ON THE CONSISTENCY AND CONVERGENCE OF CLASSICAL RICHARDSON EXTRAPOLATION AS APPLIED TO EXPLICIT ONE-STEP METHODS

The consistency of the classical Richardson extrapolation (CRE), a simple and robust computational device, is analysed for case where underlying method an explicit one-step numerical ordinary differential equations with order one or two. It shown in framework that CRE increases by one. convergence proved assumption time-stepping operator base has Lipschitz property its second argument.