Richardson Extrapolation

The consideration of the result of a numerical calculation as a function of an adjustable parameter (usually thestep size). The function can then be fitted and evaluated at to yield very accurate results. Press et al. (1992)describe this process as turning lead into gold. Richardson extrapolation is one of the key ideas used in thepopular and robust Bulirsch-Stoer Algorithm of solving Ordinary Differential Equations.

References

Acton, F. S. Numerical Methods That Work, 2nd printing. Washington, DC: Math. Assoc. Amer., p. 106, 1990.

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. ``Richardson Extrapolation and the Bulirsch-Stoer Method.'' §16.4 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 718-725, 1992.

• Poncelet's Theorem
• Poncelet Transform
• Poncelet Transverse
• Pong Hau K'i
• Pons Asinorum
• Pontryagin Class
• Pontryagin Duality
• Pontryagin Maximum Principle
• Pontryagin Number
• Ponzo's Illusion
• Pop
• Population Comparison
• Population Growth
• Porism
• Porter's Constant
• Poset
• Poset Dimension
• Position Four-Vector
• Position Vector
• Positive
• Positive Definite Function
• Positive Definite Matrix
• Positive Definite Quadratic Form
• Positive Definite Tensor
• Positive Integer