On the Richardson Extrapolation as Applied to the Sequential Splitting Method

Authors:
István Faragó;Ágnes Havasi
Affiliations:
Eötvös Loránd University,;Eötvös Loránd University, Budapest, Hungary H-1117
Venue:
Large-Scale Scientific Computing
Year:
2009

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Abstract

It is known from the literature that applying the same ODE solver by using two different step sizes and combining appropriately the obtained numerical solutions at each time step we can increase the convergence order of the method. Moreover, this technique allows us to estimate the absolute error of the underlying method. In this paper we apply this procedure, widely known as Richardson extrapolation, to the sequential splitting, and investigate the performance of the obtained scheme on several test examples.