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Mathematics of Computation
Mathematics of Computation
ISSN 1088-6842(online) ISSN 0025-5718(print)


New convergence results on the generalized Richardson extrapolation process GREP$^{(1)}$ for logarithmic sequences

Author: Avram Sidi
Journal: Math. Comp. 71 (2002), 1569-1596
MSC (2000): Primary 65B05, 65B10, 40A05, 41A60
Published electronically: November 28, 2001
MathSciNet review: 1933045
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Abstract: Let $a(t)\sim A+\varphi(t)\sum^\infty_{i=0}\beta_it^i$ as $t\to 0+$, where $a(t)$ and $\varphi(t)$ are known for $0<t\leq c$ for some $c>0$, but $A$ and the $\beta_i$ are not known. The generalized Richardson extrapolation process GREP$^{(1)}$ is used in obtaining good approximations to $A$, the limit or antilimit of $a(t)$ as $t\to 0+$. The approximations $A^{(j)}_n$ to $A$ obtained via GREP$^{(1)}$are defined by the linear systems $a(t_l)=A^{(j)}_n+\varphi(t_l) \sum^{n-1}_{i=0}\bar{\beta}_it_l^i$, $l=j,j+1,\ldots,j+n$, where $\{t_l\}^\infty_{l=0}$ is a decreasing positive sequence with limit zero. The study of GREP$^{(1)}$ for slowly varying functions $a(t)$ was begun in two recent papers by the author. For such $a(t)$ we have $\varphi(t)\sim\alpha t^\delta$ as $t\to 0+$with $\delta$ possibly complex and $\delta\neq 0,-1,-2,\ldots $. In the present work we continue to study the convergence and stability of GREP$^{(1)}$as it is applied to such $a(t)$ with different sets of collocation points $t_l$ that have been used in practical situations. In particular, we consider the cases in which (i) $t_l$ are arbitrary, (ii) $\lim_{l\to\infty}t_{l+1}/t_l=1$, (iii) $t_l\sim cl^{-q}$ as $l\to\infty$ for some $c, q>0$, (iv) $t_{l+1}/t_l\leq \omega\in(0,1)$ for all $l$, (v) $\lim_{l\to\infty}t_{l+1}/t_l= \omega\in(0,1)$, and (vi) $t_{l+1}/t_l=\omega\in(0,1)$ for all $l$.

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Additional Information

Avram Sidi
Affiliation: Computer Science Department, Technion—Israel Institute of Technology, Haifa 32000, Israel

PII: S 0025-5718(01)01384-9
Received by editor(s): October 3, 2000
Published electronically: November 28, 2001
Article copyright: © Copyright 2001 American Mathematical Society

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