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Richardson Extrapolation : Practical Aspects and Applications.

Author: Zahari Zlatev; Ivan Dimov; István Faragó; Ágnes Havasi
Publisher: Berlin/Boston : De Gruyter, 2017.
Series: De Gruyter series in applied and numerical mathematics.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:
Scientists and engineers are mainly using Richardson extrapolation as a computational tool for increasing the accuracy of various numerical algorithms for the treatment of systems of ordinary and partial differential equations and for improving the computational efficiency of the solution process by the automatic variation of the time-stepsizes. A third issue, the stability of the computations, is very often the
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Zlatev, Zahari.
Richardson Extrapolation : Practical Aspects and Applications.
Berlin/Boston : De Gruyter, ©2017
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Zahari Zlatev; Ivan Dimov; István Faragó; Ágnes Havasi
ISBN: 9783110533002 3110533006
OCLC Number: 1013820320
Language Note: In English.
Description: 1 online resource (310 pages)
Contents: Frontmatter --
Preface --
Contents --
1. The basic properties of Richardson extrapolation --
2. Richardson extrapolation for explicit Runge-Kutta methods --
3. Linear multistep and predictor-corrector methods --
4. Richardson extrapolation for some implicit methods --
5.2 Richardson extrapolation for splitting techniques --
6. Richardson extrapolation for advection problems --
7. Richardson extrapolation for some other problems --
8. General conclusions --
References --
List of abbreviations --
Author index --
Subject index.
Series Title: De Gruyter series in applied and numerical mathematics.
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Abstract:

The series is devoted to the publication of high-level monographs and specialized graduate texts which cover the whole spectrum of applied mathematics, including its numerical aspects. The focus of  Read more...

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