On the convergence of multiple Richardson extrapolation combined with explicit Runge-Kutta methods (Q6571326)

In this paper the authors investigate a new numerical method called multiple Richardson extrapolation (MRE), which is a generalization of classical Richardson extrapolation (CRE). The main idea of this method is to apply the Richardson extrapolation method to the combination of some underlying method \ and CRE. By this idea, when the order of the underlying method is \(p\), the order of convergence of MRE is \(p+2\) and the order is further increased by one with each repetition. The paper shows the convergence of MRE in the case where the underlying numerical method is an explicit Runge-Kutta method. The computational efficiency is also checked. Numerical experiments are reported to enlighten the features of the presented method. More, it is shown that in practice the application of parallel machines will further enhance the efficiency of the presented method.