The splitting extrapolation method for multidimensional problems. (English) Zbl 0569.65017

A splitting extrapolation process using a one-dimensional extrapolation procedure along only one variable, while the other variables are kept fixed and its applications to the numerical cubature of multiple integrals, multidimensional integral equations and the difference method for solving the Poisson equation are studied. Error estimates are obtained in each case to show the advantage of the method.
Reviewer: C.L.Koul


65D32 Numerical quadrature and cubature formulas
41A55 Approximate quadratures
41A63 Multidimensional problems
65R20 Numerical methods for integral equations
65N06 Finite difference methods for boundary value problems involving PDEs