Figure 1.

Richardson extrapolation principle. Three numerical solutions, with stepsizes ${\tau }_1=T,{\tau }_2=\frac{T}{2},{\tau }_3=\frac{T}{4}$ find estimates closer and closer to the true solution $\mathbf{Y}\left(T\right)={\mathbf{Y}}_T^0$, i.e. the numerical solution in the limit of zero stepsize. They can be extrapolated to find an estimate very close to ${\mathbf{Y}}_T^0$.