On the convergence of multiple Richardson extrapolation combined with explicit Runge–Kutta methods

Abstract

The order of accuracy of any convergent time integration method for systems of differential equations can be increased by using the sequence acceleration method known as Richardson extrapolation, as well as its variants (classical Richardson extrapolation and multiple Richardson extrapolation). The original (classical) version of Richardson extrapolation consists in taking a linear combination of numerical solutions obtained by two different time-steps with time-step sizes h and h/2 by the same numerical method. Multiple Richardson extrapolation is a generalization of this procedure, where the extrapolation is applied to the combination of some underlying numerical method and the classical Richardson extrapolation. This procedure increases the accuracy order of the underlying method from p to \(p+2\), and with each repetition, the order is further increased by one. In this paper we investigate the convergence of multiple Richardson extrapolation in the case where the underlying numerical method is an explicit Runge–Kutta method, and the computational efficiency is also checked.