Richardson-Extrapolation

The process of the Richardson extrapolation was developed by Lewis Fry Richardson ( 1881-1953 ). It can be applied when in the numerical solution of a problem due to two different discretizations ( with the step size and ) the approximations and has a problem, and these approximations have been calculated with a method of order.

If these conditions are met, then the extrapolation

A better approximation for the result.