Practical Extrapolation Methods

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The book contains the following four parts: I. The Richardson extrapolation method: the first generalization of the Richardson extrapolation process; the extrapolation method \(GREP\); the D-transformation for infinite-range integrals; the d-transformation for infinite series and sequences; two recursive algorithms for \(GREP\): W-algorithm for \(GREP^{(1)}\) and \(W^{(m)}\)-algorithm for \(GREP^{(m)}\) as well as an efficient algorithm, \(EW\)-algorithm, for a special case of an extension of \(GREP\); the analytic study of \(GREP^{(1)}\); acceleration of convergence of power series by d-transformation; acceleration of convergence of Fourier and generalized Fourier series by the d-transformation. II. Sequence transformations: Euler transformation; Aitken process; Lubkin W-transformation; Shanks transformation; Padé table; Levin and Sidi transformations; Brezinsky \(\theta\)-algorithm; the transformations of Overholt and Wimp; confluent forms of sequence transformations: confluent \(\varepsilon\)- algorithm, confluent \(\rho\)- algorithm, confluent Overholt method, confluent \(D^{(m)}\)- transformations. III. Applications of the extrapolation methods and sequence transformations: multidimensional numerical quadrature, ordinary differential equations, the computation of the inverse Laplace transforms, convergence acceleration of infinite products, ill-posed problems. IV. This part contains a review of several concepts and results required by the previous chapters and a Fortran 77 implementation for \(d^{(m)}\)- transformation of real infinite series (via \(W^{(m)}\)-algorithm) and this implementation can be adapted to complex series. The book is an excellent support for the theoretical and practical studies of the speed-up methods based on extrapolation. It is an useful book for mathematicians interested in this field of research, but it can be used successfully by computer scientists and engineers.




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