Practical Extrapolation Methods: Theory and Applications
Автор:
Avram Sidi, P. G. Ciarlet, A. Iserles, R. V. Kohn, M. H. Wright, ISBN:
0521661595
An important problem that arises in many scientific and engineering applications is that of approximating limits of infinite sequences which in most instances converge very slowly. Thus, to approximate limits with reasonable accuracy, it is necessary tocompute a large number of terms, and this is in general costly. These limits can be approximated economically and with high accuracy by applying suitable extrapolation (or convergence acceleration) methods to a small number of terms. This book is concerned with the coherent treatment, including derivation, analysis, and applications, of the most useful scalar extrapolation methods. The methods it discusses are geared toward problems that commonly arise in scientific and engineering disciplines. It differs from existing books on the subject in that it concentrates on the most powerful nonlinear methods, presents in-depth treatments of them, and shows which methods are most effective for different classes of practical nontrivial...
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