Highly accurate numerical solutions with repeated Richardson extrapolation for 2D laplace equation

Abstract

A theoretical basis is presented for the repeated Richardson extrapolation (RRE) to reduce and estimate the discretization error of numerical solutions for heat conduction. An example application is described for the 2D Laplace equation using the finite difference method, a domain discretized with uniform grids, second-order accurate approximations, several variables of interest, Dirichlet boundary conditions, grids with up to 8,193×8,193 nodes, a multigrid method, single, double and quadruple precisions and up to twelve Richardson extrapolations. It was found that: (1) RRE significantly reduces the discretization error (for example, from 2.25E-07 to 3.19E-32 with nine extrapolations and a 1,025×1,025 grid, yielding an order of accuracy of 19.1); (2) the Richardson error estimator works for numerical results obtained with RRE; (3) a higher reduction of the discretization error with RRE is achieved by using higher calculation precision, a larger number of extrapolations, a larger number of grids and correct error orders; and (4) to obtain a given value error, much less CPU time and RAM memory are required for the solution with RRE than without it.