Skip to main content

Table 1 Neville table built from q initial approximations Y T τ 1 ,…, Y T τ q with order k 1 (first column) and extrapolated to find a solution of order k q , that is Y T τ 1 , τ q

From: Efficient simulation of stochastic chemical kinetics with the Stochastic Bulirsch-Stoer extrapolation method

Order

k 1

k 2

k 3

k q

 

Y T τ 1

   
  

Y T τ 1 , τ 2

  

Approximate

Y T τ 2

 

Y T τ 1 , τ 3

 

solutions

 

Y T τ 2 , τ 3

Y T τ 1 , τ q

 

Y T τ 3

Y T τ q 2 , τ q

 
 

Y T τ q 1 , τ q

  
 

Y T τ q