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Wave Propagation in Linear Media | re-examined

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5 Numerical quadratu<strong>re</strong> and extrapolation<br />

Apart from l<strong>in</strong>ear transformations (like the Euler transformation [139]), nonl<strong>in</strong>ear transformations<br />

a<strong>re</strong> widely used for convergence acceleration. One of them is Aitken's 2 process<br />

with the transformation rule [113, 137]<br />

Tn = SnSn+2 , S 2 n+1<br />

Sn+2 , 2 Sn+1 + Sn<br />

(Sn+1 , Sn) 2<br />

= Sn ,<br />

; (5.7)<br />

Sn+2 , 2 Sn+1 + Sn<br />

the second exp<strong>re</strong>ssion be<strong>in</strong>g p<strong>re</strong>ferable for implementation due to its better numerical stability.<br />

This transformation is known to accelerate sequences with l<strong>in</strong>ear convergence, that is [138,<br />

139],<br />

Sn+1 , S<br />

lim<br />

n!1 Sn , S<br />

and is exact (i. e. Tn = S 8n) for sequences of the form<br />

= ; 62 f1; 0g (5.8)<br />

Sn = S + a n ; a 6= 0; j j

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