Linear multistep methods and Richardson extrapolation

Imre Fekete

Institute of Mathematics, ELTE Eötvös Loránd University, Hungary
imre.fekete@ttk.elte.hu

In this talk, we study the application the classical Richardson extrapolation (RE) technique to accelerate the convergence of sequences resulting from linear multistep methods (LMMs) for solving initial-value problems of systems of ordinary differential equations numerically. The advantage of the LMM-RE approach is that the combined method possesses higher order and favorable linear stability properties in terms of $A$- or $A(\alpha)$-stability, and existing LMM codes can be used without any modification.
This is a joint work with Lajos Lóczi (ELTE Eötvös Loránd University, Hungary and BME Budapest University of Technology and Economics, Hungary). The main results are based on the paper \cite{FL2022} and on an ongoing research project.
{\bf Acknowledgments} The author was supported by the ÚNKP-22-5 New National Excellence Program of the Ministry for Culture and Innovation from the source of the National Research, Development and Innovation Fund.
\begin{thebibliography}{99} \bibitem{FL2022} \textsc{I. Fekete, L. Lóczi}, Linear multistep methods and global Richardson extrapolation, \textit{Appl. Math. Lett.}, \textbf{133}(2022), 108267. \end{thebibliography}