Local theory of extrapolation methods
Aitken-Neville algorithmextrapolation methodsindex \(1\) semi-explicit differential-algebraic systemsone-step methodsRichardson extrapolation
Implicit ordinary differential equations, differential-algebraic equations (34A09) Nonlinear ordinary differential equations and systems (34A34) Extrapolation to the limit, deferred corrections (65B05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for differential-algebraic equations (65L80)
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.
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