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

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Richardson extrapolation combined with the sequential splitting procedure and the \(\theta \)-method
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    Richardson extrapolation combined with the sequential splitting procedure and the \(\theta \)-method (English)
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    3 July 2012
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    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 \( R(\mu)\).
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    Cauchy problem
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    weighted scheme of quadrature formulas
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    Richardson extrapolation rule
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    system
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    stability
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