Local theory of extrapolation methods (Q849280)

In the framework of ordinary differential equations, as well as of index \(1\) semi-explicit differential-algebraic systems, the theory of one-step extrapolation methods is studied. In order to circumvent the problem that an asymptotic expansion of the global error for one-step methods is difficult to observe in practice, the author gives another substantiation of the extrapolation technique based on the usual local error expansion in a Taylor series. It is demonstrated that Richardson extrapolation can be successfully used to explain how extrapolation methods perform. In addition, under suitable smoothness assumptions it is shown that the Aitken-Neville algorithm works for one-step methods of arbitrary order.