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  1. Home
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  3. Practical Extrapolation Methods
  • Cited by 150
  • Avram Sidi, Technion - Israel Institute of Technology, Haifa
Publisher:
Cambridge University Press
Online publication date:
February 2010
Print publication year:
2003
Online ISBN:
9780511546815
DOI:
https://doi.org/10.1017/CBO9780511546815
Subjects:
Mathematics, Computational Science, Numerical Analysis and Computational Science
Series:
Cambridge Monographs on Applied and Computational Mathematics (10)
Information

Book description

An important problem that arises in many scientific and engineering applications is that of approximating limits of infinite sequences which in most instances converge very slowly. Thus, to approximate limits with reasonable accuracy, it is necessary to compute a large number of terms, and this is in general costly. These limits can be approximated economically and with high accuracy by applying suitable extrapolation (or convergence acceleration) methods to a small number of terms. This state-of-the art reference for mathematicians, scientists and engineers is concerned with the coherent treatment, including derivation, analysis, and applications, of the most useful scalar extrapolation methods. The methods discussed are geared toward common problems in scientific and engineering disciplines. It differs from existing books by concentrateing on the most powerful nonlinear methods, presenting in-depth treatments of them, and showing which methods are most effective for different classes of practical nontrivial problems.

Reviews

‘The book is an excellent support for the theoretical and practical studies of the speed-up methods based on extrapolation. It is a useful book for mathematicians interested in this field of research, but it can be used successfully by computer scientists and engineers.‘

Source: Zentralblatt MATH

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