This volume is a self-contained, exhaustive exposition of the extrapolation methods theory, and of the various algorithms and procedures for accelerating the convergence of scalar and vector sequences. Many subroutines (written in FORTRAN 77) with instructions for their use are provided on a floppy disk in order to demonstrate to those working with sequences the advantages of the use of extrapolation methods. Many numerical examples showing the effectiveness of the procedures and a consequent chapter on applications are also provided – including some never before published results and applications. Although intended for researchers in the field, and for those using extrapolation methods for solving particular problems, this volume also provides a valuable resource for graduate courses on the subject.

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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.

This book paints a fresco of the field of extrapolation and rational approximation over the last several centuries to the present through the works of their primary contributors. It can serve as an introduction to the topics covered, including extrapolation methods, Padé approximation, orthogonal polynomials, continued fractions, Lanczos-type methods etc.; it also provides in depth discussion of the many links between these subjects. A highlight of this book is the presentation of the human side of the fields discussed via personal testimonies from contemporary researchers, their anecdotes, and their exclusive remembrances of some of the “actors.” This book shows how research in this domain started and evolved. Biographies of other scholars encountered have also been included. An important branch of mathematics is described in its historical context, opening the way to new developments. After a mathematical introduction, the book contains a precise description of the mathematical landscape of these fields spanning from the 19th century to the first part of the 20th. After an analysis of the works produced after that period (in particular those of Richardson, Aitken, Shanks, Wynn, and others), the most recent developments and applications are reviewed.

An important problem that arises in different disciplines of science and engineering is that of computing limits of sequences of vectors of very large dimension. Such sequences arise, for example, in the numerical solution of systems of linear and nonlinear equations by fixed-point iterative methods, and their limits are simply the required solutions to these systems. The convergence of these sequences, which is very slow in many cases, can be accelerated successfully by using suitable vector extrapolation methods. Vector Extrapolation Methods with Applications?is the first book fully dedicated to the subject of vector extrapolation methods. It is a self-contained, up-to-date, and state-of-the-art reference on the theory and practice of the most useful methods. It covers all aspects of the subject, including development of the methods, their convergence study, numerically stable algorithms for their implementation, and their various applications. It also provides complete proofs in most places. As an interesting application, the author shows how these methods give rise to rational approximation procedures for vector-valued functions in the complex plane, a subject of importance in model reduction problems among others. This book is intended for numerical analysts, applied mathematicians, and computational scientists and engineers in fields such as computational fluid dynamics, structures, and mechanical and electrical engineering, to name a few. Since it provides complete proofs in most places, it can also serve as a textbook in courses on acceleration of convergence of iterative vector processes, for example.

Scientists and engineers are mainly using Richardson extrapolation as a computational tool for increasing the accuracy of various numerical algorithms for the treatment of systems of ordinary and partial differential equations and for improving the computational efficiency of the solution process by the automatic variation of the time-stepsizes. A third issue, the stability of the computations, is very often the most important one and, therefore, it is the major topic studied in all chapters of this book. Clear explanations and many examples make this text an easy-to-follow handbook for applied mathematicians, physicists and engineers working with scientific models based on differential equations. Contents The basic properties of Richardson extrapolation Richardson extrapolation for explicit Runge-Kutta methods Linear multistep and predictor-corrector methods Richardson extrapolation for some implicit methods Richardson extrapolation for splitting techniques Richardson extrapolation for advection problems Richardson extrapolation for some other problems General conclusions

The 1947 paper by John von Neumann and Herman Goldstine, OC Numerical Inverting of Matrices of High OrderOCO ( Bulletin of the AMS, Nov. 1947), is considered as the birth certificate of numerical analysis. Since its publication, the evolution of this domain has been enormous. This book is a unique collection of contributions by researchers who have lived through this evolution, testifying about their personal experiences and sketching the evolution of their respective subdomains since the early years. Sample Chapter(s). Chapter 1: Some pioneers of extrapolation methods (323 KB). Contents: Some Pioneers of Extrapolation Methods (C Brezinski); Very Basic Multidimensional Extrapolation Quadrature (J N Lyness); Numerical Methods for Ordinary Differential Equations: Early Days (J C Butcher); Interview with Herbert Bishop Keller (H M Osinga); A Personal Perspective on the History of the Numerical Analysis of Fredholm Integral Equations of the Second Kind (K Atkinson); Memoires on Building on General Purpose Numerical Algorithms Library (B Ford); Recent Trends in High Performance Computing (J J Dongarra et al.); Nonnegativity Constraints in Numerical Analysis (D-H Chen & R J Plemmons); On Nonlinear Optimization Since 1959 (M J D Powell); The History and Development of Numerical Analysis in Scotland: A Personal Perspective (G Alistair Watson); Remembering Philip Rabinowitz (P J Davis & A S Fraenkel); My Early Experiences with Scientific Computation (P J Davis); Applications of Chebyshev Polynomials: From Theoretical Kinematics to Practical Computations (R Piessens). Readership: Mathematicians in numerical analysis and mathematicians who are interested in the history of mathematics.