The Richardson Extrapolation Process with a Harmonic Sequence of Collocation Points
The author studies the problem: Let a function \(A(y)\) be known and hence computable for \(0<y\leq b\), \(b>0\), the variable \(y\) being continuous or discrete. The author assumes that \(A(y)\) has an asymptotic expansion of the form \[ A(y)\sim A+ \sum_{k=1}^\infty \alpha_k y^{\sigma_k} \quad\text{as}\quad y\to 0+, \] where \(\sigma_k\) are known scalars satisfying \[ \sigma_k\neq 0, \quad k=1,2\dots;\quad \Re\sigma_1< \Re\sigma_2<\dots; \quad \lim_{k\to\infty} \Re\sigma_k= +\infty, \] and \(A\) and \(\alpha_k\), \(k=1,2,\dots\), are constants independent of \(y\). One very effective way of approximating \(A\) is by the Richardson extrapolation process. The author gives a detailed analytical study of the convergence and stability of the so-called column sequences \(\{A_n^{(j)}\}_{j=0}^\infty\), with \(n\) fixed; here \(A_n^{(j)}\) are the approximations to \(A\). He proves that convergence takes place if \(j\) is as large as possible and gives the precise rate at which it does. Some numerical examples are given.
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