \(b_ j\neq b_ k\text{ for } j\neq k.\) The author shows that \(A^ j_ p-A=O(\Phi_{p+1}(y_ j))\quad as\quad j\to \infty,\quad p\quad fixed,\) under the two conditions above, and gives precise rates of convergence of \({\bar \alpha}{}_ k\) to \(\alpha_ k\) for \(j\to \infty\) with p fixed. The results are applied to the trapezoidal rule approximation of integrals with end point singularities. Finally, some known results concerning the convergence of Levin's T- transformation are reconsidered in light of the results of the present paper.
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Richardson extrapolation
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recursive algorithm
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Euler-Maclaurin expansion
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asymptotic expansion
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rates of convergence
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trapezoidal rule
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end point singularities
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Levin's T-transformation
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