Computational methods and algorithms

On extrapolation with nested grids

N. N. Kalitkin

Institute for Mathematical Modelling, Russian Academy of Sciences

Abstract: Manyfold extrapolation of difference calculations results is considered on a set of nested grids with arbitrary ratios of interval numbers. Simple explicit formulae are derived for extrapolation coefficients. Diagnostics of round off errors is described.

Received: 05.10.1993

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