Global extrapolation of numerical methods for initial value problems

摘要

Two-, three- and four-grid extrapolation procedures are considered for the special initial value problem of arbitrary order q > 1. A number of new extrapolation formulas are developed for convergent numerical methods of arbitrary order p≧2.The global extrapolations of three existing P-stable numerical methods are considered and tested on two second order initial value problems from the literature.Global extrapolation procedures for general initial value problems are also considered.