Practical extrapolation methods : theory and applications

著者

    • Sidi, Avram

書誌事項

Practical extrapolation methods : theory and applications

Avram Sidi

(Cambridge monographs on applied and computational mathematics, 10)

Cambridge University Press, 2003

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注記

Includes bibliographical references(p.501-514) and index(p.515-519)

内容説明・目次

内容説明

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.

目次

  • Preface
  • Introduction
  • Part I. The Richardson Extrapolation Process and Its Generalizations: 1. The richardson extrapolation process
  • 2. Additional topics in Richardson extrapolation
  • 3. First generalization of the Richardson extrapolation process
  • 4. GREP: further generalization of the Richardson extrapolation process
  • 5. The d-transformation: a GREP for infinite-range integrals
  • 6. The d-transformation: a GREP for infinite series and sequences
  • 7. Recursive algorithms for GREP
  • 8. Analytic study of GREP (1): slowly varying A(y) F(1)
  • 9. Analytic study of GREP(1): quickly varying A(y) F(1)
  • 10: Efficient use of GREP(1): applications to the D(1)-, d(1)- and d(m)-transformations
  • 11. Reduction of the d-transformation for oscillatory infinite-range integrals: the D-, D-, W-, and mW-transformations
  • 12. Acceleration of convergence of power series by the d-transformation: rational d-approximants
  • 13. Acceleration of convergence of Fourier and generalized Fourier series by the d-transformation: the complex series approach with APS
  • 14. Special topics in Richardson extrapolation
  • Part II. Sequence Transformations: 15. The Euler transformation, Aitken 2-process, and Lubkin W-transformation
  • 16. The Shanks transformation
  • 17. The Pade table
  • 18. Generalizations of Pade approximants
  • 19. The Levin L- and S-transformations
  • 20. The Wynn - and Brezinski -algorithms
  • 21. The g-transformation and its generalizations
  • 22. The transformations of Overholt and Wimp
  • 23. Confluent transformations
  • 24. Formal theory of sequence transformations
  • Part III. Further Applications: 25. Further applications of extrapolation methods and sequence transformations
  • Part IV. Appendices: A. review of basic asymptotics
  • B. The Laplace transform and Watson's lemma
  • C. The gamma function
  • D. Bernoulli numbers and polynomials and the Euler-Maclaurin formula
  • E. The Riemann zeta function
  • F. Some highlights of polynomial approximation theory
  • G. A compendium of sequence transformations
  • H. Efficient application of sequence transformations: Summary
  • I. FORTRAN 77 program for the d(m)-transformation.

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詳細情報

  • NII書誌ID(NCID)
    BA62615303
  • ISBN
    • 0521661595
  • LCCN
    2002024669
  • 出版国コード
    uk
  • タイトル言語コード
    eng
  • 本文言語コード
    eng
  • 出版地
    Cambridge
  • ページ数/冊数
    xxii, 519 p.
  • 大きさ
    26 cm
  • 分類
  • 件名
  • 親書誌ID
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