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# A new approach to Richardson extrapolation in the finite element method for second order elliptic problems

Mathematics of Computation (0025-5718). Vol. 78 (2009), 4, p. 1951-1973.

This paper presents a nonstandard local approach to Richardson extrapolation, when it is used to increase the accuracy of the standard finite element approximation of solutions of second order elliptic boundary value problems in \$ \mathbb{R}^N\$, \$ N \ge 2\$. The main feature of the approach is that it does not rely on a traditional asymptotic error expansion, but rather depends on a more easily proved weaker a priori estimate, derived in [19], called an asymptotic error expansion inequality. In order to use this inequality to verify that the Richardson procedure works at a point, we require a local condition which links the different subspaces used for extrapolation. Roughly speaking, this condition says that the subspaces are similar about a point, i.e., any one of them can be made to locally coincide with another by a simple scaling of the independent variable about that point. Examples of finite element subspaces that occur in practice and satisfy this condition are given.

Nyckelord: Richardson extrapolation, local estimates, asymptotic error expansion inequalities, similarity of subspaces, scalings, finite element method, elliptic equations