Question 11.3.2: Apply Richardson’s extrapolation to approximate the solution...

Apply Richardson’s extrapolation to approximate the solution to the boundary-value problem

y^{\prime \prime}=-\frac{2}{x} y^{\prime}+\frac{2}{x^{2}} y+\frac{\sin (\ln x)}{x^{2}}, \quad \text { for } 1 \leq x \leq 2, \text { with } y(1)=1 \text { and } y(2)=2,

using h = 0.1, 0.05, and 0.025.

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The results are listed in Table 11.4. The first extrapolation is

\operatorname{Ext}_{1 i}=\frac{4 w_{i}(h=0.05)-w_{i}(h=0.1)}{3}

the second extrapolation is

\operatorname{Ext}_{2 i}=\frac{4 w_{i}(h=0.025)-w_{i}(h=0.05)}{3};

and the final extrapolation is

\operatorname{Ext}_{3 i}=\frac{16 \operatorname{Ext}_{2 i}- Ext _{1 i}}{15}

Table 11.4

x_{i} w_{i}(h=0.05) w_{i}(h=0.025) \operatorname{Ext}_{1 i} Ext _{2 i} EXt _{3 i}
1.0 1.00000000 1.00000000 1.00000000 1.00000000 1.00000000
1.1 1.09262207 1.09262749 1.09262925 1.09262930 1.09262930
1.2 1.18707436 1.18708222 1.18708477 1.18708484 1.18708484
1.3 1.28337094 1.28337950 1.28338230 1.28338236 1.28338236
1.4 1.38143493 1.38144319 1.38144589 1.38144595 1.38144595
1.5 1.48114959 1.48115696 1.48115937 1.48115941 1.48115942
1.6 1.58238429 1.58239042 1.58239242 1.58239246 1.58239246
1.7 1.68500770 1.68501240 1.68501393 1.68501396 1.68501396
1.8 1.78889432 1.78889748 1.78889852 1.78889853 1.78889853
1.9 1.89392740 1.89392898 1.89392950 1.89392951 1.89392951
2.0 2.00000000 2.00000000 2.00000000 2.00000000 2.00000000

The values of w_{i}(h=0.1) are omitted from the table to save space, but they are listed in Table 11.3. The results for w_{i}(h=0.025) are accurate to approximately 3 \times 10^{-6} . However, the results of \operatorname{Ext}_{3 i} are correct to the decimal places listed. In fact, if sufficient digits had been used, this approximation would agree with the exact solution with maximum error of 6.3 \times 10^{-11}  at the mesh points, an impressive improvement.

 

Table 11.3

\begin{array}{cccc}\hline x_{i} & w_{i} & y\left(x_{i}\right) & \left|w_{i}-y\left(x_{i}\right)\right| \\\hline 1.0 & 1.00000000 & 1.00000000 & \\1.1 & 1.09260052 & 1.09262930 & 2.88 \times 10^{-5} \\1.2 & 1.18704313 & 1.18708484 & 4.17 \times 10^{-5} \\1.3 & 1.28333687 & 1.28338236 & 4.55 \times 10^{-5} \\1.4 & 1.38140205 & 1.38144595 & 4.39 \times 10^{-5} \\1.5 & 1.48112026 & 1.48115942 & 3.92 \times 10^{-5} \\1.6 & 1.58235990 & 1.58239246 & 3.26 \times 10^{-5} \\1.7 & 1.68498902 & 1.68501396 & 2.49 \times 10^{-5} \\1.8 & 1.78888175 & 1.78889853 & 1.68 \times 10^{-5} \\1.9 & 1.89392110 & 1.89392951 & 8.41 \times 10^{-6} \\2.0 & 2.00000000 & 2.00000000 & \\\hline\end{array}

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