Practical Extrapolation Methods Theory and Applications

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 book is concerned with the coherent treatment, including derivation, analysis, and applications, of the most useful scalar extrapolation methods. The methods it discusses are geared toward problems that commonly arise in scientific and engineering disciplines. It differs from existing books on the subject in that it concentrates on the most powerful nonlinear methods, presents in-depth treatments of them, and shows which methods are most effective for different classes of practical nontrivial problems; it also shows how to fine-tune these methods to obtain the best numerical results. This state-of-the-art reference on the theory and practice of extrapolation methods will interest mathematicians interested in the theory of the relevant methods as well as giving applied scientists and engineers a practical guide to applying speed-up methods in the solution of difficult computational problems. Avram Sidi is Professor is Numerical Analysis in the Computer Science Department at the Technion-Israel Institute of Technology and holds the Technion Administration Chair in Computer Science. He has published extensively in various areas of numerical analysis and approximation theory and in journals such as Mathematics of Computation, SIAM Review, SIAM Journal on Numerical Analysis, Journal of Approximation Theory, Journal of Computational and Applied Mathematics, Numerische Mathematik, and Journal of Scientific Computing. Professor Sidi's work has involved the development of novel methods, their detailed mathematical analysis, design of efficient algorithms for their implementation, and their application to difficult practical problems. His methods and algorithms are successfully used in various scientific and engineering disciplines.