The splitting extrapolation method is a newly developed technique for solving multidimensional mathematical problems. It overcomes the difficulties arising from Richardson's extrapolation when applied to these problems and obtains higher accuracy solutions with lower cost and a high degree of parallelism. The method is particularly suitable for solving large scale scientific and engineering problems.
This book presents applications of the method to multidimensional integration, integral equations and partial differential equations. It also gives an introduction to combination methods which are relevant to splitting extrapolation. The book is intended for those who may exploit these methods and it requires only a basic knowledge of numerical analysis.
Contents:
- Generalization and Application of Richardson's Extrapolation
- Splitting Extrapolation Methods
- Application of SEM to Multidimensional Numerical Integration
- SEM for Integral Equations
- SEM for Differential Equations
- Combination Methods for Accelerating the Convergence
- Sparse Grid Methods and Combination Techniques
Readership: Applied mathematicians.
“
The book provides a thorough treatment of the theoretical background of splitting extrapolation methods, and it contains many examples where splitting extrapolation is applied and compared with competing higher-order methods. With more than 130 references to publications in the field, the book is an invaluable source for anyone interested in extrapolation methods in general and their application.#x201D;
SIAM Review