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How accurate is Richardson's error estimate?
Umeå University, Faculty of Science and Technology, Department of Computing Science.ORCID iD: 0000-0002-9158-1941
Departamento de Informática e Ingeniería de Sistemas/Aragón Institute for Engineering Research (I3A) Universidad de Zaragoza Zaragoza Spain.
2025 (English)In: Concurrency and Computation, ISSN 1532-0626, E-ISSN 1532-0634, Vol. 37, no 27-28, article id e70305Article in journal (Refereed) Published
Abstract [en]

We consider the fundamental problem of estimating the difference between the exact value T and approximations $A_h$ that depend on a single real parameter h. It is well-known that if the error $E_h = T − A_h$ satisfies an asymptotic expansion, then we can use Richardson extrapolation to approximate $E_h$ . In this paper, our primary concern is the accuracy of Richardson’s error estimate $R_h$, i.e., the size of the relative error $(E_h − R_h )/E_h$. In practice, the computed value $Â_h$ is different from the exact value $A_h$. We show how to determine when the computational error $A_h − Â_h$ is irrelevant and how to estimate the accuracy of Richardson’s error estimate interms of Richardson’s fraction $F_h$. We establish monotone convergence theorems and derive upper and lowerbounds for $T$ in terms of $A_h$ and $R_h$. We classify asymptotic error expansions according to their practicalvalue rather than the order of the primary error term. We present a sequence of numerical experiments that illustrate the theory. Weierstrass’s function is used to define a sequence of smooth problems for which it is impractical to apply Richardson’s techniques.

Place, publisher, year, edition, pages
John Wiley & Sons, 2025. Vol. 37, no 27-28, article id e70305
Keywords [en]
discretization errors, modeling errors, practical error estimation, Richardson extrapolation, rounding errors
National Category
Computational Mathematics
Identifiers
URN: urn:nbn:se:umu:diva-246591DOI: 10.1002/cpe.70305Scopus ID: 2-s2.0-105021401390OAI: oai:DiVA.org:umu-246591DiVA, id: diva2:2014645
Funder
Swedish Research CouncileSSENCE - An eScience CollaborationAvailable from: 2025-11-18 Created: 2025-11-18 Last updated: 2025-11-25Bibliographically approved

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Kjelgaard Mikkelsen, Carl Christian

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