Modified defect correction algorithms for ODEs. I: General theory. (English) Zbl 1058.65068
Summary: The well-known method of iterated defect correction (IDeC) is based on the following idea: Compute a simple, basic approximation and form its defect w.r.t. the given ordinary differential equation via a piecewise interpolant. This defect is used to define an auxiliary, neighboring problem whose exact solution is known. Solving the neighboring problem with the basic discretization scheme yields a global error estimate. This can be used to construct an improved approximation, and the procedure can be iterated. The fixed point of such an iterative process corresponds to a certain collocation solution.
We present a variety of modifications to this algorithm. Some of these have been proposed only recently, and together they form a family of iterative techniques, each with its particular advantages. These modifications are based on techniques like defect quadrature (IQDeC), defect interpolation (IPDeC), and combinations thereof. We investigate the convergence on locally equidistant and nonequidistant grids and show how superconvergent approximations can be obtained. Numerical examples illustrate our considerations. The application to stiff initial value problems will be discussed in Part II of this paper.
We present a variety of modifications to this algorithm. Some of these have been proposed only recently, and together they form a family of iterative techniques, each with its particular advantages. These modifications are based on techniques like defect quadrature (IQDeC), defect interpolation (IPDeC), and combinations thereof. We investigate the convergence on locally equidistant and nonequidistant grids and show how superconvergent approximations can be obtained. Numerical examples illustrate our considerations. The application to stiff initial value problems will be discussed in Part II of this paper.
MSC:
65L05 | Numerical methods for initial value problems involving ordinary differential equations |
35L70 | Second-order nonlinear hyperbolic equations |
34A34 | Nonlinear ordinary differential equations and systems |
65L20 | Stability and convergence of numerical methods for ordinary differential equations |