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Bulirsch-Stoer Algorithm

An algorithm which finds rational function extrapolations of the form

R_(i(i+1)...(i+m))=(P_mu(x))/(P_nu(x))=(p_0+p_1x+...+p_mux^mu)/(q_0+q_1x+...+q_nux^nu)

and can be used in the solution of ordinary differential equations.

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References

Bulirsch, R. and Stoer, J. §2.2 in Introduction to Numerical Analysis. New York: Springer-Verlag, 1991.Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T. "Richardson Extrapolation and the Bulirsch-Stoer Method." §16.4 in Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed. Cambridge, England: Cambridge University Press, pp. 718-725, 1992.

Referenced on Wolfram|Alpha

Bulirsch-Stoer Algorithm

Cite this as:

Weisstein, Eric W. "Bulirsch-Stoer Algorithm." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/Bulirsch-StoerAlgorithm.html

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