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  2. Romberg's method - Wikipedia

    en.wikipedia.org/wiki/Romberg's_method

    The zeroeth extrapolation, R(n, 0), is equivalent to the trapezoidal rule with 2 n + 1 points; the first extrapolation, R(n, 1), is equivalent to Simpson's rule with 2 n + 1 points. The second extrapolation, R(n, 2), is equivalent to Boole's rule with 2 n + 1 points. The further extrapolations differ from Newton-Cotes formulas.

  3. Extrapolation - Wikipedia

    en.wikipedia.org/wiki/Extrapolation

    In mathematics, extrapolation is a type of estimation, beyond the original observation range, of the value of a variable on the basis of its relationship with another variable. It is similar to interpolation , which produces estimates between known observations, but extrapolation is subject to greater uncertainty and a higher risk of producing ...

  4. Curve fitting - Wikipedia

    en.wikipedia.org/wiki/Curve_fitting

    Fitting of a noisy curve by an asymmetrical peak model, with an iterative process (Gauss–Newton algorithm with variable damping factor α).Curve fitting [1] [2] is the process of constructing a curve, or mathematical function, that has the best fit to a series of data points, [3] possibly subject to constraints.

  5. Aitken's delta-squared process - Wikipedia

    en.wikipedia.org/wiki/Aitken's_delta-squared_process

    In numerical analysis, Aitken's delta-squared process or Aitken extrapolation is a series acceleration method used for accelerating the rate of convergence of a sequence. It is named after Alexander Aitken, who introduced this method in 1926. [1] It is most useful for accelerating the convergence of a sequence that is converging linearly.

  6. Richardson extrapolation - Wikipedia

    en.wikipedia.org/wiki/Richardson_extrapolation

    A (1, 1) = Trapezoidal (f, tStart, tEnd, h, y0) % Each row of the matrix requires one call to Trapezoidal % This loops starts by filling the second row of the matrix, % since the first row was computed above for i = 1: maxRows-1 % Starting at i = 1, iterate at most maxRows - 1 times % Halve the previous value of h since this is the start of a ...

  7. Minimum polynomial extrapolation - Wikipedia

    en.wikipedia.org/wiki/Minimum_polynomial...

    In mathematics, minimum polynomial extrapolation is a sequence transformation used for convergence acceleration of vector sequences, due to Cabay and Jackson. [1] While Aitken's method is the most famous, it often fails for vector sequences. An effective method for vector sequences is the minimum polynomial extrapolation.

  8. Numerical methods for ordinary differential equations - Wikipedia

    en.wikipedia.org/wiki/Numerical_methods_for...

    Because of this, different methods need to be used to solve BVPs. For example, the shooting method (and its variants) or global methods like finite differences, [3] Galerkin methods, [4] or collocation methods are appropriate for that class of problems. The Picard–Lindelöf theorem states that there is a unique solution, provided f is ...

  9. Neville's algorithm - Wikipedia

    en.wikipedia.org/wiki/Neville's_algorithm

    In mathematics, Neville's algorithm is an algorithm used for polynomial interpolation that was derived by the mathematician Eric Harold Neville in 1934. Given n + 1 points, there is a unique polynomial of degree ≤ n which goes through the given points. Neville's algorithm evaluates this polynomial.