Richardson Extrapolation
ME6758, Dr. Ferri. Richardson Extrapolation. Start with some integration rule, N(h), and some general trend of the error as a function of h:. (1). Now, divide h by 2 (double the number of intervals). (2). To eliminate the lowest order error term, take 2*Eq2 – Eq1. Call this N 2 (h).
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