Richardson Extrapolation
Richardson Extrapolation is a mathematical technique used to improve the accuracy of numerical approximations. It works by taking two estimates of a quantity, calculated with different step sizes, and combining them to produce a more accurate result. This method is particularly useful in numerical analysis, where approximations are common.
The process involves calculating the value of a function at two different levels of precision. By using these values, one can derive a new estimate that reduces the error. This technique is often applied in various fields, including computational mathematics and engineering, to enhance the reliability of numerical solutions.