Richardson’s Extrapolation - University of California ...

Goal: Generate higher order approximations I Key: Equation (1) works for any h 6= 0. Extrapolation, Step I M N 1(h) = K 1h + K 2h2 + K 3h3 + ; (2) M N 1(h 2) = K 1(h 2) + K 2(h 2)2 + K 3(h 2 ... I Linear Interpolation: P 1(x) = (x x 1) (x 0 x 1) f(x 0) + (x x 0) (x 1 x 0) f(x 1); f(x) = P 1(x) + 1 2 f00(˘(x))(x x 0)(x x 1): I Quadrature: Z b a ...

  Higher, Linear, Order, Extrapolation, Higher order