Asymptotic error expansions for numerical solutions of one-dimensional problems with singularities
asymptotic error expansionsfinite difference solutionsinitial value problemsnumerical examplesRichardson extrapolationsingular solutionstwo-point boundary problems
Nonlinear ordinary differential equations and systems (34A34) Nonlinear boundary value problems for ordinary differential equations (34B15) Extrapolation to the limit, deferred corrections (65B05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Finite difference and finite volume methods for ordinary differential equations (65L12)
The Richardson extrapolation technique has been successfully applied to increase the accuracy of numerical solutions of a great variety of problems. This technique relies --- as is well-known --- on asymptotic expansions of the form (*) \(T(h)=T(0)+c_ 1 h^{\alpha_ 1}+c_ 2 h^{\alpha_ 2}+\dots\) where \(T(0)\) is the quantity to be computed, \(T(h)\) is its numerical approximation depending on a discretization parameter \(h\), \(c_ i\) are constants independent of \(h\) and \(0<\alpha_ 1<\alpha_ 2<\dots\;\). Applying this method to finite difference solutions of initial value problems of ordinary differential equations, \(T(0)\) represents the exact solution at some mesh point, \(T(h)\) is the finite difference approximation of the solution at this point, \(h\) is the meshsize. If the input data of an ordinary differential equation problem are smooth then the solution is smooth and an asymptotic expansion of the form (*) can be proved. The aim of the author's paper is to derive systematically asymptotic expansions of finite difference solutions for ordinary differential equation problems (initial value problems as well as two-point boundary value problems) with singular solutions. Numerical examples show a great improvement in the accuracy of numerical solutions by using the developed extrapolation technique.
- scientific article; zbMATH DE number 4215303
- Applications of the extrapolation method to the numerical solution of singular perturbation problems
- scientific article; zbMATH DE number 4035047
- Asymptotic error expansion and Richardson extrapolation for linear finite elements
- scientific article; zbMATH DE number 4122407
- A Further Extension of the Euler-Maclaurin Summation Formula
- An Extension of the Euler-Maclaurin Summation Formula to Functions with a Branch Singularity
- Euler-MacLaurin expansions for integrals over triangles and squares of functions having algebraic/logarithmic singularities along an edge
- scientific article; zbMATH DE number 3806881 (Why is no real title available?)
- scientific article; zbMATH DE number 3247704 (Why is no real title available?)
- Numerical Integration of Non‐analytic Functions
- Numerical Quadrature and Asymptotic Expansions
- Survey of Extrapolation Processes in Numerical Analysis
- Error bounds for exponentially improved asymptotic solutions of ordinary differential equations having irregular singularities of rank one
- scientific article; zbMATH DE number 4174245 (Why is no real title available?)
- Asymptotic Expansions for the Discretization Error of Least Squares Solutions of Linear Boundary Value Problems
- Application of richardson extrapolation to linear functional equations with mildly smooth solutions
- ON ASYMPTOTIC ERROR EXPANSIONS FOR SINGULAR BOUNDARY VALUE PROBLEMS
- ON THE ASYMPTOTIC EXPANSIONS OF NUMERICAL SOLUTIONS TO SECOND ORDER DIFFERENTIAL EQUATIONS WITH A REGULAR SINGULAR POINT
- Asymptotic expansions for the extended systems used in the calculation of some singularities in B.V.P'S
- One-sided finite-difference approximations suitable for use with Richardson extrapolation
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