On the order of deferred correction |
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| Authors: | Anders C Hansen John Strain |
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| Institution: | a Department of Applied Mathematics and Theoretical Physics, University of Cambridge, United Kingdom
b Department of Mathematics, University of California, Berkeley, United States |
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| Abstract: | New deferred correction methods for the numerical solution of initial value problems in ordinary differential equations have recently been introduced by Dutt, Greengard and Rokhlin. A convergence proof is presented for these methods, based on the abstract Stetter-Lindberg-Skeel framework and Spijker-type norms. It is shown that p corrections of an order-r one-step solver yield order-r(p+1) accuracy. |
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| Keywords: | Ordinary differential equations Deferred correction High-order methods |
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