Example 3.  Plot the absolute error  [Graphics:Images/RichardsonExtrapMod_gr_95.gif]  over the interval  [Graphics:Images/RichardsonExtrapMod_gr_96.gif], and estimate the maximum absolute error over the interval.
Compute the error bound  [Graphics:Images/RichardsonExtrapMod_gr_97.gif]  and observe that  [Graphics:Images/RichardsonExtrapMod_gr_98.gif]  over  [Graphics:Images/RichardsonExtrapMod_gr_99.gif].  

Solution 3.

[Graphics:../Images/RichardsonExtrapMod_gr_100.gif]


[Graphics:../Images/RichardsonExtrapMod_gr_101.gif]

[Graphics:../Images/RichardsonExtrapMod_gr_102.gif]
[Graphics:../Images/RichardsonExtrapMod_gr_103.gif]

Aside.  If you really looked at that error bound closely, then you discover a curious fact.

[Graphics:../Images/RichardsonExtrapMod_gr_104.gif]

[Graphics:../Images/RichardsonExtrapMod_gr_105.gif]
[Graphics:../Images/RichardsonExtrapMod_gr_106.gif]

How can the error bound be smaller than the error at x=0 ?  Because we really need to use the interval  [Graphics:../Images/RichardsonExtrapMod_gr_107.gif] when we found  [Graphics:../Images/RichardsonExtrapMod_gr_108.gif].  Being extra careful we find  [Graphics:../Images/RichardsonExtrapMod_gr_109.gif], then we would have the error bound

[Graphics:../Images/RichardsonExtrapMod_gr_110.gif]

[Graphics:../Images/RichardsonExtrapMod_gr_111.gif]
[Graphics:../Images/RichardsonExtrapMod_gr_112.gif]

Now we have "fixed it."

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(c) John H. Mathews 2004