Global extrapolation of numerical methods for initial value problems (Q1124285)

Extrapolation procedures are derived for sequences of two, three or four grids, given a global error expansion, for special and general initial value problems of arbitrary order \(q>1\). In two alternative views, the finest grid may be regarded as the first or last grid in the sequence, the sequence of grids being different in the two cases. The stated aim of the paper is to show that such extrapolation increases the accuracy of the results, not to compare different grid sequences. Some numerical evidence is provided, using periodic or almost periodic test problems and P-stable methods.