Richardson extrapolation combined with the sequential splitting procedure and the \(\theta \)-method (Q432259): Difference between revisions

The authors use the Richardson extrapolation to solve numerically the initial value problem for a system of differential equations of the form \[ y'(t) = f_{1}(t,y)+f_{2}(t,y),\qquad t\in [a,b],\qquad y(a)=y_{0}. \] The approximate solution is obtained using the weighted average with the parameter \(\theta\), evaluated in the points \(t_{n-1}\) and \( t_{n-\frac{1}{2}}\). The stability of this method is proved using the stability function \( R(\mu)\).